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ISIN
US67080D1037
CUSIP
67080D103
Issuer
Nuveen
Inception Date
Apr 28, 2021
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

NPCT Performance Chart

Nuveen Core Plus Impact Fund (NPCT) is up 2.1% since the beginning of the year. NPCT is currently trading at $10 per share. Investors who bought $1,000 worth of NPCT shares 5 years ago would now be looking at an investment worth $846.


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S&P 500 Index

Returns By Period

Nuveen Core Plus Impact Fund (NPCT) has returned 2.11% so far this year and 1.71% over the past 12 months.


Nuveen Core Plus Impact Fund

1D
-1.00%
1M
-4.71%
YTD
2.11%
6M
-0.13%
1Y
1.71%
3Y*
11.99%
5Y*
-3.29%
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NPCT Monthly Returns History

Based on dividend-adjusted daily data since Apr 28, 2021, NPCT's average daily return is -0.01%, while the average monthly return is -0.15%.

Historically, 48% of months were positive and 52% were negative. The best month was Jan 2023 with a return of +12.5%, while the worst month was Sep 2022 at -13.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.

On a daily basis, NPCT closed higher 49% of trading days. The best single day was Nov 10, 2022 with a return of +3.4%, while the worst single day was Jun 13, 2022 at -4.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.86%3.47%-3.20%4.81%-3.43%-2.08%2.11%
20253.37%4.31%-2.45%-2.58%4.91%6.12%-2.09%1.36%1.91%-1.57%0.07%-3.30%9.87%
20244.42%-0.47%1.38%-1.63%4.98%4.75%7.57%0.70%3.74%-3.92%1.88%-6.50%17.23%
202312.53%-4.85%-5.40%2.48%-3.93%1.54%2.64%-2.44%-5.91%-0.84%8.40%5.10%7.78%
2022-8.49%-6.48%-2.17%-11.81%-1.93%-7.63%7.78%-3.61%-13.67%1.71%7.45%-4.67%-37.50%
20210.00%-0.85%-1.65%2.64%-1.05%0.79%-4.79%-0.80%0.79%-4.98%

Benchmark Metrics

Nuveen Core Plus Impact Fund has an annualized alpha of -6.92%, beta of 0.36, and R2 of 0.21 versus S&P 500 Index. Calculated based on daily prices since April 29, 2021.

  • This fund participated in 105.07% of S&P 500 Index downside but only 45.86% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.36 may look defensive, but with R2 of 0.21 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 0.21 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
-6.92%
Beta
0.36
0.21
Upside Capture
45.86%
Downside Capture
105.07%

Expense Ratio

NPCT has a high expense ratio of 5.08%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

NPCT ranks 4 for risk / return — in the bottom 4% 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.


NPCT Risk / Return Rank: 44
Overall Rank
NPCT Sharpe Ratio Rank: 44
Sharpe Ratio Rank
NPCT Sortino Ratio Rank: 44
Sortino Ratio Rank
NPCT Omega Ratio Rank: 33
Omega Ratio Rank
NPCT Calmar Ratio Rank: 44
Calmar Ratio Rank
NPCT Martin Ratio Rank: 44
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 Core Plus Impact Fund (NPCT) and compare them to S&P 500 Index.


NPCTBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.07

Sortino ratioReturn per unit of downside risk

-2.74

Omega ratioGain probability vs. loss probability

1.04

1.41

-0.37

Calmar ratioReturn relative to maximum drawdown

0.25

2.93

-2.68

Martin ratioReturn relative to average drawdown

0.64

13.52

-12.88

Dividends

Dividend History

Nuveen Core Plus Impact Fund provided a 12.50% dividend yield over the last twelve months, with an annual payout of $1.24 per share. The fund has been increasing its distributions for 2 consecutive years.


4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$1.24$1.34$1.28$1.04$1.24$0.72

Dividend yield

12.50%13.15%12.20%10.28%11.93%3.94%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.10$0.10$0.10$0.10$0.10$0.00$0.50
2025$0.12$0.12$0.12$0.12$0.12$0.11$0.11$0.11$0.11$0.11$0.11$0.10$1.34
2024$0.08$0.09$0.09$0.09$0.09$0.12$0.12$0.12$0.12$0.12$0.12$0.12$1.28
2023$0.10$0.10$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$1.04
2022$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.24
2021$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.72

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 Plus Impact 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 Plus Impact Fund was 46.77%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current Nuveen Core Plus Impact Fund drawdown is 17.10%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-46.77%Oct 2023
2y 3mo
4y 10moJul 2021 - now
2021 pullback2021
-4.50%May 2021
8d2mo 1d
2mo 9dMay 2021 - Jul 2021

Drawdown Indicators


NPCTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-46.77%

-56.78%

+10.01%

Max Drawdown (1Y)

Largest decline over 1 year

-6.79%

-9.10%

+2.31%

Max Drawdown (3Y)

Largest decline over 3 years

-12.59%

-18.90%

+6.31%

Max Drawdown (5Y)

Largest decline over 5 years

-46.77%

-25.43%

-21.34%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-17.10%

-0.74%

-16.36%

Average Drawdown

Average peak-to-trough decline

-25.23%

-10.72%

-14.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

1.97%

+0.73%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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