Nuveen Mid Cap Value A (FASEX)
52.03
+0.38 (+0.74%)
USD |
Apr 16
FASEX Max Drawdown (5Y): 44.56% for March 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2021 | 44.56% |
| February 28, 2021 | 44.56% |
| January 31, 2021 | 44.56% |
| December 31, 2020 | 44.56% |
| November 30, 2020 | 44.56% |
| October 31, 2020 | 44.56% |
| September 30, 2020 | 44.56% |
| August 31, 2020 | 44.56% |
| July 31, 2020 | 44.56% |
| June 30, 2020 | 44.56% |
| May 31, 2020 | 44.56% |
| April 30, 2020 | 44.56% |
| March 31, 2020 | 44.56% |
| February 29, 2020 | 23.62% |
| January 31, 2020 | 23.62% |
| December 31, 2019 | 23.62% |
| November 30, 2019 | 23.62% |
| October 31, 2019 | 23.62% |
| September 30, 2019 | 23.62% |
| August 31, 2019 | 23.62% |
| July 31, 2019 | 23.62% |
| June 30, 2019 | 23.62% |
| May 31, 2019 | 23.62% |
| April 30, 2019 | 23.62% |
| March 31, 2019 | 23.62% |
| Date | Value |
|---|---|
| February 28, 2019 | 23.62% |
| January 31, 2019 | 23.62% |
| December 31, 2018 | 23.62% |
| November 30, 2018 | 20.24% |
| October 31, 2018 | 20.24% |
| September 30, 2018 | 20.24% |
| August 31, 2018 | 20.24% |
| July 31, 2018 | 20.24% |
| June 30, 2018 | 20.24% |
| May 31, 2018 | 20.24% |
| April 30, 2018 | 20.24% |
| March 31, 2018 | 20.24% |
| February 28, 2018 | 20.24% |
| January 31, 2018 | 20.24% |
| December 31, 2017 | 20.24% |
| November 30, 2017 | 20.24% |
| October 31, 2017 | 20.24% |
| September 30, 2017 | 20.24% |
| August 31, 2017 | 20.24% |
| July 31, 2017 | 20.24% |
| June 30, 2017 | 20.24% |
| May 31, 2017 | 20.24% |
| April 30, 2017 | 20.24% |
| March 31, 2017 | 20.24% |
| February 28, 2017 | 20.24% |
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
20.24%
Minimum
Sep 2016
44.56%
Maximum
Mar 2020
26.98%
Average
23.62%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Touchstone Mid Cap Value A | 41.93% |
| BMO Mid-Cap Value A | 46.94% |
| Fidelity Advisor® Value A | 48.59% |
| Delaware Mid Cap Value A | 46.36% |
| Delaware Opportunity A | 46.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.220 |
| Beta (5Y) | 1.189 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.08% |
| Historical Sharpe Ratio (5Y) | 0.6143 |
| Historical Sortino (5Y) | 0.5417 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.24% |