Nuveen Massachusetts Quality Municipal Income Fund (NMT)
10.50
-0.01
(-0.10%)
USD |
NYSE |
Apr 22, 16:00
NMT Max Drawdown (5Y): 38.87% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 38.87% |
February 29, 2024 | 38.87% |
January 31, 2024 | 38.87% |
December 31, 2023 | 38.87% |
November 30, 2023 | 38.87% |
October 31, 2023 | 38.87% |
September 30, 2023 | 36.83% |
August 31, 2023 | 35.14% |
July 31, 2023 | 35.14% |
June 30, 2023 | 35.14% |
May 31, 2023 | 35.14% |
April 30, 2023 | 35.14% |
March 31, 2023 | 35.14% |
February 28, 2023 | 35.14% |
January 31, 2023 | 35.14% |
December 31, 2022 | 35.14% |
November 30, 2022 | 35.14% |
October 31, 2022 | 34.72% |
September 30, 2022 | 31.43% |
August 31, 2022 | 27.81% |
July 31, 2022 | 27.81% |
June 30, 2022 | 27.81% |
May 31, 2022 | 26.29% |
April 30, 2022 | 25.67% |
March 31, 2022 | 22.00% |
Date | Value |
---|---|
February 28, 2022 | 20.51% |
January 31, 2022 | 20.51% |
December 31, 2021 | 20.51% |
November 30, 2021 | 20.51% |
October 31, 2021 | 20.51% |
September 30, 2021 | 20.51% |
August 31, 2021 | 20.51% |
July 31, 2021 | 20.51% |
June 30, 2021 | 20.51% |
May 31, 2021 | 20.51% |
April 30, 2021 | 20.51% |
March 31, 2021 | 20.51% |
February 28, 2021 | 20.51% |
January 31, 2021 | 20.51% |
December 31, 2020 | 20.51% |
November 30, 2020 | 20.51% |
October 31, 2020 | 20.51% |
September 30, 2020 | 20.51% |
August 31, 2020 | 20.51% |
July 31, 2020 | 20.51% |
June 30, 2020 | 20.51% |
May 31, 2020 | 20.51% |
April 30, 2020 | 20.51% |
March 31, 2020 | 20.51% |
February 29, 2020 | 20.51% |
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
20.51%
Minimum
Apr 2019
38.87%
Maximum
Oct 2023
26.04%
Average
20.51%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.5186 |
Beta (5Y) | 1.595 |
Alpha (vs YCharts Benchmark) (5Y) | -0.5186 |
Beta (vs YCharts Benchmark) (5Y) | 1.595 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.75% |
Historical Sharpe Ratio (5Y) | -0.0844 |
Historical Sortino (5Y) | -0.1182 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.12% |