Eaton Vance National Municipal Opportunities Trust (EOT)
17.66
-0.25
(-1.40%)
USD |
NYSE |
Jun 02, 16:00
17.98
+0.32
(+1.81%)
Pre-Market: 20:00
EOT Max Drawdown (5Y): 32.81% for May 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2023 | 32.81% |
| April 30, 2023 | 32.81% |
| March 31, 2023 | 32.81% |
| February 28, 2023 | 32.81% |
| January 31, 2023 | 32.81% |
| December 31, 2022 | 32.81% |
| November 30, 2022 | 32.81% |
| October 31, 2022 | 32.81% |
| September 30, 2022 | 30.53% |
| August 31, 2022 | 30.42% |
| July 31, 2022 | 30.42% |
| June 30, 2022 | 30.42% |
| May 31, 2022 | 30.08% |
| April 30, 2022 | 30.08% |
| March 31, 2022 | 30.08% |
| February 28, 2022 | 30.08% |
| January 31, 2022 | 30.08% |
| December 31, 2021 | 30.08% |
| November 30, 2021 | 30.08% |
| October 31, 2021 | 30.08% |
| September 30, 2021 | 30.08% |
| August 31, 2021 | 30.08% |
| July 31, 2021 | 30.08% |
| June 30, 2021 | 30.08% |
| May 31, 2021 | 30.08% |
| Date | Value |
|---|---|
| April 30, 2021 | 30.08% |
| March 31, 2021 | 30.08% |
| February 28, 2021 | 30.08% |
| January 31, 2021 | 30.08% |
| December 31, 2020 | 30.08% |
| November 30, 2020 | 30.08% |
| October 31, 2020 | 30.08% |
| September 30, 2020 | 30.08% |
| August 31, 2020 | 30.08% |
| July 31, 2020 | 30.08% |
| June 30, 2020 | 30.08% |
| May 31, 2020 | 30.08% |
| April 30, 2020 | 30.08% |
| March 31, 2020 | 30.08% |
| February 29, 2020 | 17.50% |
| January 31, 2020 | 17.50% |
| December 31, 2019 | 17.50% |
| November 30, 2019 | 17.50% |
| October 31, 2019 | 17.50% |
| September 30, 2019 | 17.50% |
| August 31, 2019 | 17.50% |
| July 31, 2019 | 17.50% |
| June 30, 2019 | 17.50% |
| May 31, 2019 | 17.50% |
| April 30, 2019 | 17.50% |
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
17.50%
Minimum
Jan 2019
32.81%
Maximum
Oct 2022
26.61%
Average
30.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1501 |
| Beta (5Y) | 1.753 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.1501 |
| Beta (vs YCharts Benchmark) (5Y) | 1.753 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.62% |
| Historical Sharpe Ratio (5Y) | 0.0831 |
| Historical Sortino (5Y) | 0.1086 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.35% |