Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EGMSX (Eaton Vance Global Macro Absolute Return) | 3.83% | 11.57% | 9.54% | 6.37% | NA | NA | NA | … | … |
Data as of 06/05/2026, Common starting date is 06/05/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EGMSX (Eaton Vance Global Macro Absolute Return) | 06/05/2017 | 06/05/2026 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.22 | 11.57 | 9.54 | 6.37 | NA | NA | NA | … | … | 3.83 | 12.49 | 8.63 | 7.05 | -0.40 | 2.23 | 3.63 | 9.87 | -3.12 | 1.14 |
| Sharpe Ratio | NA | 4.54 | 3.21 | 1.43 | NA | NA | NA | … | … | 2.50 | 5.62 | 2.61 | 1.77 | -0.39 | 1.28 | 0.93 | 4.27 | -2.28 | 0.79 |
| Standard Deviation(%) | NA | 1.94 | 1.93 | 2.73 | NA | NA | NA | … | … | 2.62 | 1.72 | 1.92 | 1.94 | 4.72 | 1.72 | 3.61 | 1.97 | 1.99 | 1.52 |
| Draw Down(%) | NA | 1.44 | 1.44 | 7.37 | NA | NA | NA | … | … | 1.44 | 1.17 | 0.95 | 1.09 | 7.37 | 1.20 | 9.31 | 1.25 | 4.43 | 0.77 |
| Yield(%) | 0.00 | 6.59 | 6.36 | 5.46 | 4.22 | 2.81 | 2.11 | … | … | 2.00 | 7.01 | 6.36 | 5.92 | 4.58 | 4.13 | 4.37 | 5.75 | 3.53 | 1.46 |
Data as of 06/05/2026, Common starting date is 06/05/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EGMSX (Eaton Vance Global Macro Absolute Return) |
1.02%
Jul 2019 – Jul 2022 |
1.49%
Jul 2017 – Jul 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EGMSX (Eaton Vance Global Macro Absolute Return) |
10.00%
Oct 2022 – Oct 2025 |
6.57%
Feb 2021 – Feb 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart