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EIIMX: EATON VANCE DIVERSIFIED CURRENCY INCOME FUND EATON VANCE DIVERSIFIED CURRENCY INCOME FUND CLASS I (MUTUAL FUND)
Basic Info 6.36 0.01(0.16%) April 18
Asset Class: | Currency |
MyPlanIQ Rating: | (29%) |
Start Date: | 03/02/2011 |
Last Dividend Date: | 03/27/2024 |
12-Mo. Yield | 4.73% |
Expenses | 1.02% |
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Performance Analytics (As of 04/12/2024)
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(%) | -1.7 | -6.4 | -2.1 | -4.3 | -0.5 | 0.5 | 0.8 | 8.6 | -11.1 | -5.3 | 9.6 | 6.6 | -2.4 | 9.8 | 2.4 | -3.6 | -0.2 | -2.1 | 8.0 | -0.4 |
Sharpe Ratio | NA | -2.5 | -0.65 | -0.82 | -0.27 | -0.08 | 0.03 | 0.61 | -1.44 | -1.35 | 1.51 | 2.19 | -1.34 | 2.02 | 0.68 | -1.22 | -0.12 | -0.65 | 2.23 | -0.1 |
Draw Down(%) | NA | 4.8 | 7.5 | 23.8 | 24.9 | 24.9 | 24.9 | 7.5 | 20.4 | 6.9 | 8.8 | 1.6 | 5.4 | 1.6 | 2.0 | 5.8 | 3.9 | 5.6 | 3.9 | 6.1 |
Standard Deviation(%) | NA | 7.9 | 7.2 | 7.2 | 6.4 | 5.1 | 4.8 | 7.2 | 8.7 | 4.0 | 6.2 | 2.3 | 2.8 | 4.6 | 3.3 | 3.0 | 2.3 | 3.3 | 3.6 | 5.5 |
Treynor Ratio | NA | 0.2 | 0.06 | 0.08 | 0.03 | 0.01 | 0.0 | -0.06 | 0.16 | 0.09 | -0.16 | -0.25 | 0.19 | -1.64 | -0.15 | 1.7 | 0.11 | 0.11 | -0.27 | 0.02 |
Alpha | NA | -0.01 | 0.0 | -0.01 | 0.0 | 0.0 | 0.0 | 0.02 | -0.03 | -0.01 | 0.02 | 0.02 | -0.01 | 0.03 | 0.01 | -0.01 | 0.0 | -0.01 | 0.03 | 0.0 |
Beta | NA | -0.98 | -0.76 | -0.74 | -0.66 | -0.38 | -0.36 | -0.71 | -0.76 | -0.62 | -0.57 | -0.21 | -0.2 | -0.06 | -0.15 | -0.02 | -0.02 | -0.19 | -0.3 | -0.36 |
RSquared | NA | 0.45 | 0.46 | 0.59 | 0.57 | 0.29 | 0.29 | 0.52 | 0.66 | 0.71 | 0.67 | 0.17 | 0.19 | 0.01 | 0.11 | 0.0 | 0.0 | 0.14 | 0.31 | 0.37 |
Yield(%) | N/A | 1.3 | 5.3 | 4.5 | 5.4 | 4.7 | N/A | 5.4 | 4.6 | 5.4 | 7.1 | 6.2 | 5.1 | 5.5 | 6.0 | 5.6 | 5.3 | 4.9 | 5.0 | 3.3 |
Dividend Growth(%) | N/A | -75.0 | 0.0 | -30.7 | -9.1 | N/A | N/A | 0.0 | -23.4 | -21.7 | 13.2 | 12.8 | -2.1 | -9.4 | -3.6 | 0.0 | 0.0 | 0.0 | 48.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/02/2011
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