PIMCO CA Muni Income Fund II (PCK)
5.83
0.00 (0.00%)
USD |
NYSE |
May 17, 16:00
5.83
0.00 (0.00%)
After-Hours: 20:00
PCK Max Drawdown (5Y): 45.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 45.22% |
| March 31, 2024 | 45.22% |
| February 29, 2024 | 45.22% |
| January 31, 2024 | 45.22% |
| December 31, 2023 | 45.22% |
| November 30, 2023 | 45.22% |
| October 31, 2023 | 45.22% |
| September 30, 2023 | 44.44% |
| August 31, 2023 | 37.78% |
| July 31, 2023 | 36.65% |
| June 30, 2023 | 36.65% |
| May 31, 2023 | 36.65% |
| April 30, 2023 | 35.25% |
| March 31, 2023 | 35.25% |
| February 28, 2023 | 34.60% |
| January 31, 2023 | 34.36% |
| December 31, 2022 | 34.36% |
| November 30, 2022 | 34.36% |
| October 31, 2022 | 34.36% |
| September 30, 2022 | 33.05% |
| August 31, 2022 | 33.05% |
| July 31, 2022 | 33.05% |
| June 30, 2022 | 33.05% |
| May 31, 2022 | 32.81% |
| April 30, 2022 | 32.81% |
| Date | Value |
|---|---|
| March 31, 2022 | 32.81% |
| February 28, 2022 | 32.81% |
| January 31, 2022 | 32.81% |
| December 31, 2021 | 32.81% |
| November 30, 2021 | 32.81% |
| October 31, 2021 | 32.81% |
| September 30, 2021 | 32.81% |
| August 31, 2021 | 32.81% |
| July 31, 2021 | 32.81% |
| June 30, 2021 | 32.81% |
| May 31, 2021 | 32.81% |
| April 30, 2021 | 32.81% |
| March 31, 2021 | 32.81% |
| February 28, 2021 | 32.81% |
| January 31, 2021 | 32.81% |
| December 31, 2020 | 32.81% |
| November 30, 2020 | 32.81% |
| October 31, 2020 | 32.81% |
| September 30, 2020 | 32.81% |
| August 31, 2020 | 32.81% |
| July 31, 2020 | 32.81% |
| June 30, 2020 | 32.81% |
| May 31, 2020 | 32.81% |
| April 30, 2020 | 32.81% |
| March 31, 2020 | 32.81% |
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
22.43%
Minimum
May 2019
45.22%
Maximum
Oct 2023
33.22%
Average
32.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.006 |
| Beta (5Y) | 2.130 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.006 |
| Beta (vs YCharts Benchmark) (5Y) | 2.130 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.10% |
| Historical Sharpe Ratio (5Y) | -0.3495 |
| Historical Sortino (5Y) | -0.4374 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.46% |