Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EIDDX (Eaton Vance Mult-Str Absolute Rtn I) | NA | -0.55% | 1.47% | 1.39% | NA | NA | NA | … | … |
Data as of 10/22/2018, Common starting date is 12/16/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EIDDX (Eaton Vance Mult-Str Absolute Rtn I) | 12/16/2009 | 10/22/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.05 | -0.55 | 1.47 | 1.39 | NA | NA | NA | … | … | -0.79 | 2.09 | 3.33 | 0.62 | 1.62 | -1.05 | 2.58 | 0.65 | 7.12 | 0.49 |
| Sharpe Ratio | NA | -1.43 | 0.69 | 0.75 | NA | NA | NA | … | … | -1.86 | 1.52 | 2.24 | 0.34 | 1.20 | -0.88 | 1.79 | 0.30 | 3.52 | 2.38 |
| Standard Deviation(%) | NA | 1.14 | 1.22 | 1.34 | NA | NA | NA | … | … | 1.21 | 0.97 | 1.39 | 1.74 | 1.34 | 1.24 | 1.43 | 2.09 | 1.99 | 5.50 |
| Draw Down(%) | NA | 1.15 | 1.15 | 1.77 | NA | NA | NA | … | … | 1.15 | 0.27 | 0.65 | 1.77 | 1.29 | 2.82 | 0.66 | 2.26 | 1.53 | 0.56 |
| Yield(%) | 0.07 | 3.14 | 2.03 | 2.19 | 2.22 | 1.48 | 1.11 | … | … | 2.11 | 2.08 | 1.43 | 2.14 | 2.63 | 2.60 | 2.78 | 2.18 | 3.53 | 0.94 |
Data as of 10/22/2018, Common starting date is 12/16/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EIDDX (Eaton Vance Mult-Str Absolute Rtn I) |
0.36%
Sep 2012 – Sep 2015 |
0.82%
Jan 2011 – Jan 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EIDDX (Eaton Vance Mult-Str Absolute Rtn I) |
2.89%
Jan 2010 – Jan 2013 |
2.11%
Jan 2010 – Jan 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart