Nuveen New York AMT-Free Quality Municipal Income Fund (NRK)
10.86
0.00 (0.00%)
USD |
NYSE |
Mar 28, 16:00
10.86
0.00 (0.00%)
After-Hours: 19:34
NRK Max Drawdown (5Y): 31.05% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 31.05% |
January 31, 2024 | 31.05% |
December 31, 2023 | 31.05% |
November 30, 2023 | 31.05% |
October 31, 2023 | 31.05% |
September 30, 2023 | 30.70% |
August 31, 2023 | 30.70% |
July 31, 2023 | 30.70% |
June 30, 2023 | 30.70% |
May 31, 2023 | 30.70% |
April 30, 2023 | 30.70% |
March 31, 2023 | 30.70% |
February 28, 2023 | 30.70% |
January 31, 2023 | 30.70% |
December 31, 2022 | 30.70% |
November 30, 2022 | 30.70% |
October 31, 2022 | 30.70% |
September 30, 2022 | 28.36% |
August 31, 2022 | 24.01% |
July 31, 2022 | 24.01% |
June 30, 2022 | 24.01% |
May 31, 2022 | 23.09% |
April 30, 2022 | 23.09% |
March 31, 2022 | 23.09% |
February 28, 2022 | 23.09% |
Date | Value |
---|---|
January 31, 2022 | 23.09% |
December 31, 2021 | 23.09% |
November 30, 2021 | 23.09% |
October 31, 2021 | 23.09% |
September 30, 2021 | 23.09% |
August 31, 2021 | 23.09% |
July 31, 2021 | 23.09% |
June 30, 2021 | 23.09% |
May 31, 2021 | 23.09% |
April 30, 2021 | 23.09% |
March 31, 2021 | 23.09% |
February 28, 2021 | 23.09% |
January 31, 2021 | 23.09% |
December 31, 2020 | 23.09% |
November 30, 2020 | 23.09% |
October 31, 2020 | 23.09% |
September 30, 2020 | 23.09% |
August 31, 2020 | 23.09% |
July 31, 2020 | 23.09% |
June 30, 2020 | 23.09% |
May 31, 2020 | 23.09% |
April 30, 2020 | 23.09% |
March 31, 2020 | 23.09% |
February 29, 2020 | 13.07% |
January 31, 2020 | 13.07% |
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
13.07%
Minimum
Mar 2019
31.05%
Maximum
Oct 2023
23.41%
Average
23.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.1447 |
Beta (5Y) | 2.163 |
Alpha (vs YCharts Benchmark) (5Y) | -0.1448 |
Beta (vs YCharts Benchmark) (5Y) | 2.163 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.06% |
Historical Sharpe Ratio (5Y) | -0.0157 |
Historical Sortino (5Y) | -0.0205 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.36% |