Eaton Vance Tax-advtgd Global Divid Oppo (ETO)
24.00
-0.19
(-0.79%)
USD |
NYSE |
May 01, 10:49
ETO Max Drawdown (5Y): 51.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 51.93% |
March 31, 2024 | 51.93% |
February 29, 2024 | 51.93% |
January 31, 2024 | 51.93% |
December 31, 2023 | 51.93% |
November 30, 2023 | 51.93% |
October 31, 2023 | 51.93% |
September 30, 2023 | 51.93% |
August 31, 2023 | 51.93% |
July 31, 2023 | 51.93% |
June 30, 2023 | 51.93% |
May 31, 2023 | 51.93% |
April 30, 2023 | 51.93% |
March 31, 2023 | 51.93% |
February 28, 2023 | 51.93% |
January 31, 2023 | 51.93% |
December 31, 2022 | 51.93% |
November 30, 2022 | 51.93% |
October 31, 2022 | 51.93% |
September 30, 2022 | 51.93% |
August 31, 2022 | 51.93% |
July 31, 2022 | 51.93% |
June 30, 2022 | 51.93% |
May 31, 2022 | 51.93% |
April 30, 2022 | 51.93% |
Date | Value |
---|---|
March 31, 2022 | 51.93% |
February 28, 2022 | 51.93% |
January 31, 2022 | 51.93% |
December 31, 2021 | 51.93% |
November 30, 2021 | 51.93% |
October 31, 2021 | 51.93% |
September 30, 2021 | 51.93% |
August 31, 2021 | 51.93% |
July 31, 2021 | 51.93% |
June 30, 2021 | 51.93% |
May 31, 2021 | 51.93% |
April 30, 2021 | 51.93% |
March 31, 2021 | 51.93% |
February 28, 2021 | 51.93% |
January 31, 2021 | 51.93% |
December 31, 2020 | 51.93% |
November 30, 2020 | 51.93% |
October 31, 2020 | 51.93% |
September 30, 2020 | 51.93% |
August 31, 2020 | 51.93% |
July 31, 2020 | 51.93% |
June 30, 2020 | 51.93% |
May 31, 2020 | 51.93% |
April 30, 2020 | 51.93% |
March 31, 2020 | 51.93% |
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
29.75%
Minimum
May 2019
51.93%
Maximum
Mar 2020
48.23%
Average
51.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.25 |
Beta (5Y) | 1.437 |
Alpha (vs YCharts Benchmark) (5Y) | -10.25 |
Beta (vs YCharts Benchmark) (5Y) | 1.437 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.50% |
Historical Sharpe Ratio (5Y) | 0.1954 |
Historical Sortino (5Y) | 0.2198 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.40% |