Nuveen AMT-Free Municipal Income Fund (NEA)

11.10 -0.08 (-0.67%) USD  |  NYSE  |  Dec 23, 16:00
11.10 0.00 (0.00%) After-Hours: 18:05
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NEA Max Drawdown (5Y): 36.56% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Nuveen Quality Municipal Income Fund 35.57%
Nuveen Municipal Value Fund Inc 28.29%
PIMCO Municipal Income Fund II 47.94%
Eaton Vance Municipal Bond Fund 31.68%
Western Asset Managed Municipals Fd Inc 34.50%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.591
Beta (5Y) 2.306
Alpha (vs YCharts Benchmark) (5Y) 1.591
Beta (vs YCharts Benchmark) (5Y) 2.306
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 15.26%
Historical Sharpe Ratio (5Y) -0.056
Historical Sortino (5Y) -0.0753
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.39%