Nuveen CA Select Tax Free Income Port (NXC)
12.95
-0.04
(-0.31%)
USD |
NYSE |
Jun 21, 16:00
NXC Max Drawdown (5Y): 33.07% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 33.07% |
| April 30, 2024 | 33.07% |
| March 31, 2024 | 33.07% |
| February 29, 2024 | 33.07% |
| January 31, 2024 | 33.07% |
| December 31, 2023 | 33.07% |
| November 30, 2023 | 33.07% |
| October 31, 2023 | 33.07% |
| September 30, 2023 | 32.57% |
| August 31, 2023 | 32.57% |
| July 31, 2023 | 32.57% |
| June 30, 2023 | 32.57% |
| May 31, 2023 | 32.57% |
| April 30, 2023 | 32.57% |
| March 31, 2023 | 32.57% |
| February 28, 2023 | 32.57% |
| January 31, 2023 | 32.57% |
| December 31, 2022 | 32.57% |
| November 30, 2022 | 32.57% |
| October 31, 2022 | 32.57% |
| September 30, 2022 | 30.87% |
| August 31, 2022 | 30.61% |
| July 31, 2022 | 30.61% |
| June 30, 2022 | 30.61% |
| May 31, 2022 | 30.57% |
| Date | Value |
|---|---|
| April 30, 2022 | 30.57% |
| March 31, 2022 | 30.57% |
| February 28, 2022 | 30.57% |
| January 31, 2022 | 30.57% |
| December 31, 2021 | 30.57% |
| November 30, 2021 | 30.57% |
| October 31, 2021 | 30.57% |
| September 30, 2021 | 30.57% |
| August 31, 2021 | 30.57% |
| July 31, 2021 | 30.57% |
| June 30, 2021 | 30.57% |
| May 31, 2021 | 30.57% |
| April 30, 2021 | 30.57% |
| March 31, 2021 | 30.57% |
| February 28, 2021 | 30.57% |
| January 31, 2021 | 30.57% |
| December 31, 2020 | 30.57% |
| November 30, 2020 | 30.57% |
| October 31, 2020 | 30.57% |
| September 30, 2020 | 30.57% |
| August 31, 2020 | 30.57% |
| July 31, 2020 | 30.57% |
| June 30, 2020 | 30.57% |
| May 31, 2020 | 30.57% |
| April 30, 2020 | 30.57% |
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
19.65%
Minimum
Jun 2019
33.07%
Maximum
Oct 2023
29.67%
Average
30.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7914 |
| Beta (5Y) | 1.111 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.7914 |
| Beta (vs YCharts Benchmark) (5Y) | 1.111 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.68% |
| Historical Sharpe Ratio (5Y) | -0.0348 |
| Historical Sortino (5Y) | -0.0491 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.26% |