Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EGRSX (Eaton Vance Global Macro Absolute Return) | 6.52% | 18.84% | 13.17% | 8.61% | NA | NA | NA | … | … |
Data as of 06/10/2026, Common starting date is 06/05/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EGRSX (Eaton Vance Global Macro Absolute Return) | 06/05/2017 | 06/10/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.16 | 18.84 | 13.17 | 8.61 | NA | NA | NA | … | … | 6.52 | 20.43 | 9.40 | 8.47 | -1.95 | 3.71 | 4.82 | 14.77 | -8.14 | 1.51 |
| Sharpe Ratio | NA | 4.76 | 3.13 | 1.53 | NA | NA | NA | … | … | 3.00 | 6.24 | 1.76 | 1.69 | -0.53 | 1.39 | 0.79 | 4.09 | -2.76 | 0.74 |
| Standard Deviation(%) | NA | 3.53 | 3.28 | 4.02 | NA | NA | NA | … | … | 4.67 | 2.82 | 3.28 | 2.88 | 6.37 | 2.64 | 5.77 | 3.25 | 3.46 | 2.52 |
| Draw Down(%) | NA | 3.29 | 3.29 | 10.18 | NA | NA | NA | … | … | 3.29 | 2.02 | 2.08 | 2.25 | 10.18 | 2.27 | 14.06 | 2.04 | 10.14 | 1.04 |
| Yield(%) | 0.00 | 6.99 | 5.84 | 5.17 | 3.94 | 2.63 | 1.97 | … | … | 0.00 | 7.52 | 6.31 | 3.67 | 4.58 | 4.96 | 5.86 | 4.67 | 0.15 | 3.21 |
Data as of 06/10/2026, Common starting date is 06/05/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EGRSX (Eaton Vance Global Macro Absolute Return) |
2.05%
Jul 2019 – Jul 2022 |
1.44%
Jul 2017 – Jul 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EGRSX (Eaton Vance Global Macro Absolute Return) |
14.03%
Feb 2023 – Feb 2026 |
9.02%
Feb 2021 – Feb 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart