Eaton Vance Enhanced Equity Income Fund (EOI)

21.26 -0.06 (-0.28%) USD  |  NYSE  |  Dec 27, 16:00
21.15 -0.11 (-0.52%) After-Hours: 20:00
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EOI Max Drawdown (5Y): 39.98% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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First Trust Nasdaq BuyWrite Income ETF 18.58%
Blackrock Enhanced Cap&Inc Fund, Inc 40.60%
Eaton Vance Enhanced Equity Income Fund II 41.12%
Eaton Vance Tax-mgd Dvsf Eq Inc Fd 42.40%
Global X NASDAQ 100 Covered Call ETF 24.74%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.102
Beta (5Y) 1.090
Alpha (vs YCharts Benchmark) (5Y) 2.214
Beta (vs YCharts Benchmark) (5Y) 0.6643
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.70%
Historical Sharpe Ratio (5Y) 0.5488
Historical Sortino (5Y) 0.6065
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.18%