Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EAFIX (Eaton Vance Insured Municipals A) | NA | 5.03% | 2.11% | 2.54% | NA | NA | NA | … | … |
Data as of 12/10/2010, Common starting date is 01/08/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EAFIX (Eaton Vance Insured Municipals A) | 01/08/2003 | 12/10/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.03 | 2.11 | 2.54 | NA | NA | NA | … | … | 4.77 | 22.34 | -17.17 | -0.35 | 6.28 | 3.69 | 1.73 | 6.21 |
| Sharpe Ratio | NA | 2.67 | 0.21 | 0.16 | NA | NA | NA | … | … | 2.67 | 4.14 | -1.41 | -1.08 | 1.32 | 0.70 | 0.23 | 1.47 |
| Standard Deviation(%) | NA | 1.86 | 8.15 | 6.56 | NA | NA | NA | … | … | 1.86 | 5.37 | 12.75 | 3.14 | 2.26 | 2.18 | 3.39 | 3.85 |
| Draw Down(%) | NA | 1.29 | 25.39 | 25.39 | NA | NA | NA | … | … | 1.29 | 5.60 | 25.39 | 4.84 | 1.78 | 1.85 | 5.88 | 5.56 |
| Yield(%) | 0.00 | 3.26 | 3.78 | 3.94 | 3.22 | 2.15 | 1.61 | … | … | 2.92 | 4.95 | 4.36 | 4.13 | 4.34 | 4.41 | 4.23 | 4.82 |
Data as of 12/10/2010, Common starting date is 01/08/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EAFIX (Eaton Vance Insured Municipals A) |
-4.27%
Dec 2005 – Dec 2008 |
-1.54%
Dec 2003 – Dec 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EAFIX (Eaton Vance Insured Municipals A) |
4.94%
May 2004 – May 2007 |
2.98%
Sep 2004 – Sep 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart