Mfs Investment Grade Municipal Trust (CXH)
7.47
-0.01
(-0.13%)
USD |
NYSE |
May 06, 14:31
CXH Max Drawdown (5Y): 34.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 34.68% |
March 31, 2024 | 34.68% |
February 29, 2024 | 34.68% |
January 31, 2024 | 34.68% |
December 31, 2023 | 34.68% |
November 30, 2023 | 34.68% |
October 31, 2023 | 34.68% |
September 30, 2023 | 34.68% |
August 31, 2023 | 34.68% |
July 31, 2023 | 34.68% |
June 30, 2023 | 34.68% |
May 31, 2023 | 34.68% |
April 30, 2023 | 34.68% |
March 31, 2023 | 34.68% |
February 28, 2023 | 34.68% |
January 31, 2023 | 34.68% |
December 31, 2022 | 34.68% |
November 30, 2022 | 34.68% |
October 31, 2022 | 34.68% |
September 30, 2022 | 33.13% |
August 31, 2022 | 28.73% |
July 31, 2022 | 28.73% |
June 30, 2022 | 28.73% |
May 31, 2022 | 28.19% |
April 30, 2022 | 28.19% |
Date | Value |
---|---|
March 31, 2022 | 28.19% |
February 28, 2022 | 28.19% |
January 31, 2022 | 28.19% |
December 31, 2021 | 28.19% |
November 30, 2021 | 28.19% |
October 31, 2021 | 28.19% |
September 30, 2021 | 28.19% |
August 31, 2021 | 28.19% |
July 31, 2021 | 28.19% |
June 30, 2021 | 28.19% |
May 31, 2021 | 28.19% |
April 30, 2021 | 28.19% |
March 31, 2021 | 28.19% |
February 28, 2021 | 28.19% |
January 31, 2021 | 28.19% |
December 31, 2020 | 28.19% |
November 30, 2020 | 28.19% |
October 31, 2020 | 28.19% |
September 30, 2020 | 28.19% |
August 31, 2020 | 28.19% |
July 31, 2020 | 28.19% |
June 30, 2020 | 28.19% |
May 31, 2020 | 28.19% |
April 30, 2020 | 28.19% |
March 31, 2020 | 28.19% |
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
12.58%
Minimum
May 2019
34.68%
Maximum
Oct 2022
27.75%
Average
28.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.925 |
Beta (5Y) | 2.099 |
Alpha (vs YCharts Benchmark) (5Y) | -0.992 |
Beta (vs YCharts Benchmark) (5Y) | 2.101 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.44% |
Historical Sharpe Ratio (5Y) | -0.1665 |
Historical Sortino (5Y) | -0.2035 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.88% |