Nuveen Select Tax Free Income Portfolio (NXP)
14.56
-0.12
(-0.82%)
USD |
NYSE |
Nov 22, 16:00
14.59
+0.03
(+0.21%)
Pre-Market: 20:00
NXP Max Drawdown (5Y): 27.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 27.62% |
| September 30, 2024 | 27.62% |
| August 31, 2024 | 27.62% |
| July 31, 2024 | 27.62% |
| June 30, 2024 | 27.62% |
| May 31, 2024 | 27.62% |
| April 30, 2024 | 27.62% |
| March 31, 2024 | 27.62% |
| February 29, 2024 | 27.62% |
| January 31, 2024 | 27.62% |
| December 31, 2023 | 27.62% |
| November 30, 2023 | 27.62% |
| October 31, 2023 | 27.62% |
| September 30, 2023 | 27.62% |
| August 31, 2023 | 27.62% |
| July 31, 2023 | 27.62% |
| June 30, 2023 | 27.62% |
| May 31, 2023 | 27.62% |
| April 30, 2023 | 27.62% |
| March 31, 2023 | 27.62% |
| February 28, 2023 | 27.62% |
| January 31, 2023 | 27.62% |
| December 31, 2022 | 27.62% |
| November 30, 2022 | 27.62% |
| October 31, 2022 | 27.62% |
| Date | Value |
|---|---|
| September 30, 2022 | 27.60% |
| August 31, 2022 | 26.75% |
| July 31, 2022 | 26.75% |
| June 30, 2022 | 26.75% |
| May 31, 2022 | 25.34% |
| April 30, 2022 | 24.71% |
| March 31, 2022 | 22.38% |
| February 28, 2022 | 21.84% |
| January 31, 2022 | 21.84% |
| December 31, 2021 | 21.84% |
| November 30, 2021 | 21.84% |
| October 31, 2021 | 21.84% |
| September 30, 2021 | 21.84% |
| August 31, 2021 | 21.84% |
| July 31, 2021 | 21.84% |
| June 30, 2021 | 21.84% |
| May 31, 2021 | 21.84% |
| April 30, 2021 | 21.84% |
| March 31, 2021 | 21.84% |
| February 28, 2021 | 21.84% |
| January 31, 2021 | 21.84% |
| December 31, 2020 | 21.84% |
| November 30, 2020 | 21.84% |
| October 31, 2020 | 21.84% |
| September 30, 2020 | 21.84% |
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
14.23%
Minimum
Nov 2019
27.62%
Maximum
Oct 2022
24.20%
Average
25.03%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9053 |
| Beta (5Y) | 1.256 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.9053 |
| Beta (vs YCharts Benchmark) (5Y) | 1.256 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.81% |
| Historical Sharpe Ratio (5Y) | -0.0579 |
| Historical Sortino (5Y) | -0.0851 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.04% |