Nuveen AMT-Free Municipal Income Fund (NEA)
10.74
+0.06
(+0.56%)
USD |
NYSE |
May 03, 16:00
10.74
0.00 (0.00%)
After-Hours: 20:00
NEA Max Drawdown (5Y): 36.56% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 36.56% |
| March 31, 2024 | 36.56% |
| February 29, 2024 | 36.56% |
| January 31, 2024 | 36.56% |
| December 31, 2023 | 36.56% |
| November 30, 2023 | 36.56% |
| October 31, 2023 | 36.56% |
| September 30, 2023 | 34.11% |
| August 31, 2023 | 32.27% |
| July 31, 2023 | 32.27% |
| June 30, 2023 | 32.27% |
| May 31, 2023 | 32.27% |
| April 30, 2023 | 32.27% |
| March 31, 2023 | 32.27% |
| February 28, 2023 | 32.27% |
| January 31, 2023 | 32.27% |
| December 31, 2022 | 32.27% |
| November 30, 2022 | 32.27% |
| October 31, 2022 | 31.81% |
| September 30, 2022 | 30.71% |
| August 31, 2022 | 26.35% |
| July 31, 2022 | 26.35% |
| June 30, 2022 | 26.35% |
| May 31, 2022 | 26.35% |
| April 30, 2022 | 25.03% |
| Date | Value |
|---|---|
| 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% |
| March 31, 2020 | 25.03% |
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
May 2019
36.56%
Maximum
Oct 2023
25.92%
Average
25.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1103 |
| Beta (5Y) | 2.282 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.1103 |
| Beta (vs YCharts Benchmark) (5Y) | 2.282 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.04% |
| Historical Sharpe Ratio (5Y) | -0.1262 |
| Historical Sortino (5Y) | -0.1643 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.39% |