BNY Mellon Municipal Income, Inc. (DMF)
6.83
+0.06
(+0.89%)
USD |
NYAM |
Mar 28, 16:00
6.825
0.00 (0.00%)
After-Hours: 20:00
DMF Max Drawdown (5Y): 41.43% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 41.43% |
January 31, 2024 | 41.43% |
December 31, 2023 | 41.43% |
November 30, 2023 | 41.43% |
October 31, 2023 | 41.43% |
September 30, 2023 | 39.42% |
August 31, 2023 | 39.42% |
July 31, 2023 | 39.42% |
June 30, 2023 | 39.42% |
May 31, 2023 | 39.42% |
April 30, 2023 | 39.42% |
March 31, 2023 | 39.42% |
February 28, 2023 | 39.42% |
January 31, 2023 | 39.42% |
December 31, 2022 | 39.42% |
November 30, 2022 | 39.42% |
October 31, 2022 | 38.59% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Mar 2019
41.43%
Maximum
Oct 2023
31.75%
Average
31.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.894 |
Beta (5Y) | 2.242 |
Alpha (vs YCharts Benchmark) (5Y) | -1.894 |
Beta (vs YCharts Benchmark) (5Y) | 2.242 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.44% |
Historical Sharpe Ratio (5Y) | -0.0331 |
Historical Sortino (5Y) | -0.0419 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.62% |