Nuveen AMT-Free Municipal Value Fund (NUW) Sortino Ratio
Sortino ratio is not yet available for NUW. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
NUW Sortino Ratio Rank
NUW ranks above 60.6% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
How it compares to other similar mutual funds
The table compares NUW's Sortino Ratio with other similar investments across multiple time periods.
Data shows available time periods plus all-time averages, as of Feb 7, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| XILSX | Pioneer ILS Interval Fund | 73.85 | |||
| SRRIX | Stone Ridge Reinsurance Risk Premium Interval Fund | 43.95 | |||
| CBYYX | Victory Pioneer Cat Bond Fund Class Y | 25.47 | |||
| FHQFX | Fidelity Series Treasury Bill Index Fund | 21.55 | |||
| NUSIX | Navigator Ultra Short Term Bond Fund | 20.79 | |||
| BUBSX | Baird Ultra Short Bond Fund | 18.34 | |||
| CAPIX | Calamos Aksia Alternative Credit and Income Fund Class I | 17.89 | |||
| PAIPX | PIMCO Short Asset Investment Fund | 17.49 | |||
| ATOIX | abrdn Ultra Short Municipal Income Fund | 16.90 | |||
| MUIIX | Morgan Stanley Institutional Fund Trust Ultra-Short Income Portfolio | 16.83 | |||
| NUW | Nuveen AMT-Free Municipal Value Fund | 1.69 |
Historical Sortino Ratio
The chart shows NUW's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when NUW consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore NUW risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.