Eaton Vance Tax-Managed Buy-Write Income Fund (ETB)

15.20 +0.10 (+0.66%) USD  |  NYSE  |  Dec 26, 16:00
15.22 +0.02 (+0.13%) After-Hours: 20:00
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ETB Max Drawdown (5Y): 45.03% 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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First Trust Enhanced Equity Income Fund 44.35%
Nuveen S&P 500 Dynamic Overwrite Fund 43.80%
Goldman Sachs S&P 500 Core Premium Income ETF --
Natixis Gateway Quality Income ETF --
ProShares S&P 500 High Income ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.777
Beta (5Y) 0.9643
Alpha (vs YCharts Benchmark) (5Y) -3.490
Beta (vs YCharts Benchmark) (5Y) 0.5573
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.11%
Historical Sharpe Ratio (5Y) 0.2417
Historical Sortino (5Y) 0.2466
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.79%