Nuveen Dow 30sm Dynamic Overwrite Fund (DIAX)

15.19 -0.15 (-0.98%) USD  |  NYSE  |  Dec 27, 16:00
15.17 -0.02 (-0.13%) After-Hours: 20:00
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DIAX Max Drawdown (5Y): 44.81% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Global X Dow 30 Covered Call ETF --
Global X Dow 30 Covered Call & Growth ETF --
Virtus Dividend, Interest & Premium Strategy Fund 41.10%
Voya Global Advantage and Premium Opportunity Fund 41.68%
Voya Global Equity Dividend and Premium Opportunity Fund 41.01%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -9.143
Beta (5Y) 0.8671
Alpha (vs YCharts Benchmark) (5Y) -6.558
Beta (vs YCharts Benchmark) (5Y) 0.5834
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.12%
Historical Sharpe Ratio (5Y) 0.1212
Historical Sortino (5Y) 0.1229
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.82%