Nuveen Dividend Growth R6 (NSBFX)

51.46 -0.08 (-0.16%) USD  |  May 16 2022

NSBFX Max Drawdown (5Y): 33.67% for April 30, 2022

Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 33.67%
March 31, 2022 33.67%
February 28, 2022 33.67%
January 31, 2022 33.67%
December 31, 2021 33.67%
November 30, 2021 33.67%
October 31, 2021 33.67%
September 30, 2021 33.67%
August 31, 2021 33.67%
July 31, 2021 33.67%
June 30, 2021 33.67%
May 31, 2021 33.67%
April 30, 2021 33.67%
March 31, 2021 33.67%
February 28, 2021 33.67%
January 31, 2021 33.67%
December 31, 2020 33.67%
November 30, 2020 33.67%
October 31, 2020 33.67%
September 30, 2020 33.67%
August 31, 2020 33.67%
July 31, 2020 33.67%
June 30, 2020 33.67%
May 31, 2020 33.67%
April 30, 2020 33.67%
Date Value
March 31, 2020 33.67%
February 29, 2020 17.59%
January 31, 2020 17.59%
December 31, 2019 17.59%
November 30, 2019 17.59%
October 31, 2019 17.59%
September 30, 2019 17.59%
August 31, 2019 17.59%
July 31, 2019 17.59%
June 30, 2019 17.59%
May 31, 2019 17.59%
April 30, 2019 17.59%
March 31, 2019 17.59%
February 28, 2019 17.59%
January 31, 2019 17.59%
December 31, 2018 17.59%
November 30, 2018 14.14%
October 31, 2018 14.14%
September 30, 2018 14.14%
August 31, 2018 14.14%
July 31, 2018 14.14%
June 30, 2018 14.14%
May 31, 2018 14.14%
April 30, 2018 14.14%
March 31, 2018 14.14%

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).

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

14.14%
Minimum
May 2017
33.67%
Maximum
Mar 2020
23.46%
Average
17.59%
Median
Dec 2018

Max Drawdown (5Y) Benchmarks

American Funds Invmt Co of Amer R4 31.08%
Franklin Rising Dividends R6 34.87%
American Funds Washington Mutual R4 34.64%
TIAA-CREF S&P 500 Index Retire 33.77%
JPMorgan US Research Enhanced Equity R6 34.71%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.2897
Beta (5Y) 0.8953
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 15.63%
Historical Sharpe Ratio (5Y) 0.8241
Historical Sortino (5Y) 0.7669
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.23%