Federated Hermes Premier Municipal Income Fund (FMN)

10.95 0.00 (0.00%) USD  |  NYSE  |  Dec 20, 16:00
10.94 -0.01 (-0.09%) After-Hours: 20:00
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FMN Max Drawdown (5Y): 40.60% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Mfs Investment Grade Municipal Trust 35.11%
Blackrock Municipal Income Trust II 39.53%
Blackrock Municipal Income Quality Trust 36.31%
Blackrock Munivest Fund II Inc 40.88%
Blackrock Muniyield Fund Inc 36.99%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.0900
Beta (5Y) 2.247
Alpha (vs YCharts Benchmark) (5Y) 0.09
Beta (vs YCharts Benchmark) (5Y) 2.247
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 16.55%
Historical Sharpe Ratio (5Y) -0.1386
Historical Sortino (5Y) -0.179
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.84%