Neuberger Berman Municipal (NBH)
15.93
+0.02 (+0.13%)
USD |
Jun 14, 20:00
NBH Max Drawdown (5Y): 32.21% for May 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2021 | 32.21% |
| April 30, 2021 | 32.21% |
| March 31, 2021 | 32.21% |
| February 28, 2021 | 32.21% |
| January 31, 2021 | 32.21% |
| December 31, 2020 | 32.21% |
| November 30, 2020 | 32.21% |
| October 31, 2020 | 32.21% |
| September 30, 2020 | 32.21% |
| August 31, 2020 | 32.21% |
| July 31, 2020 | 32.21% |
| June 30, 2020 | 32.21% |
| May 31, 2020 | 32.21% |
| April 30, 2020 | 32.21% |
| March 31, 2020 | 32.21% |
| February 29, 2020 | 18.63% |
| January 31, 2020 | 18.63% |
| December 31, 2019 | 18.63% |
| November 30, 2019 | 18.63% |
| October 31, 2019 | 18.63% |
| September 30, 2019 | 18.63% |
| August 31, 2019 | 18.63% |
| July 31, 2019 | 18.63% |
| June 30, 2019 | 18.63% |
| May 31, 2019 | 18.63% |
| Date | Value |
|---|---|
| April 30, 2019 | 18.63% |
| March 31, 2019 | 18.63% |
| February 28, 2019 | 18.63% |
| January 31, 2019 | 18.63% |
| December 31, 2018 | 18.63% |
| November 30, 2018 | 18.51% |
| October 31, 2018 | 18.51% |
| September 30, 2018 | 17.88% |
| August 31, 2018 | 17.88% |
| July 31, 2018 | 19.24% |
| June 30, 2018 | 20.59% |
| May 31, 2018 | 21.60% |
| April 30, 2018 | 21.60% |
| March 31, 2018 | 21.60% |
| February 28, 2018 | 21.60% |
| January 31, 2018 | 21.60% |
| December 31, 2017 | 21.60% |
| November 30, 2017 | 21.60% |
| October 31, 2017 | 21.60% |
| September 30, 2017 | 21.60% |
| August 31, 2017 | 21.60% |
| July 31, 2017 | 21.60% |
| June 30, 2017 | 21.60% |
| May 31, 2017 | 21.60% |
| April 30, 2017 | 21.60% |
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
17.88%
Minimum
Aug 2018
32.21%
Maximum
Mar 2020
23.22%
Average
21.60%
Median
Jun 2016
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5438 |
| Beta (5Y) | 1.955 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.31% |
| Historical Sharpe Ratio (5Y) | 0.3606 |
| Historical Sortino (5Y) | 0.4084 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.95% |