Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ESVBX (Eaton Vance Tx-Mgd Small-Cap Value B) | NA | 9.91% | 10.79% | 6.10% | 9.74% | NA | NA | … | … |
Data as of 02/25/2013, Common starting date is 01/07/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ESVBX (Eaton Vance Tx-Mgd Small-Cap Value B) | 01/07/2003 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.17 | 9.91 | 10.79 | 6.10 | 9.74 | NA | NA | … | … | 8.71 | 7.19 | 1.25 | 17.43 | 23.56 | -25.13 | 2.97 | 12.52 | 3.61 | 18.33 | 29.40 |
| Sharpe Ratio | NA | 0.64 | 0.49 | 0.22 | 0.39 | NA | NA | … | … | 6.89 | 0.47 | 0.04 | 0.85 | 0.82 | -0.68 | 0.00 | 0.69 | 0.10 | 1.29 | 1.97 |
| Standard Deviation(%) | NA | 15.18 | 21.87 | 27.39 | 22.21 | NA | NA | … | … | 11.12 | 15.18 | 28.16 | 20.36 | 28.50 | 38.47 | 17.32 | 13.45 | 14.02 | 13.50 | 14.86 |
| Draw Down(%) | NA | 11.02 | 24.57 | 49.18 | 51.01 | NA | NA | … | … | 2.34 | 11.02 | 24.57 | 18.58 | 28.93 | 40.66 | 12.41 | 11.11 | 9.31 | 7.98 | 10.87 |
| Yield(%) | 0.00 | 7.41 | 6.13 | 3.63 | 6.76 | 4.19 | 3.15 | … | … | 0.00 | 7.80 | 3.83 | 5.75 | 0.00 | 0.00 | 10.55 | 8.25 | 5.93 | 0.00 | 0.00 |
Data as of 02/25/2013, Common starting date is 01/07/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESVBX (Eaton Vance Tx-Mgd Small-Cap Value B) |
-13.22%
Feb 2006 – Feb 2009 |
-3.65%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESVBX (Eaton Vance Tx-Mgd Small-Cap Value B) |
24.59%
Feb 2009 – Feb 2012 |
12.33%
Feb 2003 – Feb 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart