Nuveen ESG US Aggregate Bond ETF (NUBD)
21.96
+0.04
(+0.21%)
USD |
NYSEARCA |
Nov 14, 12:33
NUBD Max Drawdown (5Y): 19.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 19.46% |
| September 30, 2024 | 19.46% |
| August 31, 2024 | 19.46% |
| July 31, 2024 | 19.46% |
| June 30, 2024 | 19.46% |
| May 31, 2024 | 19.46% |
| April 30, 2024 | 19.46% |
| March 31, 2024 | 19.46% |
| February 29, 2024 | 19.46% |
| January 31, 2024 | 19.46% |
| December 31, 2023 | 19.46% |
| November 30, 2023 | 19.46% |
| October 31, 2023 | 19.46% |
| September 30, 2023 | 19.46% |
| August 31, 2023 | 19.46% |
| July 31, 2023 | 19.46% |
| June 30, 2023 | 19.46% |
| May 31, 2023 | 19.46% |
| April 30, 2023 | 19.46% |
| March 31, 2023 | 19.46% |
| February 28, 2023 | 19.46% |
| January 31, 2023 | 19.46% |
| December 31, 2022 | 19.46% |
| November 30, 2022 | 19.46% |
| October 31, 2022 | 19.46% |
| Date | Value |
|---|---|
| September 30, 2022 | 17.92% |
| August 31, 2022 | 15.54% |
| July 31, 2022 | 15.54% |
| June 30, 2022 | 15.54% |
| May 31, 2022 | 13.41% |
| April 30, 2022 | 12.55% |
| March 31, 2022 | 9.95% |
| February 28, 2022 | 7.43% |
| January 31, 2022 | 7.28% |
| December 31, 2021 | 7.28% |
| November 30, 2021 | 7.28% |
| October 31, 2021 | 7.28% |
| September 30, 2021 | 7.28% |
| August 31, 2021 | 7.28% |
| July 31, 2021 | 7.28% |
| June 30, 2021 | 7.28% |
| May 31, 2021 | 7.28% |
| April 30, 2021 | 7.28% |
| March 31, 2021 | 7.28% |
| February 28, 2021 | 7.28% |
| January 31, 2021 | 7.28% |
| December 31, 2020 | 7.28% |
| November 30, 2020 | 7.28% |
| October 31, 2020 | 7.28% |
| September 30, 2020 | 7.28% |
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
2.73%
Minimum
Nov 2019
19.46%
Maximum
Oct 2022
12.88%
Average
12.98%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2464 |
| Beta (5Y) | 0.9866 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.2464 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9866 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.28% |
| Historical Sharpe Ratio (5Y) | -0.4468 |
| Historical Sortino (5Y) | -0.7202 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.07% |