Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EICOX (Eaton Vance Global Macro Capital Opport) | 25.55% | 48.87% | 28.14% | 15.58% | 13.34% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 11/06/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EICOX (Eaton Vance Global Macro Capital Opport) | 11/06/2014 | 06/04/2026 |
| 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 (%) | 0.57 | 48.87 | 28.14 | 15.58 | 13.34 | NA | NA | … | … | 25.55 | 33.22 | 11.99 | 25.78 | -14.59 | 13.43 | 13.46 | 12.59 | -14.57 | 31.41 | 8.62 | -13.24 | -4.14 |
| Sharpe Ratio | NA | 2.81 | 1.75 | 0.97 | 0.86 | NA | NA | … | … | 3.18 | 2.18 | 0.71 | 1.94 | -1.06 | 1.34 | 0.59 | 1.11 | -1.32 | 4.72 | 0.69 | -1.02 | -2.10 |
| Standard Deviation(%) | NA | 16.16 | 14.26 | 13.69 | 13.67 | NA | NA | … | … | 22.18 | 13.99 | 11.81 | 11.50 | 15.22 | 9.98 | 22.42 | 10.05 | 12.11 | 6.54 | 12.21 | 13.06 | 11.92 |
| Draw Down(%) | NA | 13.40 | 14.11 | 22.46 | 38.75 | NA | NA | … | … | 13.40 | 14.11 | 9.39 | 11.72 | 22.46 | 5.78 | 32.17 | 8.25 | 23.28 | 2.58 | 10.85 | 21.49 | 8.38 |
| Yield(%) | 0.00 | 4.21 | 3.44 | 3.33 | 3.34 | 1.97 | 1.48 | … | … | 0.00 | 4.70 | 2.23 | 2.40 | 4.63 | 2.97 | 0.11 | 2.21 | 2.42 | 0.00 | 0.65 | 1.98 | 0.11 |
Data as of 06/04/2026, 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 |
|---|---|---|---|---|
| EICOX (Eaton Vance Global Macro Capital Opport) |
-5.43%
Mar 2017 – Mar 2020 |
-2.53%
Mar 2015 – Mar 2020 |
6.22%
Apr 2015 – Apr 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EICOX (Eaton Vance Global Macro Capital Opport) |
28.95%
May 2023 – May 2026 |
17.09%
Mar 2020 – Mar 2025 |
13.48%
May 2016 – May 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart