Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ECSEX (EATON VANCE SPECIAL EQUITIES FUND EATON VANCE SPECIAL EQUITIES FUND CLASS C) | NA | 11.15% | 5.75% | 5.71% | 6.26% | 8.33% | 6.71% | … | … |
Data as of 10/19/2023, Common starting date is 02/27/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ECSEX (EATON VANCE SPECIAL EQUITIES FUND EATON VANCE SPECIAL EQUITIES FUND CLASS C) | 02/27/1997 | 10/19/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.15 | 5.75 | 5.71 | 6.26 | 8.33 | 6.71 | … | … | 5.10 | -17.69 | 18.32 | 12.01 | 27.17 | -5.82 | 14.43 | 14.58 | -3.54 | 1.55 | 34.88 | 5.77 | -5.03 | 23.05 | 34.02 | -42.41 | 21.19 | 16.14 | 6.10 | 3.02 | 29.95 | -33.37 | -26.57 | -7.27 | 40.72 | 17.61 | 16.59 |
| Sharpe Ratio | NA | 0.43 | 0.21 | 0.19 | 0.28 | NA | NA | … | … | 0.15 | -0.77 | 1.10 | 0.32 | 2.10 | -0.46 | 1.50 | 0.95 | -0.23 | 0.10 | 2.59 | 0.38 | -0.18 | 1.08 | 1.17 | -0.98 | 1.04 | 0.86 | 0.26 | 0.11 | 1.34 | -1.30 | -0.83 | -0.31 | 2.02 | 0.59 | 0.96 |
| Standard Deviation(%) | NA | 16.54 | 19.47 | 23.07 | 18.95 | NA | NA | … | … | 14.76 | 24.97 | 16.59 | 36.53 | 12.25 | 15.43 | 9.27 | 15.17 | 15.22 | 14.99 | 13.45 | 15.37 | 27.36 | 21.26 | 29.06 | 43.96 | 17.64 | 15.08 | 15.02 | 18.88 | 21.89 | 26.45 | 35.32 | 36.37 | 18.55 | 24.20 | 17.04 |
| Draw Down(%) | NA | 9.56 | 25.19 | 37.55 | 37.55 | NA | NA | … | … | 9.56 | 24.76 | 8.50 | 37.55 | 5.88 | 21.07 | 5.27 | 12.08 | 14.54 | 12.58 | 6.33 | 13.22 | 24.84 | 15.73 | 23.41 | 57.02 | 12.23 | 15.60 | 13.25 | 20.44 | 13.56 | 41.68 | 45.96 | 35.85 | 11.22 | 34.73 | 13.16 |
| Yield(%) | 0.00 | 6.10 | 8.81 | 8.04 | 6.92 | 8.37 | 9.97 | … | … | 0.00 | 4.74 | 16.59 | 3.48 | 6.24 | 9.17 | 8.42 | 8.05 | 10.80 | 0.00 | 0.61 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.16 | 14.20 | 10.13 | 5.67 | 34.90 |
Data as of 10/19/2023, Common starting date is 02/27/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ECSEX (EATON VANCE SPECIAL EQUITIES FUND EATON VANCE SPECIAL EQUITIES FUND CLASS C) |
-28.39%
Mar 2000 – Mar 2003 |
-13.19%
Mar 2000 – Mar 2005 |
-5.02%
Aug 2000 – Aug 2010 |
0.33%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ECSEX (EATON VANCE SPECIAL EQUITIES FUND EATON VANCE SPECIAL EQUITIES FUND CLASS C) |
35.46%
Mar 1997 – Mar 2000 |
20.69%
Feb 2009 – Feb 2014 |
13.56%
Feb 2009 – Feb 2019 |
8.60%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart