Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/05/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EIM (Eaton Vance MBF) | -4.95% | 1.17% | 1.73% | 0.26% | 2.37% | 3.56% | 3.89% | 4.17% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EIM (Eaton Vance MBF) | 08/28/2002 | 05/05/2025 |
The return data shown below all have the same latest date: 05/05/2025.
AR inception is since 08/28/2002.
AR inception is since 08/28/2002.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.62 | 1.17 | 1.73 | 0.26 | 2.37 | 3.56 | 3.89 | 4.17 | -4.95 | 8.21 | 1.79 | -19.63 | 4.39 | 10.59 | 19.30 | -5.29 | 6.45 | 0.80 | 7.50 | 20.82 | -14.01 | 16.84 | 19.22 | -0.70 | 50.20 | -32.99 | -4.47 | 11.58 | 19.81 | 4.38 | 10.57 | -8.99 |
| Sharpe Ratio | NA | -0.28 | -0.24 | -0.19 | 0.07 | NA | NA | 0.17 | -1.37 | 0.16 | -0.23 | -1.51 | 0.64 | 0.44 | 2.75 | -1.06 | 0.85 | 0.06 | 0.88 | 2.39 | -0.90 | 1.44 | 1.35 | -0.05 | 1.94 | -0.66 | -0.63 | 1.03 | 2.21 | 0.31 | 0.89 | -1.39 |
| Standard Deviation(%) | NA | 10.89 | 11.05 | 10.36 | 11.51 | NA | NA | 16.52 | 11.13 | 10.18 | 10.70 | 13.92 | 6.82 | 23.28 | 6.51 | 6.27 | 6.84 | 10.34 | 8.50 | 8.70 | 15.55 | 11.74 | 14.17 | 14.94 | 25.87 | 51.42 | 11.98 | 8.13 | 7.99 | 10.99 | 11.09 | 18.04 |
| Draw Down(%) | NA | 12.03 | 18.34 | 31.43 | 31.43 | NA | NA | 52.50 | 9.45 | 4.76 | 16.27 | 27.87 | 5.27 | 24.04 | 3.64 | 9.53 | 4.26 | 14.99 | 7.83 | 3.71 | 25.26 | 7.45 | 11.19 | 19.37 | 14.07 | 52.50 | 11.76 | 7.82 | 7.63 | 14.38 | 10.50 | 12.21 |
| Yield(%) | 0.00 | 5.47 | 4.57 | 4.36 | 4.65 | 5.08 | 5.05 | 5.15 | 1.46 | 5.80 | 3.99 | 3.71 | 4.42 | 4.57 | 4.90 | 4.50 | 5.52 | 5.42 | 5.97 | 6.82 | 5.37 | 6.17 | 7.94 | 7.27 | 8.95 | 5.36 | 6.04 | 7.50 | 7.15 | 6.75 | 6.76 | 1.51 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EIM (Eaton Vance MBF) |
-10.61%
Dec 2005 - Dec 2008 |
-2.23%
Dec 2003 - Dec 2008 |
1.01%
Oct 2012 - Oct 2022 |
2.84%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EIM (Eaton Vance MBF) |
21.15%
Dec 2008 - Dec 2011 |
12.30%
Dec 2008 - Dec 2013 |
8.96%
Dec 2008 - Dec 2018 |
6.73%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart