Eaton Vance Tax-Managed Buy-Write Opp (ETV)
14.15
-0.02
(-0.14%)
USD |
NYSE |
Nov 15, 16:00
14.14
0.00 (0.00%)
After-Hours: 20:00
ETV Max Drawdown (5Y): 42.31% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.31% |
| September 30, 2024 | 42.31% |
| August 31, 2024 | 42.31% |
| July 31, 2024 | 42.31% |
| June 30, 2024 | 42.31% |
| May 31, 2024 | 42.31% |
| April 30, 2024 | 42.31% |
| March 31, 2024 | 42.31% |
| February 29, 2024 | 42.31% |
| January 31, 2024 | 42.31% |
| December 31, 2023 | 42.31% |
| November 30, 2023 | 42.31% |
| October 31, 2023 | 42.31% |
| September 30, 2023 | 42.31% |
| August 31, 2023 | 42.31% |
| July 31, 2023 | 42.31% |
| June 30, 2023 | 42.31% |
| May 31, 2023 | 42.31% |
| April 30, 2023 | 42.31% |
| March 31, 2023 | 42.31% |
| February 28, 2023 | 42.31% |
| January 31, 2023 | 42.31% |
| December 31, 2022 | 42.31% |
| November 30, 2022 | 42.31% |
| October 31, 2022 | 42.31% |
| Date | Value |
|---|---|
| September 30, 2022 | 42.31% |
| August 31, 2022 | 42.31% |
| July 31, 2022 | 42.31% |
| June 30, 2022 | 42.31% |
| May 31, 2022 | 42.31% |
| April 30, 2022 | 42.31% |
| March 31, 2022 | 42.31% |
| February 28, 2022 | 42.31% |
| January 31, 2022 | 42.31% |
| December 31, 2021 | 42.31% |
| November 30, 2021 | 42.31% |
| October 31, 2021 | 42.31% |
| September 30, 2021 | 42.31% |
| August 31, 2021 | 42.31% |
| July 31, 2021 | 42.31% |
| June 30, 2021 | 42.31% |
| May 31, 2021 | 42.31% |
| April 30, 2021 | 42.31% |
| March 31, 2021 | 42.31% |
| February 28, 2021 | 42.31% |
| January 31, 2021 | 42.31% |
| December 31, 2020 | 42.31% |
| November 30, 2020 | 42.31% |
| October 31, 2020 | 42.31% |
| September 30, 2020 | 42.31% |
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
21.35%
Minimum
Nov 2019
42.31%
Maximum
Mar 2020
40.92%
Average
42.31%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.756 |
| Beta (5Y) | 0.872 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.009 |
| Beta (vs YCharts Benchmark) (5Y) | 0.5258 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.92% |
| Historical Sharpe Ratio (5Y) | 0.2629 |
| Historical Sortino (5Y) | 0.3055 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.32% |