Nuveen Select Tax Free Income Portfolio (NXP)

14.69 +0.24 (+1.66%) USD  |  NYSE  |  Dec 23, 16:00
14.64 -0.05 (-0.34%) Pre-Market: 20:00
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NXP Max Drawdown (5Y): 27.62% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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 AMT-Free Municipal Value Fund 26.42%
Nuveen Quality Municipal Income Fund 35.57%
PIMCO Municipal Income Fund II 47.94%
Eaton Vance Municipal Bond Fund 31.68%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.250
Beta (5Y) 1.258
Alpha (vs YCharts Benchmark) (5Y) 1.25
Beta (vs YCharts Benchmark) (5Y) 1.258
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 12.81%
Historical Sharpe Ratio (5Y) -0.0066
Historical Sortino (5Y) -0.0098
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.04%