Nuveen S&P 500 Buy-Write Income Fund (BXMX)
13.79
-0.01
(-0.07%)
USD |
NYSE |
Nov 15, 16:00
13.78
-0.02
(-0.11%)
Pre-Market: 20:00
BXMX Max Drawdown (5Y): 38.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 38.56% |
September 30, 2024 | 38.56% |
August 31, 2024 | 38.56% |
July 31, 2024 | 38.56% |
June 30, 2024 | 38.56% |
May 31, 2024 | 38.56% |
April 30, 2024 | 38.56% |
March 31, 2024 | 38.56% |
February 29, 2024 | 38.56% |
January 31, 2024 | 38.56% |
December 31, 2023 | 38.56% |
November 30, 2023 | 38.56% |
October 31, 2023 | 38.56% |
September 30, 2023 | 38.56% |
August 31, 2023 | 38.56% |
July 31, 2023 | 38.56% |
June 30, 2023 | 38.56% |
May 31, 2023 | 38.56% |
April 30, 2023 | 38.56% |
March 31, 2023 | 38.56% |
February 28, 2023 | 38.56% |
January 31, 2023 | 38.56% |
December 31, 2022 | 38.56% |
November 30, 2022 | 38.56% |
October 31, 2022 | 38.56% |
Date | Value |
---|---|
September 30, 2022 | 38.56% |
August 31, 2022 | 38.56% |
July 31, 2022 | 38.56% |
June 30, 2022 | 38.56% |
May 31, 2022 | 38.56% |
April 30, 2022 | 38.56% |
March 31, 2022 | 38.56% |
February 28, 2022 | 38.56% |
January 31, 2022 | 38.56% |
December 31, 2021 | 38.56% |
November 30, 2021 | 38.56% |
October 31, 2021 | 38.56% |
September 30, 2021 | 38.56% |
August 31, 2021 | 38.56% |
July 31, 2021 | 38.56% |
June 30, 2021 | 38.56% |
May 31, 2021 | 38.56% |
April 30, 2021 | 38.56% |
March 31, 2021 | 38.56% |
February 28, 2021 | 38.56% |
January 31, 2021 | 38.56% |
December 31, 2020 | 38.56% |
November 30, 2020 | 38.56% |
October 31, 2020 | 38.56% |
September 30, 2020 | 38.56% |
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
22.42%
Minimum
Nov 2019
38.56%
Maximum
Mar 2020
37.48%
Average
38.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.172 |
Beta (5Y) | 0.8807 |
Alpha (vs YCharts Benchmark) (5Y) | -2.690 |
Beta (vs YCharts Benchmark) (5Y) | 0.5522 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.30% |
Historical Sharpe Ratio (5Y) | 0.2839 |
Historical Sortino (5Y) | 0.2933 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.80% |