Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EMMGX (Eaton Vance Tax Mgd SmCap B) | NA | -8.36% | 1.22% | 5.93% | 5.66% | 8.00% | NA | … | … |
Data as of 02/06/2018, Common starting date is 03/13/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EMMGX (Eaton Vance Tax Mgd SmCap B) | 03/13/1998 | 02/06/2018 |
| 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 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -14.23 | -8.36 | 1.22 | 5.93 | 5.66 | 8.00 | NA | … | … | -14.23 | 7.15 | 18.06 | -3.69 | 2.27 | 34.71 | 11.14 | -6.26 | 24.80 | 37.76 | -40.28 | 21.54 | 15.04 | 6.03 | 3.27 | 29.02 | -32.10 | -26.36 | -8.76 | 45.22 | 3.45 |
| Sharpe Ratio | NA | -0.45 | 0.05 | 0.33 | 0.22 | NA | NA | … | … | -1.64 | 0.71 | 1.13 | -0.24 | 0.15 | 2.50 | 0.67 | -0.21 | 1.12 | 1.26 | -0.96 | 1.04 | 0.79 | 0.26 | 0.12 | 1.30 | -1.27 | -0.86 | -0.34 | 2.28 | 0.04 |
| Standard Deviation(%) | NA | 20.12 | 17.75 | 17.23 | 24.56 | NA | NA | … | … | 48.73 | 9.26 | 15.75 | 15.24 | 14.98 | 13.88 | 16.75 | 29.34 | 22.02 | 29.79 | 42.66 | 17.94 | 14.93 | 15.09 | 18.92 | 21.72 | 26.04 | 33.70 | 37.63 | 18.44 | 25.78 |
| Draw Down(%) | NA | 14.61 | 24.06 | 24.06 | 57.69 | NA | NA | … | … | 14.23 | 5.57 | 13.07 | 13.96 | 12.98 | 6.71 | 13.84 | 28.65 | 15.84 | 23.93 | 56.04 | 12.55 | 15.20 | 13.35 | 20.36 | 13.28 | 40.24 | 44.07 | 37.50 | 10.92 | 34.67 |
| Yield(%) | 0.00 | 0.00 | 4.25 | 3.75 | 2.46 | 3.00 | 1.48 | … | … | 0.00 | 0.00 | 7.97 | 5.79 | 2.22 | 0.00 | 0.00 | 0.00 | 0.28 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/06/2018, Common starting date is 03/13/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMMGX (Eaton Vance Tax Mgd SmCap B) |
-28.23%
Feb 2000 – Feb 2003 |
-12.90%
Mar 2000 – Mar 2005 |
-4.52%
Feb 2000 – Feb 2010 |
1.06%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMMGX (Eaton Vance Tax Mgd SmCap B) |
25.79%
Feb 2009 – Feb 2012 |
22.49%
Feb 2009 – Feb 2014 |
9.99%
Aug 2004 – Aug 2014 |
9.05%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart