Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 10/22/2010.
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
ETEMX (Eaton Vance Emerging Markets A) | NA | 7.88% | -9.94% | 4.92% | 10.55% | NA | NA | 6.56% |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
ETEMX (Eaton Vance Emerging Markets A) | 03/25/1997 | 10/22/2010 |
The return data shown below all have the same latest date: 10/22/2010.
AR inception is since 03/25/1997.
AR inception is since 03/25/1997.
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 7.88 | -9.94 | 4.92 | 10.55 | NA | NA | 6.56 | 4.45 | 66.05 | -57.67 | 24.44 | 25.73 | 30.23 | 24.09 | 46.05 | 5.88 | 0.09 | -25.54 | 81.91 | -33.03 | -12.32 |
Sharpe Ratio | NA | 0.37 | -0.31 | 0.12 | 0.38 | NA | NA | 0.19 | 0.26 | 2.45 | -1.27 | 1.03 | 1.29 | 2.28 | 1.52 | 4.22 | 0.36 | -0.12 | -1.30 | 4.10 | -1.37 | -1.10 |
Standard Deviation(%) | NA | 21.09 | 33.88 | 28.89 | 23.27 | NA | NA | 22.58 | 20.67 | 26.94 | 45.96 | 20.92 | 17.44 | 12.31 | 15.24 | 10.76 | 13.15 | 19.63 | 22.67 | 19.18 | 26.45 | 17.43 |
Draw Down(%) | NA | 16.09 | 69.03 | 69.03 | 69.03 | NA | NA | 69.03 | 16.09 | 18.79 | 66.27 | 16.96 | 23.29 | 10.02 | 18.65 | 7.84 | 21.79 | 25.44 | 36.12 | 12.47 | 50.08 | 26.66 |
Yield(%) | 0.00 | 0.16 | 7.18 | 9.83 | 10.89 | 6.07 | 4.55 | 7.00 | 0.16 | 0.00 | 9.32 | 18.32 | 6.38 | 10.42 | 4.67 | 0.00 | 0.67 | 0.00 | 0.00 | 0.00 | 0.00 | 3.76 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ETEMX (Eaton Vance Emerging Markets A) |
-18.49%
Feb 2006 - Feb 2009 |
-5.47%
Jul 1997 - Jul 2002 |
6.57%
Feb 2000 - Feb 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ETEMX (Eaton Vance Emerging Markets A) |
40.40%
Apr 2003 - Apr 2006 |
33.00%
Oct 2002 - Oct 2007 |
15.99%
Aug 1998 - Aug 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart