Invesco Trust NY Inv Grade Muni (VTN)
10.64
-0.02 (-0.19%)
USD |
NYSE |
Jun 27, 16:00
10.64
0.00 (0.00%)
After-Hours: 20:00
VTN Max Drawdown (5Y): 29.17% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 29.17% |
| April 30, 2022 | 29.17% |
| March 31, 2022 | 29.17% |
| 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% |
| Date | Value |
|---|---|
| April 30, 2020 | 29.17% |
| March 31, 2020 | 29.17% |
| February 29, 2020 | 19.89% |
| January 31, 2020 | 19.89% |
| December 31, 2019 | 19.89% |
| November 30, 2019 | 19.89% |
| October 31, 2019 | 19.89% |
| September 30, 2019 | 19.89% |
| August 31, 2019 | 19.89% |
| July 31, 2019 | 19.89% |
| June 30, 2019 | 19.89% |
| May 31, 2019 | 19.89% |
| April 30, 2019 | 19.89% |
| March 31, 2019 | 19.89% |
| February 28, 2019 | 19.89% |
| January 31, 2019 | 19.89% |
| December 31, 2018 | 19.89% |
| November 30, 2018 | 19.89% |
| October 31, 2018 | 19.89% |
| September 30, 2018 | 20.24% |
| August 31, 2018 | 20.24% |
| July 31, 2018 | 20.24% |
| June 30, 2018 | 20.44% |
| May 31, 2018 | 21.67% |
| April 30, 2018 | 21.67% |
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
Oct 2018
29.17%
Maximum
Mar 2020
24.45%
Average
21.67%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
| Nuveen NY Quality Muni Inc | 24.81% |
| Nuveen NY Municipal Value | 19.95% |
| BlackRock NY Municipal Income | 30.83% |
| BlackRock MuniHoldings NY Qty | 24.82% |
| BlackRock MuniYield NY Quality | 25.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.818 |
| Beta (5Y) | 2.094 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.35% |
| Historical Sharpe Ratio (5Y) | 0.0324 |
| Historical Sortino (5Y) | 0.0324 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.05% |