PIMCO Municipal Income Fund II (PML)
8.60
+0.04
(+0.47%)
USD |
NYSE |
Nov 22, 16:00
8.575
-0.02
(-0.29%)
Pre-Market: 20:00
PML Max Drawdown (5Y): 47.94% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.94% |
| September 30, 2024 | 47.94% |
| August 31, 2024 | 47.94% |
| July 31, 2024 | 47.94% |
| June 30, 2024 | 47.94% |
| May 31, 2024 | 47.94% |
| April 30, 2024 | 47.94% |
| March 31, 2024 | 47.94% |
| February 29, 2024 | 47.94% |
| January 31, 2024 | 47.94% |
| December 31, 2023 | 47.94% |
| November 30, 2023 | 47.94% |
| October 31, 2023 | 47.94% |
| September 30, 2023 | 43.47% |
| August 31, 2023 | 39.64% |
| July 31, 2023 | 39.64% |
| June 30, 2023 | 39.64% |
| May 31, 2023 | 39.64% |
| April 30, 2023 | 39.64% |
| March 31, 2023 | 39.64% |
| February 28, 2023 | 39.64% |
| January 31, 2023 | 39.64% |
| December 31, 2022 | 39.64% |
| November 30, 2022 | 39.64% |
| October 31, 2022 | 37.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.00% |
| August 31, 2022 | 36.00% |
| July 31, 2022 | 36.00% |
| June 30, 2022 | 36.00% |
| May 31, 2022 | 36.00% |
| April 30, 2022 | 36.00% |
| March 31, 2022 | 36.00% |
| February 28, 2022 | 36.00% |
| January 31, 2022 | 36.00% |
| December 31, 2021 | 36.00% |
| November 30, 2021 | 36.00% |
| October 31, 2021 | 36.00% |
| September 30, 2021 | 36.00% |
| August 31, 2021 | 36.00% |
| July 31, 2021 | 36.00% |
| June 30, 2021 | 36.00% |
| May 31, 2021 | 36.00% |
| April 30, 2021 | 36.00% |
| March 31, 2021 | 36.00% |
| February 28, 2021 | 36.00% |
| January 31, 2021 | 36.00% |
| December 31, 2020 | 36.00% |
| November 30, 2020 | 36.00% |
| October 31, 2020 | 36.00% |
| September 30, 2020 | 36.00% |
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
14.66%
Minimum
Nov 2019
47.94%
Maximum
Oct 2023
37.92%
Average
36.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.822 |
| Beta (5Y) | 2.569 |
| Alpha (vs YCharts Benchmark) (5Y) | -4.822 |
| Beta (vs YCharts Benchmark) (5Y) | 2.569 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.52% |
| Historical Sharpe Ratio (5Y) | -0.399 |
| Historical Sortino (5Y) | -0.4701 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.24% |