Invesco Advantage Municipal Income Trust II (VKI)
8.26
+0.03
(+0.36%)
USD |
NYAM |
Apr 29, 16:00
8.255
0.00 (0.00%)
After-Hours: 20:00
VKI Max Drawdown (5Y): 38.33% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 38.33% |
February 29, 2024 | 38.33% |
January 31, 2024 | 38.33% |
December 31, 2023 | 38.33% |
November 30, 2023 | 38.33% |
October 31, 2023 | 38.33% |
September 30, 2023 | 36.26% |
August 31, 2023 | 35.60% |
July 31, 2023 | 35.60% |
June 30, 2023 | 35.60% |
May 31, 2023 | 35.60% |
April 30, 2023 | 35.60% |
March 31, 2023 | 35.60% |
February 28, 2023 | 35.60% |
January 31, 2023 | 35.60% |
December 31, 2022 | 35.60% |
November 30, 2022 | 35.60% |
October 31, 2022 | 35.35% |
September 30, 2022 | 33.71% |
August 31, 2022 | 27.81% |
July 31, 2022 | 27.81% |
June 30, 2022 | 27.81% |
May 31, 2022 | 27.37% |
April 30, 2022 | 25.34% |
March 31, 2022 | 25.25% |
Date | Value |
---|---|
February 28, 2022 | 25.25% |
January 31, 2022 | 25.25% |
December 31, 2021 | 25.25% |
November 30, 2021 | 25.25% |
October 31, 2021 | 25.25% |
September 30, 2021 | 25.25% |
August 31, 2021 | 25.25% |
July 31, 2021 | 25.25% |
June 30, 2021 | 25.25% |
May 31, 2021 | 25.25% |
April 30, 2021 | 25.25% |
March 31, 2021 | 25.25% |
February 28, 2021 | 25.25% |
January 31, 2021 | 25.25% |
December 31, 2020 | 25.25% |
November 30, 2020 | 25.25% |
October 31, 2020 | 25.25% |
September 30, 2020 | 25.25% |
August 31, 2020 | 25.25% |
July 31, 2020 | 25.25% |
June 30, 2020 | 25.25% |
May 31, 2020 | 25.25% |
April 30, 2020 | 25.25% |
March 31, 2020 | 25.25% |
February 29, 2020 | 19.70% |
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
19.70%
Minimum
Apr 2019
38.33%
Maximum
Oct 2023
27.93%
Average
25.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.8705 |
Beta (5Y) | 2.246 |
Alpha (vs YCharts Benchmark) (5Y) | -0.8705 |
Beta (vs YCharts Benchmark) (5Y) | 2.246 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.19% |
Historical Sharpe Ratio (5Y) | -0.1097 |
Historical Sortino (5Y) | -0.1408 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.14% |