Eaton Vance Stock A (EAERX)
20.33
-0.08 (-0.39%)
USD |
May 16 2022
EAERX Max Drawdown (5Y): 33.83% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 33.83% |
| March 31, 2022 | 33.83% |
| February 28, 2022 | 33.83% |
| January 31, 2022 | 33.83% |
| December 31, 2021 | 33.83% |
| November 30, 2021 | 33.83% |
| October 31, 2021 | 33.83% |
| September 30, 2021 | 33.83% |
| August 31, 2021 | 33.83% |
| July 31, 2021 | 33.83% |
| June 30, 2021 | 33.83% |
| May 31, 2021 | 33.83% |
| April 30, 2021 | 33.83% |
| March 31, 2021 | 33.83% |
| February 28, 2021 | 33.83% |
| January 31, 2021 | 33.83% |
| December 31, 2020 | 33.83% |
| November 30, 2020 | 33.83% |
| October 31, 2020 | 33.83% |
| September 30, 2020 | 33.83% |
| August 31, 2020 | 33.83% |
| July 31, 2020 | 33.83% |
| June 30, 2020 | 33.83% |
| May 31, 2020 | 33.83% |
| April 30, 2020 | 33.83% |
| Date | Value |
|---|---|
| March 31, 2020 | 33.83% |
| February 29, 2020 | 19.68% |
| January 31, 2020 | 19.68% |
| December 31, 2019 | 19.68% |
| November 30, 2019 | 19.68% |
| October 31, 2019 | 19.68% |
| September 30, 2019 | 19.68% |
| August 31, 2019 | 19.68% |
| July 31, 2019 | 19.68% |
| June 30, 2019 | 19.68% |
| May 31, 2019 | 19.68% |
| April 30, 2019 | 19.68% |
| March 31, 2019 | 19.68% |
| February 28, 2019 | 19.68% |
| January 31, 2019 | 19.68% |
| December 31, 2018 | 19.68% |
| November 30, 2018 | 13.31% |
| October 31, 2018 | 13.31% |
| September 30, 2018 | 13.31% |
| August 31, 2018 | 13.31% |
| July 31, 2018 | 13.31% |
| June 30, 2018 | 13.31% |
| May 31, 2018 | 13.31% |
| April 30, 2018 | 13.31% |
| March 31, 2018 | 13.31% |
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
13.31%
Minimum
May 2017
33.83%
Maximum
Mar 2020
23.79%
Average
19.68%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| DWS Equity Sector Strategy Fund Class A | 29.69% |
| MFS Massachusetts Investors Tr 529A | 33.44% |
| Rydex S&P 500 A | 34.05% |
| JPMorgan Equity Focus A | 37.02% |
| MassMutual Equity Opports A | 35.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5072 |
| Beta (5Y) | 0.9757 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.07% |
| Historical Sharpe Ratio (5Y) | 0.7788 |
| Historical Sortino (5Y) | 0.7601 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.50% |