Eaton Vance Tax-Mgd Glbl Div Eq Inc (EXG)

8.32 -0.02 (-0.24%) USD  |  NYSE  |  Dec 26, 16:00
8.32 0.00 (0.00%) After-Hours: 20:00
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EXG Max Drawdown (5Y): 45.30% 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 Tax-mangd Glo Buy-write Oppo 47.91%
First Trust BuyWrite Income ETF 32.65%
Global X S&P 500 Covered Call ETF 33.44%
Eaton Vance Tax-Managed Buy-Write Opp 42.31%
Nuveen NASDAQ 100 Dynamic Overwrite Fund 35.78%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.054
Beta (5Y) 1.085
Alpha (vs YCharts Benchmark) (5Y) -4.196
Beta (vs YCharts Benchmark) (5Y) 0.6897
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.71%
Historical Sharpe Ratio (5Y) 0.2836
Historical Sortino (5Y) 0.2827
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.07%