Nuveen Mid Cap Value I (FSEIX)
54.07
-0.06 (-0.11%)
USD |
Sep 16 2021
FSEIX Max Drawdown (5Y): 44.55% for Aug. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2021 | 44.55% |
| July 31, 2021 | 44.55% |
| June 30, 2021 | 44.55% |
| May 31, 2021 | 44.55% |
| April 30, 2021 | 44.55% |
| March 31, 2021 | 44.55% |
| February 28, 2021 | 44.55% |
| January 31, 2021 | 44.55% |
| December 31, 2020 | 44.55% |
| November 30, 2020 | 44.55% |
| October 31, 2020 | 44.55% |
| September 30, 2020 | 44.55% |
| August 31, 2020 | 44.55% |
| July 31, 2020 | 44.55% |
| June 30, 2020 | 44.55% |
| May 31, 2020 | 44.55% |
| April 30, 2020 | 44.55% |
| March 31, 2020 | 44.55% |
| February 29, 2020 | 23.59% |
| January 31, 2020 | 23.59% |
| December 31, 2019 | 23.59% |
| November 30, 2019 | 23.59% |
| October 31, 2019 | 23.59% |
| September 30, 2019 | 23.59% |
| August 31, 2019 | 23.59% |
| Date | Value |
|---|---|
| July 31, 2019 | 23.59% |
| June 30, 2019 | 23.59% |
| May 31, 2019 | 23.59% |
| April 30, 2019 | 23.59% |
| March 31, 2019 | 23.59% |
| February 28, 2019 | 23.59% |
| January 31, 2019 | 23.59% |
| December 31, 2018 | 23.59% |
| November 30, 2018 | 20.13% |
| October 31, 2018 | 20.13% |
| September 30, 2018 | 20.13% |
| August 31, 2018 | 20.13% |
| July 31, 2018 | 20.13% |
| June 30, 2018 | 20.13% |
| May 31, 2018 | 20.13% |
| April 30, 2018 | 20.13% |
| March 31, 2018 | 20.13% |
| February 28, 2018 | 20.13% |
| January 31, 2018 | 20.13% |
| December 31, 2017 | 20.13% |
| November 30, 2017 | 20.13% |
| October 31, 2017 | 20.13% |
| September 30, 2017 | 20.13% |
| August 31, 2017 | 20.13% |
| July 31, 2017 | 20.13% |
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
20.13%
Minimum
Sep 2016
44.55%
Maximum
Mar 2020
28.32%
Average
23.59%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Columbia Select Mid Cap Value Instl 2 | 43.31% |
| Touchstone Mid Cap Value Inst | 41.89% |
| Neuberger Berman AMT M/C Intrinsic Val I | 50.47% |
| Pzena Mid Cap Value Instl | 53.93% |
| Victory RS Value Y | 43.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.803 |
| Beta (5Y) | 1.184 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.12% |
| Historical Sharpe Ratio (5Y) | 0.6333 |
| Historical Sortino (5Y) | 0.5529 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.21% |