Mfs High Yield Municipal Trust (CMU)
3.13
-0.03
(-0.95%)
USD |
NYSE |
Sep 29, 16:00
3.11
-0.02
(-0.64%)
Pre-Market: 20:00
CMU Max Drawdown (5Y): 37.22% for Sept. 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| February 29, 2020 | 16.02% |
| January 31, 2020 | 16.02% |
| December 31, 2019 | 16.02% |
| November 30, 2019 | 16.02% |
| October 31, 2019 | 16.02% |
| September 30, 2019 | 16.02% |
| August 31, 2019 | 16.02% |
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
Nov 2018
37.22%
Maximum
Oct 2022
28.98%
Average
32.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.821 |
| Beta (5Y) | 2.399 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.821 |
| Beta (vs YCharts Benchmark) (5Y) | 2.399 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.03% |
| Historical Sharpe Ratio (5Y) | -0.1746 |
| Historical Sortino (5Y) | -0.1962 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.94% |