Nuveen ESG Large-Cap Growth ETF (NULG)
70.73
-1.12
(-1.56%)
USD |
BATS |
Apr 19, 16:00
70.73
0.00 (0.00%)
After-Hours: 19:10
NULG Max Drawdown (5Y): 36.11% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 36.11% |
| February 29, 2024 | 36.11% |
| January 31, 2024 | 36.11% |
| December 31, 2023 | 36.11% |
| November 30, 2023 | 36.11% |
| October 31, 2023 | 36.11% |
| September 30, 2023 | 36.11% |
| August 31, 2023 | 36.11% |
| July 31, 2023 | 36.11% |
| June 30, 2023 | 36.11% |
| May 31, 2023 | 36.11% |
| April 30, 2023 | 36.11% |
| March 31, 2023 | 36.11% |
| February 28, 2023 | 36.11% |
| January 31, 2023 | 36.11% |
| December 31, 2022 | 36.11% |
| November 30, 2022 | 36.11% |
| October 31, 2022 | 36.11% |
| September 30, 2022 | 34.67% |
| August 31, 2022 | 34.67% |
| July 31, 2022 | 34.67% |
| June 30, 2022 | 34.67% |
| May 31, 2022 | 34.67% |
| April 30, 2022 | 34.67% |
| March 31, 2022 | 34.67% |
| Date | Value |
|---|---|
| February 28, 2022 | 34.67% |
| January 31, 2022 | 34.67% |
| December 31, 2021 | 34.67% |
| November 30, 2021 | 34.67% |
| October 31, 2021 | 34.67% |
| September 30, 2021 | 34.67% |
| August 31, 2021 | 34.67% |
| July 31, 2021 | 34.67% |
| June 30, 2021 | 34.67% |
| May 31, 2021 | 34.67% |
| April 30, 2021 | 34.67% |
| March 31, 2021 | 34.67% |
| February 28, 2021 | 34.67% |
| January 31, 2021 | 34.67% |
| December 31, 2020 | 34.67% |
| November 30, 2020 | 34.67% |
| October 31, 2020 | 34.67% |
| September 30, 2020 | 34.67% |
| August 31, 2020 | 34.67% |
| July 31, 2020 | 34.67% |
| June 30, 2020 | 34.67% |
| May 31, 2020 | 34.67% |
| April 30, 2020 | 34.67% |
| March 31, 2020 | 34.67% |
| February 29, 2020 | 22.42% |
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
22.42%
Minimum
Apr 2019
36.11%
Maximum
Oct 2022
32.86%
Average
34.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.316 |
| Beta (5Y) | 1.124 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0294 |
| Beta (vs YCharts Benchmark) (5Y) | 1.030 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.09% |
| Historical Sharpe Ratio (5Y) | 0.7358 |
| Historical Sortino (5Y) | 0.9326 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.22% |