Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EOAAX (Eaton Vance Parametric Opt Abs Ret Str A) | NA | -2.51% | 0.63% | 0.70% | NA | NA | NA | … | … |
Data as of 12/22/2016, Common starting date is 10/01/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EOAAX (Eaton Vance Parametric Opt Abs Ret Str A) | 10/01/2010 | 12/22/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.51 | 0.63 | 0.70 | NA | NA | NA | … | … | -2.90 | 6.49 | -0.84 | -6.22 | 7.57 | 3.87 | 0.57 |
| Sharpe Ratio | NA | -0.56 | 0.09 | 0.11 | NA | NA | NA | … | … | -0.65 | 0.96 | -0.18 | -1.04 | 1.36 | 0.40 | 0.47 |
| Standard Deviation(%) | NA | 4.82 | 5.57 | 5.68 | NA | NA | NA | … | … | 4.82 | 6.73 | 4.85 | 6.03 | 5.56 | 9.52 | 4.66 |
| Draw Down(%) | NA | 5.68 | 7.25 | 8.39 | NA | NA | NA | … | … | 5.68 | 6.08 | 5.50 | 6.86 | 2.19 | 7.43 | 1.89 |
| Yield(%) | 0.00 | 0.70 | 0.24 | 2.20 | 1.18 | 0.78 | 0.59 | … | … | 0.70 | 0.00 | 0.00 | 0.85 | 9.51 | 0.18 | 0.17 |
Data as of 12/22/2016, Common starting date is 10/01/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EOAAX (Eaton Vance Parametric Opt Abs Ret Str A) |
-1.27%
Mar 2013 – Mar 2016 |
0.35%
Jul 2011 – Jul 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EOAAX (Eaton Vance Parametric Opt Abs Ret Str A) |
2.49%
Aug 2011 – Aug 2014 |
2.04%
Dec 2010 – Dec 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart