Nuveen Mid Cap Value Fund R6 (TIMVX)

18.41 -0.06 (-0.32%) USD  |  Dec 13 2024
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TIMVX Max Drawdown (5Y): 44.94% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Allspring Special Mid Cap Val Fd R6 43.78%
Nuveen Mid Cap Value 1 Fund R6 44.53%
MFS Mid Cap Value Fund R6 42.75%
American Century Mid Cap Value Fund R6 39.21%
Fidelity Value Fund K 48.62%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.273
Beta (5Y) 1.050
Alpha (vs YCharts Benchmark) (5Y) 1.659
Beta (vs YCharts Benchmark) (5Y) 0.8134
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.63%
Historical Sharpe Ratio (5Y) 0.3424
Historical Sortino (5Y) 0.3434
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.60%

Max Drawdown (5Y) Excel Add-In Codes

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