PIMCO New York Municipal Income Fund III (PYN)
5.90
-0.02
(-0.34%)
USD |
NYSE |
May 09, 16:00
5.88
-0.02
(-0.34%)
After-Hours: 20:00
PYN Max Drawdown (5Y): 50.19% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 50.19% |
| March 31, 2024 | 50.19% |
| February 29, 2024 | 50.19% |
| January 31, 2024 | 50.19% |
| December 31, 2023 | 50.19% |
| November 30, 2023 | 50.19% |
| October 31, 2023 | 50.19% |
| September 30, 2023 | 46.37% |
| August 31, 2023 | 40.44% |
| July 31, 2023 | 40.22% |
| June 30, 2023 | 40.22% |
| May 31, 2023 | 40.22% |
| April 30, 2023 | 40.22% |
| March 31, 2023 | 40.22% |
| February 28, 2023 | 39.18% |
| January 31, 2023 | 36.00% |
| December 31, 2022 | 34.58% |
| November 30, 2022 | 34.58% |
| October 31, 2022 | 34.58% |
| September 30, 2022 | 33.86% |
| August 31, 2022 | 30.83% |
| July 31, 2022 | 30.83% |
| June 30, 2022 | 30.83% |
| May 31, 2022 | 30.83% |
| April 30, 2022 | 30.83% |
| Date | Value |
|---|---|
| March 31, 2022 | 30.80% |
| February 28, 2022 | 30.80% |
| January 31, 2022 | 30.80% |
| December 31, 2021 | 30.80% |
| November 30, 2021 | 30.80% |
| October 31, 2021 | 30.80% |
| September 30, 2021 | 30.80% |
| August 31, 2021 | 30.80% |
| July 31, 2021 | 30.80% |
| June 30, 2021 | 30.80% |
| May 31, 2021 | 30.80% |
| April 30, 2021 | 30.80% |
| March 31, 2021 | 30.80% |
| February 28, 2021 | 30.80% |
| January 31, 2021 | 30.80% |
| December 31, 2020 | 30.80% |
| November 30, 2020 | 30.80% |
| October 31, 2020 | 30.80% |
| September 30, 2020 | 30.80% |
| August 31, 2020 | 30.80% |
| July 31, 2020 | 30.80% |
| June 30, 2020 | 30.80% |
| May 31, 2020 | 30.80% |
| April 30, 2020 | 30.80% |
| March 31, 2020 | 30.80% |
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
22.12%
Minimum
May 2019
50.19%
Maximum
Oct 2023
33.29%
Average
30.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.671 |
| Beta (5Y) | 2.755 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.751 |
| Beta (vs YCharts Benchmark) (5Y) | 2.758 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.94% |
| Historical Sharpe Ratio (5Y) | -0.357 |
| Historical Sortino (5Y) | -0.4759 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.96% |