Nuveen Enhanced Yield US Aggt Bd ETF (NUAG)
20.76
+0.05
(+0.24%)
USD |
NYSEARCA |
May 31, 14:26
NUAG Max Drawdown (5Y): 19.79% for April 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2023 | 19.79% |
| March 31, 2023 | 19.79% |
| February 28, 2023 | 19.79% |
| January 31, 2023 | 19.79% |
| December 31, 2022 | 19.79% |
| November 30, 2022 | 19.79% |
| October 31, 2022 | 19.79% |
| September 30, 2022 | 18.29% |
| August 31, 2022 | 15.95% |
| July 31, 2022 | 15.95% |
| June 30, 2022 | 15.95% |
| May 31, 2022 | 13.74% |
| April 30, 2022 | 12.76% |
| March 31, 2022 | 11.39% |
| February 28, 2022 | 11.39% |
| January 31, 2022 | 11.39% |
| Date | Value |
|---|---|
| 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% |
| 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
19.79%
Maximum
Oct 2022
14.07%
Average
11.39%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1929 |
| Beta (5Y) | 1.098 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.1929 |
| Beta (vs YCharts Benchmark) (5Y) | 1.098 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.57% |
| Historical Sharpe Ratio (5Y) | -0.0356 |
| Historical Sortino (5Y) | -0.0479 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.28% |