PIMCO CA Muni Income Fund III (PZC)
7.07
-0.07
(-0.98%)
USD |
NYSE |
May 23, 16:00
7.07
0.00 (0.00%)
After-Hours: 20:00
PZC Max Drawdown (5Y): 39.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 39.25% |
| March 31, 2024 | 39.25% |
| February 29, 2024 | 39.25% |
| January 31, 2024 | 39.25% |
| December 31, 2023 | 39.25% |
| November 30, 2023 | 39.25% |
| October 31, 2023 | 39.25% |
| September 30, 2023 | 36.14% |
| August 31, 2023 | 36.14% |
| July 31, 2023 | 36.14% |
| June 30, 2023 | 36.14% |
| May 31, 2023 | 36.14% |
| April 30, 2023 | 36.14% |
| March 31, 2023 | 36.14% |
| February 28, 2023 | 36.14% |
| January 31, 2023 | 36.14% |
| December 31, 2022 | 36.14% |
| November 30, 2022 | 36.14% |
| October 31, 2022 | 36.14% |
| September 30, 2022 | 36.14% |
| August 31, 2022 | 36.14% |
| July 31, 2022 | 36.14% |
| June 30, 2022 | 36.14% |
| May 31, 2022 | 36.14% |
| April 30, 2022 | 36.14% |
| Date | Value |
|---|---|
| March 31, 2022 | 36.14% |
| February 28, 2022 | 36.14% |
| January 31, 2022 | 36.14% |
| December 31, 2021 | 36.14% |
| November 30, 2021 | 36.14% |
| October 31, 2021 | 36.14% |
| September 30, 2021 | 36.14% |
| August 31, 2021 | 36.14% |
| July 31, 2021 | 36.14% |
| June 30, 2021 | 36.14% |
| May 31, 2021 | 36.14% |
| April 30, 2021 | 36.14% |
| March 31, 2021 | 36.14% |
| February 28, 2021 | 36.14% |
| January 31, 2021 | 36.14% |
| December 31, 2020 | 36.14% |
| November 30, 2020 | 36.14% |
| October 31, 2020 | 36.14% |
| September 30, 2020 | 36.14% |
| August 31, 2020 | 36.14% |
| July 31, 2020 | 36.14% |
| June 30, 2020 | 36.14% |
| May 31, 2020 | 36.14% |
| April 30, 2020 | 36.14% |
| March 31, 2020 | 36.14% |
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
22.35%
Minimum
May 2019
39.25%
Maximum
Oct 2023
34.21%
Average
36.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.456 |
| Beta (5Y) | 2.171 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.456 |
| Beta (vs YCharts Benchmark) (5Y) | 2.171 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.88% |
| Historical Sharpe Ratio (5Y) | -0.2733 |
| Historical Sortino (5Y) | -0.3574 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.09% |