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ECIMX: EATON VANCE DIVERSIFIED CURRENCY INCOME FUND EATON VANCE DIVERSIFIED CURRENCY INCOME FUND CLASS C (MUTUAL FUND)
Basic Info 6.44 0.01(0.16%) April 24
Asset Class: | Currency |
MyPlanIQ Rating: | (38%) |
Start Date: | 03/02/2011 |
Last Dividend Date: | 03/27/2024 |
12-Mo. Yield | 3.76% |
Expenses | 1.02% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 03/02/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.8 | -5.9 | -2.3 | -5.0 | -1.3 | -0.5 | -0.2 | 7.7 | -11.9 | -6.4 | 8.6 | 5.4 | -4.0 | 8.7 | 1.5 | -4.6 | -1.3 | -3.0 | 6.9 | -1.4 |
Sharpe Ratio | NA | -3.02 | -0.88 | -1.06 | -0.47 | -0.32 | -0.22 | 0.48 | -1.55 | -1.62 | 1.34 | 1.73 | -1.92 | 1.82 | 0.39 | -1.57 | -0.57 | -0.97 | 1.97 | -0.3 |
Draw Down(%) | NA | 7.2 | 7.7 | 24.8 | 26.2 | 26.2 | 26.2 | 7.9 | 21.0 | 7.7 | 8.9 | 1.7 | 6.6 | 1.8 | 2.0 | 6.4 | 4.2 | 6.0 | 4.1 | 6.3 |
Standard Deviation(%) | NA | 8.0 | 7.3 | 7.2 | 6.4 | 5.1 | 4.8 | 7.2 | 8.6 | 3.9 | 6.2 | 2.3 | 2.7 | 4.5 | 3.2 | 2.9 | 2.2 | 3.2 | 3.5 | 5.5 |
Treynor Ratio | NA | 0.24 | 0.08 | 0.1 | 0.05 | 0.04 | 0.03 | -0.05 | 0.18 | 0.11 | -0.14 | -0.19 | 0.27 | -1.63 | -0.08 | 1.93 | 0.3 | 0.17 | -0.23 | 0.05 |
Alpha | NA | -0.03 | 0.0 | -0.01 | 0.0 | 0.0 | 0.0 | 0.01 | -0.03 | -0.01 | 0.02 | 0.02 | -0.02 | 0.03 | 0.01 | -0.02 | 0.0 | -0.01 | 0.02 | 0.0 |
Beta | NA | -0.99 | -0.77 | -0.73 | -0.66 | -0.38 | -0.36 | -0.72 | -0.75 | -0.6 | -0.59 | -0.21 | -0.2 | -0.05 | -0.15 | -0.02 | -0.04 | -0.18 | -0.3 | -0.37 |
RSquared | NA | 0.44 | 0.45 | 0.57 | 0.58 | 0.3 | 0.29 | 0.51 | 0.65 | 0.68 | 0.7 | 0.19 | 0.19 | 0.0 | 0.12 | 0.01 | 0.01 | 0.13 | 0.33 | 0.39 |
Yield(%) | N/A | 0.9 | 3.5 | 3.1 | 4.0 | 3.6 | N/A | 3.6 | 3.1 | 4.1 | 5.6 | 4.8 | 3.2 | 4.1 | 4.9 | 4.8 | 4.5 | 4.2 | 4.3 | 2.8 |
Dividend Growth(%) | N/A | -75.0 | 0.0 | -35.5 | -13.6 | N/A | N/A | 0.0 | -33.3 | -25.0 | 17.1 | 41.4 | -19.4 | -18.2 | -6.4 | 0.0 | 0.0 | 0.0 | 46.9 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/02/2011
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