Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EROIX (Eaton Vance Risk-Managed eq Option Fd Cl) | NA | 4.34% | 5.07% | 3.61% | 4.01% | NA | NA | … | … |
Data as of 03/09/2020, Common starting date is 04/07/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EROIX (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 | 4.34 | 5.07 | 3.61 | 4.01 | NA | NA | … | … | 0.00 | 11.91 | -3.87 | 9.78 | 0.11 | 3.38 | 3.78 | 16.68 | 4.38 | -4.01 | -1.19 | 4.52 | -16.72 |
| Sharpe Ratio | NA | 1.54 | 0.71 | 0.43 | 0.49 | NA | NA | … | … | 0.00 | 2.81 | -0.66 | 2.21 | -0.01 | 0.38 | 0.48 | 2.20 | 0.62 | -0.41 | -0.17 | 0.43 | -1.11 |
| Standard Deviation(%) | NA | 2.66 | 5.52 | 6.65 | 7.39 | NA | NA | … | … | NA | 3.74 | 7.86 | 4.15 | 7.90 | 8.85 | 7.89 | 7.57 | 7.05 | 9.90 | 7.53 | 10.20 | 20.33 |
| Draw Down(%) | NA | 1.98 | 9.74 | 10.10 | 10.10 | NA | NA | … | … | 0.00 | 1.98 | 9.74 | 1.93 | 7.67 | 7.32 | 5.49 | 4.05 | 7.29 | 9.50 | 6.65 | 9.56 | 19.86 |
| Yield(%) | 0.00 | 21.68 | 8.57 | 5.53 | 4.55 | 2.83 | 2.12 | … | … | 0.00 | 23.31 | 0.94 | 1.06 | 1.08 | 0.54 | 1.59 | 3.51 | 3.82 | 3.17 | 7.46 | 5.54 | 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 |
|---|---|---|---|---|
| EROIX (Eaton Vance Risk-Managed eq Option Fd Cl) |
-4.86%
Sep 2008 – Sep 2011 |
-1.59%
May 2008 – May 2013 |
1.71%
May 2008 – May 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EROIX (Eaton Vance Risk-Managed eq Option Fd Cl) |
9.44%
May 2012 – May 2015 |
6.59%
Dec 2012 – Dec 2017 |
5.17%
Apr 2009 – Apr 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart