Nuveen Large Cap Value A (NQCAX)
3.87
+0.01 (+0.26%)
USD |
Jun 27 2022
NQCAX Max Drawdown (5Y): 41.80% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 41.80% |
| April 30, 2022 | 41.80% |
| March 31, 2022 | 41.80% |
| February 28, 2022 | 41.80% |
| January 31, 2022 | 41.80% |
| December 31, 2021 | 41.80% |
| November 30, 2021 | 41.80% |
| October 31, 2021 | 41.80% |
| September 30, 2021 | 41.80% |
| August 31, 2021 | 41.80% |
| July 31, 2021 | 41.80% |
| June 30, 2021 | 41.80% |
| May 31, 2021 | 41.80% |
| April 30, 2021 | 41.80% |
| March 31, 2021 | 41.80% |
| February 28, 2021 | 41.80% |
| January 31, 2021 | 41.80% |
| December 31, 2020 | 41.80% |
| November 30, 2020 | 41.80% |
| October 31, 2020 | 41.80% |
| September 30, 2020 | 41.80% |
| August 31, 2020 | 41.80% |
| July 31, 2020 | 41.80% |
| June 30, 2020 | 41.80% |
| May 31, 2020 | 41.80% |
| Date | Value |
|---|---|
| April 30, 2020 | 41.80% |
| March 31, 2020 | 41.80% |
| February 29, 2020 | 24.98% |
| January 31, 2020 | 24.98% |
| December 31, 2019 | 24.98% |
| November 30, 2019 | 24.98% |
| October 31, 2019 | 24.98% |
| September 30, 2019 | 24.98% |
| August 31, 2019 | 24.98% |
| July 31, 2019 | 24.98% |
| June 30, 2019 | 24.98% |
| May 31, 2019 | 24.98% |
| April 30, 2019 | 24.98% |
| March 31, 2019 | 24.98% |
| February 28, 2019 | 24.98% |
| January 31, 2019 | 24.98% |
| December 31, 2018 | 24.98% |
| November 30, 2018 | 21.88% |
| October 31, 2018 | 21.88% |
| September 30, 2018 | 21.88% |
| August 31, 2018 | 21.88% |
| July 31, 2018 | 21.88% |
| June 30, 2018 | 21.88% |
| May 31, 2018 | 21.88% |
| April 30, 2018 | 21.88% |
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
21.88%
Minimum
Jun 2017
41.80%
Maximum
Mar 2020
31.62%
Average
24.98%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Pioneer Intrinsic Value A | -- |
| MassMutual Disciplined Value A | 38.24% |
| Brandes US Value A | -- |
| Gabelli Dividend Growth A | 38.66% |
| Auxier Focus A | 33.69% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.812 |
| Beta (5Y) | 1.088 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.86% |
| Historical Sharpe Ratio (5Y) | 0.4727 |
| Historical Sortino (5Y) | 0.4755 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.66% |