Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 02/24/2012.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EVCAX (Eaton Vance CA Municipals B) | NA | 10.46% | 6.64% | 1.08% | 2.99% | 3.76% | NA | 4.28% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EVCAX (Eaton Vance CA Municipals B) | 06/21/1996 | 02/24/2012 |
The return data shown below all have the same latest date: 02/24/2012.
AR inception is since 06/21/1996.
AR inception is since 06/21/1996.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.46 | 6.64 | 1.08 | 2.99 | 3.76 | NA | 4.28 | 0.00 | 9.81 | -2.30 | 23.77 | -19.25 | -1.00 | 5.60 | 4.23 | 3.16 | 5.16 | 8.89 | 3.13 | 14.45 | -6.79 | 5.37 | 10.84 | 5.75 |
| Sharpe Ratio | NA | 3.74 | 1.51 | 0.06 | 0.35 | NA | NA | -0.11 | 0.00 | 2.64 | -0.48 | 4.30 | -1.80 | -1.26 | 1.06 | 0.85 | 0.59 | 1.17 | 1.85 | 0.25 | 3.18 | -2.83 | 0.62 | -12.66 | 1.98 |
| Standard Deviation(%) | NA | 2.79 | 4.36 | 6.41 | 5.13 | NA | NA | 4.58 | NA | 3.70 | 4.94 | 5.51 | 11.15 | 3.21 | 2.19 | 2.41 | 3.73 | 3.83 | 4.21 | 3.20 | 3.27 | 3.54 | 3.31 | 3.49 | 3.89 |
| Draw Down(%) | NA | 2.06 | 12.73 | 25.96 | 25.96 | NA | NA | 25.96 | 0.00 | 4.65 | 10.33 | 5.20 | 25.95 | 5.72 | 1.48 | 2.34 | 6.55 | 6.23 | 5.96 | 4.62 | 3.72 | 8.67 | 2.42 | 2.83 | 1.99 |
| Yield(%) | 0.00 | 3.09 | 3.76 | 3.25 | 3.92 | 4.25 | 3.49 | 4.66 | 0.00 | 3.41 | 3.60 | 4.53 | 3.55 | 3.86 | 5.39 | 3.85 | 4.23 | 4.63 | 4.78 | 4.68 | 5.34 | 4.50 | 4.35 | 4.73 | 2.48 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EVCAX (Eaton Vance CA Municipals B) |
-5.49%
Dec 2005 - Dec 2008 |
-1.92%
Dec 2003 - Dec 2008 |
1.35%
Dec 1998 - Dec 2008 |
3.76%
Nov 1996 - Nov 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EVCAX (Eaton Vance CA Municipals B) |
10.01%
May 2000 - May 2003 |
7.40%
Jan 2000 - Jan 2005 |
5.46%
Aug 1996 - Aug 2006 |
3.96%
Sep 1996 - Sep 2011 |
Annualized Rolling Returns Comparison Chart