Eaton Vance Tx-Mgd Value I (EITVX)
33.57
+0.39 (+1.18%)
USD |
Jul 01 2022
EITVX Max Drawdown (5Y): 38.63% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 38.63% |
| May 31, 2022 | 38.63% |
| April 30, 2022 | 38.63% |
| March 31, 2022 | 38.63% |
| February 28, 2022 | 38.63% |
| January 31, 2022 | 38.63% |
| December 31, 2021 | 38.63% |
| November 30, 2021 | 38.63% |
| October 31, 2021 | 38.63% |
| September 30, 2021 | 38.63% |
| August 31, 2021 | 38.63% |
| July 31, 2021 | 38.63% |
| June 30, 2021 | 38.63% |
| May 31, 2021 | 38.63% |
| April 30, 2021 | 38.63% |
| March 31, 2021 | 38.63% |
| February 28, 2021 | 38.63% |
| January 31, 2021 | 38.63% |
| December 31, 2020 | 38.63% |
| November 30, 2020 | 38.63% |
| October 31, 2020 | 38.63% |
| September 30, 2020 | 38.63% |
| August 31, 2020 | 38.63% |
| July 31, 2020 | 38.63% |
| June 30, 2020 | 38.63% |
| Date | Value |
|---|---|
| May 31, 2020 | 38.63% |
| April 30, 2020 | 38.63% |
| March 31, 2020 | 38.63% |
| February 29, 2020 | 18.84% |
| January 31, 2020 | 18.84% |
| December 31, 2019 | 18.84% |
| November 30, 2019 | 18.84% |
| October 31, 2019 | 18.84% |
| September 30, 2019 | 18.84% |
| August 31, 2019 | 18.84% |
| July 31, 2019 | 18.84% |
| June 30, 2019 | 18.84% |
| May 31, 2019 | 18.84% |
| April 30, 2019 | 18.84% |
| March 31, 2019 | 18.84% |
| February 28, 2019 | 18.84% |
| January 31, 2019 | 18.84% |
| December 31, 2018 | 18.84% |
| November 30, 2018 | 14.40% |
| October 31, 2018 | 14.40% |
| September 30, 2018 | 14.40% |
| August 31, 2018 | 14.40% |
| July 31, 2018 | 14.40% |
| June 30, 2018 | 14.40% |
| May 31, 2018 | 14.40% |
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
14.40%
Minimum
Jul 2017
38.63%
Maximum
Mar 2020
26.82%
Average
18.84%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Transamerica Large Cap Value I | 42.51% |
| Fidelity Advisor® Large Cap I | 37.51% |
| Praxis Value Index I | 36.01% |
| Fidelity Advisor® Dividend Growth I | 41.35% |
| Artisan Value Institutional | 38.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.566 |
| Beta (5Y) | 0.9521 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.29% |
| Historical Sharpe Ratio (5Y) | 0.5352 |
| Historical Sortino (5Y) | 0.5044 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.08% |