PIMCO New York Municipal Income Fund II (PNI)
7.35
-0.08
(-1.06%)
USD |
NYSE |
May 10, 16:00
7.35
0.00 (0.00%)
After-Hours: 19:26
PNI Max Drawdown (5Y): 44.11% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 44.11% |
March 31, 2024 | 44.11% |
February 29, 2024 | 44.11% |
January 31, 2024 | 44.11% |
December 31, 2023 | 44.11% |
November 30, 2023 | 44.11% |
October 31, 2023 | 44.11% |
September 30, 2023 | 41.07% |
August 31, 2023 | 36.90% |
July 31, 2023 | 36.90% |
June 30, 2023 | 36.90% |
May 31, 2023 | 36.90% |
April 30, 2023 | 36.90% |
March 31, 2023 | 36.90% |
February 28, 2023 | 36.90% |
January 31, 2023 | 36.90% |
December 31, 2022 | 36.90% |
November 30, 2022 | 36.90% |
October 31, 2022 | 36.82% |
September 30, 2022 | 34.33% |
August 31, 2022 | 34.33% |
July 31, 2022 | 34.33% |
June 30, 2022 | 34.33% |
May 31, 2022 | 34.33% |
April 30, 2022 | 34.33% |
Date | Value |
---|---|
March 31, 2022 | 34.33% |
February 28, 2022 | 34.33% |
January 31, 2022 | 34.33% |
December 31, 2021 | 34.33% |
November 30, 2021 | 34.33% |
October 31, 2021 | 34.33% |
September 30, 2021 | 34.33% |
August 31, 2021 | 34.33% |
July 31, 2021 | 34.33% |
June 30, 2021 | 34.33% |
May 31, 2021 | 34.33% |
April 30, 2021 | 34.33% |
March 31, 2021 | 34.33% |
February 28, 2021 | 34.33% |
January 31, 2021 | 34.33% |
December 31, 2020 | 34.33% |
November 30, 2020 | 34.33% |
October 31, 2020 | 34.33% |
September 30, 2020 | 34.33% |
August 31, 2020 | 34.33% |
July 31, 2020 | 34.33% |
June 30, 2020 | 34.33% |
May 31, 2020 | 34.33% |
April 30, 2020 | 34.33% |
March 31, 2020 | 34.33% |
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
20.89%
Minimum
May 2019
44.11%
Maximum
Oct 2023
33.82%
Average
34.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.794 |
Beta (5Y) | 3.084 |
Alpha (vs YCharts Benchmark) (5Y) | -3.870 |
Beta (vs YCharts Benchmark) (5Y) | 3.086 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.12% |
Historical Sharpe Ratio (5Y) | -0.2942 |
Historical Sortino (5Y) | -0.3744 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.12% |