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ESVAX: EATON VANCE TAX-MANAGED GLOBAL SMALL-CAP FUND EATON VANCE TAX-MANAGED GLOBAL SMALL-CAP FUND CLASS A (MUTUAL FUND)
Basic Info
Asset Class: | SMALL BLEND |
MyPlanIQ Rating: | Not Rated |
Start Date: | 01/09/2003 |
Last Dividend Date: | 12/20/2022 |
12-Mo. Yield | 3.80% |
Expenses | 1.10% |
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Performance Analytics (As of 10/16/2023)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception** | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 17.1 | 3.1 | 4.8 | 5.9 | 8.8 | 7.5 | 8.4 | 4.6 | -21.2 | 17.2 | 14.3 | 28.4 | -9.3 | 23.2 | 8.0 | -7.1 | 4.8 | 37.7 | 8.1 | 2.0 | 18.3 | 24.6 | -24.7 | 3.7 | 13.3 | 4.4 | 19.1 | 29.7 |
Sharpe Ratio | NA | 0.84 | 0.08 | 0.17 | 0.29 | NA | NA | 0.38 | 0.13 | -0.92 | 1.2 | 0.42 | 2.46 | -0.78 | 3.08 | 0.52 | -0.5 | 0.35 | 2.98 | 0.53 | 0.07 | 0.91 | 0.86 | -0.66 | 0.04 | 0.75 | 0.16 | 1.34 | 1.91 |
Draw Down(%) | NA | 9.2 | 30.9 | 37.8 | 37.8 | NA | NA | 50.4 | 9.2 | 30.1 | 7.9 | 37.8 | 5.4 | 20.3 | 3.5 | 13.4 | 15.7 | 11.5 | 5.0 | 10.9 | 24.3 | 18.5 | 28.8 | 40.6 | 12.2 | 11.0 | 9.3 | 7.9 | 10.7 |
Standard Deviation(%) | NA | 15.6 | 18.1 | 21.2 | 17.4 | NA | NA | 19.6 | 12.4 | 24.7 | 14.3 | 33.2 | 11.0 | 13.6 | 7.4 | 14.9 | 14.2 | 13.7 | 12.6 | 15.2 | 28.1 | 19.9 | 28.5 | 38.5 | 17.4 | 13.4 | 14.0 | 13.6 | 15.7 |
Treynor Ratio | NA | 0.18 | 0.02 | 0.04 | 0.06 | NA | NA | 0.09 | 0.03 | -0.26 | 0.24 | 0.17 | 0.39 | -0.14 | 0.35 | 0.09 | -0.08 | 0.05 | 0.43 | 0.09 | 0.02 | 0.22 | 0.31 | -0.3 | 0.01 | 0.12 | 0.02 | 0.23 | 0.37 |
Alpha | NA | 0.03 | -0.01 | 0.0 | 0.0 | NA | NA | 0.0 | 0.01 | -0.03 | 0.02 | -0.01 | 0.03 | -0.01 | 0.04 | -0.02 | -0.02 | -0.01 | 0.02 | -0.03 | 0.02 | -0.01 | -0.01 | 0.03 | 0.01 | 0.0 | -0.01 | 0.01 | -0.01 |
Beta | NA | 0.72 | 0.78 | 0.79 | 0.79 | NA | NA | 0.82 | 0.62 | 0.87 | 0.71 | 0.8 | 0.7 | 0.76 | 0.65 | 0.82 | 0.87 | 0.9 | 0.88 | 0.91 | 0.89 | 0.82 | 0.78 | 0.84 | 0.91 | 0.83 | 0.92 | 0.79 | 0.8 |
RSquared | NA | 0.83 | 0.87 | 0.92 | 0.9 | NA | NA | 0.92 | 0.78 | 0.91 | 0.87 | 0.96 | 0.87 | 0.9 | 0.82 | 0.86 | 0.89 | 0.89 | 0.91 | 0.94 | 0.98 | 0.97 | 0.96 | 0.95 | 0.94 | 0.88 | 0.91 | 0.88 | 0.8 |
Yield(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 0.0 | 3.0 | 15.8 | 1.1 | 4.3 | 8.1 | 3.1 | 0.0 | 30.9 | 8.2 | 14.0 | 7.1 | 3.5 | 5.4 | 0.0 | 0.0 | 10.1 | 8.0 | 5.8 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | -80.5 | 1506.2 | -68.0 | -56.5 | 210.8 | N/A | -100.0 | 264.4 | -30.5 | 101.9 | 96.2 | -26.4 | N/A | N/A | -100.0 | 30.4 | 40.2 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/06/2003
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