PIMCO Municipal Income Fund III (PMX)
7.75
+0.02
(+0.19%)
USD |
NYSE |
Nov 22, 16:00
7.74
-0.01
(-0.13%)
After-Hours: 20:00
PMX Max Drawdown (5Y): 48.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.27% |
| September 30, 2024 | 48.27% |
| August 31, 2024 | 48.27% |
| July 31, 2024 | 48.27% |
| June 30, 2024 | 48.27% |
| May 31, 2024 | 48.27% |
| April 30, 2024 | 48.27% |
| March 31, 2024 | 48.27% |
| February 29, 2024 | 48.27% |
| January 31, 2024 | 48.27% |
| December 31, 2023 | 48.27% |
| November 30, 2023 | 48.27% |
| October 31, 2023 | 48.27% |
| September 30, 2023 | 45.59% |
| August 31, 2023 | 38.72% |
| July 31, 2023 | 38.52% |
| June 30, 2023 | 38.52% |
| May 31, 2023 | 38.52% |
| April 30, 2023 | 38.52% |
| March 31, 2023 | 38.52% |
| February 28, 2023 | 38.52% |
| January 31, 2023 | 38.52% |
| December 31, 2022 | 38.52% |
| November 30, 2022 | 38.52% |
| October 31, 2022 | 38.52% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.52% |
| August 31, 2022 | 32.57% |
| July 31, 2022 | 32.57% |
| June 30, 2022 | 32.57% |
| May 31, 2022 | 32.57% |
| April 30, 2022 | 30.60% |
| March 31, 2022 | 30.60% |
| February 28, 2022 | 30.60% |
| January 31, 2022 | 30.60% |
| December 31, 2021 | 30.60% |
| November 30, 2021 | 30.60% |
| October 31, 2021 | 30.60% |
| September 30, 2021 | 30.60% |
| August 31, 2021 | 30.60% |
| July 31, 2021 | 30.60% |
| June 30, 2021 | 30.60% |
| May 31, 2021 | 30.60% |
| April 30, 2021 | 30.60% |
| March 31, 2021 | 30.60% |
| February 28, 2021 | 30.60% |
| January 31, 2021 | 30.60% |
| December 31, 2020 | 30.60% |
| November 30, 2020 | 30.60% |
| October 31, 2020 | 30.60% |
| September 30, 2020 | 30.60% |
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
14.67%
Minimum
Nov 2019
48.27%
Maximum
Oct 2023
35.34%
Average
31.58%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.701 |
| Beta (5Y) | 2.861 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.701 |
| Beta (vs YCharts Benchmark) (5Y) | 2.861 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.46% |
| Historical Sharpe Ratio (5Y) | -0.3007 |
| Historical Sortino (5Y) | -0.4043 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.66% |