EV Senior Floating Rate (EFR)
11.85
-0.06 (-0.50%)
USD |
NYSE |
May 24, 16:00
11.85
0.00 (0.00%)
After-Hours: 17:20
EFR Max Drawdown (5Y): 42.01% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 42.01% |
| March 31, 2022 | 42.01% |
| February 28, 2022 | 42.01% |
| January 31, 2022 | 42.01% |
| December 31, 2021 | 42.01% |
| November 30, 2021 | 42.01% |
| October 31, 2021 | 42.01% |
| September 30, 2021 | 42.01% |
| August 31, 2021 | 42.01% |
| July 31, 2021 | 42.01% |
| June 30, 2021 | 42.01% |
| May 31, 2021 | 42.01% |
| April 30, 2021 | 42.01% |
| March 31, 2021 | 42.01% |
| February 28, 2021 | 42.01% |
| January 31, 2021 | 42.01% |
| December 31, 2020 | 42.01% |
| November 30, 2020 | 42.01% |
| October 31, 2020 | 42.01% |
| September 30, 2020 | 42.01% |
| August 31, 2020 | 42.01% |
| July 31, 2020 | 42.01% |
| June 30, 2020 | 42.01% |
| May 31, 2020 | 42.01% |
| April 30, 2020 | 42.01% |
| Date | Value |
|---|---|
| March 31, 2020 | 42.01% |
| February 29, 2020 | 21.99% |
| January 31, 2020 | 21.99% |
| December 31, 2019 | 21.99% |
| November 30, 2019 | 21.99% |
| October 31, 2019 | 21.99% |
| September 30, 2019 | 21.99% |
| August 31, 2019 | 21.99% |
| July 31, 2019 | 21.99% |
| June 30, 2019 | 21.99% |
| May 31, 2019 | 21.99% |
| April 30, 2019 | 21.99% |
| March 31, 2019 | 21.99% |
| February 28, 2019 | 21.99% |
| January 31, 2019 | 21.99% |
| December 31, 2018 | 21.99% |
| November 30, 2018 | 21.99% |
| October 31, 2018 | 21.99% |
| September 30, 2018 | 21.99% |
| August 31, 2018 | 21.99% |
| July 31, 2018 | 21.99% |
| June 30, 2018 | 21.99% |
| May 31, 2018 | 21.99% |
| April 30, 2018 | 21.99% |
| March 31, 2018 | 21.99% |
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
21.99%
Minimum
May 2017
42.01%
Maximum
Mar 2020
30.67%
Average
21.99%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| EV Floating Rate Income | 45.43% |
| EV Senior Income Trust | 40.99% |
| BlackRock Floating Rate Inc Trust | 41.92% |
| First Trust Senior FR Income II | 40.30% |
| Pioneer Floating Rate Fund | 39.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.884 |
| Beta (5Y) | 0.4823 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.66% |
| Historical Sharpe Ratio (5Y) | 0.2301 |
| Historical Sortino (5Y) | 0.1982 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.38% |