BNY Mellon Municipal Income, Inc. (DMF)
5.67
-0.04
(-0.70%)
USD |
NYAM |
Sep 29, 16:00
5.70
+0.03
(+0.53%)
After-Hours: 20:00
DMF Max Drawdown (5Y): 39.22% for Sept. 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2023 | 39.22% |
| August 31, 2023 | 39.22% |
| July 31, 2023 | 39.22% |
| June 30, 2023 | 39.22% |
| May 31, 2023 | 39.22% |
| April 30, 2023 | 39.22% |
| March 31, 2023 | 39.22% |
| February 28, 2023 | 39.22% |
| January 31, 2023 | 39.22% |
| December 31, 2022 | 39.22% |
| November 30, 2022 | 39.22% |
| October 31, 2022 | 38.39% |
| September 30, 2022 | 37.27% |
| August 31, 2022 | 32.39% |
| July 31, 2022 | 32.39% |
| June 30, 2022 | 32.39% |
| May 31, 2022 | 32.06% |
| April 30, 2022 | 31.50% |
| March 31, 2022 | 31.50% |
| February 28, 2022 | 31.50% |
| January 31, 2022 | 31.50% |
| December 31, 2021 | 31.50% |
| November 30, 2021 | 31.50% |
| October 31, 2021 | 31.50% |
| September 30, 2021 | 31.50% |
| Date | Value |
|---|---|
| August 31, 2021 | 31.50% |
| July 31, 2021 | 31.50% |
| June 30, 2021 | 31.50% |
| May 31, 2021 | 31.50% |
| April 30, 2021 | 31.50% |
| March 31, 2021 | 31.50% |
| February 28, 2021 | 31.50% |
| January 31, 2021 | 31.50% |
| December 31, 2020 | 31.50% |
| November 30, 2020 | 31.50% |
| October 31, 2020 | 31.50% |
| September 30, 2020 | 31.50% |
| August 31, 2020 | 31.50% |
| July 31, 2020 | 31.50% |
| June 30, 2020 | 31.50% |
| May 31, 2020 | 31.50% |
| April 30, 2020 | 31.50% |
| March 31, 2020 | 31.50% |
| February 29, 2020 | 19.99% |
| January 31, 2020 | 19.99% |
| December 31, 2019 | 19.99% |
| November 30, 2019 | 19.99% |
| October 31, 2019 | 19.99% |
| September 30, 2019 | 19.99% |
| August 31, 2019 | 19.99% |
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
19.99%
Minimum
Nov 2018
39.22%
Maximum
Nov 2022
29.94%
Average
31.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.237 |
| Beta (5Y) | 2.186 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.237 |
| Beta (vs YCharts Benchmark) (5Y) | 2.186 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.26% |
| Historical Sharpe Ratio (5Y) | -0.1517 |
| Historical Sortino (5Y) | -0.1787 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.08% |