Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EGRRX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADVANTAGE FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADV) | NA | 8.71% | 3.33% | NA | NA | NA | NA | … | … |
Data as of 03/30/2015, Common starting date is 12/02/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EGRRX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADVANTAGE FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADV) | 12/02/2010 | 03/30/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.60 | 8.71 | 3.33 | NA | NA | NA | NA | … | … | 2.86 | 2.19 | -1.24 | 6.27 | -1.95 | -0.10 |
| Sharpe Ratio | NA | 1.66 | 0.83 | NA | NA | NA | NA | … | … | 2.15 | 0.54 | -0.42 | 1.75 | -0.48 | -0.55 |
| Standard Deviation(%) | NA | 5.16 | 3.96 | NA | NA | NA | NA | … | … | 5.85 | 4.17 | 3.02 | 3.59 | 4.16 | 2.43 |
| Draw Down(%) | NA | 4.31 | 6.37 | NA | NA | NA | NA | … | … | 1.77 | 4.31 | 6.37 | 3.56 | 4.86 | 0.69 |
| Yield(%) | 0.00 | 3.37 | 2.86 | 2.22 | 1.11 | 0.74 | 0.55 | … | … | 0.00 | 3.38 | 0.00 | 5.49 | 2.62 | 0.00 |
Data as of 03/30/2015, Common starting date is 12/02/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EGRRX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADVANTAGE FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADV) |
0.61%
Apr 2011 – Apr 2014 |
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 |
|---|---|---|---|---|
| EGRRX (EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADVANTAGE FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN ADV) |
3.56%
Dec 2011 – Dec 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart