Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EMSEX (Eaton Vance Special Equities B) | NA | 5.55% | 10.14% | 1.96% | 8.05% | 2.41% | NA | … | … |
Data as of 02/25/2013, Common starting date is 01/05/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EMSEX (Eaton Vance Special Equities B) | 01/05/1998 | 02/25/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.55 | 10.14 | 1.96 | 8.05 | 2.41 | NA | … | … | 8.70 | 5.84 | -5.09 | 23.13 | 34.16 | -42.50 | 21.26 | 16.14 | 6.11 | 2.96 | 29.83 | -33.33 | -26.59 | -7.47 | 40.85 | 16.51 |
| Sharpe Ratio | NA | 0.33 | 0.46 | 0.06 | 0.28 | NA | NA | … | … | 7.43 | 0.38 | -0.19 | 1.08 | 1.17 | -0.99 | 1.04 | 0.86 | 0.26 | 0.11 | 1.33 | -1.31 | -0.83 | -0.32 | 2.02 | 0.55 |
| Standard Deviation(%) | NA | 15.63 | 21.93 | 29.49 | 24.62 | NA | NA | … | … | 10.29 | 15.31 | 27.37 | 21.26 | 29.06 | 43.85 | 17.57 | 15.09 | 15.08 | 18.72 | 21.93 | 26.33 | 35.35 | 36.40 | 18.61 | 24.23 |
| Draw Down(%) | NA | 13.21 | 24.84 | 58.42 | 58.42 | NA | NA | … | … | 0.12 | 13.21 | 24.84 | 15.73 | 23.41 | 57.02 | 12.22 | 15.60 | 13.27 | 20.38 | 13.44 | 41.75 | 46.06 | 35.99 | 11.43 | 34.63 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 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 02/25/2013, Common starting date is 01/05/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMSEX (Eaton Vance Special Equities B) |
-28.52%
Mar 2000 – Mar 2003 |
-13.29%
Mar 2000 – Mar 2005 |
-5.09%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMSEX (Eaton Vance Special Equities B) |
24.63%
Feb 2009 – Feb 2012 |
15.62%
Oct 2002 – Oct 2007 |
7.63%
Jan 2003 – Jan 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart