Nuveen NY Municipal Value (NNY)
8.57
+0.02 (+0.23%)
USD |
NYSE |
Jul 06, 16:00
8.605
+0.04 (+0.41%)
Pre-Market: 20:00
NNY Max Drawdown (5Y): 19.95% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 19.95% |
| May 31, 2022 | 19.95% |
| April 30, 2022 | 19.95% |
| March 31, 2022 | 19.95% |
| February 28, 2022 | 19.95% |
| January 31, 2022 | 19.95% |
| December 31, 2021 | 19.95% |
| November 30, 2021 | 19.95% |
| October 31, 2021 | 19.95% |
| September 30, 2021 | 19.95% |
| August 31, 2021 | 19.95% |
| July 31, 2021 | 19.95% |
| June 30, 2021 | 19.95% |
| May 31, 2021 | 19.95% |
| April 30, 2021 | 19.95% |
| March 31, 2021 | 19.95% |
| February 28, 2021 | 19.95% |
| January 31, 2021 | 19.95% |
| December 31, 2020 | 19.95% |
| November 30, 2020 | 19.95% |
| October 31, 2020 | 19.95% |
| September 30, 2020 | 19.95% |
| August 31, 2020 | 19.95% |
| July 31, 2020 | 19.95% |
| June 30, 2020 | 19.95% |
| Date | Value |
|---|---|
| May 31, 2020 | 19.95% |
| April 30, 2020 | 19.95% |
| March 31, 2020 | 19.95% |
| February 29, 2020 | 11.40% |
| January 31, 2020 | 11.40% |
| December 31, 2019 | 11.40% |
| November 30, 2019 | 11.40% |
| October 31, 2019 | 11.40% |
| September 30, 2019 | 11.40% |
| August 31, 2019 | 11.40% |
| July 31, 2019 | 11.40% |
| June 30, 2019 | 11.40% |
| May 31, 2019 | 11.40% |
| April 30, 2019 | 11.40% |
| March 31, 2019 | 11.40% |
| February 28, 2019 | 11.40% |
| January 31, 2019 | 11.40% |
| December 31, 2018 | 11.40% |
| November 30, 2018 | 11.40% |
| October 31, 2018 | 14.08% |
| September 30, 2018 | 17.28% |
| August 31, 2018 | 17.28% |
| July 31, 2018 | 17.28% |
| June 30, 2018 | 17.28% |
| May 31, 2018 | 17.28% |
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
11.40%
Minimum
Nov 2018
19.95%
Maximum
Mar 2020
16.90%
Average
17.28%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
| Nuveen NY Quality Muni Inc | 25.13% |
| BlackRock MuniHoldings NY Qty | 27.84% |
| BlackRock MuniYield NY Quality | 28.20% |
| Nuveen NY AMT - Free Quality Muni Inc | 24.01% |
| Nuveen NY Select Tax Free | 21.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.842 |
| Beta (5Y) | 1.457 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.36% |
| Historical Sharpe Ratio (5Y) | -0.0707 |
| Historical Sortino (5Y) | -0.0852 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.56% |