Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EFL (Eaton Vance Floating-Rate 2022 Target Term Trust) | NA | 115.43% | 102.59% | 52.75% | 43.07% | 32.10% | NA | … | … |
Data as of 03/24/2015, Common starting date is 08/18/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EFL (Eaton Vance Floating-Rate 2022 Target Term Trust) | 08/18/1995 | 03/24/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.45 | 115.43 | 102.59 | 52.75 | 43.07 | 32.10 | NA | … | … | 67.55 | 116.70 | 146.45 | 251.99 | 46.41 | -29.64 | -9.65 | 16.29 | -3.38 | 13.17 | 41.83 | -3.67 | 10.86 | 25.80 | 13.69 | -21.33 | 6.43 | 47.45 | 8.14 |
| Sharpe Ratio | NA | 2.28 | 3.82 | 1.95 | 0.98 | NA | NA | … | … | 17.64 | 2.25 | 4.66 | 0.15 | 3.16 | -0.40 | -0.78 | 0.84 | -0.38 | 0.70 | 2.49 | -0.18 | 0.33 | 0.91 | 0.50 | -0.70 | -2.51 | 2.59 | 1.09 |
| Standard Deviation(%) | NA | 50.72 | 56.54 | 51.01 | 42.82 | NA | NA | … | … | 52.16 | 51.81 | 31.40 | 300.03 | 23.08 | 76.29 | 16.35 | 15.52 | 14.43 | 17.47 | 16.51 | 25.80 | 26.36 | 24.01 | 20.96 | 35.44 | 19.40 | 16.84 | 18.61 |
| Draw Down(%) | NA | 32.06 | 32.06 | 32.06 | 64.71 | NA | NA | … | … | 14.04 | 32.06 | 10.47 | 11.36 | 18.76 | 64.71 | 22.86 | 12.53 | 15.93 | 20.42 | 6.91 | 29.36 | 19.88 | 14.00 | 18.27 | 42.46 | 16.14 | 7.90 | 5.59 |
| Yield(%) | 0.00 | 0.00 | 0.83 | 0.50 | 3.79 | 6.26 | 7.60 | … | … | 0.00 | 0.00 | 2.69 | 0.00 | 4.89 | 7.97 | 6.36 | 9.13 | 4.24 | 6.68 | 10.67 | 9.88 | 11.70 | 14.76 | 14.96 | 11.47 | 12.19 | 12.45 | 5.04 |
Data as of 03/24/2015, Common starting date is 08/18/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EFL (Eaton Vance Floating-Rate 2022 Target Term Trust) |
-12.62%
Feb 2006 – Feb 2009 |
-5.55%
Feb 2004 – Feb 2009 |
4.09%
Feb 1999 – Feb 2009 |
22.72%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EFL (Eaton Vance Floating-Rate 2022 Target Term Trust) |
223.70%
Feb 2012 – Feb 2015 |
83.86%
Feb 2010 – Feb 2015 |
43.02%
Feb 2005 – Feb 2015 |
29.30%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison Chart