Eaton Vance Municipal Bond Fund (EIM)

10.42 +0.02 (+0.14%) USD  |  NYAM  |  Dec 23, 12:26
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EIM Max Drawdown (5Y): 31.68% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Western Asset Managed Municipals Fd Inc 34.50%
Nuveen Quality Municipal Income Fund 35.57%
PIMCO Municipal Income Fund II 47.94%
Nuveen AMT-Free Municipal Income Fund 36.56%
Nuveen Municipal Value Fund Inc 28.29%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.6335
Beta (5Y) 1.829
Alpha (vs YCharts Benchmark) (5Y) 0.6335
Beta (vs YCharts Benchmark) (5Y) 1.830
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 13.64%
Historical Sharpe Ratio (5Y) -0.0958
Historical Sortino (5Y) -0.1305
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.45%