PIMCO New York Municipal Income Fund (PNF)
7.52
-0.01
(-0.13%)
USD |
NYSE |
Apr 24, 16:00
PNF Max Drawdown (5Y): 47.16% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 47.16% |
| February 29, 2024 | 47.16% |
| January 31, 2024 | 47.16% |
| December 31, 2023 | 47.16% |
| November 30, 2023 | 47.16% |
| October 31, 2023 | 47.16% |
| September 30, 2023 | 41.00% |
| August 31, 2023 | 40.64% |
| July 31, 2023 | 40.64% |
| June 30, 2023 | 40.64% |
| May 31, 2023 | 40.64% |
| April 30, 2023 | 40.64% |
| March 31, 2023 | 40.64% |
| February 28, 2023 | 40.64% |
| January 31, 2023 | 40.64% |
| December 31, 2022 | 40.64% |
| November 30, 2022 | 40.64% |
| October 31, 2022 | 40.49% |
| September 30, 2022 | 38.10% |
| August 31, 2022 | 38.10% |
| July 31, 2022 | 38.10% |
| June 30, 2022 | 38.10% |
| May 31, 2022 | 38.10% |
| April 30, 2022 | 38.10% |
| March 31, 2022 | 38.10% |
| Date | Value |
|---|---|
| February 28, 2022 | 38.10% |
| January 31, 2022 | 38.10% |
| December 31, 2021 | 38.10% |
| November 30, 2021 | 38.10% |
| October 31, 2021 | 38.10% |
| September 30, 2021 | 38.10% |
| August 31, 2021 | 38.10% |
| July 31, 2021 | 38.10% |
| June 30, 2021 | 38.10% |
| May 31, 2021 | 38.10% |
| April 30, 2021 | 38.10% |
| March 31, 2021 | 38.10% |
| February 28, 2021 | 38.10% |
| January 31, 2021 | 38.10% |
| December 31, 2020 | 38.10% |
| November 30, 2020 | 38.10% |
| October 31, 2020 | 38.10% |
| September 30, 2020 | 38.10% |
| August 31, 2020 | 38.10% |
| July 31, 2020 | 38.10% |
| June 30, 2020 | 38.10% |
| May 31, 2020 | 38.10% |
| April 30, 2020 | 38.10% |
| March 31, 2020 | 38.10% |
| February 29, 2020 | 17.57% |
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
17.57%
Minimum
Apr 2019
47.16%
Maximum
Oct 2023
35.75%
Average
38.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.738 |
| Beta (5Y) | 3.060 |
| Alpha (vs YCharts Benchmark) (5Y) | -6.738 |
| Beta (vs YCharts Benchmark) (5Y) | 3.060 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.59% |
| Historical Sharpe Ratio (5Y) | -0.3529 |
| Historical Sortino (5Y) | -0.4639 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.08% |