Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XEFLX (Eaton Vance Floating-Rate 2022 Target Term Trust) | NA | -22.26% | -5.18% | -1.97% | NA | NA | NA | … | … |
Data as of 11/15/2022, Common starting date is 08/08/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XEFLX (Eaton Vance Floating-Rate 2022 Target Term Trust) | 08/08/2017 | 11/15/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -22.26 | -5.18 | -1.97 | NA | NA | NA | … | … | -5.00 | -14.83 | 1.47 | 8.57 | -4.76 | -15.81 |
| Sharpe Ratio | NA | -1.12 | -0.39 | -0.25 | NA | NA | NA | … | … | -1.84 | -0.90 | 0.08 | 2.50 | -2.84 | -0.87 |
| Standard Deviation(%) | NA | 21.26 | 15.04 | 11.74 | NA | NA | NA | … | … | 3.74 | 17.60 | 14.85 | 2.89 | 2.15 | 41.39 |
| Draw Down(%) | NA | 23.77 | 28.50 | 28.50 | NA | NA | NA | … | … | 6.82 | 16.56 | 28.50 | 1.94 | 7.67 | 16.99 |
| Yield(%) | 0.00 | 2.93 | 4.11 | 4.41 | 1.90 | 1.27 | 0.95 | … | … | 2.59 | 3.95 | 4.81 | 6.04 | 4.81 | 1.35 |
Data as of 11/15/2022, Common starting date is 08/08/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XEFLX (Eaton Vance Floating-Rate 2022 Target Term Trust) |
-5.35%
Jun 2019 – Jun 2022 |
-2.03%
Oct 2017 – Oct 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XEFLX (Eaton Vance Floating-Rate 2022 Target Term Trust) |
4.31%
Nov 2018 – Nov 2021 |
-1.91%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart