Nuveen Real Estate Income Fund (JRS)
9.02
-0.09
(-0.99%)
USD |
NYSE |
Nov 15, 12:15
JRS Max Drawdown (5Y): 54.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 54.50% |
September 30, 2024 | 54.50% |
August 31, 2024 | 54.50% |
July 31, 2024 | 54.50% |
June 30, 2024 | 54.50% |
May 31, 2024 | 54.50% |
April 30, 2024 | 54.50% |
March 31, 2024 | 54.50% |
February 29, 2024 | 54.50% |
January 31, 2024 | 54.50% |
December 31, 2023 | 54.50% |
November 30, 2023 | 54.50% |
October 31, 2023 | 54.50% |
September 30, 2023 | 54.50% |
August 31, 2023 | 54.50% |
July 31, 2023 | 54.50% |
June 30, 2023 | 54.50% |
May 31, 2023 | 54.50% |
April 30, 2023 | 54.50% |
March 31, 2023 | 54.50% |
February 28, 2023 | 54.50% |
January 31, 2023 | 54.50% |
December 31, 2022 | 54.50% |
November 30, 2022 | 54.50% |
October 31, 2022 | 54.50% |
Date | Value |
---|---|
September 30, 2022 | 54.50% |
August 31, 2022 | 54.50% |
July 31, 2022 | 54.50% |
June 30, 2022 | 54.50% |
May 31, 2022 | 54.50% |
April 30, 2022 | 54.50% |
March 31, 2022 | 54.50% |
February 28, 2022 | 54.50% |
January 31, 2022 | 54.50% |
December 31, 2021 | 54.50% |
November 30, 2021 | 54.50% |
October 31, 2021 | 54.50% |
September 30, 2021 | 54.50% |
August 31, 2021 | 54.50% |
July 31, 2021 | 54.50% |
June 30, 2021 | 54.50% |
May 31, 2021 | 54.50% |
April 30, 2021 | 54.50% |
March 31, 2021 | 54.50% |
February 28, 2021 | 54.50% |
January 31, 2021 | 54.50% |
December 31, 2020 | 54.50% |
November 30, 2020 | 54.50% |
October 31, 2020 | 54.50% |
September 30, 2020 | 54.50% |
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
21.97%
Minimum
Nov 2019
54.50%
Maximum
Mar 2020
52.33%
Average
54.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.55 |
Beta (5Y) | 1.339 |
Alpha (vs YCharts Benchmark) (5Y) | -0.1483 |
Beta (vs YCharts Benchmark) (5Y) | 1.248 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.11% |
Historical Sharpe Ratio (5Y) | 0.0793 |
Historical Sortino (5Y) | 0.0873 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.18% |