Nuveen Preferred Risk Adjusted Performance

NPSFX Fund  USD 15.63  0.02  0.13%   
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Nuveen Preferred Securities has current Risk Adjusted Performance of 0.0777.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0777
ER[a] = Expected return on investing in Nuveen Preferred
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Nuveen Preferred Risk Adjusted Performance Peers Comparison

Nuveen Risk Adjusted Performance Relative To Other Indicators

Nuveen Preferred Securities is regarded third largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  9.93  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Nuveen Preferred Securities is roughly  9.93 
Compare Nuveen Preferred to Peers

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