Nuveen Large Cap Value Fund Retirement (TRLCX)
22.09
+0.18
(+0.82%)
USD |
Jan 03 2025
TRLCX Max Drawdown (5Y): 38.55% for Dec. 31, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Nuveen Large Cap Value Index Fund Retirement | 38.15% |
| JPMorgan US Value Fund R6 | 38.58% |
| Putnam Large Cap Value Fund R6 | 36.04% |
| MFS Value Fund R4 | 36.68% |
| American Funds American Mutual Fund R6 | 29.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.508 |
| Beta (5Y) | 0.9708 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.9296 |
| Beta (vs YCharts Benchmark) (5Y) | 1.008 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.24% |
| Historical Sharpe Ratio (5Y) | 0.3745 |
| Historical Sortino (5Y) | 0.3902 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.01% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:TRLCX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:TRLCX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |