Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EGRIX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADVANTAGE FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADV) | NA | 9.27% | 3.82% | NA | NA | NA | NA | … | … |
Data as of 03/30/2015, Common starting date is 09/02/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EGRIX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADVANTAGE FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADV) | 09/02/2010 | 03/30/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.59 | 9.27 | 3.82 | NA | NA | NA | NA | … | … | 3.02 | 2.68 | -0.82 | 6.88 | -1.44 | 1.08 |
| Sharpe Ratio | NA | 1.77 | 0.96 | NA | NA | NA | NA | … | … | 2.23 | 0.67 | -0.29 | 1.94 | -0.36 | 1.15 |
| Standard Deviation(%) | NA | 5.17 | 3.93 | NA | NA | NA | NA | … | … | 5.95 | 4.15 | 2.94 | 3.54 | 4.09 | 2.80 |
| Draw Down(%) | NA | 4.23 | 6.21 | NA | NA | NA | NA | … | … | 1.64 | 4.23 | 6.21 | 3.54 | 4.75 | 1.18 |
| Yield(%) | 0.00 | 3.78 | 2.99 | 2.41 | 1.20 | 0.80 | 0.60 | … | … | 0.00 | 3.79 | 0.00 | 5.47 | 2.82 | 0.18 |
Data as of 03/30/2015, Common starting date is 09/02/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EGRIX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADVANTAGE FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADV) |
1.15%
Nov 2010 – Nov 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EGRIX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADVANTAGE FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADV) |
4.06%
Dec 2011 – Dec 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart