Nuveen California Quality Municipal Income Fund (NAC)
10.94
+0.08
(+0.78%)
USD |
NYSE |
May 31, 16:00
10.94
0.00 (0.00%)
After-Hours: 20:00
NAC Max Drawdown (5Y): 36.30% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 36.30% |
April 30, 2024 | 36.30% |
March 31, 2024 | 36.30% |
February 29, 2024 | 36.30% |
January 31, 2024 | 36.30% |
December 31, 2023 | 36.30% |
November 30, 2023 | 36.30% |
October 31, 2023 | 36.30% |
September 30, 2023 | 34.36% |
August 31, 2023 | 33.46% |
July 31, 2023 | 33.46% |
June 30, 2023 | 33.46% |
May 31, 2023 | 33.46% |
April 30, 2023 | 33.46% |
March 31, 2023 | 33.46% |
February 28, 2023 | 33.46% |
January 31, 2023 | 33.46% |
December 31, 2022 | 33.46% |
November 30, 2022 | 33.46% |
October 31, 2022 | 33.46% |
September 30, 2022 | 28.91% |
August 31, 2022 | 28.72% |
July 31, 2022 | 28.72% |
June 30, 2022 | 28.72% |
May 31, 2022 | 28.72% |
Date | Value |
---|---|
April 30, 2022 | 28.72% |
March 31, 2022 | 28.72% |
February 28, 2022 | 28.72% |
January 31, 2022 | 28.72% |
December 31, 2021 | 28.72% |
November 30, 2021 | 28.72% |
October 31, 2021 | 28.72% |
September 30, 2021 | 28.72% |
August 31, 2021 | 28.72% |
July 31, 2021 | 28.72% |
June 30, 2021 | 28.72% |
May 31, 2021 | 28.72% |
April 30, 2021 | 28.72% |
March 31, 2021 | 28.72% |
February 28, 2021 | 28.72% |
January 31, 2021 | 28.72% |
December 31, 2020 | 28.72% |
November 30, 2020 | 28.72% |
October 31, 2020 | 28.72% |
September 30, 2020 | 28.72% |
August 31, 2020 | 28.72% |
July 31, 2020 | 28.72% |
June 30, 2020 | 28.72% |
May 31, 2020 | 28.72% |
April 30, 2020 | 28.72% |
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
18.84%
Minimum
Jun 2019
36.30%
Maximum
Oct 2023
29.21%
Average
28.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.4914 |
Beta (5Y) | 2.052 |
Alpha (vs YCharts Benchmark) (5Y) | -0.4914 |
Beta (vs YCharts Benchmark) (5Y) | 2.052 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.93% |
Historical Sharpe Ratio (5Y) | -0.1941 |
Historical Sortino (5Y) | -0.2509 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.23% |