Nuveen Equity Long/Short C (NELCX)
38.05
+0.30 (+0.79%)
USD |
Mar 21 2023
NELCX Max Drawdown (5Y): 29.94% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 29.94% |
| January 31, 2023 | 29.94% |
| December 31, 2022 | 29.94% |
| November 30, 2022 | 29.94% |
| October 31, 2022 | 29.94% |
| September 30, 2022 | 29.94% |
| August 31, 2022 | 29.94% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Mar 2018
29.94%
Maximum
Mar 2020
24.89%
Average
29.94%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| AB Select US Long/Short C | 18.48% |
| Clough Global Long/Short C | 34.36% |
| Navigator Equity Hedged C | 28.59% |
| Westwood Broadmark Tactical Growth C | 11.32% |
| Probabilities C | 35.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.675 |
| Beta (5Y) | 0.6468 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.675 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6468 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.70% |
| Historical Sharpe Ratio (5Y) | 0.0526 |
| Historical Sortino (5Y) | 0.0645 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.33% |