Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EISEX (Eaton Vance Special Equitites Fd Cl I) | NA | 12.16% | 6.76% | 6.83% | 7.35% | NA | NA | … | … |
Data as of 10/19/2023, Common starting date is 09/06/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EISEX (Eaton Vance Special Equitites Fd Cl I) | 09/06/2011 | 10/19/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.16 | 6.76 | 6.83 | 7.35 | NA | NA | … | … | 5.92 | -16.88 | 19.43 | 13.11 | 28.81 | -4.79 | 15.61 | 15.70 | -2.57 | 2.58 | 36.19 | 6.88 | 3.46 |
| Sharpe Ratio | NA | 0.49 | 0.27 | 0.24 | 0.34 | NA | NA | … | … | 0.22 | -0.73 | 1.17 | 0.35 | 2.25 | -0.40 | 1.62 | 1.03 | -0.17 | 0.17 | 2.69 | 0.45 | 0.35 |
| Standard Deviation(%) | NA | 16.57 | 19.48 | 23.08 | 18.96 | NA | NA | … | … | 14.77 | 25.01 | 16.57 | 36.56 | 12.20 | 15.40 | 9.27 | 15.11 | 15.23 | 15.02 | 13.42 | 15.34 | 31.69 |
| Draw Down(%) | NA | 9.51 | 24.59 | 37.48 | 37.48 | NA | NA | … | … | 9.51 | 24.21 | 8.44 | 37.48 | 5.73 | 20.79 | 5.22 | 11.96 | 14.14 | 12.34 | 6.33 | 13.09 | 14.06 |
| Yield(%) | 0.00 | 4.80 | 7.37 | 7.07 | 6.54 | 6.32 | 4.74 | … | … | 0.00 | 3.76 | 13.70 | 3.12 | 5.69 | 8.01 | 7.50 | 7.30 | 9.99 | 0.00 | 0.69 | 0.00 | 0.00 |
Data as of 10/19/2023, Common starting date is 09/06/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EISEX (Eaton Vance Special Equitites Fd Cl I) |
0.75%
Mar 2017 – Mar 2020 |
2.50%
Mar 2015 – Mar 2020 |
7.71%
Sep 2013 – Sep 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EISEX (Eaton Vance Special Equitites Fd Cl I) |
20.28%
Dec 2018 – Dec 2021 |
15.43%
Apr 2016 – Apr 2021 |
12.42%
Dec 2011 – Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart