RiverNorth Opportunistic Municipal Income Fund, Inc. (RMI)
15.37
-0.08
(-0.52%)
USD |
NYSE |
Apr 25, 16:00
RMI Max Drawdown (5Y): 32.74% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 32.74% |
February 29, 2024 | 32.74% |
January 31, 2024 | 32.74% |
December 31, 2023 | 32.74% |
November 30, 2023 | 32.74% |
October 31, 2023 | 32.74% |
September 30, 2023 | 30.57% |
August 31, 2023 | 30.57% |
July 31, 2023 | 30.57% |
June 30, 2023 | 30.57% |
May 31, 2023 | 30.57% |
April 30, 2023 | 30.57% |
March 31, 2023 | 30.57% |
February 28, 2023 | 30.57% |
January 31, 2023 | 30.57% |
December 31, 2022 | 30.57% |
November 30, 2022 | 30.57% |
October 31, 2022 | 30.57% |
September 30, 2022 | 28.63% |
August 31, 2022 | 28.63% |
July 31, 2022 | 28.63% |
June 30, 2022 | 28.63% |
May 31, 2022 | 28.63% |
April 30, 2022 | 28.63% |
March 31, 2022 | 28.63% |
Date | Value |
---|---|
February 28, 2022 | 28.63% |
January 31, 2022 | 28.63% |
December 31, 2021 | 28.63% |
November 30, 2021 | 28.63% |
October 31, 2021 | 28.63% |
September 30, 2021 | 28.63% |
August 31, 2021 | 28.63% |
July 31, 2021 | 28.63% |
June 30, 2021 | 28.63% |
May 31, 2021 | 28.63% |
April 30, 2021 | 28.63% |
March 31, 2021 | 28.63% |
February 28, 2021 | 28.63% |
January 31, 2021 | 28.63% |
December 31, 2020 | 28.63% |
November 30, 2020 | 28.63% |
October 31, 2020 | 28.63% |
September 30, 2020 | 28.63% |
August 31, 2020 | 28.63% |
July 31, 2020 | 28.63% |
June 30, 2020 | 28.63% |
May 31, 2020 | 28.63% |
April 30, 2020 | 28.63% |
March 31, 2020 | 28.63% |
February 29, 2020 | 5.88% |
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
5.88%
Minimum
Apr 2019
32.74%
Maximum
Oct 2023
25.26%
Average
28.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.7875 |
Beta (5Y) | 2.378 |
Alpha (vs YCharts Benchmark) (5Y) | 0.7875 |
Beta (vs YCharts Benchmark) (5Y) | 2.378 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.21% |
Historical Sharpe Ratio (5Y) | -0.0089 |
Historical Sortino (5Y) | -0.0113 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.04% |