Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX)

27.34 +0.48 (+1.79%) USD  |  NASDAQ  |  Dec 24, 16:00
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QQQX Max Drawdown (5Y): 35.78% 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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Eaton Vance Tax-Managed Buy-Write Opp 42.31%
Eaton Vance Tax-mangd Glo Buy-write Oppo 47.91%
Global X S&P 500 Covered Call ETF 33.44%
First Trust BuyWrite Income ETF 32.65%
JPMorgan Equity Premium Income ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.782
Beta (5Y) 1.105
Alpha (vs YCharts Benchmark) (5Y) -3.011
Beta (vs YCharts Benchmark) (5Y) 0.6477
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.05%
Historical Sharpe Ratio (5Y) 0.3163
Historical Sortino (5Y) 0.3913
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.42%