Eaton Vance Enhanced Equity Income Fund II (EOS)

24.22 -0.42 (-1.70%) USD  |  NYSE  |  Dec 27, 16:00
24.15 -0.07 (-0.29%) After-Hours: 20:00
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EOS Max Drawdown (5Y): 41.12% 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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Eaton Vance Tax-mgd Dvsf Eq Inc Fd 42.40%
Global X NASDAQ 100 Covered Call ETF 24.74%
JPMorgan Nasdaq Equity Premium Income ETF --
Eaton Vance Enhanced Equity Income Fund 39.98%
First Trust Nasdaq BuyWrite Income ETF 18.58%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.214
Beta (5Y) 1.215
Alpha (vs YCharts Benchmark) (5Y) 0.916
Beta (vs YCharts Benchmark) (5Y) 0.7195
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.44%
Historical Sharpe Ratio (5Y) 0.4914
Historical Sortino (5Y) 0.597
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.62%