PIMCO Municipal Income Fund (PMF)

8.88 -0.10 (-1.11%) USD  |  NYSE  |  Dec 23, 16:00
8.87 -0.01 (-0.11%) Pre-Market: 20:00
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PMF Max Drawdown (5Y): 44.20% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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PIMCO Municipal Income Fund III 48.27%
PIMCO Municipal Income Fund II 47.94%
Blackrock Munivest Fund II Inc 40.88%
Nuveen Quality Municipal Income Fund 35.57%
Nuveen Municipal Value Fund Inc 28.29%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.069
Beta (5Y) 2.192
Alpha (vs YCharts Benchmark) (5Y) -4.069
Beta (vs YCharts Benchmark) (5Y) 2.192
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.32%
Historical Sharpe Ratio (5Y) -0.3147
Historical Sortino (5Y) -0.39
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.96%