DWS Strategic Municipal Income Trust (KSM)
9.52
-0.07
(-0.73%)
USD |
NYSE |
Apr 25, 16:00
9.535
+0.02
(+0.16%)
Pre-Market: 20:00
KSM Max Drawdown (5Y): 38.80% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 38.80% |
| February 29, 2024 | 38.80% |
| January 31, 2024 | 38.80% |
| December 31, 2023 | 38.80% |
| November 30, 2023 | 38.80% |
| October 31, 2023 | 38.80% |
| September 30, 2023 | 38.80% |
| August 31, 2023 | 38.80% |
| July 31, 2023 | 38.80% |
| June 30, 2023 | 38.80% |
| May 31, 2023 | 38.80% |
| April 30, 2023 | 38.80% |
| March 31, 2023 | 38.80% |
| February 28, 2023 | 38.80% |
| January 31, 2023 | 38.80% |
| December 31, 2022 | 38.80% |
| November 30, 2022 | 38.80% |
| October 31, 2022 | 38.80% |
| September 30, 2022 | 35.73% |
| August 31, 2022 | 31.37% |
| July 31, 2022 | 31.37% |
| June 30, 2022 | 31.37% |
| May 31, 2022 | 31.37% |
| April 30, 2022 | 31.37% |
| March 31, 2022 | 31.37% |
| Date | Value |
|---|---|
| February 28, 2022 | 31.37% |
| January 31, 2022 | 31.37% |
| December 31, 2021 | 31.37% |
| November 30, 2021 | 31.37% |
| October 31, 2021 | 31.37% |
| September 30, 2021 | 31.37% |
| August 31, 2021 | 31.37% |
| July 31, 2021 | 31.37% |
| June 30, 2021 | 31.37% |
| May 31, 2021 | 31.37% |
| April 30, 2021 | 31.37% |
| March 31, 2021 | 31.37% |
| February 28, 2021 | 31.37% |
| January 31, 2021 | 31.37% |
| December 31, 2020 | 31.37% |
| November 30, 2020 | 31.37% |
| October 31, 2020 | 31.37% |
| September 30, 2020 | 31.37% |
| August 31, 2020 | 31.37% |
| July 31, 2020 | 31.37% |
| June 30, 2020 | 31.37% |
| May 31, 2020 | 31.37% |
| April 30, 2020 | 31.37% |
| March 31, 2020 | 31.37% |
| February 29, 2020 | 24.13% |
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
24.13%
Minimum
Apr 2019
38.80%
Maximum
Oct 2022
32.35%
Average
31.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9725 |
| Beta (5Y) | 2.461 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.9725 |
| Beta (vs YCharts Benchmark) (5Y) | 2.461 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.75% |
| Historical Sharpe Ratio (5Y) | -0.1106 |
| Historical Sortino (5Y) | -0.1342 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.22% |