BNY Mellon Strategic Municipals, Inc. (LEO)
5.33
+0.07
(+1.33%)
USD |
NYSE |
Sep 29, 16:00
5.32
-0.01
(-0.19%)
Pre-Market: 08:24
LEO Max Drawdown (5Y): 38.78% for Sept. 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2023 | 38.78% |
| August 31, 2023 | 33.77% |
| July 31, 2023 | 33.57% |
| June 30, 2023 | 33.57% |
| May 31, 2023 | 33.57% |
| April 30, 2023 | 33.57% |
| March 31, 2023 | 33.57% |
| February 28, 2023 | 33.57% |
| January 31, 2023 | 33.57% |
| December 31, 2022 | 33.57% |
| November 30, 2022 | 33.57% |
| October 31, 2022 | 33.57% |
| September 30, 2022 | 32.92% |
| August 31, 2022 | 30.75% |
| July 31, 2022 | 30.50% |
| June 30, 2022 | 30.50% |
| May 31, 2022 | 30.28% |
| April 30, 2022 | 30.28% |
| March 31, 2022 | 30.28% |
| February 28, 2022 | 30.28% |
| January 31, 2022 | 30.28% |
| December 31, 2021 | 30.28% |
| November 30, 2021 | 30.28% |
| October 31, 2021 | 30.28% |
| September 30, 2021 | 30.28% |
| Date | Value |
|---|---|
| August 31, 2021 | 30.28% |
| July 31, 2021 | 30.28% |
| June 30, 2021 | 30.28% |
| May 31, 2021 | 30.28% |
| April 30, 2021 | 30.28% |
| March 31, 2021 | 30.28% |
| February 28, 2021 | 30.28% |
| January 31, 2021 | 30.28% |
| December 31, 2020 | 30.28% |
| November 30, 2020 | 30.28% |
| October 31, 2020 | 30.28% |
| September 30, 2020 | 30.28% |
| August 31, 2020 | 30.28% |
| July 31, 2020 | 30.28% |
| June 30, 2020 | 30.28% |
| May 31, 2020 | 30.28% |
| April 30, 2020 | 30.28% |
| March 31, 2020 | 30.28% |
| February 29, 2020 | 17.32% |
| January 31, 2020 | 17.32% |
| December 31, 2019 | 17.32% |
| November 30, 2019 | 17.32% |
| October 31, 2019 | 17.32% |
| September 30, 2019 | 17.32% |
| August 31, 2019 | 17.32% |
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
17.32%
Minimum
Nov 2018
38.78%
Maximum
Sep 2023
27.45%
Average
30.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.241 |
| Beta (5Y) | 2.037 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.241 |
| Beta (vs YCharts Benchmark) (5Y) | 2.037 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.30% |
| Historical Sharpe Ratio (5Y) | -0.1629 |
| Historical Sortino (5Y) | -0.1809 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.15% |