Invesco Municipal Opportunity Trust (VMO)
9.27
-0.02
(-0.22%)
USD |
NYSE |
Apr 30, 13:15
VMO Max Drawdown (5Y): 37.68% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 37.68% |
| February 29, 2024 | 37.68% |
| January 31, 2024 | 37.68% |
| December 31, 2023 | 37.68% |
| November 30, 2023 | 37.68% |
| October 31, 2023 | 37.68% |
| September 30, 2023 | 35.17% |
| August 31, 2023 | 34.13% |
| July 31, 2023 | 34.13% |
| June 30, 2023 | 34.13% |
| May 31, 2023 | 34.13% |
| April 30, 2023 | 34.13% |
| March 31, 2023 | 34.13% |
| February 28, 2023 | 34.13% |
| January 31, 2023 | 34.13% |
| December 31, 2022 | 34.13% |
| November 30, 2022 | 34.13% |
| October 31, 2022 | 33.67% |
| September 30, 2022 | 32.05% |
| August 31, 2022 | 27.76% |
| July 31, 2022 | 27.76% |
| June 30, 2022 | 27.76% |
| May 31, 2022 | 26.50% |
| April 30, 2022 | 25.48% |
| March 31, 2022 | 25.48% |
| Date | Value |
|---|---|
| February 28, 2022 | 25.48% |
| January 31, 2022 | 25.48% |
| December 31, 2021 | 25.48% |
| November 30, 2021 | 25.48% |
| October 31, 2021 | 25.48% |
| September 30, 2021 | 25.48% |
| August 31, 2021 | 25.48% |
| July 31, 2021 | 25.48% |
| June 30, 2021 | 25.48% |
| May 31, 2021 | 25.48% |
| April 30, 2021 | 25.48% |
| March 31, 2021 | 25.48% |
| February 28, 2021 | 25.48% |
| January 31, 2021 | 25.48% |
| December 31, 2020 | 25.48% |
| November 30, 2020 | 25.48% |
| October 31, 2020 | 25.48% |
| September 30, 2020 | 25.48% |
| August 31, 2020 | 25.48% |
| July 31, 2020 | 25.48% |
| June 30, 2020 | 25.48% |
| May 31, 2020 | 25.48% |
| April 30, 2020 | 25.48% |
| March 31, 2020 | 25.48% |
| February 29, 2020 | 17.50% |
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
17.50%
Minimum
Apr 2019
37.68%
Maximum
Oct 2023
27.22%
Average
25.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3038 |
| Beta (5Y) | 2.177 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.3038 |
| Beta (vs YCharts Benchmark) (5Y) | 2.177 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.91% |
| Historical Sharpe Ratio (5Y) | -0.0742 |
| Historical Sortino (5Y) | -0.0943 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.89% |