BlackRock Enhanced Glbl Div Trust (BOE)
10.27
-0.02 (-0.19%)
USD |
NYSE |
May 18, 09:47
BOE Max Drawdown (5Y): 36.58% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 36.58% |
| March 31, 2022 | 36.58% |
| February 28, 2022 | 36.58% |
| January 31, 2022 | 36.58% |
| December 31, 2021 | 36.58% |
| November 30, 2021 | 36.58% |
| October 31, 2021 | 36.58% |
| September 30, 2021 | 36.58% |
| August 31, 2021 | 36.58% |
| July 31, 2021 | 36.58% |
| June 30, 2021 | 36.58% |
| May 31, 2021 | 36.58% |
| April 30, 2021 | 36.58% |
| March 31, 2021 | 36.58% |
| February 28, 2021 | 36.58% |
| January 31, 2021 | 36.58% |
| December 31, 2020 | 36.58% |
| November 30, 2020 | 36.58% |
| October 31, 2020 | 36.58% |
| September 30, 2020 | 36.58% |
| August 31, 2020 | 36.58% |
| July 31, 2020 | 36.58% |
| June 30, 2020 | 36.58% |
| May 31, 2020 | 36.58% |
| April 30, 2020 | 36.58% |
| Date | Value |
|---|---|
| March 31, 2020 | 36.58% |
| February 29, 2020 | 24.50% |
| January 31, 2020 | 24.50% |
| December 31, 2019 | 24.50% |
| November 30, 2019 | 24.50% |
| October 31, 2019 | 24.50% |
| September 30, 2019 | 24.50% |
| August 31, 2019 | 24.50% |
| July 31, 2019 | 24.50% |
| June 30, 2019 | 24.50% |
| May 31, 2019 | 24.50% |
| April 30, 2019 | 24.50% |
| March 31, 2019 | 24.50% |
| February 28, 2019 | 24.50% |
| January 31, 2019 | 24.50% |
| December 31, 2018 | 24.50% |
| November 30, 2018 | 20.45% |
| October 31, 2018 | 20.45% |
| September 30, 2018 | 20.45% |
| August 31, 2018 | 20.45% |
| July 31, 2018 | 20.45% |
| June 30, 2018 | 20.45% |
| May 31, 2018 | 20.45% |
| April 30, 2018 | 20.45% |
| March 31, 2018 | 20.45% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio (before a new peak is achieved).
Max Drawdown (5Y) Range, Past 5 Years
20.45%
Minimum
Sep 2017
36.58%
Maximum
Mar 2020
28.65%
Average
24.50%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| BlackRock Enhanced Intl Div Trust | 34.09% |
| EV Tax-Managed Glb B-W Opps | 47.91% |
| BlackRock Enhanced Cap & Inc | 40.60% |
| EV Enhanced Equity Income | 39.98% |
| Voya Global Equity Dividend&Premium Opp | 41.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.969 |
| Beta (5Y) | 0.9058 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.67% |
| Historical Sharpe Ratio (5Y) | 0.3339 |
| Historical Sortino (5Y) | 0.3467 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.80% |