PIMCO Municipal Income Fund II (PML)

8.01 -0.01 (-0.12%) USD  |  NYSE  |  Dec 23, 16:00
8.01 0.00 (0.00%) After-Hours: 18:10
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PML Max Drawdown (5Y): 47.94% 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 44.20%
PIMCO Municipal Income Fund III 48.27%
Western Asset Managed Municipals Fd Inc 34.50%
Nuveen Quality Municipal Income Fund 35.57%
Eaton Vance Municipal Bond Fund 31.68%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.356
Beta (5Y) 2.550
Alpha (vs YCharts Benchmark) (5Y) -5.356
Beta (vs YCharts Benchmark) (5Y) 2.550
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.58%
Historical Sharpe Ratio (5Y) -0.3917
Historical Sortino (5Y) -0.4647
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.24%