BNY Mellon Strategic Municipals, Inc. (LEO)
5.84
-0.07
(-1.18%)
USD |
NYSE |
Apr 25, 16:00
5.845
0.00 (0.00%)
Pre-Market: 20:00
LEO Max Drawdown (5Y): 41.69% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 41.69% |
| February 29, 2024 | 41.69% |
| January 31, 2024 | 41.69% |
| December 31, 2023 | 41.69% |
| November 30, 2023 | 41.69% |
| October 31, 2023 | 41.69% |
| September 30, 2023 | 39.00% |
| August 31, 2023 | 34.01% |
| July 31, 2023 | 33.81% |
| June 30, 2023 | 33.81% |
| May 31, 2023 | 33.81% |
| April 30, 2023 | 33.81% |
| 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 | 32.68% |
| August 31, 2022 | 30.50% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Apr 2019
41.69%
Maximum
Oct 2023
29.87%
Average
30.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.768 |
| Beta (5Y) | 2.004 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.768 |
| Beta (vs YCharts Benchmark) (5Y) | 2.004 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.96% |
| Historical Sharpe Ratio (5Y) | -0.1614 |
| Historical Sortino (5Y) | -0.1895 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.34% |