Nuveen Short-Term REIT ETF (NURE)
29.59
-0.27
(-0.90%)
USD |
BATS |
Apr 25, 16:00
29.65
+0.06
(+0.20%)
Pre-Market: 20:00
NURE Max Drawdown (5Y): 46.05% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 46.05% |
February 29, 2024 | 46.05% |
January 31, 2024 | 46.05% |
December 31, 2023 | 46.05% |
November 30, 2023 | 46.05% |
October 31, 2023 | 46.05% |
September 30, 2023 | 46.05% |
August 31, 2023 | 46.05% |
July 31, 2023 | 46.05% |
June 30, 2023 | 46.05% |
May 31, 2023 | 46.05% |
April 30, 2023 | 46.05% |
March 31, 2023 | 46.05% |
February 28, 2023 | 46.05% |
January 31, 2023 | 46.05% |
December 31, 2022 | 46.05% |
November 30, 2022 | 46.05% |
October 31, 2022 | 46.05% |
September 30, 2022 | 46.05% |
August 31, 2022 | 46.05% |
July 31, 2022 | 46.05% |
June 30, 2022 | 46.05% |
May 31, 2022 | 46.05% |
April 30, 2022 | 46.05% |
March 31, 2022 | 46.05% |
Date | Value |
---|---|
February 28, 2022 | 46.05% |
January 31, 2022 | 46.05% |
December 31, 2021 | 46.05% |
November 30, 2021 | 46.05% |
October 31, 2021 | 46.05% |
September 30, 2021 | 46.05% |
August 31, 2021 | 46.05% |
July 31, 2021 | 46.05% |
June 30, 2021 | 46.05% |
May 31, 2021 | 46.05% |
April 30, 2021 | 46.05% |
March 31, 2021 | 46.05% |
February 28, 2021 | 46.05% |
January 31, 2021 | 46.05% |
December 31, 2020 | 46.05% |
November 30, 2020 | 46.05% |
October 31, 2020 | 46.05% |
September 30, 2020 | 46.05% |
August 31, 2020 | 46.05% |
July 31, 2020 | 46.05% |
June 30, 2020 | 46.05% |
May 31, 2020 | 46.05% |
April 30, 2020 | 46.05% |
March 31, 2020 | 46.05% |
February 29, 2020 | 12.65% |
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
12.01%
Minimum
Apr 2019
46.05%
Maximum
Mar 2020
39.82%
Average
46.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
First Trust S&P REIT ETF | 44.16% |
iShares Core US REIT ETF | 44.38% |
iShares Cohen & Steers REIT ETF | 40.22% |
iShares US Real Estate ETF | 42.32% |
Invesco Active US Real Estate | 42.28% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.510 |
Beta (5Y) | 0.9989 |
Alpha (vs YCharts Benchmark) (5Y) | 0.4323 |
Beta (vs YCharts Benchmark) (5Y) | 1.014 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.98% |
Historical Sharpe Ratio (5Y) | 0.1023 |
Historical Sortino (5Y) | 0.1089 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.63% |