Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EROCX (Eaton Vance Risk-Managed eq Option Fd Cl) | NA | 4.10% | 4.35% | 2.74% | 3.06% | NA | NA | … | … |
Data as of 03/09/2020, Common starting date is 04/07/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EROCX (Eaton Vance Risk-Managed eq Option Fd Cl) | 04/07/2008 | 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 | 4.10 | 4.35 | 2.74 | 3.06 | NA | NA | … | … | 0.00 | 11.49 | -4.84 | 8.82 | -0.85 | 2.24 | 2.73 | 15.52 | 3.26 | -4.83 | -2.15 | 3.52 | -16.93 |
| Sharpe Ratio | NA | 1.45 | 0.58 | 0.30 | 0.36 | NA | NA | … | … | 0.00 | 2.72 | -0.78 | 1.97 | -0.13 | 0.25 | 0.35 | 2.06 | 0.45 | -0.49 | -0.29 | 0.34 | -1.13 |
| Standard Deviation(%) | NA | 2.66 | 5.53 | 6.68 | 7.41 | NA | NA | … | … | NA | 3.70 | 7.91 | 4.17 | 7.96 | 8.86 | 7.85 | 7.51 | 7.22 | 9.90 | 7.58 | 10.14 | 20.33 |
| Draw Down(%) | NA | 2.01 | 9.95 | 10.48 | 10.55 | NA | NA | … | … | 0.00 | 2.01 | 9.95 | 2.08 | 7.65 | 7.42 | 5.64 | 4.19 | 7.48 | 10.06 | 7.12 | 9.59 | 20.00 |
| Yield(%) | 0.00 | 21.97 | 7.99 | 4.83 | 3.74 | 2.35 | 1.76 | … | … | 0.00 | 23.61 | 0.00 | 0.00 | 0.00 | 0.00 | 1.06 | 2.39 | 1.75 | 2.68 | 6.64 | 5.07 | 0.00 |
Data as of 03/09/2020, Common starting date is 04/07/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EROCX (Eaton Vance Risk-Managed eq Option Fd Cl) |
-5.75%
Sep 2008 – Sep 2011 |
-2.47%
May 2008 – May 2013 |
0.74%
May 2008 – May 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EROCX (Eaton Vance Risk-Managed eq Option Fd Cl) |
8.37%
May 2012 – May 2015 |
5.54%
Dec 2012 – Dec 2017 |
4.13%
Apr 2009 – Apr 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart