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EICSX: Eaton Vance Commodity Strategy I (MUTUAL FUND)
Basic Info
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (53%) |
Start Date: | 04/09/2010 |
Last Dividend Date: | 12/21/2017 |
12-Mo. Yield | 4.92% |
Expenses | 1.25% |
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Performance Analytics (As of 02/25/2019)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Inception** | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
AR(%) | 0.0 | -13.1 | 3.7 | -8.9 | -5.5 | 6.0 | -17.1 | 5.3 | 14.9 | -24.8 | -17.8 | -10.4 | -0.7 | -13.7 | 19.8 |
SR | NA | -1.22 | 0.25 | -0.76 | -0.43 | 4.74 | -1.56 | 0.5 | 0.97 | -1.66 | -1.76 | -1.06 | -0.06 | -0.75 | 1.64 |
DD(%) | NA | 19.9 | 20.0 | 47.5 | 59.6 | 1.5 | 20.0 | 9.1 | 8.0 | 26.8 | 24.2 | 15.9 | 15.5 | 22.5 | 11.0 |
SD(%) | NA | 11.8 | 11.8 | 12.5 | 13.5 | 9.9 | 11.8 | 9.4 | 15.2 | 14.9 | 10.1 | 9.8 | 13.5 | 18.2 | 16.9 |
TR | NA | -0.23 | 0.04 | -0.13 | -0.08 | 0.83 | -0.29 | 0.08 | 0.19 | -0.32 | -0.31 | -0.13 | -0.01 | -0.18 | 0.37 |
Alpha | NA | -0.05 | -0.01 | -0.01 | -0.01 | 0.02 | -0.04 | 0.01 | 0.0 | -0.01 | 0.0 | -0.02 | -0.01 | -0.05 | 0.05 |
Beta | NA | 0.63 | 0.69 | 0.7 | 0.74 | 0.57 | 0.64 | 0.63 | 0.78 | 0.78 | 0.58 | 0.78 | 0.79 | 0.78 | 0.76 |
RS | NA | 0.61 | 0.71 | 0.73 | 0.74 | 0.51 | 0.63 | 0.68 | 0.83 | 0.87 | 0.43 | 0.72 | 0.77 | 0.78 | 0.75 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/09/2010
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