Nuveen Mid Cap Value I (FSEIX)
52.30
-1.02 (-1.91%)
USD |
Jun 17
FSEIX Max Drawdown (5Y): 44.55% for May 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| July 31, 2019 | 23.59% |
| June 30, 2019 | 23.59% |
| May 31, 2019 | 23.59% |
| Date | Value |
|---|---|
| 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% |
| June 30, 2017 | 20.13% |
| May 31, 2017 | 20.13% |
| April 30, 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
27.40%
Average
23.59%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Columbia Select Mid Cap Value Instl 2 | 43.31% |
| Victory RS Value Y | 43.46% |
| Touchstone Mid Cap Value Inst | 41.89% |
| BlackRock Mid Cap Dividend Institutional | 42.09% |
| Delaware Mid Cap Value I | 46.28% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.304 |
| Beta (5Y) | 1.189 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.12% |
| Historical Sharpe Ratio (5Y) | 0.6601 |
| Historical Sortino (5Y) | 0.574 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.21% |