Nuveen AMT-Free Municipal Value Fund (NUW)

13.28 -0.06 (-0.45%) USD  |  NYSE  |  Dec 24, 13:00
13.28 0.00 (0.00%) After-Hours: 13:59
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NUW Max Drawdown (5Y): 26.42% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Nuveen Municipal Value Fund Inc 28.29%
Nuveen Select Tax Free Income Portfolio 27.62%
Nuveen Quality Municipal Income Fund 35.57%
Nuveen AMT-Free Municipal Income Fund 36.56%
PIMCO Municipal Income Fund 44.20%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.237
Beta (5Y) 1.177
Alpha (vs YCharts Benchmark) (5Y) -1.237
Beta (vs YCharts Benchmark) (5Y) 1.177
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 10.73%
Historical Sharpe Ratio (5Y) -0.2316
Historical Sortino (5Y) -0.2761
Monthly Value at Risk (VaR) 5% (5Y Lookback) 4.82%