Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EOAIX (Eaton Vance Parametric Opt Abs Ret Str I) | NA | -2.29% | 0.86% | 0.93% | NA | NA | NA | … | … |
Data as of 12/22/2016, Common starting date is 10/01/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EOAIX (Eaton Vance Parametric Opt Abs Ret Str I) | 10/01/2010 | 12/22/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.29 | 0.86 | 0.93 | NA | NA | NA | … | … | -2.67 | 6.65 | -0.42 | -6.11 | 7.85 | 3.88 | 0.50 |
| Sharpe Ratio | NA | -0.52 | 0.13 | 0.15 | NA | NA | NA | … | … | -0.61 | 0.99 | -0.09 | -1.02 | 1.42 | 0.40 | 0.41 |
| Standard Deviation(%) | NA | 4.77 | 5.52 | 5.62 | NA | NA | NA | … | … | 4.80 | 6.70 | 4.87 | 5.99 | 5.53 | 9.57 | 4.69 |
| Draw Down(%) | NA | 5.53 | 7.09 | 7.88 | NA | NA | NA | … | … | 5.53 | 6.12 | 5.47 | 6.55 | 2.09 | 7.42 | 1.89 |
| Yield(%) | 0.00 | 0.99 | 0.35 | 2.30 | 1.20 | 0.80 | 0.60 | … | … | 0.99 | 0.00 | 0.00 | 0.85 | 9.77 | 0.00 | 0.00 |
Data as of 12/22/2016, Common starting date is 10/01/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EOAIX (Eaton Vance Parametric Opt Abs Ret Str I) |
-0.99%
Mar 2013 – Mar 2016 |
0.61%
Jul 2011 – Jul 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EOAIX (Eaton Vance Parametric Opt Abs Ret Str I) |
2.75%
Aug 2011 – Aug 2014 |
2.24%
Dec 2010 – Dec 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart