Nuveen S&P 500 Dynamic Overwrite Fund (SPXX)

17.54 -0.22 (-1.21%) USD  |  NYSE  |  Dec 27, 16:00
17.54 0.00 (0.00%) After-Hours: 18:53
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SPXX Max Drawdown (5Y): 43.80% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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 Income Fund 45.03%
First Trust Enhanced Equity Income Fund 44.35%
Goldman Sachs S&P 500 Core Premium Income ETF --
Natixis Gateway Quality Income ETF --
ProShares S&P 500 High Income ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.625
Beta (5Y) 0.9282
Alpha (vs YCharts Benchmark) (5Y) -2.192
Beta (vs YCharts Benchmark) (5Y) 0.5814
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.11%
Historical Sharpe Ratio (5Y) 0.3368
Historical Sortino (5Y) 0.3393
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.06%