Nuveen Small Cap Select I (ARSTX)
11.12
-0.01 (-0.09%)
USD |
May 19 2022
ARSTX Max Drawdown (5Y): 43.11% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 43.11% |
| March 31, 2022 | 43.11% |
| February 28, 2022 | 43.11% |
| January 31, 2022 | 43.11% |
| December 31, 2021 | 43.11% |
| November 30, 2021 | 43.11% |
| October 31, 2021 | 43.11% |
| September 30, 2021 | 43.11% |
| August 31, 2021 | 43.11% |
| July 31, 2021 | 43.11% |
| June 30, 2021 | 43.11% |
| May 31, 2021 | 43.11% |
| April 30, 2021 | 43.11% |
| March 31, 2021 | 43.11% |
| February 28, 2021 | 43.11% |
| January 31, 2021 | 43.11% |
| December 31, 2020 | 43.11% |
| November 30, 2020 | 43.11% |
| October 31, 2020 | 43.11% |
| September 30, 2020 | 43.11% |
| August 31, 2020 | 43.11% |
| July 31, 2020 | 43.11% |
| June 30, 2020 | 43.11% |
| May 31, 2020 | 43.11% |
| April 30, 2020 | 43.11% |
| Date | Value |
|---|---|
| March 31, 2020 | 43.11% |
| February 29, 2020 | 27.89% |
| January 31, 2020 | 27.89% |
| December 31, 2019 | 27.89% |
| November 30, 2019 | 27.89% |
| October 31, 2019 | 27.89% |
| September 30, 2019 | 27.89% |
| August 31, 2019 | 27.89% |
| July 31, 2019 | 27.89% |
| June 30, 2019 | 27.89% |
| May 31, 2019 | 27.89% |
| April 30, 2019 | 27.89% |
| March 31, 2019 | 27.89% |
| February 28, 2019 | 27.89% |
| January 31, 2019 | 27.89% |
| December 31, 2018 | 27.89% |
| November 30, 2018 | 25.96% |
| October 31, 2018 | 25.96% |
| September 30, 2018 | 25.96% |
| August 31, 2018 | 25.96% |
| July 31, 2018 | 25.96% |
| June 30, 2018 | 25.96% |
| May 31, 2018 | 25.96% |
| April 30, 2018 | 25.96% |
| March 31, 2018 | 25.96% |
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
25.96%
Minimum
May 2017
43.11%
Maximum
Mar 2020
33.87%
Average
27.89%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.704 |
| Beta (5Y) | 1.219 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.12% |
| Historical Sharpe Ratio (5Y) | 0.4342 |
| Historical Sortino (5Y) | 0.4499 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.33% |