EV Enhanced Equity Income II (EOS)
19.40
-0.20 (-1.02%)
USD |
NYSE |
Aug 16, 15:26
EOS Max Drawdown (5Y): 41.12% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 41.12% |
| June 30, 2022 | 41.12% |
| May 31, 2022 | 41.12% |
| April 30, 2022 | 41.12% |
| March 31, 2022 | 41.12% |
| February 28, 2022 | 41.12% |
| January 31, 2022 | 41.12% |
| December 31, 2021 | 41.12% |
| November 30, 2021 | 41.12% |
| October 31, 2021 | 41.12% |
| September 30, 2021 | 41.12% |
| August 31, 2021 | 41.12% |
| July 31, 2021 | 41.12% |
| June 30, 2021 | 41.12% |
| May 31, 2021 | 41.12% |
| April 30, 2021 | 41.12% |
| March 31, 2021 | 41.12% |
| February 28, 2021 | 41.12% |
| January 31, 2021 | 41.12% |
| December 31, 2020 | 41.12% |
| November 30, 2020 | 41.12% |
| October 31, 2020 | 41.12% |
| September 30, 2020 | 41.12% |
| August 31, 2020 | 41.12% |
| July 31, 2020 | 41.12% |
| Date | Value |
|---|---|
| June 30, 2020 | 41.12% |
| May 31, 2020 | 41.12% |
| April 30, 2020 | 41.12% |
| March 31, 2020 | 41.12% |
| February 29, 2020 | 25.69% |
| January 31, 2020 | 25.69% |
| December 31, 2019 | 25.69% |
| November 30, 2019 | 25.69% |
| October 31, 2019 | 25.69% |
| September 30, 2019 | 25.69% |
| August 31, 2019 | 25.69% |
| July 31, 2019 | 25.69% |
| June 30, 2019 | 25.69% |
| May 31, 2019 | 25.69% |
| April 30, 2019 | 25.69% |
| March 31, 2019 | 25.69% |
| February 28, 2019 | 25.69% |
| January 31, 2019 | 25.69% |
| December 31, 2018 | 25.69% |
| November 30, 2018 | 19.16% |
| October 31, 2018 | 19.16% |
| September 30, 2018 | 19.16% |
| August 31, 2018 | 19.16% |
| July 31, 2018 | 19.16% |
| June 30, 2018 | 19.16% |
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
19.16%
Minimum
Aug 2017
41.12%
Maximum
Mar 2020
31.41%
Average
25.69%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| EV Enhanced Equity Income | 39.98% |
| EV Tax-Managed Buy-Write Opps | 42.31% |
| EV Tax-Managed Div Equity Income | 42.40% |
| Nuveen NASDAQ 100 Dynamic Overwrite | 35.78% |
| BlackRock Enhanced Cap & Inc | 40.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.342 |
| Beta (5Y) | 1.201 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.85% |
| Historical Sharpe Ratio (5Y) | 0.5715 |
| Historical Sortino (5Y) | 0.6916 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.87% |