Eaton Vance Short Duration Diversified Income Fund (EVG)

10.98 +0.13 (+1.20%) USD  |  NYSE  |  Jan 08, 16:00
10.96 -0.02 (-0.18%) Pre-Market: 20:00
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EVG Max Drawdown (5Y): 32.75% for Dec. 31, 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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John Hancock Investors Trust 42.94%
Nuveen Mortgage And Income Fund 35.17%
PIMCO Income Strategy Fund 48.39%
Allspring Multi-Sector Income Fund 41.87%
Doubleline Opportunistic Credit Fund 26.44%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.105
Beta (5Y) 0.6648
Alpha (vs YCharts Benchmark) (5Y) 5.058
Beta (vs YCharts Benchmark) (5Y) 0.6345
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 15.23%
Historical Sharpe Ratio (5Y) 0.148
Historical Sortino (5Y) 0.1456
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.20%