Allspring Utilities and High Income Fund (ERH)
11.09
+0.03
(+0.31%)
USD |
NYAM |
Nov 25, 16:00
11.50
+0.41
(+3.73%)
After-Hours: 20:00
ERH Max Drawdown (5Y): 46.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.06% |
| September 30, 2024 | 46.06% |
| August 31, 2024 | 46.06% |
| July 31, 2024 | 46.06% |
| June 30, 2024 | 46.06% |
| May 31, 2024 | 46.06% |
| April 30, 2024 | 46.06% |
| March 31, 2024 | 46.06% |
| February 29, 2024 | 46.06% |
| January 31, 2024 | 46.06% |
| December 31, 2023 | 46.06% |
| November 30, 2023 | 46.06% |
| October 31, 2023 | 46.06% |
| September 30, 2023 | 46.06% |
| August 31, 2023 | 46.06% |
| July 31, 2023 | 46.06% |
| June 30, 2023 | 46.06% |
| May 31, 2023 | 46.06% |
| April 30, 2023 | 46.06% |
| March 31, 2023 | 46.06% |
| February 28, 2023 | 46.06% |
| January 31, 2023 | 46.06% |
| December 31, 2022 | 46.06% |
| November 30, 2022 | 46.06% |
| October 31, 2022 | 46.06% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.06% |
| August 31, 2022 | 46.06% |
| July 31, 2022 | 46.06% |
| June 30, 2022 | 46.06% |
| May 31, 2022 | 46.06% |
| April 30, 2022 | 46.06% |
| March 31, 2022 | 46.06% |
| February 28, 2022 | 46.06% |
| January 31, 2022 | 46.06% |
| December 31, 2021 | 46.06% |
| November 30, 2021 | 46.06% |
| October 31, 2021 | 46.06% |
| September 30, 2021 | 46.06% |
| August 31, 2021 | 46.06% |
| July 31, 2021 | 46.06% |
| June 30, 2021 | 46.06% |
| May 31, 2021 | 46.06% |
| April 30, 2021 | 46.06% |
| March 31, 2021 | 46.06% |
| February 28, 2021 | 46.06% |
| January 31, 2021 | 46.06% |
| December 31, 2020 | 46.06% |
| November 30, 2020 | 46.06% |
| October 31, 2020 | 46.06% |
| September 30, 2020 | 46.06% |
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
19.73%
Minimum
Nov 2019
46.06%
Maximum
Mar 2020
44.34%
Average
46.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Gabelli Utility Trust | 42.09% |
| Reaves Utility Income Fund | 47.96% |
| DNP Select Income Fund Inc | 39.54% |
| John Hancock Tax-advantaged Div Inc Fd | 56.55% |
| First Trust Utilities AlphaDEX® ETF | 34.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.642 |
| Beta (5Y) | 0.9082 |
| Alpha (vs YCharts Benchmark) (5Y) | -4.730 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8734 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.56% |
| Historical Sharpe Ratio (5Y) | 0.0055 |
| Historical Sortino (5Y) | 0.006 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.85% |