Western Asset Intermediate Muni Fd Inc (SBI)
7.85
-0.06 (-0.76%)
USD |
NYSE |
Mar 17, 16:00
SBI Max Drawdown (5Y): 25.21% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 25.21% |
| January 31, 2023 | 25.21% |
| December 31, 2022 | 25.21% |
| November 30, 2022 | 25.21% |
| October 31, 2022 | 25.21% |
| September 30, 2022 | 23.68% |
| August 31, 2022 | 20.70% |
| July 31, 2022 | 20.70% |
| June 30, 2022 | 20.70% |
| May 31, 2022 | 20.70% |
| April 30, 2022 | 20.05% |
| March 31, 2022 | 20.05% |
| February 28, 2022 | 20.05% |
| January 31, 2022 | 20.05% |
| December 31, 2021 | 20.05% |
| November 30, 2021 | 20.05% |
| October 31, 2021 | 20.05% |
| September 30, 2021 | 20.05% |
| August 31, 2021 | 20.05% |
| July 31, 2021 | 20.05% |
| June 30, 2021 | 20.05% |
| May 31, 2021 | 20.05% |
| April 30, 2021 | 20.05% |
| March 31, 2021 | 20.05% |
| February 28, 2021 | 20.05% |
| Date | Value |
|---|---|
| January 31, 2021 | 20.05% |
| December 31, 2020 | 20.05% |
| November 30, 2020 | 20.05% |
| October 31, 2020 | 20.05% |
| September 30, 2020 | 20.05% |
| August 31, 2020 | 20.05% |
| July 31, 2020 | 20.05% |
| June 30, 2020 | 20.05% |
| May 31, 2020 | 20.05% |
| April 30, 2020 | 20.05% |
| March 31, 2020 | 20.05% |
| February 29, 2020 | 15.62% |
| January 31, 2020 | 15.62% |
| December 31, 2019 | 15.62% |
| November 30, 2019 | 15.62% |
| October 31, 2019 | 15.62% |
| September 30, 2019 | 15.62% |
| August 31, 2019 | 15.62% |
| July 31, 2019 | 15.62% |
| June 30, 2019 | 15.62% |
| May 31, 2019 | 15.62% |
| April 30, 2019 | 15.62% |
| March 31, 2019 | 15.62% |
| February 28, 2019 | 15.62% |
| January 31, 2019 | 15.62% |
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
15.62%
Minimum
Oct 2018
25.21%
Maximum
Oct 2022
19.11%
Average
20.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.249 |
| Beta (5Y) | 1.645 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.249 |
| Beta (vs YCharts Benchmark) (5Y) | 1.645 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.20% |
| Historical Sharpe Ratio (5Y) | -0.0091 |
| Historical Sortino (5Y) | -0.0097 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.69% |