EV Tax-Managed Buy-Write Opps (ETV)
13.76
+0.28 (+2.08%)
USD |
NYSE |
Jun 24, 16:00
13.75
-0.01 (-0.07%)
Pre-Market: 20:00
ETV Max Drawdown (5Y): 42.31% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
August 31, 2020 | 42.31% |
July 31, 2020 | 42.31% |
June 30, 2020 | 42.31% |
May 31, 2020 | 42.31% |
Date | Value |
---|---|
April 30, 2020 | 42.31% |
March 31, 2020 | 42.31% |
February 29, 2020 | 21.35% |
January 31, 2020 | 21.35% |
December 31, 2019 | 21.35% |
November 30, 2019 | 21.35% |
October 31, 2019 | 21.35% |
September 30, 2019 | 21.35% |
August 31, 2019 | 21.35% |
July 31, 2019 | 21.35% |
June 30, 2019 | 21.35% |
May 31, 2019 | 21.35% |
April 30, 2019 | 21.35% |
March 31, 2019 | 21.35% |
February 28, 2019 | 21.35% |
January 31, 2019 | 21.35% |
December 31, 2018 | 21.35% |
November 30, 2018 | 13.67% |
October 31, 2018 | 13.67% |
September 30, 2018 | 13.67% |
August 31, 2018 | 13.67% |
July 31, 2018 | 13.67% |
June 30, 2018 | 13.67% |
May 31, 2018 | 13.67% |
April 30, 2018 | 13.67% |
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
13.67%
Minimum
Jun 2017
42.31%
Maximum
Mar 2020
28.48%
Average
21.35%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.294 |
Beta (5Y) | 0.8886 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.89% |
Historical Sharpe Ratio (5Y) | 0.4035 |
Historical Sortino (5Y) | 0.4248 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.43% |