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CUSIP
76882M104
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

RMMZ Performance Chart

RiverNorth Managed Duration Municipal Income Fund II Inc. (RMMZ) is up 6.3% since the beginning of the year. RMMZ is currently trading at $15 per share.


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S&P 500 Index

Returns By Period

RiverNorth Managed Duration Municipal Income Fund II Inc. (RMMZ) has returned 6.29% so far this year and 13.55% over the past 12 months.


RiverNorth Managed Duration Municipal Income Fund II Inc.

1D
-0.35%
1M
2.58%
YTD
6.29%
6M
4.85%
1Y
13.55%
3Y*
5.90%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RMMZ Monthly Returns History

Based on dividend-adjusted daily data since Feb 11, 2022, RMMZ's average daily return is +0.01%, while the average monthly return is +0.18%. At this rate, an investment would double in approximately 32.1 years.

Historically, 51% of months were positive and 49% were negative. The best month was Nov 2023 with a return of +12.0%, while the worst month was Apr 2022 at -12.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, RMMZ closed higher 48% of trading days. The best single day was May 26, 2022 with a return of +5.1%, while the worst single day was Feb 11, 2022 at -6.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.27%1.86%-1.11%1.49%0.87%0.79%6.29%
20257.56%-0.34%-3.17%-5.27%0.83%-1.37%-0.11%5.54%3.22%1.37%-2.43%-0.25%4.99%
20242.74%1.00%1.18%-3.31%2.70%3.41%-0.75%-0.33%3.52%-2.23%0.93%-5.70%2.72%
20238.77%-6.52%-0.54%2.50%-2.21%8.18%1.07%-2.97%-7.07%-7.32%11.96%7.24%11.22%
20220.50%-3.04%-12.90%3.79%-5.65%6.28%-2.77%-6.51%-7.01%11.10%-2.17%-18.85%

Benchmark Metrics

RiverNorth Managed Duration Municipal Income Fund II Inc. has an annualized alpha of 0.56%, beta of 0.14, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since February 11, 2022.

  • This fund participated in 98.45% of S&P 500 Index downside but only 56.08% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.14 may look defensive, but with R2 of 0.02 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.02 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
0.56%
Beta
0.14
0.02
Upside Capture
56.08%
Downside Capture
98.45%

Return for Risk

Risk / Return Rank

RMMZ ranks 33 for risk / return — below 33% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


RMMZ Risk / Return Rank: 3333
Overall Rank
RMMZ Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
RMMZ Sortino Ratio Rank: 2929
Sortino Ratio Rank
RMMZ Omega Ratio Rank: 2828
Omega Ratio Rank
RMMZ Calmar Ratio Rank: 4545
Calmar Ratio Rank
RMMZ Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for RiverNorth Managed Duration Municipal Income Fund II Inc. (RMMZ) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RMMZBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.26

1.37

-0.11

Calmar ratioReturn relative to maximum drawdown

2.44

2.78

-0.35

Martin ratioReturn relative to average drawdown

7.88

12.44

-4.56

Dividends

Dividend History

RiverNorth Managed Duration Municipal Income Fund II Inc. provided a 7.42% dividend yield over the last twelve months, with an annual payout of $1.11 per share.


6.80%7.00%7.20%7.40%7.60%7.80%$0.00$0.20$0.40$0.60$0.80$1.00$1.202022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$1.11$1.14$1.17$1.17$1.04

Dividend yield

7.42%7.86%7.82%7.45%6.86%

Monthly Dividends

The table displays the monthly dividend distributions for RiverNorth Managed Duration Municipal Income Fund II Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.09$0.09$0.09$0.09$0.09$0.09$0.53
2025$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.14
2024$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.17
2023$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.17
2022$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the RiverNorth Managed Duration Municipal Income Fund II Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the RiverNorth Managed Duration Municipal Income Fund II Inc. was 27.15%, occurring on Oct 30, 2023. Recovery took 567 trading sessions.

The current RiverNorth Managed Duration Municipal Income Fund II Inc. drawdown is 0.35%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-27.15%Oct 2023
1y 8mo2y 3mo
3y 11moMar 2022 - Feb 2026
Bear market2022
-6.83%Feb 2022
0s7d
7dFeb 2022 - Feb 2022
2026 pullback2026
-5.58%Mar 2026
1mo 5d1mo 12d
2mo 17dFeb 2026 - May 2026
2026 pullback2026
-2.76%May 2026
4d25d
29dMay 2026 - Jun 2026
2026 pullback2026
-0.57%Jun 2026
0s1d
1dJun 2026 - Jun 2026

Drawdown Indicators


RMMZBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-27.15%

-56.78%

+29.63%

Max Drawdown (1Y)

Largest decline over 1 year

-5.58%

-9.10%

+3.52%

Max Drawdown (3Y)

Largest decline over 3 years

-18.77%

-18.90%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.35%

-1.80%

+1.45%

Average Drawdown

Average peak-to-trough decline

-9.58%

-10.71%

+1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

2.03%

-0.31%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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