VanEck Intermediate Muni ETF (ITM)
46.12
+0.16
(+0.35%)
USD |
BATS |
May 07, 14:30
ITM Max Drawdown (5Y): 24.75% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 24.75% |
| March 31, 2024 | 24.75% |
| February 29, 2024 | 24.75% |
| January 31, 2024 | 24.75% |
| December 31, 2023 | 24.75% |
| November 30, 2023 | 24.75% |
| October 31, 2023 | 24.75% |
| September 30, 2023 | 24.75% |
| August 31, 2023 | 24.75% |
| July 31, 2023 | 24.75% |
| June 30, 2023 | 24.75% |
| May 31, 2023 | 24.75% |
| April 30, 2023 | 24.75% |
| March 31, 2023 | 24.75% |
| February 28, 2023 | 24.75% |
| January 31, 2023 | 24.75% |
| December 31, 2022 | 24.75% |
| November 30, 2022 | 24.75% |
| October 31, 2022 | 24.75% |
| September 30, 2022 | 24.75% |
| August 31, 2022 | 24.75% |
| July 31, 2022 | 24.75% |
| June 30, 2022 | 24.75% |
| May 31, 2022 | 24.75% |
| April 30, 2022 | 24.75% |
| Date | Value |
|---|---|
| March 31, 2022 | 24.75% |
| February 28, 2022 | 24.75% |
| January 31, 2022 | 24.75% |
| December 31, 2021 | 24.75% |
| November 30, 2021 | 24.75% |
| October 31, 2021 | 24.75% |
| September 30, 2021 | 24.75% |
| August 31, 2021 | 24.75% |
| July 31, 2021 | 24.75% |
| June 30, 2021 | 24.75% |
| May 31, 2021 | 24.75% |
| April 30, 2021 | 24.75% |
| March 31, 2021 | 24.75% |
| February 28, 2021 | 24.75% |
| January 31, 2021 | 24.75% |
| December 31, 2020 | 24.75% |
| November 30, 2020 | 24.75% |
| October 31, 2020 | 24.75% |
| September 30, 2020 | 24.75% |
| August 31, 2020 | 24.75% |
| July 31, 2020 | 24.75% |
| June 30, 2020 | 24.75% |
| May 31, 2020 | 24.75% |
| April 30, 2020 | 24.75% |
| March 31, 2020 | 24.75% |
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
7.61%
Minimum
May 2019
24.75%
Maximum
Mar 2020
21.89%
Average
24.75%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3315 |
| Beta (5Y) | 1.126 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.3315 |
| Beta (vs YCharts Benchmark) (5Y) | 1.126 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 8.36% |
| Historical Sharpe Ratio (5Y) | -0.1452 |
| Historical Sortino (5Y) | -0.174 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.39% |