Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EMSTX (Eaton Vance Large-Cap Value B) | NA | 22.73% | 10.36% | 1.17% | 4.92% | 4.30% | NA | … | … |
Data as of 06/21/2013, Common starting date is 01/05/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EMSTX (Eaton Vance Large-Cap Value B) | 01/05/1998 | 06/21/2013 |
| 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 (%) | -2.20 | 22.73 | 10.36 | 1.17 | 4.92 | 4.30 | NA | … | … | 11.72 | 14.96 | -5.27 | 9.26 | 16.13 | -34.94 | 9.12 | 17.94 | -3.95 | 14.80 | 22.35 | -16.21 | 0.90 | 14.07 | 2.51 | 20.54 |
| Sharpe Ratio | NA | 1.81 | 0.57 | 0.04 | 0.17 | NA | NA | … | … | 2.09 | 1.16 | -0.22 | 0.47 | 0.58 | -0.87 | 0.37 | 1.47 | -0.34 | 1.33 | 1.46 | -0.83 | -0.10 | 0.56 | -0.05 | 0.97 |
| Standard Deviation(%) | NA | 12.56 | 18.09 | 26.66 | 21.79 | NA | NA | … | … | 12.63 | 13.00 | 24.08 | 19.69 | 27.71 | 41.10 | 16.60 | 10.01 | 17.91 | 10.38 | 14.83 | 20.97 | 15.17 | 17.75 | 13.90 | 17.91 |
| Draw Down(%) | NA | 7.10 | 21.64 | 49.56 | 53.94 | NA | NA | … | … | 4.77 | 9.83 | 21.64 | 17.86 | 28.30 | 46.75 | 10.32 | 7.88 | 14.54 | 7.15 | 14.65 | 28.35 | 18.86 | 15.18 | 13.06 | 19.76 |
| Yield(%) | 0.00 | 0.83 | 0.75 | 0.54 | 1.41 | 2.61 | 2.17 | … | … | 0.18 | 1.01 | 0.69 | 0.32 | 0.74 | 0.59 | 2.07 | 3.49 | 1.43 | 0.43 | 0.45 | 0.48 | 2.17 | 9.27 | 11.44 | 3.87 |
Data as of 06/21/2013, 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 |
|---|---|---|---|---|
| EMSTX (Eaton Vance Large-Cap Value B) |
-13.41%
Feb 2006 – Feb 2009 |
-6.45%
Feb 2004 – Feb 2009 |
-1.10%
Feb 1999 – Feb 2009 |
4.02%
Apr 1998 – Apr 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMSTX (Eaton Vance Large-Cap Value B) |
17.70%
Sep 2002 – Sep 2005 |
13.22%
Sep 2002 – Sep 2007 |
7.06%
Aug 1998 – Aug 2008 |
4.44%
May 1998 – May 2013 |
Annualized Rolling Returns Comparison Chart