Nuveen AMT-Free Municipal Value Fund (NUW)
13.84
-0.02
(-0.18%)
USD |
NYSE |
Nov 22, 16:00
13.85
+0.02
(+0.11%)
After-Hours: 20:00
NUW Max Drawdown (5Y): 26.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 26.42% |
September 30, 2024 | 26.42% |
August 31, 2024 | 26.42% |
July 31, 2024 | 26.42% |
June 30, 2024 | 26.42% |
May 31, 2024 | 26.42% |
April 30, 2024 | 26.42% |
March 31, 2024 | 26.42% |
February 29, 2024 | 26.42% |
January 31, 2024 | 26.42% |
December 31, 2023 | 26.42% |
November 30, 2023 | 26.42% |
October 31, 2023 | 26.42% |
September 30, 2023 | 26.42% |
August 31, 2023 | 26.42% |
July 31, 2023 | 26.42% |
June 30, 2023 | 26.42% |
May 31, 2023 | 26.42% |
April 30, 2023 | 26.42% |
March 31, 2023 | 26.42% |
February 28, 2023 | 26.42% |
January 31, 2023 | 26.42% |
December 31, 2022 | 26.42% |
November 30, 2022 | 26.42% |
October 31, 2022 | 26.42% |
Date | Value |
---|---|
September 30, 2022 | 26.42% |
August 31, 2022 | 26.42% |
July 31, 2022 | 26.42% |
June 30, 2022 | 26.42% |
May 31, 2022 | 26.42% |
April 30, 2022 | 26.42% |
March 31, 2022 | 26.42% |
February 28, 2022 | 26.42% |
January 31, 2022 | 26.42% |
December 31, 2021 | 26.42% |
November 30, 2021 | 26.42% |
October 31, 2021 | 26.42% |
September 30, 2021 | 26.42% |
August 31, 2021 | 26.42% |
July 31, 2021 | 26.42% |
June 30, 2021 | 26.42% |
May 31, 2021 | 26.42% |
April 30, 2021 | 26.42% |
March 31, 2021 | 26.42% |
February 28, 2021 | 26.42% |
January 31, 2021 | 26.42% |
December 31, 2020 | 26.42% |
November 30, 2020 | 26.42% |
October 31, 2020 | 26.42% |
September 30, 2020 | 26.42% |
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
19.56%
Minimum
Nov 2019
26.42%
Maximum
Mar 2020
25.96%
Average
26.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.183 |
Beta (5Y) | 1.182 |
Alpha (vs YCharts Benchmark) (5Y) | -1.183 |
Beta (vs YCharts Benchmark) (5Y) | 1.182 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.70% |
Historical Sharpe Ratio (5Y) | -0.2554 |
Historical Sortino (5Y) | -0.3015 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.82% |