PortfoliosLab logo

Eaton Vance Senior Floating-Rate Trust (EFR)

Equity · Currency in USD · Last updated May 21, 2022

Company Info

Trading Data

  • Previous Close$12.12
  • Year Range$11.63 - $14.89
  • EMA (50)$12.81
  • EMA (200)$13.43
  • Average Volume$132.78K
  • Market Capitalization$351.78M

EFRShare Price Chart


Chart placeholderClick Calculate to get results

EFRPerformance

The chart shows the growth of $10,000 invested in Eaton Vance Senior Floating-Rate Trust on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $18,350 for a total return of roughly 83.50%. All prices are adjusted for splits and dividends.


EFR (Eaton Vance Senior Floating-Rate Trust)
Benchmark (^GSPC)

EFRReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-9.34%-12.57%
YTD-18.26%-18.14%
6M-15.24%-16.85%
1Y-6.84%-4.96%
5Y2.78%10.43%
10Y4.35%11.53%

EFRMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

EFRSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Eaton Vance Senior Floating-Rate Trust Sharpe ratio is -0.46. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


EFR (Eaton Vance Senior Floating-Rate Trust)
Benchmark (^GSPC)

EFRDividend History

Eaton Vance Senior Floating-Rate Trust granted a 8.57% dividend yield in the last twelve months, as of May 21, 2022. The annual payout for that period amounted to $1.04 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$1.04$0.83$0.81$0.99$0.93$0.85$0.93$0.94$0.91$1.05$1.07$0.99$1.07

Dividend yield

8.57%5.58%6.97%8.55%9.32%7.89%8.97%11.44%10.78%11.91%12.21%13.42%13.59%

EFRDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


EFR (Eaton Vance Senior Floating-Rate Trust)
Benchmark (^GSPC)

EFRWorst Drawdowns

The table below shows the maximum drawdowns of the Eaton Vance Senior Floating-Rate Trust. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Eaton Vance Senior Floating-Rate Trust is 42.04%, recorded on Mar 23, 2020. It took 177 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.04%Jan 23, 202042Mar 23, 2020177Dec 2, 2020219
-24.19%Mar 2, 2011151Oct 4, 2011235Sep 10, 2012386
-23.02%Apr 25, 2013708Feb 16, 2016160Oct 3, 2016868
-21.87%Nov 17, 2021121May 12, 2022
-15.45%Apr 20, 2018171Dec 21, 2018248Dec 17, 2019419
-14.86%May 4, 201016May 25, 2010116Nov 8, 2010132
-10.12%Feb 4, 201013Feb 23, 201022Mar 25, 201035
-6.73%Apr 6, 20103Apr 8, 201015Apr 29, 201018
-6.7%Oct 5, 201228Nov 15, 20125Nov 23, 201233
-6.27%Mar 20, 2017167Nov 14, 201783Mar 16, 2018250

EFRVolatility Chart

Current Eaton Vance Senior Floating-Rate Trust volatility is 23.93%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


EFR (Eaton Vance Senior Floating-Rate Trust)
Benchmark (^GSPC)

Portfolios with Eaton Vance Senior Floating-Rate Trust


Loading data...

More Tools for Eaton Vance Senior Floating-Rate Trust