Virtus Convertible & Income Fund II (NCZ)
3.305
+0.04
(+1.38%)
USD |
NYSE |
Nov 25, 16:00
3.31
0.00 (0.00%)
After-Hours: 19:32
NCZ Max Drawdown (5Y): 56.14% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 56.14% |
September 30, 2024 | 56.14% |
August 31, 2024 | 56.14% |
July 31, 2024 | 56.14% |
June 30, 2024 | 56.14% |
May 31, 2024 | 56.14% |
April 30, 2024 | 56.14% |
March 31, 2024 | 56.14% |
February 29, 2024 | 56.14% |
January 31, 2024 | 56.14% |
December 31, 2023 | 56.14% |
November 30, 2023 | 56.14% |
October 31, 2023 | 56.14% |
September 30, 2023 | 56.14% |
August 31, 2023 | 56.14% |
July 31, 2023 | 56.14% |
June 30, 2023 | 56.14% |
May 31, 2023 | 56.14% |
April 30, 2023 | 56.14% |
March 31, 2023 | 56.14% |
February 28, 2023 | 56.14% |
January 31, 2023 | 56.14% |
December 31, 2022 | 56.14% |
November 30, 2022 | 56.14% |
October 31, 2022 | 56.14% |
Date | Value |
---|---|
September 30, 2022 | 56.14% |
August 31, 2022 | 56.14% |
July 31, 2022 | 56.14% |
June 30, 2022 | 56.14% |
May 31, 2022 | 56.14% |
April 30, 2022 | 56.14% |
March 31, 2022 | 56.14% |
February 28, 2022 | 56.14% |
January 31, 2022 | 56.14% |
December 31, 2021 | 56.14% |
November 30, 2021 | 56.14% |
October 31, 2021 | 56.14% |
September 30, 2021 | 56.14% |
August 31, 2021 | 56.14% |
July 31, 2021 | 56.14% |
June 30, 2021 | 56.14% |
May 31, 2021 | 56.14% |
April 30, 2021 | 56.14% |
March 31, 2021 | 56.14% |
February 28, 2021 | 56.14% |
January 31, 2021 | 56.14% |
December 31, 2020 | 56.14% |
November 30, 2020 | 56.14% |
October 31, 2020 | 56.14% |
September 30, 2020 | 56.14% |
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
50.80%
Minimum
Nov 2019
56.14%
Maximum
Mar 2020
55.79%
Average
56.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.12 |
Beta (5Y) | 1.257 |
Alpha (vs YCharts Benchmark) (5Y) | 7.516 |
Beta (vs YCharts Benchmark) (5Y) | 2.104 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.66% |
Historical Sharpe Ratio (5Y) | -0.0304 |
Historical Sortino (5Y) | -0.0328 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.51% |