PIMCO Municipal Income Fund II (PML)
8.45
+0.04
(+0.48%)
USD |
NYSE |
Mar 27, 16:00
8.435
-0.02
(-0.18%)
Pre-Market: 20:00
PML Max Drawdown (5Y): 47.94% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 36.00% |
July 31, 2020 | 36.00% |
June 30, 2020 | 36.00% |
May 31, 2020 | 36.00% |
April 30, 2020 | 36.00% |
March 31, 2020 | 36.00% |
February 29, 2020 | 14.66% |
January 31, 2020 | 14.66% |
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
Mar 2019
47.94%
Maximum
Oct 2023
33.48%
Average
36.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
PIMCO Municipal Income Fund | 44.20% |
PIMCO Municipal Income Fund III | 48.27% |
BlackRock Municipal Income Fund Inc | 33.45% |
Blackrock Municipal Income Trust | 39.93% |
Blackrock Muniyield Fund Inc | 36.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.657 |
Beta (5Y) | 2.554 |
Alpha (vs YCharts Benchmark) (5Y) | -6.657 |
Beta (vs YCharts Benchmark) (5Y) | 2.554 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.59% |
Historical Sharpe Ratio (5Y) | -0.243 |
Historical Sortino (5Y) | -0.2866 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.24% |