BNY Mellon Opportunistic Municipal Securities Z (DMBZX)

12.21 -0.05 (-0.41%) USD  |  Dec 13 2024
More

DMBZX Max Drawdown (5Y): 14.59% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for DMBZX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
JPMorgan Tax Free Bond Fund I 18.73%
Fidelity Advisor Municipal Income Fund Z 15.47%
Baird Municipal Bond Fund Institutional 12.71%
BNY Mellon AMT-Free Municipal Bond Fund I 14.02%
Columbia Tax-Exempt Fund I 17.54%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.1060
Beta (5Y) 1.023
Alpha (vs YCharts Benchmark) (5Y) 0.106
Beta (vs YCharts Benchmark) (5Y) 1.023
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 6.63%
Historical Sharpe Ratio (5Y) -0.1476
Historical Sortino (5Y) -0.1913
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.10%

Max Drawdown (5Y) Excel Add-In Codes

View Max Drawdown (5Y) Excel Add-In Codes
Start Trial
Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:DMBZX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:DMBZX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.