Invesco Value Municipal Income Trust (IIM)
11.32
-0.02
(-0.22%)
USD |
NYSE |
Apr 30, 11:11
IIM Max Drawdown (5Y): 35.72% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 35.72% |
| February 29, 2024 | 35.72% |
| January 31, 2024 | 35.72% |
| December 31, 2023 | 35.72% |
| November 30, 2023 | 35.72% |
| October 31, 2023 | 35.72% |
| September 30, 2023 | 33.29% |
| August 31, 2023 | 32.72% |
| July 31, 2023 | 32.72% |
| June 30, 2023 | 32.72% |
| May 31, 2023 | 32.72% |
| April 30, 2023 | 32.72% |
| March 31, 2023 | 32.72% |
| February 28, 2023 | 32.72% |
| January 31, 2023 | 32.72% |
| December 31, 2022 | 32.72% |
| November 30, 2022 | 32.72% |
| October 31, 2022 | 32.72% |
| September 30, 2022 | 29.68% |
| August 31, 2022 | 28.68% |
| July 31, 2022 | 28.68% |
| June 30, 2022 | 28.68% |
| May 31, 2022 | 28.68% |
| April 30, 2022 | 28.68% |
| March 31, 2022 | 28.68% |
| Date | Value |
|---|---|
| February 28, 2022 | 28.68% |
| January 31, 2022 | 28.68% |
| December 31, 2021 | 28.68% |
| November 30, 2021 | 28.68% |
| October 31, 2021 | 28.68% |
| September 30, 2021 | 28.68% |
| August 31, 2021 | 28.68% |
| July 31, 2021 | 28.68% |
| June 30, 2021 | 28.68% |
| May 31, 2021 | 28.68% |
| April 30, 2021 | 28.68% |
| March 31, 2021 | 28.68% |
| February 28, 2021 | 28.68% |
| January 31, 2021 | 28.68% |
| December 31, 2020 | 28.68% |
| November 30, 2020 | 28.68% |
| October 31, 2020 | 28.68% |
| September 30, 2020 | 28.68% |
| August 31, 2020 | 28.68% |
| July 31, 2020 | 28.68% |
| June 30, 2020 | 28.68% |
| May 31, 2020 | 28.68% |
| April 30, 2020 | 28.68% |
| March 31, 2020 | 28.68% |
| February 29, 2020 | 18.68% |
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
18.68%
Minimum
Apr 2019
35.72%
Maximum
Oct 2023
28.39%
Average
28.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1599 |
| Beta (5Y) | 2.429 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.1599 |
| Beta (vs YCharts Benchmark) (5Y) | 2.429 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.25% |
| Historical Sharpe Ratio (5Y) | -0.0475 |
| Historical Sortino (5Y) | -0.0593 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.87% |