Eaton Vance Municipal Income Trust (EVN)
9.85
+0.04
(+0.41%)
USD |
NYSE |
Apr 26, 14:55
EVN Max Drawdown (5Y): 32.80% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 32.80% |
| February 29, 2024 | 32.80% |
| January 31, 2024 | 32.80% |
| December 31, 2023 | 32.80% |
| November 30, 2023 | 32.80% |
| October 31, 2023 | 32.80% |
| September 30, 2023 | 31.47% |
| August 31, 2023 | 30.89% |
| July 31, 2023 | 30.89% |
| June 30, 2023 | 30.89% |
| May 31, 2023 | 30.89% |
| April 30, 2023 | 30.89% |
| March 31, 2023 | 30.89% |
| February 28, 2023 | 30.89% |
| January 31, 2023 | 30.89% |
| December 31, 2022 | 30.89% |
| November 30, 2022 | 30.89% |
| October 31, 2022 | 30.89% |
| September 30, 2022 | 28.40% |
| August 31, 2022 | 27.63% |
| July 31, 2022 | 27.63% |
| June 30, 2022 | 27.63% |
| May 31, 2022 | 27.63% |
| April 30, 2022 | 27.63% |
| March 31, 2022 | 27.63% |
| Date | Value |
|---|---|
| February 28, 2022 | 27.63% |
| January 31, 2022 | 27.63% |
| December 31, 2021 | 27.63% |
| November 30, 2021 | 27.63% |
| October 31, 2021 | 27.63% |
| September 30, 2021 | 27.63% |
| August 31, 2021 | 27.63% |
| July 31, 2021 | 27.63% |
| June 30, 2021 | 27.63% |
| May 31, 2021 | 27.63% |
| April 30, 2021 | 27.63% |
| March 31, 2021 | 27.63% |
| February 28, 2021 | 27.63% |
| January 31, 2021 | 27.63% |
| December 31, 2020 | 27.63% |
| November 30, 2020 | 27.63% |
| October 31, 2020 | 27.63% |
| September 30, 2020 | 27.63% |
| August 31, 2020 | 27.63% |
| July 31, 2020 | 27.63% |
| June 30, 2020 | 27.63% |
| May 31, 2020 | 27.63% |
| April 30, 2020 | 27.63% |
| March 31, 2020 | 27.63% |
| February 29, 2020 | 18.58% |
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
18.58%
Minimum
Apr 2019
32.80%
Maximum
Oct 2023
27.16%
Average
27.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0618 |
| Beta (5Y) | 2.028 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0618 |
| Beta (vs YCharts Benchmark) (5Y) | 2.028 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.82% |
| Historical Sharpe Ratio (5Y) | -0.0556 |
| Historical Sortino (5Y) | -0.0648 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.22% |