EATON VANCE TAX ADVANTAGED DIVIDEND INCOME FUND (EVT)

23.93 -0.02 (-0.08%) USD  |  NYSE  |  Jan 07, 16:00
23.92 0.00 (0.00%) Pre-Market: 20:00
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EVT Max Drawdown (5Y): 52.00% for Dec. 31, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Tri-Continental Corp 38.60%
Fidelity Enhanced Large Cap Value ETF 36.88%
SRH Total Return Fund, Inc. 34.91%
iShares Russell Top 200 Value ETF 35.76%
Gabelli Dividend & Income Trust 53.05%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.58
Beta (5Y) 1.248
Alpha (vs YCharts Benchmark) (5Y) -10.58
Beta (vs YCharts Benchmark) (5Y) 1.248
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.65%
Historical Sharpe Ratio (5Y) 0.1685
Historical Sortino (5Y) 0.18
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.71%