Nuveen Enhanced Yield US Aggt Bd ETF (NUAG)
21.92
+0.09 (+0.41%)
USD |
NYSEARCA |
May 20, 16:00
21.93
+0.01 (+0.05%)
After-Hours: 20:00
NUAG Max Drawdown (5Y): 12.76% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 12.76% |
March 31, 2022 | 11.39% |
February 28, 2022 | 11.39% |
January 31, 2022 | 11.39% |
December 31, 2021 | 11.39% |
November 30, 2021 | 11.39% |
October 31, 2021 | 11.39% |
September 30, 2021 | 11.39% |
August 31, 2021 | 11.39% |
July 31, 2021 | 11.39% |
Date | Value |
---|---|
June 30, 2021 | 11.39% |
May 31, 2021 | 11.39% |
April 30, 2021 | 11.39% |
March 31, 2021 | 11.39% |
February 28, 2021 | 11.39% |
January 31, 2021 | 11.39% |
December 31, 2020 | 11.39% |
November 30, 2020 | 11.39% |
October 31, 2020 | 11.39% |
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
11.39%
Minimum
Oct 2020
12.76%
Maximum
Apr 2022
11.46%
Average
11.39%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.3742 |
Beta (5Y) | 1.084 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.12% |
Historical Sharpe Ratio (5Y) | -0.015 |
Historical Sortino (5Y) | -0.0194 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.49% |