Eaton Vance Tax-Managed Growth Fund 1.1 C (ECTGX)
100.91
+1.55
(+1.56%)
USD |
May 02 2025
ECTGX Max Drawdown (5Y): 26.48% for April 30, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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Historical Data
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
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Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.9277 |
Beta (5Y) | 1.012 |
Alpha (vs YCharts Benchmark) (5Y) | -0.9277 |
Beta (vs YCharts Benchmark) (5Y) | 1.012 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.36% |
Historical Sharpe Ratio (5Y) | 0.7919 |
Historical Sortino (5Y) | 1.140 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.49% |
Max Drawdown (5Y) Excel Add-In Codes
Metric Code: max_drawdown_5y |
Latest Data Point: =YCP("M:ECTGX", "max_drawdown_5y") |
Last 5 Data Points: =YCS("M:ECTGX", "max_drawdown_5y", -4) |
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |