Nuveen Small Cap Growth Opp A (FRMPX)
20.50
+0.09 (+0.44%)
USD |
Aug 05 2022
FRMPX Max Drawdown (5Y): 40.28% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 40.28% |
June 30, 2022 | 40.28% |
May 31, 2022 | 38.44% |
April 30, 2022 | 36.82% |
March 31, 2022 | 36.82% |
February 28, 2022 | 36.82% |
January 31, 2022 | 36.82% |
December 31, 2021 | 36.82% |
November 30, 2021 | 36.82% |
October 31, 2021 | 36.82% |
September 30, 2021 | 36.82% |
August 31, 2021 | 36.82% |
July 31, 2021 | 36.82% |
June 30, 2021 | 36.82% |
May 31, 2021 | 36.82% |
April 30, 2021 | 36.82% |
March 31, 2021 | 36.82% |
February 28, 2021 | 36.82% |
January 31, 2021 | 36.82% |
December 31, 2020 | 36.82% |
November 30, 2020 | 36.82% |
October 31, 2020 | 36.82% |
September 30, 2020 | 36.82% |
August 31, 2020 | 36.82% |
July 31, 2020 | 36.82% |
Date | Value |
---|---|
June 30, 2020 | 36.82% |
May 31, 2020 | 36.82% |
April 30, 2020 | 36.82% |
March 31, 2020 | 36.82% |
February 29, 2020 | 29.94% |
January 31, 2020 | 29.94% |
December 31, 2019 | 29.94% |
November 30, 2019 | 29.94% |
October 31, 2019 | 29.94% |
September 30, 2019 | 29.94% |
August 31, 2019 | 29.94% |
July 31, 2019 | 29.94% |
June 30, 2019 | 29.94% |
May 31, 2019 | 29.94% |
April 30, 2019 | 29.94% |
March 31, 2019 | 29.94% |
February 28, 2019 | 29.94% |
January 31, 2019 | 29.94% |
December 31, 2018 | 29.94% |
November 30, 2018 | 29.94% |
October 31, 2018 | 29.94% |
September 30, 2018 | 29.94% |
August 31, 2018 | 29.94% |
July 31, 2018 | 29.94% |
June 30, 2018 | 29.94% |
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
29.94%
Minimum
Aug 2017
40.28%
Maximum
Jun 2022
33.41%
Average
29.94%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.408 |
Beta (5Y) | 1.145 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.25% |
Historical Sharpe Ratio (5Y) | 0.4722 |
Historical Sortino (5Y) | 0.6016 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.63% |