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ISIN
US9268268680
CUSIP
926826868
Inception Date
Nov 16, 1993
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

NEMUX Performance Chart

Nebraska Municipal Fund (NEMUX) is up 0.7% since the beginning of the year. NEMUX is currently trading at $9 per share. Investors who bought $1,000 worth of NEMUX shares 5 years ago would now be looking at an investment worth $970.


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Benchmark

Compare this symbol against anything

Returns By Period

Nebraska Municipal Fund (NEMUX) has returned 0.66% so far this year and 5.40% over the past 12 months. Over the last ten years, NEMUX has returned 0.61% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.


Nebraska Municipal Fund

1D
-0.33%
1M
-1.94%
6M
0.04%
YTD
0.66%
1Y
5.40%
3Y*
1.74%
5Y*
-0.60%
10Y*
0.61%
ALL TIME*
1.24%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEMUX Monthly Returns History

Based on dividend-adjusted daily data since Nov 17, 1993, NEMUX's average daily return is +0.01%, while the average monthly return is +0.11%. At this rate, an investment would double in approximately 52.5 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2023 with a return of +6.2%, while the worst month was Mar 1994 at -4.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, NEMUX closed higher 32% of trading days. The best single day was Apr 10, 2025 with a return of +3.8%, while the worst single day was Apr 9, 2025 at -2.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.62%1.02%-1.45%1.02%0.46%0.99%-1.94%0.66%
2025-0.32%0.89%-1.78%-0.61%-0.28%0.28%-0.61%0.75%2.76%1.16%0.38%0.07%2.62%
2024-0.38%-0.08%-0.27%-1.24%-0.86%1.69%0.58%0.79%0.79%-2.06%2.11%-1.52%-0.55%
20232.71%-2.23%1.87%-0.35%-1.29%0.71%0.29%-1.49%-2.59%-1.22%6.19%1.83%4.18%
2022-2.26%-0.18%-2.71%-3.09%1.59%-1.80%2.34%-2.40%-4.29%-0.81%4.47%0.06%-9.04%
20210.04%-1.65%0.33%0.61%0.13%0.03%0.60%-0.44%-0.54%-0.29%0.82%0.12%-0.25%

Benchmark Metrics

Nebraska Municipal Fund has an annualized alpha of 1.31%, beta of -0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since November 17, 1993.

  • This fund participated in 7.80% of S&P 500 Index downside but only 7.64% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of -0.00 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
1.31%
Beta
-0.00
0.00
Upside Capture
7.64%
Downside Capture
7.80%

Expense Ratio

NEMUX has a high expense ratio of 0.98%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

NEMUX ranks 91 for risk / return — above 91% of mutual funds peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.


NEMUX Risk / Return Rank: 9191
Overall Rank
NEMUX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
NEMUX Sortino Ratio Rank: 9595
Sortino Ratio Rank
NEMUX Omega Ratio Rank: 9797
Omega Ratio Rank
NEMUX Calmar Ratio Rank: 8585
Calmar Ratio Rank
NEMUX Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for Nebraska Municipal Fund (NEMUX) 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.


NEMUXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.11

Sortino ratioReturn per unit of downside risk

+1.98

Omega ratioGain probability vs. loss probability

1.76

1.25

+0.50

Calmar ratioReturn relative to maximum drawdown

2.99

2.00

+0.99

Martin ratioReturn relative to average drawdown

10.99

8.49

+2.50

Dividends

Dividend History

Nebraska Municipal Fund provided a 2.94% dividend yield over the last twelve months, with an annual payout of $0.27 per share. The fund has been increasing its distributions for 3 consecutive years.


1.50%2.00%2.50%3.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.3520152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.27$0.30$0.29$0.22$0.16$0.16$0.19$0.25$0.25$0.26$0.27$0.24

Dividend yield

2.94%3.29%3.09%2.25%1.69%1.54%1.76%2.37%2.39%2.47%2.59%2.23%

Monthly Dividends

The table displays the monthly dividend distributions for Nebraska Municipal Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.03$0.02$0.02$0.02$0.02$0.02$0.00$0.14
2025$0.00$0.05$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.02$0.03$0.30
2024$0.02$0.02$0.02$0.02$0.00$0.05$0.02$0.02$0.02$0.03$0.03$0.03$0.29
2023$0.02$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.00$0.04$0.02$0.22
2022$0.01$0.01$0.01$0.01$0.01$0.01$0.02$0.01$0.00$0.03$0.01$0.02$0.16
2021$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.00$0.03$0.01$0.16

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 Nebraska Municipal 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 Nebraska Municipal Fund was 14.88%, occurring on Nov 21, 1994. Recovery took 786 trading sessions.

The current Nebraska Municipal Fund drawdown is 3.03%.


Drawdown

Fall

Recovery

Underwater

Related event

-14.88%Nov 1994
9mo 23d3y 1mo
3y 11moFeb 1994 - Dec 1997
-13.53%Oct 2022
1y 8mo
5y 5moFeb 2021 - now
Bear market2022
-12.99%Dec 2008
4y 4mo3y 1mo
7y 5moAug 2004 - Jan 2012
Financial crisis2007–2009
-10.28%Sep 2013
9mo 6d2y 4mo
3y 1moDec 2012 - Jan 2016
-7.94%Mar 2020
13d4mo 10d
4mo 23dMar 2020 - Jul 2020
COVID crash2020

Drawdown Indicators


NEMUXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-14.88%

-56.78%

+41.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.15%

-9.10%

+6.95%

Max Drawdown (3Y)

Largest decline over 3 years

-7.43%

-18.90%

+11.47%

Max Drawdown (5Y)

Largest decline over 5 years

-13.48%

-25.43%

+11.95%

Max Drawdown (10Y)

Largest decline over 10 years

-13.53%

-33.92%

+20.39%

Current Drawdown

Current decline from peak

-3.03%

-1.58%

-1.45%

Average Drawdown

Average peak-to-trough decline

-3.29%

-10.70%

+7.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

2.14%

-1.55%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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