Nuveen California Municipal Value Fund Inc (NCA)
8.48
+0.06
(+0.71%)
USD |
NYSE |
May 31, 16:00
8.47
-0.01
(-0.12%)
After-Hours: 20:00
NCA Max Drawdown (5Y): 22.97% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 22.97% |
April 30, 2024 | 22.97% |
March 31, 2024 | 22.97% |
February 29, 2024 | 22.97% |
January 31, 2024 | 22.97% |
December 31, 2023 | 22.97% |
November 30, 2023 | 22.97% |
October 31, 2023 | 22.97% |
September 30, 2023 | 22.97% |
August 31, 2023 | 22.97% |
July 31, 2023 | 22.97% |
June 30, 2023 | 22.97% |
May 31, 2023 | 22.97% |
April 30, 2023 | 22.97% |
March 31, 2023 | 22.97% |
February 28, 2023 | 22.97% |
January 31, 2023 | 22.97% |
December 31, 2022 | 22.97% |
November 30, 2022 | 22.97% |
October 31, 2022 | 22.97% |
September 30, 2022 | 22.00% |
August 31, 2022 | 21.18% |
July 31, 2022 | 21.18% |
June 30, 2022 | 21.18% |
May 31, 2022 | 19.99% |
Date | Value |
---|---|
April 30, 2022 | 19.28% |
March 31, 2022 | 19.28% |
February 28, 2022 | 19.28% |
January 31, 2022 | 19.28% |
December 31, 2021 | 19.28% |
November 30, 2021 | 19.28% |
October 31, 2021 | 19.28% |
September 30, 2021 | 19.28% |
August 31, 2021 | 19.28% |
July 31, 2021 | 19.28% |
June 30, 2021 | 19.28% |
May 31, 2021 | 19.28% |
April 30, 2021 | 19.28% |
March 31, 2021 | 19.28% |
February 28, 2021 | 19.28% |
January 31, 2021 | 19.28% |
December 31, 2020 | 19.28% |
November 30, 2020 | 19.28% |
October 31, 2020 | 19.28% |
September 30, 2020 | 19.28% |
August 31, 2020 | 19.28% |
July 31, 2020 | 19.28% |
June 30, 2020 | 19.28% |
May 31, 2020 | 19.28% |
April 30, 2020 | 19.28% |
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
14.56%
Minimum
Jun 2019
22.97%
Maximum
Oct 2022
19.95%
Average
19.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.2873 |
Beta (5Y) | 1.322 |
Alpha (vs YCharts Benchmark) (5Y) | -0.2873 |
Beta (vs YCharts Benchmark) (5Y) | 1.322 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.81% |
Historical Sharpe Ratio (5Y) | -0.1557 |
Historical Sortino (5Y) | -0.2039 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.50% |