Nuveen AMT-Free Quality Muni Inc (NEA)
12.61
+0.16 (+1.29%)
USD |
NYSE |
May 27, 16:00
12.64
+0.03 (+0.24%)
Pre-Market: 20:00
NEA Max Drawdown (5Y): 25.03% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 25.03% |
| March 31, 2022 | 25.03% |
| February 28, 2022 | 25.03% |
| January 31, 2022 | 25.03% |
| December 31, 2021 | 25.03% |
| November 30, 2021 | 25.03% |
| October 31, 2021 | 25.03% |
| September 30, 2021 | 25.03% |
| August 31, 2021 | 25.03% |
| July 31, 2021 | 25.03% |
| June 30, 2021 | 25.03% |
| May 31, 2021 | 25.03% |
| April 30, 2021 | 25.03% |
| March 31, 2021 | 25.03% |
| February 28, 2021 | 25.03% |
| January 31, 2021 | 25.03% |
| December 31, 2020 | 25.03% |
| November 30, 2020 | 25.03% |
| October 31, 2020 | 25.03% |
| September 30, 2020 | 25.03% |
| August 31, 2020 | 25.03% |
| July 31, 2020 | 25.03% |
| June 30, 2020 | 25.03% |
| May 31, 2020 | 25.03% |
| April 30, 2020 | 25.03% |
| Date | Value |
|---|---|
| March 31, 2020 | 25.03% |
| February 29, 2020 | 12.37% |
| January 31, 2020 | 12.37% |
| December 31, 2019 | 12.37% |
| November 30, 2019 | 12.37% |
| October 31, 2019 | 12.37% |
| September 30, 2019 | 12.37% |
| August 31, 2019 | 12.37% |
| July 31, 2019 | 12.37% |
| June 30, 2019 | 12.37% |
| May 31, 2019 | 12.37% |
| April 30, 2019 | 12.37% |
| March 31, 2019 | 12.37% |
| February 28, 2019 | 12.37% |
| January 31, 2019 | 12.37% |
| December 31, 2018 | 12.38% |
| November 30, 2018 | 12.84% |
| October 31, 2018 | 18.69% |
| September 30, 2018 | 21.98% |
| August 31, 2018 | 21.98% |
| July 31, 2018 | 21.98% |
| June 30, 2018 | 21.98% |
| May 31, 2018 | 22.82% |
| April 30, 2018 | 22.82% |
| March 31, 2018 | 22.82% |
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
12.37%
Minimum
Jan 2019
25.03%
Maximum
Mar 2020
20.88%
Average
22.82%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Nuveen Quality Muni Income Fund | 25.39% |
| Nuveen Municipal Value | 23.00% |
| BlackRock MuniYield Quality | 27.71% |
| Nuveen AMT-Free Muni Credit Inc | 26.59% |
| BlackRock MuniYield | 30.56% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.5638 |
| Beta (5Y) | 2.159 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.28% |
| Historical Sharpe Ratio (5Y) | 0.2496 |
| Historical Sortino (5Y) | 0.2412 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.68% |