Western Asset Managed Municipals Fd Inc (MMU)
10.44
+0.01
(+0.10%)
USD |
NYSE |
Nov 22, 16:00
10.49
+0.05
(+0.48%)
After-Hours: 20:00
MMU Max Drawdown (5Y): 34.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 34.50% |
September 30, 2024 | 34.50% |
August 31, 2024 | 34.50% |
July 31, 2024 | 34.50% |
June 30, 2024 | 34.50% |
May 31, 2024 | 34.50% |
April 30, 2024 | 34.50% |
March 31, 2024 | 34.50% |
February 29, 2024 | 34.50% |
January 31, 2024 | 34.50% |
December 31, 2023 | 34.50% |
November 30, 2023 | 34.50% |
October 31, 2023 | 34.50% |
September 30, 2023 | 34.50% |
August 31, 2023 | 34.50% |
July 31, 2023 | 34.50% |
June 30, 2023 | 34.50% |
May 31, 2023 | 34.50% |
April 30, 2023 | 34.50% |
March 31, 2023 | 34.50% |
February 28, 2023 | 34.50% |
January 31, 2023 | 34.50% |
December 31, 2022 | 34.50% |
November 30, 2022 | 34.50% |
October 31, 2022 | 34.50% |
Date | Value |
---|---|
September 30, 2022 | 34.50% |
August 31, 2022 | 34.50% |
July 31, 2022 | 34.50% |
June 30, 2022 | 34.50% |
May 31, 2022 | 34.50% |
April 30, 2022 | 34.50% |
March 31, 2022 | 34.50% |
February 28, 2022 | 34.50% |
January 31, 2022 | 34.50% |
December 31, 2021 | 34.50% |
November 30, 2021 | 34.50% |
October 31, 2021 | 34.50% |
September 30, 2021 | 34.50% |
August 31, 2021 | 34.50% |
July 31, 2021 | 34.50% |
June 30, 2021 | 34.50% |
May 31, 2021 | 34.50% |
April 30, 2021 | 34.50% |
March 31, 2021 | 34.50% |
February 28, 2021 | 34.50% |
January 31, 2021 | 34.50% |
December 31, 2020 | 34.50% |
November 30, 2020 | 34.50% |
October 31, 2020 | 34.50% |
September 30, 2020 | 34.50% |
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
16.43%
Minimum
Nov 2019
34.50%
Maximum
Mar 2020
33.30%
Average
34.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
PIMCO Municipal Income Fund II | 47.94% |
Eaton Vance Municipal Bond Fund | 31.68% |
Blackrock Muniyield Quality Fund Inc | 35.95% |
Blackrock Muniyield Fund Inc | 36.99% |
PIMCO Municipal Income Fund III | 48.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.8022 |
Beta (5Y) | 1.943 |
Alpha (vs YCharts Benchmark) (5Y) | -0.8022 |
Beta (vs YCharts Benchmark) (5Y) | 1.943 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.15% |
Historical Sharpe Ratio (5Y) | -0.221 |
Historical Sortino (5Y) | -0.2627 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.02% |