RiverNorth Opportunistic Municipal Income Fund, Inc. (RMI)

15.73 +0.05 (+0.32%) USD  |  NYSE  |  Nov 22, 16:00
15.71 -0.02 (-0.13%) After-Hours: 20:00
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RMI Max Drawdown (5Y)

Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value

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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

RiverNorth Flexible Municipal Income Fund Inc --
RiverNorth Managed Duration Muni Inc Fd --
RiverNorth Managed Duration Municipal Income Fund II Inc --
RiverNorth Flex Muni Income Fund II Inc --
PIMCO Municipal Income Fund 44.20%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.518
Beta (5Y) 2.348
Alpha (vs YCharts Benchmark) (5Y) 1.518
Beta (vs YCharts Benchmark) (5Y) 2.348
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.20%
Historical Sharpe Ratio (5Y) -0.0813
Historical Sortino (5Y) -0.1033
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.04%