Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EICSX (Eaton Vance Commodity Stratgy Fnd Clss I) | NA | -13.54% | 3.74% | -8.94% | NA | NA | NA | -6.08% |
Data as of 02/25/2019, AR inception is 04/09/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EICSX (Eaton Vance Commodity Stratgy Fnd Clss I) | 04/09/2010 | 02/25/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -13.54 | 3.74 | -8.94 | NA | NA | NA | -6.08 | 5.97 | -17.06 | 5.34 | 14.93 | -24.78 | -17.75 | -10.38 | -0.74 | -13.65 | 19.77 |
| Sharpe Ratio | NA | -1.22 | 0.25 | -0.76 | NA | NA | NA | -0.43 | 4.74 | -1.56 | 0.50 | 0.97 | -1.66 | -1.76 | -1.06 | -0.06 | -0.75 | 1.64 |
| Standard Deviation(%) | NA | 11.84 | 11.85 | 12.45 | NA | NA | NA | 13.52 | 9.88 | 11.78 | 9.45 | 15.17 | 14.94 | 10.11 | 9.81 | 13.49 | 18.25 | 16.93 |
| Draw Down(%) | NA | 19.86 | 20.00 | 47.54 | NA | NA | NA | 59.56 | 1.45 | 20.00 | 9.07 | 7.96 | 26.84 | 24.22 | 15.93 | 15.46 | 22.51 | 10.97 |
| Yield(%) | 0.00 | 0.00 | 3.28 | 1.61 | 1.89 | 1.26 | 0.94 | 2.36 | 0.00 | 0.00 | 5.04 | 3.88 | 2.02 | 1.21 | 0.39 | 0.43 | 2.87 | 7.95 |
Data as of 02/25/2019, AR inception is 04/09/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EICSX (Eaton Vance Commodity Stratgy Fnd Clss I) |
-19.11%
Jan 2013 - Jan 2016 |
-14.90%
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 |
|---|---|---|---|---|
| EICSX (Eaton Vance Commodity Stratgy Fnd Clss I) |
3.01%
Jan 2016 - Jan 2019 |
-4.28%
Jun 2010 - Jun 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart