Nuveen Winslow Large-Cap Growth ESG Fund A (NWCAX)

66.32 -0.05 (-0.08%) USD  |  Dec 13 2024
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NWCAX Max Drawdown (5Y): 39.83% 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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Median

Max Drawdown (5Y) Benchmarks

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Columbia Select Large Cap Growth Fund A 43.64%
Praxis Growth Index Fund A 32.43%
JPMorgan US GARP Equity Fund A 31.36%
MassMutual Blue Chip Growth Fund A 39.69%
Eaton Vance Growth Fund A 33.90%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.049
Beta (5Y) 1.094
Alpha (vs YCharts Benchmark) (5Y) -1.646
Beta (vs YCharts Benchmark) (5Y) 1.015
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.89%
Historical Sharpe Ratio (5Y) 0.6842
Historical Sortino (5Y) 0.9256
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.83%

Max Drawdown (5Y) Excel Add-In Codes

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