Invesco Trust for Investment Grade Municipals (VGM)
9.50
+0.01
(+0.11%)
USD |
NYSE |
Apr 19, 16:00
9.50
0.00 (0.00%)
After-Hours: 19:05
VGM Max Drawdown (5Y): 36.59% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 36.59% |
| February 29, 2024 | 36.59% |
| January 31, 2024 | 36.59% |
| December 31, 2023 | 36.59% |
| November 30, 2023 | 36.59% |
| October 31, 2023 | 36.59% |
| September 30, 2023 | 34.37% |
| August 31, 2023 | 33.27% |
| July 31, 2023 | 33.27% |
| June 30, 2023 | 33.27% |
| May 31, 2023 | 33.27% |
| April 30, 2023 | 33.27% |
| March 31, 2023 | 33.27% |
| February 28, 2023 | 33.27% |
| January 31, 2023 | 33.27% |
| December 31, 2022 | 33.27% |
| November 30, 2022 | 33.27% |
| October 31, 2022 | 32.98% |
| September 30, 2022 | 31.61% |
| August 31, 2022 | 27.41% |
| July 31, 2022 | 27.41% |
| June 30, 2022 | 27.41% |
| May 31, 2022 | 26.24% |
| April 30, 2022 | 24.75% |
| March 31, 2022 | 24.75% |
| Date | Value |
|---|---|
| February 28, 2022 | 24.75% |
| January 31, 2022 | 24.75% |
| December 31, 2021 | 24.75% |
| November 30, 2021 | 24.75% |
| October 31, 2021 | 24.75% |
| September 30, 2021 | 24.75% |
| August 31, 2021 | 24.75% |
| July 31, 2021 | 24.75% |
| June 30, 2021 | 24.75% |
| May 31, 2021 | 24.75% |
| April 30, 2021 | 24.75% |
| March 31, 2021 | 24.75% |
| February 28, 2021 | 24.75% |
| January 31, 2021 | 24.75% |
| December 31, 2020 | 24.75% |
| November 30, 2020 | 24.75% |
| October 31, 2020 | 24.75% |
| September 30, 2020 | 24.75% |
| August 31, 2020 | 24.75% |
| July 31, 2020 | 24.75% |
| June 30, 2020 | 24.75% |
| May 31, 2020 | 24.75% |
| April 30, 2020 | 24.75% |
| March 31, 2020 | 24.75% |
| February 29, 2020 | 15.16% |
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
15.16%
Minimum
Apr 2019
36.59%
Maximum
Oct 2023
26.16%
Average
24.75%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7288 |
| Beta (5Y) | 2.221 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.7288 |
| Beta (vs YCharts Benchmark) (5Y) | 2.221 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.52% |
| Historical Sharpe Ratio (5Y) | -0.1046 |
| Historical Sortino (5Y) | -0.1336 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.94% |