Nuveen ESG Mid-Cap Value ETF (NUMV)
37.06
-0.03
(-0.08%)
USD |
BATS |
Nov 13, 16:00
NUMV Max Drawdown (5Y): 43.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 43.46% |
September 30, 2024 | 43.46% |
August 31, 2024 | 43.46% |
July 31, 2024 | 43.46% |
June 30, 2024 | 43.46% |
May 31, 2024 | 43.46% |
April 30, 2024 | 43.46% |
March 31, 2024 | 43.46% |
February 29, 2024 | 43.46% |
January 31, 2024 | 43.46% |
December 31, 2023 | 43.46% |
November 30, 2023 | 43.46% |
October 31, 2023 | 43.46% |
September 30, 2023 | 43.46% |
August 31, 2023 | 43.46% |
July 31, 2023 | 43.46% |
June 30, 2023 | 43.46% |
May 31, 2023 | 43.46% |
April 30, 2023 | 43.46% |
March 31, 2023 | 43.46% |
February 28, 2023 | 43.46% |
January 31, 2023 | 43.46% |
December 31, 2022 | 43.46% |
November 30, 2022 | 43.46% |
October 31, 2022 | 43.46% |
Date | Value |
---|---|
September 30, 2022 | 43.46% |
August 31, 2022 | 43.46% |
July 31, 2022 | 43.46% |
June 30, 2022 | 43.46% |
May 31, 2022 | 43.46% |
April 30, 2022 | 43.46% |
March 31, 2022 | 43.46% |
February 28, 2022 | 43.46% |
January 31, 2022 | 43.46% |
December 31, 2021 | 43.46% |
November 30, 2021 | 43.46% |
October 31, 2021 | 43.46% |
September 30, 2021 | 43.46% |
August 31, 2021 | 43.46% |
July 31, 2021 | 43.46% |
June 30, 2021 | 43.46% |
May 31, 2021 | 43.46% |
April 30, 2021 | 43.46% |
March 31, 2021 | 43.46% |
February 28, 2021 | 43.46% |
January 31, 2021 | 43.46% |
December 31, 2020 | 43.46% |
November 30, 2020 | 43.46% |
October 31, 2020 | 43.46% |
September 30, 2020 | 43.46% |
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
20.08%
Minimum
Nov 2019
43.46%
Maximum
Mar 2020
41.90%
Average
43.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.852 |
Beta (5Y) | 1.101 |
Alpha (vs YCharts Benchmark) (5Y) | 0.0664 |
Beta (vs YCharts Benchmark) (5Y) | 0.863 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.54% |
Historical Sharpe Ratio (5Y) | 0.2279 |
Historical Sortino (5Y) | 0.2418 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.03% |