NYLI MacKay Utah Muni Fund C (UTACX)

9.65 0.00 (0.00%) USD  |  Dec 16 2024
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UTACX Max Drawdown (5Y): 12.57% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Hawaiian Tax-Free Trust C 12.52%
NYLI MacKay Oregon Muni Fund C 11.97%
NYLI MacKay Colorado Muni Fund C 11.43%
Allspring Wisconsin Tax-Free Fund C 12.51%
NYLI MacKay Arizona Muni Fund C 12.81%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.814
Beta (5Y) 0.7864
Alpha (vs YCharts Benchmark) (5Y) -1.814
Beta (vs YCharts Benchmark) (5Y) 0.7864
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 5.10%
Historical Sharpe Ratio (5Y) -0.5189
Historical Sortino (5Y) -0.7468
Monthly Value at Risk (VaR) 5% (5Y Lookback) 2.54%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:UTACX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:UTACX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.