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Nuveen Credit Strategies Income Fund (JQC)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US67073D1028
CUSIP
67073D102
Issuer
Nuveen
Inception Date
Jun 26, 2003
Category
Bank Loan
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Nuveen Credit Strategies Income Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Nuveen Credit Strategies Income Fund (JQC) has returned 0.13% so far this year and 2.50% over the past 12 months. Over the last ten years, JQC has returned 6.23% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Nuveen Credit Strategies Income Fund

1D
4.06%
1M
0.64%
YTD
0.13%
6M
-1.52%
1Y
2.50%
3Y*
10.88%
5Y*
5.01%
10Y*
6.23%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 26, 2003, JQC's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, your investment would double in approximately 11.1 years.

Historically, 57% of months were positive and 43% were negative. The best month was Dec 2008 with a return of +26.8%, while the worst month was Sep 2008 at -31.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 10 months.

On a daily basis, JQC closed higher 49% of trading days. The best single day was Oct 13, 2008 with a return of +28.1%, while the worst single day was Mar 18, 2020 at -28.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.87%-4.22%0.64%0.13%
2025-0.82%0.25%-2.11%-0.98%0.25%4.11%3.61%0.63%-3.41%-1.62%0.28%-0.31%-0.36%
20243.92%3.83%1.88%0.07%1.88%0.60%4.24%1.84%1.11%-0.46%3.60%-2.00%22.29%
20237.65%-0.97%-3.21%0.35%-2.43%3.83%1.54%1.14%0.47%-2.31%3.97%4.85%15.26%
20220.28%-4.52%1.31%-3.59%-7.11%-4.07%6.62%-1.27%-4.44%-0.54%7.14%-3.97%-14.22%
20211.53%2.40%2.16%3.13%-0.31%3.77%-2.51%0.26%1.58%1.05%-0.63%0.30%13.29%

Benchmark Metrics

Nuveen Credit Strategies Income Fund has an annualized alpha of 0.55%, beta of 0.65, and R² of 0.32 versus S&P 500 Index. Calculated based on daily prices since June 27, 2003.

  • This fund participated in 74.31% of S&P 500 Index downside but only 61.39% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.65 may look defensive, but with R² of 0.32 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R² of 0.32 means the benchmark explains less than half of this fund's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
0.55%
Beta
0.65
0.32
Upside Capture
61.39%
Downside Capture
74.31%

Expense Ratio

JQC has a high expense ratio of 4.34%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

JQC ranks 8 for risk / return — in the bottom 8% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


JQC Risk / Return Rank: 88
Overall Rank
JQC Sharpe Ratio Rank: 77
Sharpe Ratio Rank
JQC Sortino Ratio Rank: 77
Sortino Ratio Rank
JQC Omega Ratio Rank: 77
Omega Ratio Rank
JQC Calmar Ratio Rank: 1010
Calmar Ratio Rank
JQC Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Nuveen Credit Strategies Income Fund (JQC) and compare them to a chosen benchmark (S&P 500 Index).


JQCBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.16

0.90

-0.73

Sortino ratio

Return per unit of downside risk

0.34

1.39

-1.05

Omega ratio

Gain probability vs. loss probability

1.05

1.21

-0.16

Calmar ratio

Return relative to maximum drawdown

0.24

1.40

-1.15

Martin ratio

Return relative to average drawdown

0.53

6.61

-6.08

Explore JQC risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Nuveen Credit Strategies Income Fund provided a 13.21% dividend yield over the last twelve months, with an annual payout of $0.64 per share. The fund has been increasing its distributions for 3 consecutive years.


6.00%8.00%10.00%12.00%14.00%16.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.64$0.65$0.65$0.60$0.49$0.65$1.02$1.24$0.48$0.61$0.62$0.59

Dividend yield

13.21%12.91%11.39%11.42%9.71%10.03%16.11%16.14%6.53%7.42%6.99%7.51%

Monthly Dividends

The table displays the monthly dividend distributions for Nuveen Credit Strategies Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.05$0.05$0.05$0.16
2025$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.65
2024$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.65
2023$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.60
2022$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.05$0.05$0.49
2021$0.08$0.07$0.07$0.06$0.06$0.06$0.05$0.05$0.04$0.04$0.04$0.04$0.65

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 Credit Strategies Income 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 Credit Strategies Income Fund was 75.18%, occurring on Mar 9, 2009. Recovery took 538 trading sessions.

The current Nuveen Credit Strategies Income Fund drawdown is 5.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.18%Mar 27, 2007492Mar 9, 2009538Apr 26, 20111030
-47.99%Feb 20, 202020Mar 18, 2020239Mar 1, 2021259
-20.04%Apr 2, 200426May 10, 2004123Nov 3, 2004149
-19.83%Jan 19, 2022186Oct 13, 2022324Jan 30, 2024510
-18.72%May 1, 2013702Feb 11, 2016127Aug 12, 2016829

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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