Eaton Vance Tx-Mgd Growth 1.0 (CAPEX)
1675.81
+54.46 (+3.36%)
USD |
Jun 24 2022
CAPEX Max Drawdown (5Y): 32.95% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 32.95% |
| April 30, 2022 | 32.95% |
| March 31, 2022 | 32.95% |
| February 28, 2022 | 32.95% |
| January 31, 2022 | 32.95% |
| December 31, 2021 | 32.95% |
| November 30, 2021 | 32.95% |
| October 31, 2021 | 32.95% |
| September 30, 2021 | 32.95% |
| August 31, 2021 | 32.95% |
| July 31, 2021 | 32.95% |
| June 30, 2021 | 32.95% |
| May 31, 2021 | 32.95% |
| April 30, 2021 | 32.95% |
| March 31, 2021 | 32.95% |
| February 28, 2021 | 32.95% |
| January 31, 2021 | 32.95% |
| December 31, 2020 | 32.95% |
| November 30, 2020 | 32.95% |
| October 31, 2020 | 32.95% |
| September 30, 2020 | 32.95% |
| August 31, 2020 | 32.95% |
| July 31, 2020 | 32.95% |
| June 30, 2020 | 32.95% |
| May 31, 2020 | 32.95% |
| Date | Value |
|---|---|
| April 30, 2020 | 32.95% |
| March 31, 2020 | 32.95% |
| February 29, 2020 | 20.03% |
| January 31, 2020 | 20.03% |
| December 31, 2019 | 20.03% |
| November 30, 2019 | 20.03% |
| October 31, 2019 | 20.03% |
| September 30, 2019 | 20.03% |
| August 31, 2019 | 20.03% |
| July 31, 2019 | 20.03% |
| June 30, 2019 | 20.03% |
| May 31, 2019 | 20.03% |
| April 30, 2019 | 20.03% |
| March 31, 2019 | 20.03% |
| February 28, 2019 | 20.03% |
| January 31, 2019 | 20.03% |
| December 31, 2018 | 20.03% |
| November 30, 2018 | 13.73% |
| October 31, 2018 | 13.73% |
| September 30, 2018 | 13.73% |
| August 31, 2018 | 13.73% |
| July 31, 2018 | 13.73% |
| June 30, 2018 | 13.73% |
| May 31, 2018 | 13.73% |
| April 30, 2018 | 13.73% |
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
13.73%
Minimum
Jun 2017
32.95%
Maximum
Mar 2020
23.95%
Average
20.03%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Fidelity® NASDAQ Composite Index® | 30.10% |
| USAA NASDAQ-100 Index | 28.86% |
| Elfun Trusts | 32.44% |
| Fidelity® Contrafund® | 29.39% |
| Fidelity® Disciplined Equity | 32.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.162 |
| Beta (5Y) | 1.040 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.52% |
| Historical Sharpe Ratio (5Y) | 0.7208 |
| Historical Sortino (5Y) | 0.7706 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.04% |