Virtus Stone Harbor Emerging Markets Income Fund (EDF)
5.55
+0.10
(+1.83%)
USD |
NYSE |
May 03, 16:00
5.55
0.00 (0.00%)
After-Hours: 20:00
EDF Max Drawdown (5Y): 65.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.09% |
March 31, 2024 | 65.09% |
February 29, 2024 | 65.09% |
January 31, 2024 | 65.09% |
December 31, 2023 | 65.09% |
November 30, 2023 | 65.09% |
October 31, 2023 | 65.09% |
September 30, 2023 | 65.09% |
August 31, 2023 | 65.09% |
July 31, 2023 | 65.09% |
June 30, 2023 | 65.09% |
May 31, 2023 | 65.09% |
April 30, 2023 | 65.09% |
March 31, 2023 | 65.09% |
February 28, 2023 | 65.09% |
January 31, 2023 | 65.09% |
December 31, 2022 | 65.09% |
November 30, 2022 | 65.09% |
October 31, 2022 | 65.09% |
September 30, 2022 | 63.77% |
August 31, 2022 | 63.77% |
July 31, 2022 | 63.77% |
June 30, 2022 | 63.77% |
May 31, 2022 | 63.77% |
April 30, 2022 | 63.77% |
Date | Value |
---|---|
March 31, 2022 | 63.77% |
February 28, 2022 | 63.77% |
January 31, 2022 | 63.77% |
December 31, 2021 | 63.77% |
November 30, 2021 | 63.77% |
October 31, 2021 | 63.77% |
September 30, 2021 | 63.77% |
August 31, 2021 | 63.77% |
July 31, 2021 | 63.77% |
June 30, 2021 | 63.77% |
May 31, 2021 | 63.77% |
April 30, 2021 | 63.77% |
March 31, 2021 | 63.77% |
February 28, 2021 | 63.77% |
January 31, 2021 | 63.77% |
December 31, 2020 | 63.77% |
November 30, 2020 | 63.77% |
October 31, 2020 | 63.77% |
September 30, 2020 | 63.77% |
August 31, 2020 | 63.77% |
July 31, 2020 | 63.77% |
June 30, 2020 | 63.77% |
May 31, 2020 | 63.77% |
April 30, 2020 | 63.77% |
March 31, 2020 | 63.77% |
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
45.73%
Minimum
May 2019
65.09%
Maximum
Oct 2022
61.18%
Average
63.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.088 |
Beta (5Y) | 2.009 |
Alpha (vs YCharts Benchmark) (5Y) | -2.657 |
Beta (vs YCharts Benchmark) (5Y) | 2.775 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.09% |
Historical Sharpe Ratio (5Y) | -0.1711 |
Historical Sortino (5Y) | -0.2152 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.24% |