Western Asset Mortgage Defined Opportunity Fund Inc (DMO)
12.02
0.00 (0.00%)
USD |
NYSE |
Nov 14, 16:00
12.02
0.00 (0.00%)
After-Hours: 20:00
DMO Max Drawdown (5Y): 49.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.09% |
| September 30, 2024 | 49.09% |
| August 31, 2024 | 49.09% |
| July 31, 2024 | 49.09% |
| June 30, 2024 | 49.09% |
| May 31, 2024 | 49.09% |
| April 30, 2024 | 49.09% |
| March 31, 2024 | 49.09% |
| February 29, 2024 | 49.09% |
| January 31, 2024 | 49.09% |
| December 31, 2023 | 49.09% |
| November 30, 2023 | 49.09% |
| October 31, 2023 | 49.09% |
| September 30, 2023 | 49.09% |
| August 31, 2023 | 49.09% |
| July 31, 2023 | 49.09% |
| June 30, 2023 | 49.09% |
| May 31, 2023 | 49.09% |
| April 30, 2023 | 49.09% |
| March 31, 2023 | 49.09% |
| February 28, 2023 | 49.09% |
| January 31, 2023 | 49.09% |
| December 31, 2022 | 49.09% |
| November 30, 2022 | 49.09% |
| October 31, 2022 | 49.09% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.09% |
| August 31, 2022 | 49.09% |
| July 31, 2022 | 49.09% |
| June 30, 2022 | 49.09% |
| May 31, 2022 | 49.09% |
| April 30, 2022 | 49.09% |
| March 31, 2022 | 49.09% |
| February 28, 2022 | 49.09% |
| January 31, 2022 | 49.09% |
| December 31, 2021 | 49.09% |
| November 30, 2021 | 49.09% |
| October 31, 2021 | 49.09% |
| September 30, 2021 | 49.09% |
| August 31, 2021 | 49.09% |
| July 31, 2021 | 49.09% |
| June 30, 2021 | 49.09% |
| May 31, 2021 | 49.09% |
| April 30, 2021 | 49.09% |
| March 31, 2021 | 49.09% |
| February 28, 2021 | 49.09% |
| January 31, 2021 | 49.09% |
| December 31, 2020 | 49.09% |
| November 30, 2020 | 49.09% |
| October 31, 2020 | 49.09% |
| September 30, 2020 | 49.09% |
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
14.52%
Minimum
Nov 2019
49.09%
Maximum
Apr 2020
46.71%
Average
49.09%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| John Hancock Income Securities Trust | 32.79% |
| PIMCO Strategic Income Fund, Inc. | 46.65% |
| Blackrock Core Bond Trust | 39.55% |
| Blackrock Income Trust Inc | 35.71% |
| Nuveen Mortgage And Income Fund | 35.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4416 |
| Beta (5Y) | 1.072 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4416 |
| Beta (vs YCharts Benchmark) (5Y) | 1.072 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.43% |
| Historical Sharpe Ratio (5Y) | -0.1437 |
| Historical Sortino (5Y) | -0.1238 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.99% |