Nuveen Equity Long/Short C (NELCX)
43.74
+0.13 (+0.30%)
USD |
Aug 18 2022
NELCX Max Drawdown (5Y): 29.94% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 29.94% |
| June 30, 2022 | 29.94% |
| May 31, 2022 | 29.94% |
| April 30, 2022 | 29.94% |
| March 31, 2022 | 29.94% |
| February 28, 2022 | 29.94% |
| January 31, 2022 | 29.94% |
| December 31, 2021 | 29.94% |
| November 30, 2021 | 29.94% |
| October 31, 2021 | 29.94% |
| September 30, 2021 | 29.94% |
| August 31, 2021 | 29.94% |
| July 31, 2021 | 29.94% |
| June 30, 2021 | 29.94% |
| May 31, 2021 | 29.94% |
| April 30, 2021 | 29.94% |
| March 31, 2021 | 29.94% |
| February 28, 2021 | 29.94% |
| January 31, 2021 | 29.94% |
| December 31, 2020 | 29.94% |
| November 30, 2020 | 29.94% |
| October 31, 2020 | 29.94% |
| September 30, 2020 | 29.94% |
| August 31, 2020 | 29.94% |
| July 31, 2020 | 29.94% |
| Date | Value |
|---|---|
| June 30, 2020 | 29.94% |
| May 31, 2020 | 29.94% |
| April 30, 2020 | 29.94% |
| March 31, 2020 | 29.94% |
| February 29, 2020 | 17.32% |
| January 31, 2020 | 17.32% |
| December 31, 2019 | 17.32% |
| November 30, 2019 | 17.32% |
| October 31, 2019 | 17.32% |
| September 30, 2019 | 17.32% |
| August 31, 2019 | 17.32% |
| July 31, 2019 | 17.32% |
| June 30, 2019 | 17.32% |
| May 31, 2019 | 17.32% |
| April 30, 2019 | 17.32% |
| March 31, 2019 | 17.32% |
| February 28, 2019 | 17.32% |
| January 31, 2019 | 17.32% |
| December 31, 2018 | 17.32% |
| November 30, 2018 | 17.32% |
| October 31, 2018 | 17.32% |
| September 30, 2018 | 17.32% |
| August 31, 2018 | 17.32% |
| July 31, 2018 | 17.32% |
| June 30, 2018 | 17.32% |
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
17.32%
Minimum
Aug 2017
29.94%
Maximum
Mar 2020
23.42%
Average
17.32%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| Neuberger Berman Long Short C | 14.86% |
| JHancock Seaport Long/Short C | 16.01% |
| JPMorgan Opportunistic Equity L/S C | 19.75% |
| Guggenheim Long Short Equity C | 33.79% |
| Clough Global Long/Short C | 29.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.74 |
| Beta (5Y) | 0.6576 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.34% |
| Historical Sharpe Ratio (5Y) | 0.3645 |
| Historical Sortino (5Y) | 0.4334 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.89% |