Invesco Trust For Investment Grade New York Municipals (VTN)
10.44
+0.02
(+0.19%)
USD |
NYSE |
Apr 23, 16:00
10.44
0.00 (0.00%)
After-Hours: 20:00
VTN Max Drawdown (5Y): 33.61% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 33.61% |
February 29, 2024 | 33.61% |
January 31, 2024 | 33.61% |
December 31, 2023 | 33.61% |
November 30, 2023 | 33.61% |
October 31, 2023 | 33.61% |
September 30, 2023 | 31.20% |
August 31, 2023 | 31.20% |
July 31, 2023 | 31.20% |
June 30, 2023 | 31.20% |
May 31, 2023 | 31.20% |
April 30, 2023 | 31.20% |
March 31, 2023 | 31.20% |
February 28, 2023 | 31.20% |
January 31, 2023 | 31.20% |
December 31, 2022 | 31.20% |
November 30, 2022 | 31.20% |
October 31, 2022 | 31.20% |
September 30, 2022 | 29.17% |
August 31, 2022 | 29.17% |
July 31, 2022 | 29.17% |
June 30, 2022 | 29.17% |
May 31, 2022 | 29.17% |
April 30, 2022 | 29.17% |
March 31, 2022 | 29.17% |
Date | Value |
---|---|
February 28, 2022 | 29.17% |
January 31, 2022 | 29.17% |
December 31, 2021 | 29.17% |
November 30, 2021 | 29.17% |
October 31, 2021 | 29.17% |
September 30, 2021 | 29.17% |
August 31, 2021 | 29.17% |
July 31, 2021 | 29.17% |
June 30, 2021 | 29.17% |
May 31, 2021 | 29.17% |
April 30, 2021 | 29.17% |
March 31, 2021 | 29.17% |
February 28, 2021 | 29.17% |
January 31, 2021 | 29.17% |
December 31, 2020 | 29.17% |
November 30, 2020 | 29.17% |
October 31, 2020 | 29.17% |
September 30, 2020 | 29.17% |
August 31, 2020 | 29.17% |
July 31, 2020 | 29.17% |
June 30, 2020 | 29.17% |
May 31, 2020 | 29.17% |
April 30, 2020 | 29.17% |
March 31, 2020 | 29.17% |
February 29, 2020 | 19.89% |
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
19.89%
Minimum
Apr 2019
33.61%
Maximum
Oct 2023
28.32%
Average
29.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.5444 |
Beta (5Y) | 2.354 |
Alpha (vs YCharts Benchmark) (5Y) | -0.5444 |
Beta (vs YCharts Benchmark) (5Y) | 2.354 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.37% |
Historical Sharpe Ratio (5Y) | -0.0912 |
Historical Sortino (5Y) | -0.1145 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.50% |