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EROIX: Eaton Vance Risk-Managed eq Option Fd Cl (MUTUAL FUND)
Basic Info
Asset Class: | Long/Short Equity |
MyPlanIQ Rating: | Not Rated |
Start Date: | 04/07/2008 |
Last Dividend Date: | 05/28/2019 |
12-Mo. Yield | 0.00% |
Expenses | 1.25% |
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Performance Analytics (As of 03/09/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 04/07/2008 |
2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 5.4 | 5.1 | 3.6 | 4.0 | 2.1 | 0.0 | 11.9 | -3.9 | 9.8 | 0.1 | 3.4 | 3.8 | 16.7 | 4.4 | -4.0 | -1.2 | 4.5 | -16.7 |
Sharpe Ratio | NA | 1.54 | 0.71 | 0.43 | 0.49 | 0.19 | 0.0 | 2.81 | -0.66 | 2.21 | -0.01 | 0.38 | 0.48 | 2.2 | 0.62 | -0.41 | -0.17 | 0.43 | -1.11 |
Draw Down(%) | NA | 2.0 | 9.7 | 10.1 | 10.1 | 25.9 | 0.0 | 2.0 | 9.7 | 1.9 | 7.7 | 7.3 | 5.5 | 4.1 | 7.3 | 9.5 | 6.6 | 9.6 | 19.9 |
Standard Deviation(%) | NA | 2.7 | 5.5 | 6.7 | 7.4 | 9.0 | NA | 3.7 | 7.9 | 4.2 | 7.9 | 8.9 | 7.9 | 7.6 | 7.1 | 9.9 | 7.5 | 10.2 | 20.3 |
Treynor Ratio | NA | 1.01 | 0.16 | 0.08 | 0.09 | 0.05 | NA | 0.63 | -0.13 | 0.17 | 0.0 | 0.06 | 0.06 | 0.26 | 0.13 | -0.11 | -0.04 | 0.15 | -0.97 |
Alpha | NA | 0.02 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.02 | -0.01 | -0.01 | -0.03 | 0.01 | -0.02 | -0.01 | 0.0 | -0.02 | -0.02 | -0.01 | -0.05 |
Beta | NA | 0.04 | 0.25 | 0.35 | 0.39 | 0.32 | 0.0 | 0.17 | 0.41 | 0.54 | 0.56 | 0.52 | 0.65 | 0.64 | 0.33 | 0.38 | 0.32 | 0.29 | 0.23 |
RSquared | NA | 0.07 | 0.46 | 0.6 | 0.64 | 0.5 | 0.0 | 0.31 | 0.78 | 0.75 | 0.88 | 0.84 | 0.88 | 0.88 | 0.36 | 0.81 | 0.59 | 0.59 | 0.27 |
Yield(%) | N/A | 21.7 | 8.6 | 5.5 | 4.6 | N/A | 0.0 | 23.3 | 1.0 | 1.1 | 1.1 | 0.5 | 1.6 | 3.4 | 3.8 | 3.2 | 7.6 | 5.4 | 0.0 |
Dividend Growth(%) | N/A | 2111.1 | 734.6 | 69.1 | N/A | N/A | -100.0 | 2111.1 | 0.0 | 0.0 | 125.0 | -69.2 | -45.8 | -11.1 | 12.5 | -61.9 | 40.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/07/2008
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