Eaton Vance New York Municipal Bond Fund (ENX)
9.45
-0.08
(-0.84%)
USD |
NYAM |
Apr 25, 16:00
9.46
+0.01
(+0.11%)
After-Hours: 20:00
ENX Max Drawdown (5Y): 33.99% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 33.99% |
| February 29, 2024 | 33.99% |
| January 31, 2024 | 33.99% |
| December 31, 2023 | 33.99% |
| November 30, 2023 | 33.99% |
| October 31, 2023 | 33.99% |
| September 30, 2023 | 33.44% |
| August 31, 2023 | 33.44% |
| July 31, 2023 | 33.44% |
| June 30, 2023 | 33.44% |
| May 31, 2023 | 33.44% |
| April 30, 2023 | 33.44% |
| March 31, 2023 | 33.44% |
| February 28, 2023 | 33.44% |
| January 31, 2023 | 33.44% |
| December 31, 2022 | 33.44% |
| November 30, 2022 | 33.44% |
| October 31, 2022 | 33.36% |
| September 30, 2022 | 32.39% |
| August 31, 2022 | 30.01% |
| July 31, 2022 | 30.01% |
| June 30, 2022 | 30.01% |
| May 31, 2022 | 27.57% |
| April 30, 2022 | 24.17% |
| March 31, 2022 | 21.17% |
| Date | Value |
|---|---|
| February 28, 2022 | 21.17% |
| January 31, 2022 | 21.17% |
| December 31, 2021 | 21.17% |
| November 30, 2021 | 21.17% |
| October 31, 2021 | 21.17% |
| September 30, 2021 | 21.17% |
| August 31, 2021 | 21.17% |
| July 31, 2021 | 21.17% |
| June 30, 2021 | 21.17% |
| May 31, 2021 | 21.17% |
| April 30, 2021 | 21.17% |
| March 31, 2021 | 21.17% |
| February 28, 2021 | 21.17% |
| January 31, 2021 | 21.17% |
| December 31, 2020 | 21.17% |
| November 30, 2020 | 21.17% |
| October 31, 2020 | 21.17% |
| September 30, 2020 | 21.17% |
| August 31, 2020 | 21.17% |
| July 31, 2020 | 21.17% |
| June 30, 2020 | 21.17% |
| May 31, 2020 | 21.17% |
| April 30, 2020 | 21.17% |
| March 31, 2020 | 21.17% |
| February 29, 2020 | 18.47% |
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
18.47%
Minimum
Apr 2019
33.99%
Maximum
Oct 2023
25.20%
Average
21.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7781 |
| Beta (5Y) | 2.407 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.7595 |
| Beta (vs YCharts Benchmark) (5Y) | 2.407 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.82% |
| Historical Sharpe Ratio (5Y) | -0.1105 |
| Historical Sortino (5Y) | -0.1522 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.52% |