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EIGMX: EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND EATON VANCE GLOBAL MACRO ABSOLUTE RETURN FUND CLASS I (MUTUAL FUND)
Basic Info 8.68 0.01(0.12%) July 25
Asset Class: | Nontraditional Bond |
MyPlanIQ Rating: | (100%) |
Start Date: | 08/30/2007 |
Last Dividend Date: | 05/29/2025 |
12-Mo. Yield | 5.68% |
Expenses | 0.77% |
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Performance Analytics (As of 07/25/2025)
Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 08/30/2007 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.3 | 5.8 | 8.8 | 9.5 | 5.4 | 4.0 | 3.4 | 4.1 | 8.7 | 7.0 | -0.4 | 2.2 | 3.6 | 9.8 | -3.3 | 3.2 | 4.0 | 2.6 | 3.0 | -0.2 | 4.1 | -0.4 | 4.3 | 11.2 | 1.8 | 6.7 |
Sharpe Ratio | NA | 3.77 | 2.96 | 2.85 | 1.26 | 0.99 | NA | 1.16 | 2.72 | 1.77 | -0.41 | 1.27 | 0.92 | 3.97 | -2.39 | 1.32 | 1.76 | 0.91 | 1.28 | -0.14 | 1.62 | -0.15 | 2.09 | 3.55 | 0.2 | 5.06 |
Draw Down(%) | NA | 1.2 | 1.2 | 1.2 | 7.4 | 9.4 | NA | 9.4 | 0.8 | 1.0 | 7.4 | 1.1 | 9.4 | 1.1 | 4.6 | 0.9 | 2.4 | 2.7 | 2.2 | 3.4 | 2.4 | 3.1 | 0.9 | 1.2 | 4.0 | 0.9 |
Standard Deviation(%) | NA | 2.0 | 1.9 | 2.1 | 2.7 | 2.6 | NA | 2.7 | 1.9 | 1.9 | 4.6 | 1.7 | 3.6 | 2.1 | 2.0 | 2.0 | 2.2 | 2.9 | 2.4 | 1.9 | 2.5 | 2.8 | 2.0 | 3.1 | 4.1 | 3.7 |
Treynor Ratio | NA | -11.68 | 14.88 | 2031.2 | 5.52 | 0.94 | NA | 1.76 | 1.19 | 2.05 | 1.72 | 0.99 | 0.82 | 1.16 | -2.4 | 0.37 | 1.26 | 0.4 | 0.36 | -0.09 | 0.71 | -0.1 | 54.26 | -20.48 | -1.36 | 11.79 |
Alpha | NA | 0.03 | 0.02 | 0.02 | 0.01 | 0.01 | NA | 0.01 | 0.02 | 0.01 | -0.01 | 0.01 | 0.01 | 0.02 | -0.02 | 0.0 | 0.01 | 0.01 | 0.01 | 0.0 | 0.01 | 0.0 | 0.02 | 0.04 | 0.0 | 0.07 |
Beta | NA | -0.01 | 0.0 | 0.0 | 0.01 | 0.03 | NA | 0.02 | 0.04 | 0.02 | -0.01 | 0.02 | 0.04 | 0.07 | 0.02 | 0.07 | 0.03 | 0.07 | 0.08 | 0.03 | 0.06 | 0.04 | 0.0 | -0.01 | -0.01 | 0.02 |
RSquared | NA | 0.01 | 0.0 | 0.0 | 0.0 | 0.04 | NA | 0.02 | 0.08 | 0.01 | 0.0 | 0.03 | 0.15 | 0.18 | 0.03 | 0.06 | 0.03 | 0.13 | 0.16 | 0.03 | 0.08 | 0.11 | 0.0 | 0.0 | 0.0 | 0.01 |
Yield(%) | N/A | 2.4 | 5.7 | 6.0 | 5.0 | 4.4 | 4.0 | N/A | 6.3 | 5.9 | 4.5 | 4.1 | 4.4 | 5.6 | 3.5 | 3.4 | 4.0 | 5.4 | 4.1 | 3.9 | 4.0 | 4.0 | 4.5 | 6.5 | 6.4 | 2.9 |
Dividend Growth(%) | N/A | -62.0 | -0.1 | 18.2 | 9.3 | N/A | N/A | N/A | 8.6 | 22.8 | 8.3 | -6.2 | -19.8 | 52.0 | 1.2 | -14.3 | -27.5 | 29.0 | 0.0 | -0.3 | -5.8 | -10.2 | -28.1 | -3.6 | 132.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/30/2007
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