Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EVGFX (Eaton Vance Multi-Cap Growth A) | NA | 9.96% | 14.99% | 12.85% | 8.33% | 4.69% | 7.67% | 4.93% |
Data as of 03/10/2015, AR inception is 01/03/1980
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EVGFX (Eaton Vance Multi-Cap Growth A) | 01/03/1980 | 03/10/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.96 | 14.99 | 12.85 | 8.33 | 4.69 | 7.67 | 4.93 | 5.85 | 7.42 | 35.30 | 11.59 | -1.43 | 10.00 | 49.14 | -52.90 | 31.40 | 20.90 | 1.87 | 16.12 | 36.65 | -26.71 | -11.05 | -10.07 | 4.49 | 18.78 | 28.53 | 18.24 | 24.73 | -13.16 | -3.12 | -7.34 | 32.55 | -15.45 | 22.44 | 5.09 | -4.17 | -1.54 | 18.60 | -8.97 | -3.99 | 23.97 | -30.28 | 22.54 |
| Sharpe Ratio | NA | 0.70 | 1.04 | 0.68 | 0.29 | NA | NA | 0.02 | 2.69 | 0.51 | 2.81 | 0.75 | -0.05 | 0.49 | 1.44 | -1.01 | 1.46 | 1.14 | -0.02 | 0.90 | 1.75 | -0.90 | -0.40 | -0.51 | 0.08 | 0.80 | -1.64 | 1.21 | 2.00 | -1.09 | -0.48 | -0.62 | 1.85 | -1.12 | 1.29 | 0.03 | -0.27 | -0.33 | 0.95 | -0.89 | -0.44 | 1.02 | -1.01 | 0.82 |
| Standard Deviation(%) | NA | 14.20 | 14.35 | 18.70 | 25.90 | NA | NA | 22.11 | 13.57 | 14.57 | 12.54 | 15.43 | 27.22 | 20.34 | 34.03 | 53.38 | 19.58 | 15.56 | 13.91 | 16.91 | 20.60 | 30.77 | 33.98 | 27.44 | 15.50 | 19.40 | 16.21 | 12.03 | 10.44 | 14.85 | 10.86 | 15.50 | 15.46 | 18.43 | 12.94 | 13.53 | 29.77 | 17.45 | 14.16 | 17.57 | 22.57 | 16.06 | 39.96 | 17.76 |
| Draw Down(%) | NA | 8.96 | 11.56 | 24.08 | 66.08 | NA | NA | 66.08 | 3.98 | 8.96 | 4.82 | 11.56 | 24.08 | 17.96 | 22.49 | 66.08 | 14.73 | 16.27 | 16.56 | 16.02 | 16.40 | 39.94 | 37.98 | 19.27 | 15.07 | 22.21 | 9.44 | 11.55 | 6.51 | 18.04 | 11.82 | 12.50 | 7.95 | 30.31 | 7.24 | 7.50 | 40.89 | 20.92 | 15.13 | 15.33 | 23.66 | 13.14 | 45.76 | 16.80 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 2.79 | 2.77 | 6.24 | 4.08 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.03 | 0.80 | 17.68 | 2.90 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 22.01 | 3.34 | 23.75 | 12.27 | 9.68 | 0.44 | 0.75 | 0.36 | 0.00 | 1.18 | 0.96 | 1.19 | 1.05 | 1.01 | 1.98 | 2.32 | 1.62 | 2.39 | 3.44 | 2.54 | 2.91 |
Data as of 03/10/2015, AR inception is 01/03/1980
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EVGFX (Eaton Vance Multi-Cap Growth A) |
-17.59%
Feb 2000 - Feb 2003 |
-9.41%
Mar 1998 - Mar 2003 |
-3.86%
Feb 1999 - Feb 2009 |
0.36%
Aug 1987 - Aug 2002 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EVGFX (Eaton Vance Multi-Cap Growth A) |
27.04%
Apr 1995 - Apr 1998 |
22.67%
Feb 2009 - Feb 2014 |
9.88%
Sep 1990 - Sep 2000 |
8.61%
May 1993 - May 2008 |
Annualized Rolling Returns Comparison Chart