EV Enhanced Equity Income (EOI)
15.04
-0.02 (-0.13%)
USD |
NYSE |
Jun 27, 16:00
15.07
+0.03 (+0.20%)
Pre-Market: 20:00
EOI Max Drawdown (5Y): 39.98% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 39.98% |
| April 30, 2022 | 39.98% |
| March 31, 2022 | 39.98% |
| February 28, 2022 | 39.98% |
| January 31, 2022 | 39.98% |
| December 31, 2021 | 39.98% |
| November 30, 2021 | 39.98% |
| October 31, 2021 | 39.98% |
| September 30, 2021 | 39.98% |
| August 31, 2021 | 39.98% |
| July 31, 2021 | 39.98% |
| June 30, 2021 | 39.98% |
| May 31, 2021 | 39.98% |
| April 30, 2021 | 39.98% |
| March 31, 2021 | 39.98% |
| February 28, 2021 | 39.98% |
| January 31, 2021 | 39.98% |
| December 31, 2020 | 39.98% |
| November 30, 2020 | 39.98% |
| October 31, 2020 | 39.98% |
| September 30, 2020 | 39.98% |
| August 31, 2020 | 39.98% |
| July 31, 2020 | 39.98% |
| June 30, 2020 | 39.98% |
| May 31, 2020 | 39.98% |
| Date | Value |
|---|---|
| April 30, 2020 | 39.98% |
| March 31, 2020 | 39.98% |
| February 29, 2020 | 27.99% |
| January 31, 2020 | 27.99% |
| December 31, 2019 | 27.99% |
| November 30, 2019 | 27.99% |
| October 31, 2019 | 27.99% |
| September 30, 2019 | 27.99% |
| August 31, 2019 | 27.99% |
| July 31, 2019 | 27.99% |
| June 30, 2019 | 27.99% |
| May 31, 2019 | 27.99% |
| April 30, 2019 | 27.99% |
| March 31, 2019 | 27.99% |
| February 28, 2019 | 27.99% |
| January 31, 2019 | 27.99% |
| December 31, 2018 | 27.99% |
| November 30, 2018 | 17.37% |
| October 31, 2018 | 16.36% |
| September 30, 2018 | 15.91% |
| August 31, 2018 | 15.91% |
| July 31, 2018 | 15.91% |
| June 30, 2018 | 15.91% |
| May 31, 2018 | 15.91% |
| April 30, 2018 | 15.91% |
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
15.91%
Minimum
Jun 2017
39.98%
Maximum
Mar 2020
29.79%
Average
27.99%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| EV Tax-Managed Div Equity Income | 42.40% |
| Nuveen S&P 500 Dynamic Overwrite | 43.80% |
| EV Enhanced Equity Income II | 41.12% |
| BlackRock Enhanced Cap & Inc | 40.60% |
| EV Tax-Managed Buy-Write Inc | 45.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.624 |
| Beta (5Y) | 1.044 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.69% |
| Historical Sharpe Ratio (5Y) | 0.5659 |
| Historical Sortino (5Y) | 0.5881 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.82% |