Nuveen California Quality Municipal Income Fund (NAC)
10.91
+0.09
(+0.83%)
USD |
NYSE |
May 03, 16:00
10.90
0.00 (0.00%)
Pre-Market: 20:00
NAC Max Drawdown (5Y): 36.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 36.30% |
| March 31, 2024 | 36.30% |
| February 29, 2024 | 36.30% |
| January 31, 2024 | 36.30% |
| December 31, 2023 | 36.30% |
| November 30, 2023 | 36.30% |
| October 31, 2023 | 36.30% |
| September 30, 2023 | 34.36% |
| August 31, 2023 | 33.46% |
| July 31, 2023 | 33.46% |
| June 30, 2023 | 33.46% |
| May 31, 2023 | 33.46% |
| April 30, 2023 | 33.46% |
| March 31, 2023 | 33.46% |
| February 28, 2023 | 33.46% |
| January 31, 2023 | 33.46% |
| December 31, 2022 | 33.46% |
| November 30, 2022 | 33.46% |
| October 31, 2022 | 33.46% |
| September 30, 2022 | 28.91% |
| August 31, 2022 | 28.72% |
| July 31, 2022 | 28.72% |
| June 30, 2022 | 28.72% |
| May 31, 2022 | 28.72% |
| April 30, 2022 | 28.72% |
| Date | Value |
|---|---|
| March 31, 2022 | 28.72% |
| February 28, 2022 | 28.72% |
| January 31, 2022 | 28.72% |
| December 31, 2021 | 28.72% |
| November 30, 2021 | 28.72% |
| October 31, 2021 | 28.72% |
| September 30, 2021 | 28.72% |
| August 31, 2021 | 28.72% |
| July 31, 2021 | 28.72% |
| June 30, 2021 | 28.72% |
| May 31, 2021 | 28.72% |
| April 30, 2021 | 28.72% |
| March 31, 2021 | 28.72% |
| February 28, 2021 | 28.72% |
| January 31, 2021 | 28.72% |
| December 31, 2020 | 28.72% |
| November 30, 2020 | 28.72% |
| October 31, 2020 | 28.72% |
| September 30, 2020 | 28.72% |
| August 31, 2020 | 28.72% |
| July 31, 2020 | 28.72% |
| June 30, 2020 | 28.72% |
| May 31, 2020 | 28.72% |
| April 30, 2020 | 28.72% |
| March 31, 2020 | 28.72% |
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
18.84%
Minimum
May 2019
36.30%
Maximum
Oct 2023
28.92%
Average
28.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9403 |
| Beta (5Y) | 2.063 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.9403 |
| Beta (vs YCharts Benchmark) (5Y) | 2.063 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.93% |
| Historical Sharpe Ratio (5Y) | -0.1713 |
| Historical Sortino (5Y) | -0.2212 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.23% |