Eaton Vance Enhanced Equity Income Fund II (EOS)
22.74
-0.17
(-0.74%)
USD |
NYSE |
Nov 15, 16:00
22.72
-0.02
(-0.07%)
Pre-Market: 20:00
EOS Max Drawdown (5Y): 41.12% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.12% |
| September 30, 2024 | 41.12% |
| August 31, 2024 | 41.12% |
| July 31, 2024 | 41.12% |
| June 30, 2024 | 41.12% |
| May 31, 2024 | 41.12% |
| April 30, 2024 | 41.12% |
| March 31, 2024 | 41.12% |
| February 29, 2024 | 41.12% |
| January 31, 2024 | 41.12% |
| December 31, 2023 | 41.12% |
| November 30, 2023 | 41.12% |
| October 31, 2023 | 41.12% |
| September 30, 2023 | 41.12% |
| August 31, 2023 | 41.12% |
| July 31, 2023 | 41.12% |
| June 30, 2023 | 41.12% |
| May 31, 2023 | 41.12% |
| April 30, 2023 | 41.12% |
| March 31, 2023 | 41.12% |
| February 28, 2023 | 41.12% |
| January 31, 2023 | 41.12% |
| December 31, 2022 | 41.12% |
| November 30, 2022 | 41.12% |
| October 31, 2022 | 41.12% |
| Date | Value |
|---|---|
| September 30, 2022 | 41.12% |
| August 31, 2022 | 41.12% |
| 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% |
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
25.33%
Minimum
Nov 2019
41.12%
Maximum
Mar 2020
40.07%
Average
41.12%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.402 |
| Beta (5Y) | 1.211 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.9902 |
| Beta (vs YCharts Benchmark) (5Y) | 0.717 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.43% |
| Historical Sharpe Ratio (5Y) | 0.4597 |
| Historical Sortino (5Y) | 0.5583 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.62% |