Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EOACX (Eaton Vance Parametric Opt Abs Ret Str C) | NA | -7.92% | NA | NA | NA | NA | NA | … | … |
Data as of 06/12/2013, Common starting date is 10/01/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EOACX (Eaton Vance Parametric Opt Abs Ret Str C) | 10/01/2010 | 06/12/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -7.92 | NA | NA | NA | NA | NA | … | … | -11.34 | 6.67 | 2.99 | 0.20 |
| Sharpe Ratio | NA | -0.71 | NA | NA | NA | NA | NA | … | … | -1.66 | 1.19 | 0.31 | 0.15 |
| Standard Deviation(%) | NA | 11.25 | NA | NA | NA | NA | NA | … | … | 14.29 | 5.60 | 9.61 | 4.67 |
| Draw Down(%) | NA | 11.43 | NA | NA | NA | NA | NA | … | … | 11.43 | 2.22 | 7.47 | 1.89 |
| Yield(%) | 0.00 | 9.03 | 3.19 | 1.91 | 0.96 | 0.64 | 0.48 | … | … | 0.00 | 9.32 | 0.00 | 0.00 |
Data as of 06/12/2013, 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 |
|---|---|---|---|---|
| EOACX (Eaton Vance Parametric Opt Abs Ret Str C) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EOACX (Eaton Vance Parametric Opt Abs Ret Str C) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart