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% |