PIMCO Municipal Income Fund III (PMX)
7.52
+0.01
(+0.13%)
USD |
NYSE |
Apr 26, 16:00
7.54
+0.02
(+0.27%)
Pre-Market: 20:00
PMX Max Drawdown (5Y): 48.27% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 30.60% |
| July 31, 2020 | 30.60% |
| June 30, 2020 | 30.60% |
| May 31, 2020 | 30.60% |
| April 30, 2020 | 30.60% |
| March 31, 2020 | 30.60% |
| February 29, 2020 | 14.67% |
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
Apr 2019
48.27%
Maximum
Oct 2023
31.42%
Average
30.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| PIMCO Municipal Income Fund | 44.20% |
| PIMCO Municipal Income Fund II | 47.94% |
| Blackrock Municipal Income Trust | 39.93% |
| Blackrock Munivest Fund Inc | 35.19% |
| Eaton Vance Municipal Income Trust | 32.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.089 |
| Beta (5Y) | 2.828 |
| Alpha (vs YCharts Benchmark) (5Y) | -6.089 |
| Beta (vs YCharts Benchmark) (5Y) | 2.828 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.26% |
| Historical Sharpe Ratio (5Y) | -0.34 |
| Historical Sortino (5Y) | -0.4507 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.66% |