Eaton Vance Tx-Mgd Small-Cap C (ECMGX)
22.27
+0.34 (+1.55%)
USD |
Aug 12 2022
ECMGX Max Drawdown (5Y): 37.07% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 37.07% |
| June 30, 2022 | 37.07% |
| May 31, 2022 | 37.07% |
| April 30, 2022 | 37.07% |
| March 31, 2022 | 37.07% |
| February 28, 2022 | 37.07% |
| January 31, 2022 | 37.07% |
| December 31, 2021 | 37.07% |
| November 30, 2021 | 37.07% |
| October 31, 2021 | 37.07% |
| September 30, 2021 | 37.07% |
| August 31, 2021 | 37.07% |
| July 31, 2021 | 37.07% |
| June 30, 2021 | 37.07% |
| May 31, 2021 | 37.07% |
| April 30, 2021 | 37.07% |
| March 31, 2021 | 37.07% |
| February 28, 2021 | 37.07% |
| January 31, 2021 | 37.07% |
| December 31, 2020 | 37.07% |
| November 30, 2020 | 37.07% |
| October 31, 2020 | 37.07% |
| September 30, 2020 | 37.07% |
| August 31, 2020 | 37.07% |
| July 31, 2020 | 37.07% |
| Date | Value |
|---|---|
| June 30, 2020 | 37.07% |
| May 31, 2020 | 37.07% |
| April 30, 2020 | 37.07% |
| March 31, 2020 | 37.07% |
| February 29, 2020 | 24.03% |
| January 31, 2020 | 24.03% |
| December 31, 2019 | 24.03% |
| November 30, 2019 | 24.03% |
| October 31, 2019 | 24.03% |
| September 30, 2019 | 24.03% |
| August 31, 2019 | 24.03% |
| July 31, 2019 | 24.03% |
| June 30, 2019 | 24.03% |
| May 31, 2019 | 24.03% |
| April 30, 2019 | 24.03% |
| March 31, 2019 | 24.03% |
| February 28, 2019 | 24.03% |
| January 31, 2019 | 24.03% |
| December 31, 2018 | 24.03% |
| November 30, 2018 | 24.03% |
| October 31, 2018 | 24.03% |
| September 30, 2018 | 24.03% |
| August 31, 2018 | 24.03% |
| July 31, 2018 | 24.03% |
| June 30, 2018 | 24.03% |
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
24.03%
Minimum
Aug 2017
37.07%
Maximum
Mar 2020
30.34%
Average
24.03%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| Eaton Vance Small-Cap C | 36.63% |
| Carillon Scout Small Cap C | 41.16% |
| Saratoga Small Capitalization C | 44.45% |
| Rydex S&P SmallCap 600 Pure Growth C | 54.87% |
| JPMorgan Small Cap Blend C | 38.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.911 |
| Beta (5Y) | 0.9545 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.18% |
| Historical Sharpe Ratio (5Y) | 0.4561 |
| Historical Sortino (5Y) | 0.4766 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.54% |