Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EADDX (EATON VANCE MULTI-STRATEGY ABSOLUTE RETURN FUND EATON VANCE MULTI-STRATEGY ABSOLUTE RETURN FUND CLASS A) | NA | -0.77% | 1.26% | 1.15% | 3.73% | NA | NA | … | … |
Data as of 10/22/2018, Common starting date is 02/04/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EADDX (EATON VANCE MULTI-STRATEGY ABSOLUTE RETURN FUND EATON VANCE MULTI-STRATEGY ABSOLUTE RETURN FUND CLASS A) | 02/04/2005 | 10/22/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.06 | -0.77 | 1.26 | 1.15 | 3.73 | NA | NA | … | … | -1.00 | 1.88 | 3.04 | 0.50 | 1.23 | -1.18 | 2.36 | 0.41 | 7.19 | 33.16 | -19.40 | 3.82 | 7.07 | 2.37 |
| Sharpe Ratio | NA | -1.75 | 0.53 | 0.59 | 1.58 | NA | NA | … | … | -2.15 | 1.32 | 2.09 | 0.28 | 0.96 | -0.96 | 1.64 | 0.19 | 3.61 | 8.18 | -3.51 | 0.31 | 1.72 | 0.19 |
| Standard Deviation(%) | NA | 1.12 | 1.19 | 1.31 | 2.22 | NA | NA | … | … | 1.16 | 0.95 | 1.35 | 1.69 | 1.27 | 1.26 | 1.41 | 2.01 | 1.97 | 4.04 | 5.76 | 2.57 | 2.20 | 2.12 |
| Draw Down(%) | NA | 1.32 | 1.32 | 1.92 | 8.78 | NA | NA | … | … | 1.32 | 0.27 | 0.69 | 1.92 | 1.44 | 2.91 | 0.66 | 2.36 | 1.42 | 2.82 | 22.13 | 2.32 | 0.82 | 1.78 |
| Yield(%) | 0.06 | 2.80 | 1.77 | 1.93 | 3.14 | 3.10 | 2.32 | … | … | 1.90 | 1.75 | 1.27 | 1.89 | 2.37 | 2.36 | 2.55 | 1.94 | 3.61 | 7.51 | 6.40 | 6.59 | 6.53 | 4.71 |
Data as of 10/22/2018, Common starting date is 02/04/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EADDX (EATON VANCE MULTI-STRATEGY ABSOLUTE RETURN FUND EATON VANCE MULTI-STRATEGY ABSOLUTE RETURN FUND CLASS A) |
-3.60%
Dec 2005 – Dec 2008 |
0.55%
Jan 2011 – Jan 2016 |
2.21%
Oct 2007 – Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EADDX (EATON VANCE MULTI-STRATEGY ABSOLUTE RETURN FUND EATON VANCE MULTI-STRATEGY ABSOLUTE RETURN FUND CLASS A) |
12.95%
Nov 2008 – Nov 2011 |
7.72%
Nov 2008 – Nov 2013 |
3.31%
Apr 2005 – Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart