Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EROAX (Eaton Vance Risk-Managed eq Option Fd Cl) | NA | 4.13% | 4.86% | 3.37% | 3.77% | NA | NA | … | … |
Data as of 03/09/2020, Common starting date is 02/29/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EROAX (Eaton Vance Risk-Managed eq Option Fd Cl) | 02/29/2008 | 03/09/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.13 | 4.86 | 3.37 | 3.77 | NA | NA | … | … | 0.00 | -11.59 | -4.79 | 8.86 | -0.96 | 2.72 | 2.02 | 13.11 | 0.57 | -7.06 | -8.86 | -1.44 | -15.73 |
| Sharpe Ratio | NA | -1.69 | -1.72 | -2.04 | -2.09 | NA | NA | … | … | 0.00 | -1.47 | -3.31 | -2.45 | -4.43 | -1.80 | -2.03 | -0.69 | -2.82 | -2.47 | -3.29 | -1.85 | -2.17 |
| Standard Deviation(%) | NA | 23.56 | 14.63 | 12.40 | 10.55 | NA | NA | … | … | NA | 23.72 | 7.96 | 4.24 | 7.89 | 8.77 | 8.14 | 7.82 | 6.43 | 10.37 | 8.35 | 10.82 | 19.18 |
| Draw Down(%) | NA | 21.27 | 21.27 | 21.27 | 21.27 | NA | NA | … | … | 0.00 | 21.27 | 10.43 | 2.16 | 7.69 | 7.34 | 5.49 | 5.63 | 7.30 | 12.39 | 11.81 | 9.57 | 19.88 |
| Yield(%) | 0.00 | 21.70 | 8.39 | 5.33 | 4.34 | 3.13 | 2.35 | … | … | 0.00 | 23.36 | 0.67 | 0.77 | 0.80 | 0.37 | 1.45 | 3.23 | 3.27 | 3.04 | 7.24 | 7.22 | 4.54 |
Data as of 03/09/2020, Common starting date is 02/29/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EROAX (Eaton Vance Risk-Managed eq Option Fd Cl) |
-3.94%
Sep 2008 – Sep 2011 |
-0.78%
May 2008 – May 2013 |
1.90%
Mar 2008 – Mar 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EROAX (Eaton Vance Risk-Managed eq Option Fd Cl) |
9.15%
May 2012 – May 2015 |
6.36%
Dec 2012 – Dec 2017 |
4.92%
Apr 2009 – Apr 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart