Invesco California Value Municipal Income Trust (VCV)
9.71
+0.09
(+0.94%)
USD |
NYSE |
May 03, 09:37
VCV Max Drawdown (5Y): 38.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 38.54% |
| March 31, 2024 | 38.54% |
| February 29, 2024 | 38.54% |
| January 31, 2024 | 38.54% |
| December 31, 2023 | 38.54% |
| November 30, 2023 | 38.54% |
| October 31, 2023 | 38.54% |
| September 30, 2023 | 37.89% |
| August 31, 2023 | 37.89% |
| July 31, 2023 | 37.89% |
| June 30, 2023 | 37.89% |
| May 31, 2023 | 37.89% |
| April 30, 2023 | 37.89% |
| March 31, 2023 | 37.89% |
| February 28, 2023 | 37.89% |
| January 31, 2023 | 37.89% |
| December 31, 2022 | 37.89% |
| November 30, 2022 | 37.89% |
| October 31, 2022 | 37.17% |
| September 30, 2022 | 35.13% |
| August 31, 2022 | 31.73% |
| July 31, 2022 | 31.73% |
| June 30, 2022 | 31.73% |
| May 31, 2022 | 31.73% |
| April 30, 2022 | 31.73% |
| Date | Value |
|---|---|
| March 31, 2022 | 31.73% |
| February 28, 2022 | 31.73% |
| January 31, 2022 | 31.73% |
| December 31, 2021 | 31.73% |
| November 30, 2021 | 31.73% |
| October 31, 2021 | 31.73% |
| September 30, 2021 | 31.73% |
| August 31, 2021 | 31.73% |
| July 31, 2021 | 31.73% |
| June 30, 2021 | 31.73% |
| May 31, 2021 | 31.73% |
| April 30, 2021 | 31.73% |
| March 31, 2021 | 31.73% |
| February 28, 2021 | 31.73% |
| January 31, 2021 | 31.73% |
| December 31, 2020 | 31.73% |
| November 30, 2020 | 31.73% |
| October 31, 2020 | 31.73% |
| September 30, 2020 | 31.73% |
| August 31, 2020 | 31.73% |
| July 31, 2020 | 31.73% |
| June 30, 2020 | 31.73% |
| May 31, 2020 | 31.73% |
| April 30, 2020 | 31.73% |
| March 31, 2020 | 31.73% |
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
18.02%
Minimum
May 2019
38.54%
Maximum
Oct 2023
31.52%
Average
31.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4476 |
| Beta (5Y) | 2.548 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4476 |
| Beta (vs YCharts Benchmark) (5Y) | 2.548 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.47% |
| Historical Sharpe Ratio (5Y) | -0.1324 |
| Historical Sortino (5Y) | -0.1783 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.66% |