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% |