Neuberger Berman Municipal (NBH)
11.95
+0.19 (+1.62%)
USD |
NYAM |
Aug 18, 16:00
11.95
0.00 (0.00%)
After-Hours: 17:16
NBH Max Drawdown (5Y): 35.48% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 35.48% |
| June 30, 2022 | 35.48% |
| May 31, 2022 | 34.37% |
| April 30, 2022 | 32.21% |
| March 31, 2022 | 32.21% |
| February 28, 2022 | 32.21% |
| January 31, 2022 | 32.21% |
| December 31, 2021 | 32.21% |
| November 30, 2021 | 32.21% |
| October 31, 2021 | 32.21% |
| September 30, 2021 | 32.21% |
| August 31, 2021 | 32.21% |
| July 31, 2021 | 32.21% |
| June 30, 2021 | 32.21% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
35.48%
Maximum
Jun 2022
25.84%
Average
21.60%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| EV National Muni Opps Trust | 30.42% |
| BlackRock Long-Term Muni Adv | 31.93% |
| DWS Strategic Muni Income | 31.37% |
| MFS Municipal Income | 29.37% |
| BlackRock MuniAssets Fund | 36.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.380 |
| Beta (5Y) | 2.207 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.03% |
| Historical Sharpe Ratio (5Y) | -0.0236 |
| Historical Sortino (5Y) | -0.0277 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.73% |