Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EEEIX (Eaton Vance Enhanced Equity Option Inc I) | NA | -8.64% | -0.27% | NA | NA | NA | NA | … | … |
Data as of 10/20/2011, Common starting date is 04/07/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EEEIX (Eaton Vance Enhanced Equity Option Inc I) | 04/07/2008 | 10/20/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -8.64 | -0.27 | NA | NA | NA | NA | … | … | -13.64 | 7.03 | 16.04 | -32.65 |
| Sharpe Ratio | NA | -0.46 | -0.01 | NA | NA | NA | NA | … | … | -0.84 | 0.42 | 0.71 | -1.01 |
| Standard Deviation(%) | NA | 18.85 | 24.56 | NA | NA | NA | NA | … | … | 19.91 | 16.48 | 22.61 | 41.69 |
| Draw Down(%) | NA | 20.01 | 31.10 | NA | NA | NA | NA | … | … | 20.01 | 14.65 | 25.53 | 46.70 |
| Yield(%) | 0.00 | 5.54 | 5.89 | 2.57 | 1.29 | 0.86 | 0.64 | … | … | 3.23 | 8.13 | 6.54 | 0.00 |
Data as of 10/20/2011, Common starting date is 04/07/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EEEIX (Eaton Vance Enhanced Equity Option Inc I) |
-8.11%
Aug 2008 – Aug 2011 |
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 |
|---|---|---|---|---|
| EEEIX (Eaton Vance Enhanced Equity Option Inc I) |
-3.33%
Jun 2008 – Jun 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart