Nuveen AMT-Free Municipal Credit Income Fund (NVG)
11.58
+0.04
(+0.39%)
USD |
NYSE |
Apr 26, 14:09
NVG Max Drawdown (5Y): 40.57% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 40.57% |
| February 29, 2024 | 40.57% |
| January 31, 2024 | 40.57% |
| December 31, 2023 | 40.57% |
| November 30, 2023 | 40.57% |
| October 31, 2023 | 40.57% |
| September 30, 2023 | 37.65% |
| August 31, 2023 | 36.29% |
| July 31, 2023 | 36.29% |
| June 30, 2023 | 36.29% |
| May 31, 2023 | 36.29% |
| April 30, 2023 | 36.29% |
| March 31, 2023 | 36.29% |
| February 28, 2023 | 36.29% |
| January 31, 2023 | 36.29% |
| December 31, 2022 | 36.29% |
| November 30, 2022 | 36.29% |
| October 31, 2022 | 36.24% |
| September 30, 2022 | 32.18% |
| August 31, 2022 | 27.55% |
| July 31, 2022 | 27.55% |
| June 30, 2022 | 27.55% |
| May 31, 2022 | 26.59% |
| April 30, 2022 | 26.59% |
| March 31, 2022 | 26.59% |
| Date | Value |
|---|---|
| February 28, 2022 | 26.59% |
| January 31, 2022 | 26.59% |
| December 31, 2021 | 26.59% |
| November 30, 2021 | 26.59% |
| October 31, 2021 | 26.59% |
| September 30, 2021 | 26.59% |
| August 31, 2021 | 26.59% |
| July 31, 2021 | 26.59% |
| June 30, 2021 | 26.59% |
| May 31, 2021 | 26.59% |
| April 30, 2021 | 26.59% |
| March 31, 2021 | 26.59% |
| February 28, 2021 | 26.59% |
| January 31, 2021 | 26.59% |
| December 31, 2020 | 26.59% |
| November 30, 2020 | 26.59% |
| October 31, 2020 | 26.59% |
| September 30, 2020 | 26.59% |
| August 31, 2020 | 26.59% |
| July 31, 2020 | 26.59% |
| June 30, 2020 | 26.59% |
| May 31, 2020 | 26.59% |
| April 30, 2020 | 26.59% |
| March 31, 2020 | 26.59% |
| February 29, 2020 | 13.96% |
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
13.96%
Minimum
Apr 2019
40.57%
Maximum
Oct 2023
27.77%
Average
26.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3025 |
| Beta (5Y) | 2.514 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.3025 |
| Beta (vs YCharts Benchmark) (5Y) | 2.514 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.25% |
| Historical Sharpe Ratio (5Y) | -0.0721 |
| Historical Sortino (5Y) | -0.087 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.34% |