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% |