Nuveen Global Infrastructure I (FGIYX)
11.95
+0.09 (+0.76%)
USD |
Aug 12 2022
FGIYX Max Drawdown (5Y): 38.06% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 38.06% |
June 30, 2022 | 38.06% |
May 31, 2022 | 38.06% |
April 30, 2022 | 38.06% |
March 31, 2022 | 38.06% |
February 28, 2022 | 38.06% |
January 31, 2022 | 38.06% |
December 31, 2021 | 38.06% |
November 30, 2021 | 38.06% |
October 31, 2021 | 38.06% |
September 30, 2021 | 38.06% |
August 31, 2021 | 38.06% |
July 31, 2021 | 38.06% |
June 30, 2021 | 38.06% |
May 31, 2021 | 38.06% |
April 30, 2021 | 38.06% |
March 31, 2021 | 38.06% |
February 28, 2021 | 38.06% |
January 31, 2021 | 38.06% |
December 31, 2020 | 38.06% |
November 30, 2020 | 38.06% |
October 31, 2020 | 38.06% |
September 30, 2020 | 38.06% |
August 31, 2020 | 38.06% |
July 31, 2020 | 38.06% |
Date | Value |
---|---|
June 30, 2020 | 38.06% |
May 31, 2020 | 38.06% |
April 30, 2020 | 38.06% |
March 31, 2020 | 38.06% |
February 29, 2020 | 18.12% |
January 31, 2020 | 18.12% |
December 31, 2019 | 18.12% |
November 30, 2019 | 18.12% |
October 31, 2019 | 18.12% |
September 30, 2019 | 18.12% |
August 31, 2019 | 18.12% |
July 31, 2019 | 18.12% |
June 30, 2019 | 18.12% |
May 31, 2019 | 18.12% |
April 30, 2019 | 18.12% |
March 31, 2019 | 18.12% |
February 28, 2019 | 18.12% |
January 31, 2019 | 18.12% |
December 31, 2018 | 18.12% |
November 30, 2018 | 18.12% |
October 31, 2018 | 18.12% |
September 30, 2018 | 18.12% |
August 31, 2018 | 18.12% |
July 31, 2018 | 18.12% |
June 30, 2018 | 18.12% |
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
18.12%
Minimum
Aug 2017
38.06%
Maximum
Mar 2020
27.76%
Average
18.12%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.4467 |
Beta (5Y) | 0.757 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.78% |
Historical Sharpe Ratio (5Y) | 0.3972 |
Historical Sortino (5Y) | 0.3685 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.24% |