Performance analysis of ETJ (Eaton Vance Risk-Managed Diversified Equity Income Fund)
Annual Return
Over the past 3 years, ETJ has had an average annual return of +11.73%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, ETJ has had an average annual return of +3.48%, underperforming the benchmark SPY, which returned +14% annual.
Over the past 10 years, ETJ has had an average annual return of +8.31%, underperforming the benchmark SPY, which returned +15.53% annual.
Since Jul 27, 2007, ETJ has had an average annual return of +5.44%, underperforming the benchmark SPY, which returned +11.20% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +0.10% | +3.48% | +29.51% | +14.15% | -22.72% | +11.96% | +22.42% | +26.80% | -7.04% | +18.93% | -0.76% | +5.90% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | ||||
| +4.24% | +19.54% | +11.36% | -12.61% | -10.63% | +2.88% | +6.31% | -4.18% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.65% | -0.72% | -6.12% | +5.08% | +0.91% | -0.35% | +0.10% | ||||||
| 2025 | -0.26% | -2.23% | -4.76% | +1.51% | +4.64% | +2.90% | -0.05% | +0.96% | +0.72% | +0.28% | -0.27% | +0.30% | +3.48% |
| 2024 | +2.40% | +5.25% | +0.93% | -1.02% | +4.94% | +3.58% | +3.02% | +1.62% | +2.38% | +0.49% | +3.12% | -0.37% | +29.51% |
| 2023 | +4.77% | +0.62% | +2.83% | +0.11% | -0.67% | +6.26% | +1.31% | -1.83% | -3.99% | -2.65% | +8.19% | -0.90% | +14.15% |
| 2022 | -3.48% | -2.49% | +0.47% | -5.33% | -0.98% | -7.18% | +14.16% | -1.85% | -9.72% | +1.29% | +2.75% | -10.77% | -22.72% |
| 2021 | +1.01% | +2.07% | +3% | +2.10% | +2.63% | +4.10% | -0.04% | -2.85% | -2.50% | +7.74% | -5.04% | -0.22% | +11.96% |
| 2020 | +1.98% | -8.08% | -2.30% | +9.33% | +3.95% | +3.61% | +4.15% | +4.72% | -6.10% | -1.01% | +7.82% | +3.84% | +22.42% |
| 2019 | +7.73% | +4% | +3.66% | +3.77% | -2.06% | +3.11% | +1.77% | -1.41% | +0.38% | +1.91% | +0.70% | +0.81% | +26.80% |
| 2018 | -2.47% | -1.34% | -0.60% | +3.41% | +1.91% | +1.98% | +4.73% | +1.70% | +1.27% | -6.90% | +2.70% | -12.33% | -7.04% |
| 2017 | +6.53% | +1.93% | -4.03% | +3.28% | +0.82% | +1.58% | +1.34% | +0.07% | +1.67% | -1.85% | +0.83% | +5.74% | +18.93% |
Drawdown analysis of ETJ (Eaton Vance Risk-Managed Diversified Equity Income Fund)
The maximum drawdown for the ETJ was -32.81%, occurring on Mar 18, 2020. Recovery took 53 trading sessions.
The current ETJ drawdown is -1.85%.
Since Jul 27, 2007 ETJ has experienced the following drawdowns:
- 30% or more: 3 times
- 20% or more: 4 times
- 10% or more: 9 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.81% | Feb 19, 2020 | 20 | Mar 18, 2020 | 53 | Jun 3, 2020 | 73 |
| -31.33% | Apr 22, 2010 | 327 | Aug 8, 2011 | 612 | Jan 14, 2014 | 939 |
| -30.40% | Jul 31, 2008 | 49 | Oct 9, 2008 | 195 | Jul 21, 2009 | 244 |
| -28.53% | Nov 12, 2021 | 282 | Dec 28, 2022 | 410 | Aug 16, 2024 | 692 |
| -19.65% | Oct 1, 2018 | 58 | Dec 24, 2018 | 78 | Apr 17, 2019 | 136 |
| -15.45% | Dec 26, 2024 | 67 | Apr 4, 2025 | 58 | Jun 30, 2025 | 125 |
| -15.30% | Jul 27, 2007 | 84 | Nov 26, 2007 | 103 | Apr 24, 2008 | 187 |
| -12.54% | Jun 18, 2015 | 162 | Feb 9, 2016 | 104 | Jul 8, 2016 | 266 |
| -10.41% | Feb 2, 2026 | 38 | Mar 27, 2026 | Ongoing | Ongoing | Ongoing |
| -9.85% | Aug 22, 2016 | 59 | Nov 14, 2016 | 48 | Jan 25, 2017 | 107 |
| -8.46% | Jan 12, 2018 | 15 | Feb 5, 2018 | 82 | Jun 4, 2018 | 97 |
| -8.25% | Nov 28, 2014 | 42 | Jan 30, 2015 | 96 | Jun 18, 2015 | 138 |
| -8.19% | Sep 18, 2014 | 19 | Oct 15, 2014 | 31 | Nov 28, 2014 | 50 |
| -7.97% | Sep 1, 2020 | 40 | Oct 28, 2020 | 12 | Nov 13, 2020 | 52 |
| -6.75% | Sep 18, 2009 | 39 | Nov 12, 2009 | 38 | Jan 8, 2010 | 77 |
| -6.73% | Jul 21, 2021 | 33 | Sep 7, 2021 | 33 | Oct 22, 2021 | 66 |
| -5.20% | Feb 23, 2017 | 11 | Mar 10, 2017 | 61 | Jun 7, 2017 | 72 |
| -4.97% | Jan 20, 2010 | 11 | Feb 4, 2010 | 33 | Mar 24, 2010 | 44 |
| -4.96% | Jul 2, 2008 | 8 | Jul 15, 2008 | 12 | Jul 31, 2008 | 20 |
| -4.30% | Jan 22, 2014 | 8 | Feb 3, 2014 | 22 | Mar 6, 2014 | 30 |
| -4.25% | Sep 15, 2025 | 48 | Nov 20, 2025 | 26 | Dec 30, 2025 | 74 |
| -4.11% | Jul 30, 2014 | 4 | Aug 5, 2014 | 10 | Aug 19, 2014 | 14 |
| -3.95% | May 6, 2019 | 19 | Jun 3, 2019 | 10 | Jun 17, 2019 | 29 |
| -3.90% | Jul 10, 2019 | 25 | Aug 14, 2019 | 55 | Oct 31, 2019 | 80 |
| -3.74% | Jul 21, 2009 | 24 | Aug 24, 2009 | 12 | Sep 10, 2009 | 36 |