Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EBEAX (EATON VANCE TAX-MANAGED EQUITY ASSET ALLOCATION FUND EATON VANCE TAX-MANAGED EQUITY ASSET ALLOCATION FUND CLASS B) | NA | 8.26% | 11.13% | 8.82% | 8.86% | 7.22% | NA | … | … |
Data as of 10/15/2019, Common starting date is 10/04/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EBEAX (EATON VANCE TAX-MANAGED EQUITY ASSET ALLOCATION FUND EATON VANCE TAX-MANAGED EQUITY ASSET ALLOCATION FUND CLASS B) | 10/04/2002 | 10/15/2019 |
| 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 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.28 | 8.26 | 11.13 | 8.82 | 8.86 | 7.22 | NA | … | … | 18.44 | -6.53 | 18.28 | 6.73 | 0.34 | 6.21 | 29.37 | 13.24 | -3.97 | 11.41 | 25.08 | -38.45 | 13.31 | 17.21 | 7.02 | 11.80 | 26.56 | 9.66 |
| Sharpe Ratio | NA | 0.45 | 0.85 | 0.65 | 0.57 | NA | NA | … | … | 1.82 | -0.51 | 2.83 | 0.52 | 0.02 | 0.54 | 2.68 | 0.99 | -0.16 | 0.59 | 0.91 | -0.98 | 0.61 | 1.18 | 0.45 | 0.92 | 1.71 | 2.00 |
| Standard Deviation(%) | NA | 14.94 | 11.64 | 12.45 | 14.93 | NA | NA | … | … | 12.34 | 15.30 | 6.27 | 12.41 | 14.06 | 11.50 | 10.96 | 13.38 | 24.82 | 19.28 | 27.42 | 39.94 | 16.87 | 11.86 | 10.77 | 11.77 | 15.10 | 23.17 |
| Draw Down(%) | NA | 15.34 | 19.16 | 19.16 | 22.97 | NA | NA | … | … | 6.30 | 19.16 | 2.63 | 11.44 | 10.96 | 8.62 | 5.14 | 10.83 | 22.97 | 17.39 | 26.37 | 49.73 | 11.13 | 12.11 | 8.65 | 9.18 | 13.65 | 5.59 |
| Yield(%) | 0.00 | 1.19 | 1.49 | 3.17 | 3.40 | 3.48 | 3.63 | … | … | 0.00 | 1.21 | 2.67 | 0.20 | 5.60 | 5.52 | 4.67 | 5.67 | 0.00 | 0.00 | 0.24 | 0.00 | 6.27 | 3.22 | 2.75 | 0.00 | 0.00 | 0.00 |
Data as of 10/15/2019, Common starting date is 10/04/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EBEAX (EATON VANCE TAX-MANAGED EQUITY ASSET ALLOCATION FUND EATON VANCE TAX-MANAGED EQUITY ASSET ALLOCATION FUND CLASS B) |
-13.73%
Feb 2006 – Feb 2009 |
-4.70%
Feb 2004 – Feb 2009 |
4.09%
May 2007 – May 2017 |
6.04%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EBEAX (EATON VANCE TAX-MANAGED EQUITY ASSET ALLOCATION FUND EATON VANCE TAX-MANAGED EQUITY ASSET ALLOCATION FUND CLASS B) |
20.82%
Feb 2009 – Feb 2012 |
19.16%
Feb 2009 – Feb 2014 |
12.80%
Feb 2009 – Feb 2019 |
8.79%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart