Mfs High Yield Municipal Trust (CMU)
3.30
-0.01
(-0.30%)
USD |
NYSE |
May 10, 16:00
3.30
0.00 (0.00%)
After-Hours: 19:09
CMU Max Drawdown (5Y): 37.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 37.22% |
March 31, 2024 | 37.22% |
February 29, 2024 | 37.22% |
January 31, 2024 | 37.22% |
December 31, 2023 | 37.22% |
November 30, 2023 | 37.22% |
October 31, 2023 | 37.22% |
September 30, 2023 | 37.22% |
August 31, 2023 | 37.22% |
July 31, 2023 | 37.22% |
June 30, 2023 | 37.22% |
May 31, 2023 | 37.22% |
April 30, 2023 | 37.22% |
March 31, 2023 | 37.22% |
February 28, 2023 | 37.22% |
January 31, 2023 | 37.22% |
December 31, 2022 | 37.22% |
November 30, 2022 | 37.22% |
October 31, 2022 | 37.22% |
September 30, 2022 | 35.33% |
August 31, 2022 | 32.82% |
July 31, 2022 | 32.82% |
June 30, 2022 | 32.82% |
May 31, 2022 | 32.82% |
April 30, 2022 | 32.82% |
Date | Value |
---|---|
March 31, 2022 | 32.82% |
February 28, 2022 | 32.82% |
January 31, 2022 | 32.82% |
December 31, 2021 | 32.82% |
November 30, 2021 | 32.82% |
October 31, 2021 | 32.82% |
September 30, 2021 | 32.82% |
August 31, 2021 | 32.82% |
July 31, 2021 | 32.82% |
June 30, 2021 | 32.82% |
May 31, 2021 | 32.82% |
April 30, 2021 | 32.82% |
March 31, 2021 | 32.82% |
February 28, 2021 | 32.82% |
January 31, 2021 | 32.82% |
December 31, 2020 | 32.82% |
November 30, 2020 | 32.82% |
October 31, 2020 | 32.82% |
September 30, 2020 | 32.82% |
August 31, 2020 | 32.82% |
July 31, 2020 | 32.82% |
June 30, 2020 | 32.82% |
May 31, 2020 | 32.82% |
April 30, 2020 | 32.82% |
March 31, 2020 | 32.82% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
16.02%
Minimum
May 2019
37.22%
Maximum
Oct 2022
31.45%
Average
32.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.838 |
Beta (5Y) | 2.296 |
Alpha (vs YCharts Benchmark) (5Y) | -2.917 |
Beta (vs YCharts Benchmark) (5Y) | 2.298 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.77% |
Historical Sharpe Ratio (5Y) | -0.261 |
Historical Sortino (5Y) | -0.3056 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.42% |