Eaton Vance Floating-rate Income Trust (EFT)
13.19
-0.01
(-0.08%)
USD |
NYSE |
Nov 14, 16:00
13.20
+0.01
(+0.08%)
Pre-Market: 20:00
EFT Max Drawdown (5Y): 45.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 45.43% |
September 30, 2024 | 45.43% |
August 31, 2024 | 45.43% |
July 31, 2024 | 45.43% |
June 30, 2024 | 45.43% |
May 31, 2024 | 45.43% |
April 30, 2024 | 45.43% |
March 31, 2024 | 45.43% |
February 29, 2024 | 45.43% |
January 31, 2024 | 45.43% |
December 31, 2023 | 45.43% |
November 30, 2023 | 45.43% |
October 31, 2023 | 45.43% |
September 30, 2023 | 45.43% |
August 31, 2023 | 45.43% |
July 31, 2023 | 45.43% |
June 30, 2023 | 45.43% |
May 31, 2023 | 45.43% |
April 30, 2023 | 45.43% |
March 31, 2023 | 45.43% |
February 28, 2023 | 45.43% |
January 31, 2023 | 45.43% |
December 31, 2022 | 45.43% |
November 30, 2022 | 45.43% |
October 31, 2022 | 45.43% |
Date | Value |
---|---|
September 30, 2022 | 45.43% |
August 31, 2022 | 45.43% |
July 31, 2022 | 45.43% |
June 30, 2022 | 45.43% |
May 31, 2022 | 45.43% |
April 30, 2022 | 45.43% |
March 31, 2022 | 45.43% |
February 28, 2022 | 45.43% |
January 31, 2022 | 45.43% |
December 31, 2021 | 45.43% |
November 30, 2021 | 45.43% |
October 31, 2021 | 45.43% |
September 30, 2021 | 45.43% |
August 31, 2021 | 45.43% |
July 31, 2021 | 45.43% |
June 30, 2021 | 45.43% |
May 31, 2021 | 45.43% |
April 30, 2021 | 45.43% |
March 31, 2021 | 45.43% |
February 28, 2021 | 45.43% |
January 31, 2021 | 45.43% |
December 31, 2020 | 45.43% |
November 30, 2020 | 45.43% |
October 31, 2020 | 45.43% |
September 30, 2020 | 45.43% |
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
22.58%
Minimum
Nov 2019
45.43%
Maximum
Mar 2020
43.91%
Average
45.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.540 |
Beta (5Y) | 0.7866 |
Alpha (vs YCharts Benchmark) (5Y) | 0.5317 |
Beta (vs YCharts Benchmark) (5Y) | 0.4179 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.15% |
Historical Sharpe Ratio (5Y) | 0.3394 |
Historical Sortino (5Y) | 0.3069 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.94% |