Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EBTVX (Eaton Vance Tx-Mgd Value B) | NA | 11.67% | -2.89% | -0.22% | 2.96% | NA | NA | … | … |
Data as of 07/22/2011, Common starting date is 01/02/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EBTVX (Eaton Vance Tx-Mgd Value B) | 01/02/2001 | 07/22/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.67 | -2.89 | -0.22 | 2.96 | NA | NA | … | … | -1.12 | 9.06 | 17.32 | -35.42 | 8.59 | 18.07 | 10.35 | 13.84 | 22.75 | -16.80 | 2.26 |
| Sharpe Ratio | NA | 0.87 | -0.10 | -0.04 | 0.07 | NA | NA | … | … | -0.17 | 0.46 | 0.63 | -0.89 | 0.34 | 1.38 | 0.72 | 1.24 | 1.48 | -0.84 | 0.00 |
| Standard Deviation(%) | NA | 13.30 | 30.14 | 25.75 | 21.22 | NA | NA | … | … | 12.25 | 19.53 | 27.52 | 40.91 | 16.55 | 10.74 | 11.41 | 10.44 | 14.95 | 21.25 | 15.44 |
| Draw Down(%) | NA | 7.50 | 46.51 | 53.33 | 53.33 | NA | NA | … | … | 7.02 | 18.02 | 27.18 | 46.64 | 10.47 | 9.06 | 7.46 | 7.50 | 14.26 | 27.97 | 19.09 |
| Yield(%) | 0.00 | 0.66 | 0.53 | 0.42 | 0.36 | 0.25 | 0.19 | … | … | 0.00 | 0.62 | 1.10 | 0.22 | 0.13 | 0.25 | 0.22 | 0.32 | 0.28 | 0.00 | 0.00 |
Data as of 07/22/2011, Common starting date is 01/02/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EBTVX (Eaton Vance Tx-Mgd Value B) |
-13.64%
Feb 2006 – Feb 2009 |
-3.97%
Feb 2004 – Feb 2009 |
2.82%
Jun 2001 – Jun 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EBTVX (Eaton Vance Tx-Mgd Value B) |
19.64%
Mar 2003 – Mar 2006 |
15.89%
Sep 2002 – Sep 2007 |
3.73%
Mar 2001 – Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart