Blackrock Enhanced Government Fund Inc (EGF)
9.09
0.00 (0.00%)
USD |
NYSE |
Apr 17, 16:00
EGF Max Drawdown (5Y): 25.85% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 25.85% |
| February 29, 2024 | 25.85% |
| January 31, 2024 | 25.85% |
| December 31, 2023 | 25.85% |
| November 30, 2023 | 25.85% |
| October 31, 2023 | 25.85% |
| September 30, 2023 | 25.85% |
| August 31, 2023 | 25.85% |
| July 31, 2023 | 25.85% |
| June 30, 2023 | 25.85% |
| May 31, 2023 | 25.85% |
| April 30, 2023 | 25.85% |
| March 31, 2023 | 25.85% |
| February 28, 2023 | 25.85% |
| January 31, 2023 | 25.85% |
| December 31, 2022 | 25.85% |
| November 30, 2022 | 25.85% |
| October 31, 2022 | 25.85% |
| September 30, 2022 | 24.06% |
| August 31, 2022 | 20.35% |
| July 31, 2022 | 20.35% |
| June 30, 2022 | 20.35% |
| May 31, 2022 | 18.36% |
| April 30, 2022 | 16.75% |
| March 31, 2022 | 15.12% |
| Date | Value |
|---|---|
| February 28, 2022 | 13.31% |
| January 31, 2022 | 13.31% |
| December 31, 2021 | 13.31% |
| November 30, 2021 | 13.31% |
| October 31, 2021 | 13.31% |
| September 30, 2021 | 13.31% |
| August 31, 2021 | 13.31% |
| July 31, 2021 | 13.31% |
| June 30, 2021 | 13.31% |
| May 31, 2021 | 13.31% |
| April 30, 2021 | 13.31% |
| March 31, 2021 | 13.31% |
| February 28, 2021 | 13.31% |
| January 31, 2021 | 13.31% |
| December 31, 2020 | 13.31% |
| November 30, 2020 | 13.31% |
| October 31, 2020 | 13.31% |
| September 30, 2020 | 13.31% |
| August 31, 2020 | 13.31% |
| July 31, 2020 | 13.31% |
| June 30, 2020 | 13.31% |
| May 31, 2020 | 13.31% |
| April 30, 2020 | 13.31% |
| March 31, 2020 | 13.31% |
| February 29, 2020 | 4.98% |
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
4.98%
Minimum
Sep 2019
25.85%
Maximum
Oct 2022
16.26%
Average
13.31%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.788 |
| Beta (5Y) | 0.8409 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.788 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8409 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 8.83% |
| Historical Sharpe Ratio (5Y) | -0.4713 |
| Historical Sortino (5Y) | -0.653 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.85% |