Nuveen Winslow Large-Cap Growth ESG Fund I (NVLIX)

71.13 -0.04 (-0.06%) USD  |  Dec 13 2024
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NVLIX Max Drawdown (5Y): 39.69% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Gabelli Growth Fund I 42.23%
Alger Capital Appreciation Fund Z 41.10%
Praxis Growth Index Fund I 32.26%
Principal LargeCap Growth Fund I Inst 40.52%
Janus Henderson Research Fund I 36.35%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.350
Beta (5Y) 1.094
Alpha (vs YCharts Benchmark) (5Y) -1.347
Beta (vs YCharts Benchmark) (5Y) 1.015
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.90%
Historical Sharpe Ratio (5Y) 0.6969
Historical Sortino (5Y) 0.9435
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.82%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:NVLIX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:NVLIX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.