Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EACOX (Eaton Vance Global Macro Capital Opport) | 26.72% | 50.76% | 28.26% | 15.58% | 13.26% | NA | NA | … | … |
Data as of 06/03/2026, Common starting date is 11/06/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EACOX (Eaton Vance Global Macro Capital Opport) | 11/06/2014 | 06/03/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.18 | 50.76 | 28.26 | 15.58 | 13.26 | NA | NA | … | … | 26.72 | 32.84 | 11.74 | 25.45 | -14.79 | 13.06 | 13.19 | 12.33 | -14.76 | 31.21 | 8.22 | -13.45 | -4.16 |
| Sharpe Ratio | NA | 2.78 | 1.73 | 0.95 | 0.84 | NA | NA | … | … | 3.16 | 2.15 | 0.69 | 1.89 | -1.08 | 1.31 | 0.58 | 1.09 | -1.33 | 4.65 | 0.65 | -1.03 | -2.12 |
| Standard Deviation(%) | NA | 16.21 | 14.29 | 13.69 | 13.66 | NA | NA | … | … | 22.23 | 14.01 | 11.69 | 11.66 | 15.12 | 9.99 | 22.33 | 9.98 | 12.15 | 6.59 | 12.31 | 13.07 | 11.85 |
| Draw Down(%) | NA | 13.48 | 14.04 | 22.56 | 39.06 | NA | NA | … | … | 13.48 | 14.04 | 9.40 | 11.73 | 22.56 | 5.80 | 32.26 | 8.38 | 23.43 | 2.59 | 10.85 | 21.61 | 8.38 |
| Yield(%) | 0.00 | 4.09 | 3.26 | 3.16 | 3.12 | 1.82 | 1.36 | … | … | 0.00 | 4.53 | 2.07 | 2.23 | 4.52 | 2.65 | 0.00 | 1.92 | 2.28 | 0.00 | 0.37 | 1.77 | 0.09 |
Data as of 06/03/2026, Common starting date is 11/06/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EACOX (Eaton Vance Global Macro Capital Opport) |
-5.66%
Mar 2017 – Mar 2020 |
-2.76%
Mar 2015 – Mar 2020 |
5.96%
Apr 2015 – Apr 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EACOX (Eaton Vance Global Macro Capital Opport) |
28.64%
May 2023 – May 2026 |
16.79%
Mar 2020 – Mar 2025 |
13.20%
May 2016 – May 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart