Eaton Vance Worldwide Health Sci C (ECHSX)
13.49
0.00 (0.00%)
USD |
Aug 08 2022
ECHSX Max Drawdown (5Y): 27.51% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 27.51% |
| June 30, 2022 | 27.51% |
| May 31, 2022 | 27.51% |
| April 30, 2022 | 27.51% |
| March 31, 2022 | 27.51% |
| February 28, 2022 | 27.51% |
| January 31, 2022 | 27.51% |
| December 31, 2021 | 27.51% |
| November 30, 2021 | 27.51% |
| October 31, 2021 | 27.51% |
| September 30, 2021 | 27.51% |
| August 31, 2021 | 27.51% |
| July 31, 2021 | 27.51% |
| June 30, 2021 | 27.51% |
| May 31, 2021 | 27.51% |
| April 30, 2021 | 27.51% |
| March 31, 2021 | 27.51% |
| February 28, 2021 | 27.51% |
| January 31, 2021 | 27.51% |
| December 31, 2020 | 27.51% |
| November 30, 2020 | 27.51% |
| October 31, 2020 | 27.51% |
| September 30, 2020 | 27.51% |
| August 31, 2020 | 27.51% |
| July 31, 2020 | 27.51% |
| Date | Value |
|---|---|
| June 30, 2020 | 27.51% |
| May 31, 2020 | 27.51% |
| April 30, 2020 | 27.51% |
| March 31, 2020 | 27.51% |
| February 29, 2020 | 25.03% |
| January 31, 2020 | 25.03% |
| December 31, 2019 | 25.03% |
| November 30, 2019 | 25.03% |
| October 31, 2019 | 25.03% |
| September 30, 2019 | 25.03% |
| August 31, 2019 | 25.03% |
| July 31, 2019 | 25.03% |
| June 30, 2019 | 25.03% |
| May 31, 2019 | 25.03% |
| April 30, 2019 | 25.03% |
| March 31, 2019 | 25.03% |
| February 28, 2019 | 25.03% |
| January 31, 2019 | 25.03% |
| December 31, 2018 | 25.03% |
| November 30, 2018 | 25.03% |
| October 31, 2018 | 25.03% |
| September 30, 2018 | 25.03% |
| August 31, 2018 | 25.03% |
| July 31, 2018 | 25.03% |
| June 30, 2018 | 25.03% |
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
25.03%
Minimum
Aug 2017
27.51%
Maximum
Mar 2020
26.23%
Average
25.03%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| PGIM Jennison Health Sciences C | 31.68% |
| Invesco Health Care C | 29.39% |
| Putnam Global Health Care C | 25.58% |
| Hartford Healthcare C | 28.57% |
| Lord Abbett Health Care C | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.824 |
| Beta (5Y) | 0.7109 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.31% |
| Historical Sharpe Ratio (5Y) | 0.6464 |
| Historical Sortino (5Y) | 0.8456 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.53% |