PIMCO Municipal Income Fund (PMF)
9.46
-0.09
(-0.94%)
USD |
NYSE |
Nov 22, 16:00
9.47
+0.01
(+0.11%)
Pre-Market: 20:00
PMF Max Drawdown (5Y): 44.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 44.20% |
| September 30, 2024 | 44.20% |
| August 31, 2024 | 44.20% |
| July 31, 2024 | 44.20% |
| June 30, 2024 | 44.20% |
| May 31, 2024 | 44.20% |
| April 30, 2024 | 44.20% |
| March 31, 2024 | 44.20% |
| February 29, 2024 | 44.20% |
| January 31, 2024 | 44.20% |
| December 31, 2023 | 44.20% |
| November 30, 2023 | 44.20% |
| October 31, 2023 | 44.20% |
| September 30, 2023 | 39.80% |
| August 31, 2023 | 34.56% |
| July 31, 2023 | 34.56% |
| June 30, 2023 | 34.56% |
| May 31, 2023 | 34.56% |
| April 30, 2023 | 34.56% |
| March 31, 2023 | 34.56% |
| February 28, 2023 | 34.56% |
| January 31, 2023 | 34.56% |
| December 31, 2022 | 34.56% |
| November 30, 2022 | 34.56% |
| October 31, 2022 | 33.79% |
| Date | Value |
|---|---|
| September 30, 2022 | 33.79% |
| August 31, 2022 | 32.87% |
| July 31, 2022 | 32.87% |
| June 30, 2022 | 32.87% |
| May 31, 2022 | 32.87% |
| April 30, 2022 | 32.87% |
| March 31, 2022 | 32.87% |
| February 28, 2022 | 32.87% |
| January 31, 2022 | 32.87% |
| December 31, 2021 | 32.87% |
| November 30, 2021 | 32.87% |
| October 31, 2021 | 32.87% |
| September 30, 2021 | 32.87% |
| August 31, 2021 | 32.87% |
| July 31, 2021 | 32.87% |
| June 30, 2021 | 32.87% |
| May 31, 2021 | 32.87% |
| April 30, 2021 | 32.87% |
| March 31, 2021 | 32.87% |
| February 28, 2021 | 32.87% |
| January 31, 2021 | 32.87% |
| December 31, 2020 | 32.87% |
| November 30, 2020 | 32.87% |
| October 31, 2020 | 32.87% |
| September 30, 2020 | 32.87% |
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
23.37%
Minimum
Nov 2019
44.20%
Maximum
Oct 2023
35.12%
Average
32.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.047 |
| Beta (5Y) | 2.217 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.047 |
| Beta (vs YCharts Benchmark) (5Y) | 2.217 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.28% |
| Historical Sharpe Ratio (5Y) | -0.2935 |
| Historical Sortino (5Y) | -0.3599 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.96% |