Nuveen Municipal Value (NUV)
9.37
+0.13 (+1.41%)
USD |
NYSE |
May 27, 16:00
9.385
+0.02 (+0.16%)
After-Hours: 20:00
NUV Max Drawdown (5Y): 23.00% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 23.00% |
| March 31, 2022 | 23.00% |
| February 28, 2022 | 23.00% |
| January 31, 2022 | 23.00% |
| December 31, 2021 | 23.00% |
| November 30, 2021 | 23.00% |
| October 31, 2021 | 23.00% |
| September 30, 2021 | 23.00% |
| August 31, 2021 | 23.00% |
| July 31, 2021 | 23.00% |
| June 30, 2021 | 23.00% |
| May 31, 2021 | 23.00% |
| April 30, 2021 | 23.00% |
| March 31, 2021 | 23.00% |
| February 28, 2021 | 23.00% |
| January 31, 2021 | 23.00% |
| December 31, 2020 | 23.00% |
| November 30, 2020 | 23.00% |
| October 31, 2020 | 23.00% |
| September 30, 2020 | 23.00% |
| August 31, 2020 | 23.00% |
| July 31, 2020 | 23.00% |
| June 30, 2020 | 23.00% |
| May 31, 2020 | 23.00% |
| April 30, 2020 | 23.00% |
| Date | Value |
|---|---|
| March 31, 2020 | 23.00% |
| February 29, 2020 | 12.54% |
| January 31, 2020 | 12.54% |
| December 31, 2019 | 12.54% |
| November 30, 2019 | 12.54% |
| October 31, 2019 | 12.54% |
| September 30, 2019 | 12.54% |
| August 31, 2019 | 12.54% |
| July 31, 2019 | 12.54% |
| June 30, 2019 | 12.54% |
| May 31, 2019 | 12.54% |
| April 30, 2019 | 12.54% |
| March 31, 2019 | 12.54% |
| February 28, 2019 | 12.54% |
| January 31, 2019 | 12.54% |
| December 31, 2018 | 12.54% |
| November 30, 2018 | 12.54% |
| October 31, 2018 | 12.54% |
| September 30, 2018 | 14.46% |
| August 31, 2018 | 14.46% |
| July 31, 2018 | 14.46% |
| June 30, 2018 | 14.58% |
| May 31, 2018 | 14.58% |
| April 30, 2018 | 14.58% |
| March 31, 2018 | 14.58% |
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
12.54%
Minimum
Oct 2018
23.00%
Maximum
Mar 2020
17.64%
Average
14.58%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Nuveen AMT-Free Quality Muni Inc | 25.03% |
| Nuveen Quality Muni Income Fund | 25.39% |
| BlackRock MuniYield Quality | 27.71% |
| Nuveen AMT-Free Municipal Value | 26.42% |
| Nuveen Select TaxFree Income | 24.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1793 |
| Beta (5Y) | 1.445 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 9.90% |
| Historical Sharpe Ratio (5Y) | 0.1318 |
| Historical Sortino (5Y) | 0.1283 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.89% |