- Issuer
- BlackRock
- Inception Date
- Jul 9, 2020
- Category
- Intermediate Core-Plus Bond
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
NCIRX Performance Chart
Nuveen Core Impact Bond Managed Accounts Portfolio (NCIRX) is up 1.0% since the beginning of the year. NCIRX is currently trading at $8 per share. Investors who bought $1,000 worth of NCIRX shares 5 years ago would now be looking at an investment worth $985.
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Returns By Period
Nuveen Core Impact Bond Managed Accounts Portfolio (NCIRX) has returned 1.03% so far this year and 6.39% over the past 12 months.
Nuveen Core Impact Bond Managed Accounts Portfolio
- 1D
- 0.26%
- 1M
- 1.05%
- YTD
- 1.03%
- 6M
- 1.41%
- 1Y
- 6.39%
- 3Y*
- 5.19%
- 5Y*
- -0.31%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
NCIRX Monthly Returns History
Based on dividend-adjusted daily data since Jul 9, 2020, NCIRX's average daily return is -0.03%, while the average monthly return is -0.69%.
Historically, 51% of months were positive and 49% were negative. The best month was Nov 2023 with a return of +5.8%, while the worst month was Jul 2020 at -49.9%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.
On a daily basis, NCIRX closed higher 44% of trading days. The best single day was Dec 1, 2022 with a return of +1.8%, while the worst single day was Jul 10, 2020 at -50.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.29% | 1.79% | -1.84% | 0.29% | 0.54% | 0.00% | 1.03% | ||||||
| 2025 | 0.54% | 2.36% | -0.22% | 0.04% | -0.47% | 1.85% | 0.04% | 1.19% | 1.43% | 0.67% | 0.53% | -0.25% | 7.94% |
| 2024 | 0.26% | -1.00% | 1.17% | -3.19% | 1.72% | 1.06% | 2.36% | 1.55% | 1.53% | -2.09% | 1.29% | -2.19% | 2.33% |
| 2023 | 4.49% | -2.57% | 1.89% | 0.38% | -1.20% | -0.52% | -0.01% | -0.90% | -2.85% | -2.04% | 5.82% | 4.13% | 6.33% |
| 2022 | -2.72% | -1.85% | -2.72% | -4.81% | -0.29% | -2.24% | 2.36% | -2.00% | -5.83% | -2.16% | 4.34% | -0.56% | -17.36% |
| 2021 | -0.89% | -1.76% | -1.85% | 1.44% | 0.47% | 1.53% | 1.65% | -0.27% | -1.07% | 0.00% | 0.28% | -0.26% | -0.80% |
Benchmark Metrics
Nuveen Core Impact Bond Managed Accounts Portfolio has an annualized alpha of -8.40%, beta of 0.03, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since July 09, 2020.
- This fund participated in 43.91% of S&P 500 Index downside but only -13.77% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.03 may look defensive, but with R2 of 0.00 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 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -8.40%
- Beta
- 0.03
- R²
- 0.00
- Upside Capture
- -13.77%
- Downside Capture
- 43.91%
Expense Ratio
NCIRX has an expense ratio of 0.00%, meaning no management fees are charged.
Return for Risk
Risk / Return Rank
NCIRX ranks 35 for risk / return — below 35% 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 Impact Bond Managed Accounts Portfolio (NCIRX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NCIRX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.37 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 2.78 | -0.59 |
| Martin ratioReturn relative to average drawdown | 6.33 | 12.44 | -6.11 |
Dividends
Dividend History
Nuveen Core Impact Bond Managed Accounts Portfolio provided a 5.07% dividend yield over the last twelve months, with an annual payout of $0.40 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.40 | $0.40 | $0.32 | $0.36 | $0.33 | $0.28 | $0.07 |
Dividend yield | 5.07% | 5.04% | 4.13% | 4.51% | 4.27% | 2.83% | 0.69% |
Monthly Dividends
The table displays the monthly dividend distributions for Nuveen Core Impact Bond Managed Accounts Portfolio. 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 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.00 | $0.16 | ||||||
| 2025 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.04 | $0.40 |
| 2024 | $0.03 | $0.03 | $0.03 | $0.03 | $0.00 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.01 | $0.32 |
| 2023 | $0.03 | $0.03 | $0.03 | $0.00 | $0.05 | $0.03 | $0.03 | $0.00 | $0.03 | $0.03 | $0.06 | $0.03 | $0.36 |
| 2022 | $0.02 | $0.02 | $0.02 | $0.05 | $0.03 | $0.00 | $0.02 | $0.05 | $0.00 | $0.02 | $0.03 | $0.07 | $0.33 |
| 2021 | $0.00 | $0.01 | $0.04 | $0.02 | $0.03 | $0.04 | $0.02 | $0.02 | $0.02 | $0.00 | $0.05 | $0.02 | $0.28 |
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 Impact Bond Managed Accounts Portfolio. 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 Impact Bond Managed Accounts Portfolio was 60.34%, occurring on Oct 21, 2022. The portfolio has not yet recovered.
The current Nuveen Core Impact Bond Managed Accounts Portfolio drawdown is 50.39%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -60.34%Oct 2022 | 2y 3mo | — | 5y 11moJul 2020 - now |
Drawdown Indicators
| NCIRX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.34% | -56.78% | -3.56% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | -9.10% | +6.24% |
Max Drawdown (3Y)Largest decline over 3 years | -6.94% | -18.90% | +11.96% |
Max Drawdown (5Y)Largest decline over 5 years | -22.88% | -25.43% | +2.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -50.39% | -1.80% | -48.59% |
Average DrawdownAverage peak-to-trough decline | -53.44% | -10.71% | -42.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 2.03% | -1.04% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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