Nuveen California AMT-Free Quality Municipal Income Fund (NKX)
11.48
+0.07
(+0.61%)
USD |
NYSE |
May 31, 16:00
11.47
-0.01
(-0.09%)
After-Hours: 20:00
NKX Max Drawdown (5Y): 35.62% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 35.62% |
April 30, 2024 | 35.62% |
March 31, 2024 | 35.62% |
February 29, 2024 | 35.62% |
January 31, 2024 | 35.62% |
December 31, 2023 | 35.62% |
November 30, 2023 | 35.62% |
October 31, 2023 | 35.62% |
September 30, 2023 | 32.87% |
August 31, 2023 | 31.94% |
July 31, 2023 | 31.94% |
June 30, 2023 | 31.94% |
May 31, 2023 | 31.94% |
April 30, 2023 | 31.94% |
March 31, 2023 | 31.94% |
February 28, 2023 | 31.94% |
January 31, 2023 | 31.94% |
December 31, 2022 | 31.94% |
November 30, 2022 | 31.94% |
October 31, 2022 | 31.94% |
September 30, 2022 | 27.52% |
August 31, 2022 | 27.52% |
July 31, 2022 | 27.52% |
June 30, 2022 | 27.52% |
May 31, 2022 | 27.52% |
Date | Value |
---|---|
April 30, 2022 | 27.52% |
March 31, 2022 | 27.52% |
February 28, 2022 | 27.52% |
January 31, 2022 | 27.52% |
December 31, 2021 | 27.52% |
November 30, 2021 | 27.52% |
October 31, 2021 | 27.52% |
September 30, 2021 | 27.52% |
August 31, 2021 | 27.52% |
July 31, 2021 | 27.52% |
June 30, 2021 | 27.52% |
May 31, 2021 | 27.52% |
April 30, 2021 | 27.52% |
March 31, 2021 | 27.52% |
February 28, 2021 | 27.52% |
January 31, 2021 | 27.52% |
December 31, 2020 | 27.52% |
November 30, 2020 | 27.52% |
October 31, 2020 | 27.52% |
September 30, 2020 | 27.52% |
August 31, 2020 | 27.52% |
July 31, 2020 | 27.52% |
June 30, 2020 | 27.52% |
May 31, 2020 | 27.52% |
April 30, 2020 | 27.52% |
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
19.95%
Minimum
Jun 2019
35.62%
Maximum
Oct 2023
28.37%
Average
27.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.3378 |
Beta (5Y) | 2.114 |
Alpha (vs YCharts Benchmark) (5Y) | 0.3378 |
Beta (vs YCharts Benchmark) (5Y) | 2.114 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.57% |
Historical Sharpe Ratio (5Y) | -0.1292 |
Historical Sortino (5Y) | -0.1673 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.12% |