Eaton Vance Tax-mgd Dvsf Eq Inc Fd (ETY)

15.04 -0.18 (-1.18%) USD  |  NYSE  |  Dec 27, 16:00
15.04 0.00 (0.00%) After-Hours: 20:00
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ETY Max Drawdown (5Y): 42.40% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Eaton Vance Enhanced Equity Income Fund II 41.12%
Global X NASDAQ 100 Covered Call ETF 24.74%
JPMorgan Nasdaq Equity Premium Income ETF --
Eaton Vance Enhanced Equity Income Fund 39.98%
First Trust Nasdaq BuyWrite Income ETF 18.58%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.082
Beta (5Y) 1.052
Alpha (vs YCharts Benchmark) (5Y) 1.124
Beta (vs YCharts Benchmark) (5Y) 0.6388
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.68%
Historical Sharpe Ratio (5Y) 0.506
Historical Sortino (5Y) 0.5027
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.10%