Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EPRIX (Eaton Vance Paramtrc Struct Abs Ret I) | NA | -0.58% | NA | NA | NA | NA | NA | … | … |
Data as of 09/23/2014, Common starting date is 11/03/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EPRIX (Eaton Vance Paramtrc Struct Abs Ret I) | 11/03/2011 | 09/23/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.21 | -0.58 | NA | NA | NA | NA | NA | … | … | -0.51 | -2.35 | 1.76 | -0.70 |
| Sharpe Ratio | NA | -0.32 | NA | NA | NA | NA | NA | … | … | -0.39 | -0.96 | 0.76 | -0.92 |
| Standard Deviation(%) | NA | 1.87 | NA | NA | NA | NA | NA | … | … | 1.84 | 2.48 | 2.25 | 4.80 |
| Draw Down(%) | NA | 1.68 | NA | NA | NA | NA | NA | … | … | 1.22 | 3.91 | 0.69 | 1.09 |
| Yield(%) | 0.00 | 0.94 | 0.53 | 0.32 | 0.16 | 0.11 | 0.08 | … | … | 0.00 | 0.92 | 0.66 | 0.00 |
Data as of 09/23/2014, Common starting date is 11/03/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EPRIX (Eaton Vance Paramtrc Struct Abs Ret I) |
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 |
|---|---|---|---|---|
| EPRIX (Eaton Vance Paramtrc Struct Abs Ret I) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart