- ISIN
- US67090X1072
- CUSIP
- 67090X107
- Issuer
- Nuveen
- Inception Date
- Mar 27, 2007
- Category
- Large Cap Growth Equities
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
JCE Performance Chart
Nuveen Core Equity Alpha Fund (JCE) is up 6.9% since the beginning of the year. JCE is currently trading at $17 per share. Investors who bought $1,000 worth of JCE shares 5 years ago would now be looking at an investment worth $1,776.
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Returns By Period
Nuveen Core Equity Alpha Fund (JCE) has returned 6.90% so far this year and 19.35% over the past 12 months. Over the last ten years, JCE has returned 12.85% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
Nuveen Core Equity Alpha Fund
- 1D
- 0.30%
- 1M
- 3.35%
- YTD
- 6.90%
- 6M
- 9.30%
- 1Y
- 19.35%
- 3Y*
- 19.03%
- 5Y*
- 12.17%
- 10Y*
- 12.85%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.68%
- YTD
- 11.16%
- 6M
- 11.10%
- 1Y
- 27.46%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
JCE Monthly Returns History
Based on dividend-adjusted daily data since Mar 28, 2007, JCE's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.
Historically, 62% of months were positive and 38% were negative. The best month was Oct 2022 with a return of +40.5%, while the worst month was Sep 2022 at -15.8%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 4 months.
On a daily basis, JCE closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +18.3%, while the worst single day was Mar 18, 2020 at -17.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.25% | -0.81% | -4.62% | 9.40% | 2.78% | 0.24% | 6.90% | ||||||
| 2025 | 0.13% | -2.95% | -3.45% | -2.33% | 5.47% | 5.33% | -0.52% | 2.01% | 2.07% | 1.59% | -0.19% | 1.99% | 9.06% |
| 2024 | -2.66% | 5.31% | 3.62% | -3.27% | 4.63% | 7.68% | -1.60% | 3.46% | 2.81% | -2.80% | 5.29% | 3.15% | 27.90% |
| 2023 | -3.47% | -2.37% | -0.84% | -0.32% | 0.65% | 5.89% | 3.06% | -1.60% | -1.46% | -2.33% | 7.91% | 5.85% | 10.67% |
| 2022 | -10.76% | -7.30% | 17.06% | -14.60% | -2.47% | -5.86% | 11.99% | -1.07% | -15.75% | 40.53% | -14.10% | 0.18% | -14.29% |
| 2021 | -1.21% | 2.88% | 8.56% | 5.92% | 1.37% | 2.55% | 2.37% | 1.96% | 1.43% | 3.43% | -0.35% | 11.40% | 47.67% |
Benchmark Metrics
Nuveen Core Equity Alpha Fund has an annualized alpha of 2.53%, beta of 0.90, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since March 29, 2007.
- This fund generated an annualized alpha of 2.53% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.90 and R2 of 0.60, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.53%
- Beta
- 0.90
- R²
- 0.60
- Upside Capture
- 100.38%
- Downside Capture
- 96.93%
Expense Ratio
JCE has a high expense ratio of 1.00%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
JCE ranks 33 for risk / return — below 33% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Nuveen Core Equity Alpha Fund (JCE) and compare them to S&P 500 Index.
| JCE | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 2.39 | -0.82 |
Sortino ratioReturn per unit of downside risk | 2.35 | 3.25 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.43 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 3.11 | -1.21 |
Martin ratioReturn relative to average drawdown | 9.05 | 14.38 | -5.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Nuveen Core Equity Alpha Fund provided a 7.80% dividend yield over the last twelve months, with an annual payout of $1.30 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.30 | $1.28 | $1.28 | $1.28 | $2.33 | $1.84 | $0.93 | $1.00 | $1.11 | $2.53 | $1.14 | $2.75 |
Dividend yield | 7.80% | 8.03% | 8.05% | 9.45% | 17.22% | 9.89% | 6.57% | 6.84% | 9.23% | 17.33% | 8.68% | 19.27% |
Monthly Dividends
The table displays the monthly dividend distributions for Nuveen Core Equity Alpha Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.00 | $0.34 | ||||||
| 2025 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.32 | $1.28 |
| 2024 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.32 | $1.28 |
| 2023 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.32 | $1.28 |
| 2022 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.40 | $0.75 | $0.00 | $0.40 | $2.33 |
| 2021 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.30 | $0.62 | $0.00 | $0.30 | $1.84 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Nuveen Core Equity Alpha Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Nuveen Core Equity Alpha Fund was 57.63%, occurring on Mar 9, 2009. Recovery took 476 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -57.63%Mar 2009 | 1y 10mo | 1y 10mo | 3y 9moApr 2007 - Jan 2011 |
COVID crash2020 | -43.56%Mar 2020 | 29d | 10mo 8d | 11mo 7dFeb 2020 - Jan 2021 |
Bear market2022 | -30.24%Sep 2022 | 8mo 27d | 1y 6mo | 2y 2moJan 2022 - Mar 2024 |
Rate-hike selloffLate 2018 | -28.90%Dec 2018 | 4mo 17d | 1y 3d | 1y 4moAug 2018 - Dec 2019 |
2011 bear market2011 | -21.74%Aug 2011 | 1mo 8d | 6mo 3d | 7mo 11dJul 2011 - Feb 2012 |
Drawdown Indicators
| JCE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.63% | -56.78% | -0.85% |
Max Drawdown (1Y)Largest decline over 1 year | -10.86% | -9.10% | -1.76% |
Max Drawdown (3Y)Largest decline over 3 years | -19.00% | -18.90% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -30.24% | -25.43% | -4.81% |
Max Drawdown (10Y)Largest decline over 10 years | -43.56% | -33.92% | -9.64% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.26% | -10.72% | +1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 1.97% | +0.31% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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