Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EACSX (Eaton Vance Commodity Stratgy Fnd Clss A) | NA | -13.72% | 3.49% | -9.18% | NA | NA | NA | … | … |
Data as of 02/25/2019, Common starting date is 04/09/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EACSX (Eaton Vance Commodity Stratgy Fnd Clss A) | 04/09/2010 | 02/25/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -13.72 | 3.49 | -9.18 | NA | NA | NA | … | … | 5.99 | -17.25 | 4.85 | 14.60 | -24.83 | -18.07 | -10.61 | -0.92 | -13.83 | 19.71 |
| Sharpe Ratio | NA | -1.27 | 0.23 | -0.78 | NA | NA | NA | … | … | 5.23 | -1.59 | 0.45 | 0.95 | -1.64 | -1.81 | -1.09 | -0.07 | -0.76 | 1.63 |
| Standard Deviation(%) | NA | 11.69 | 11.77 | 12.43 | NA | NA | NA | … | … | 8.97 | 11.71 | 9.47 | 15.09 | 15.13 | 10.02 | 9.72 | 13.45 | 18.24 | 16.99 |
| Draw Down(%) | NA | 20.04 | 20.18 | 47.79 | NA | NA | NA | … | … | 1.25 | 20.18 | 9.25 | 8.18 | 27.05 | 24.36 | 16.07 | 15.50 | 22.61 | 10.97 |
| Yield(%) | 0.00 | 0.00 | 2.92 | 1.39 | 1.76 | 1.17 | 0.88 | … | … | 0.00 | 0.00 | 4.76 | 3.13 | 2.01 | 0.69 | 0.39 | 0.16 | 2.87 | 7.89 |
Data as of 02/25/2019, Common starting date is 04/09/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EACSX (Eaton Vance Commodity Stratgy Fnd Clss A) |
-19.33%
Jan 2013 – Jan 2016 |
-15.11%
Feb 2011 – Feb 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EACSX (Eaton Vance Commodity Stratgy Fnd Clss A) |
2.75%
Jan 2016 – Jan 2019 |
-4.51%
Jun 2010 – Jun 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart