Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EVM (Eaton Vance California MBF) | -1.56% | -3.67% | 1.39% | -1.08% | 1.99% | 2.68% | 3.18% | 3.44% |
Data as of 08/01/2025, AR inception is 08/28/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EVM (Eaton Vance California MBF) | 08/28/2002 | 08/01/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.74 | -3.67 | 1.39 | -1.08 | 1.99 | 2.68 | 3.18 | 3.44 | -1.56 | 5.47 | 10.32 | -22.02 | 3.07 | 8.98 | 18.58 | -9.81 | 6.26 | -1.35 | 9.37 | 22.12 | -10.69 | 0.04 | 22.80 | 5.47 | 53.21 | -37.48 | -4.75 | 22.16 | 4.81 | 4.52 | 10.59 | -10.39 |
| Sharpe Ratio | NA | -0.62 | -0.18 | -0.29 | 0.05 | NA | NA | 0.13 | -0.50 | 0.19 | 0.61 | -1.80 | 0.37 | 0.40 | 2.38 | -1.54 | 0.63 | -0.11 | 1.00 | 3.06 | -0.81 | 0.00 | 1.50 | 0.33 | 1.99 | -0.82 | -0.82 | 2.22 | 0.30 | 0.37 | 0.73 | -2.12 |
| Standard Deviation(%) | NA | 10.95 | 11.05 | 10.73 | 11.98 | NA | NA | 15.91 | 11.55 | 9.59 | 11.04 | 13.04 | 8.34 | 21.58 | 7.17 | 7.29 | 8.97 | 14.68 | 9.35 | 7.22 | 13.27 | 10.62 | 15.17 | 16.42 | 26.75 | 46.50 | 9.70 | 8.47 | 8.63 | 9.69 | 13.46 | 13.42 |
| Draw Down(%) | NA | 9.38 | 17.34 | 30.96 | 30.96 | NA | NA | 55.50 | 9.38 | 5.32 | 15.21 | 27.76 | 4.05 | 22.06 | 4.98 | 13.96 | 6.35 | 20.95 | 8.65 | 2.60 | 22.17 | 12.26 | 10.37 | 20.14 | 13.90 | 54.03 | 11.83 | 5.71 | 7.35 | 13.96 | 10.53 | 12.57 |
| Yield(%) | 0.00 | 4.81 | 4.32 | 3.84 | 4.33 | 4.45 | 4.53 | 4.61 | 2.68 | 5.24 | 4.11 | 3.70 | 4.25 | 4.25 | 4.63 | 4.21 | 5.12 | 5.42 | 5.84 | 6.52 | 5.29 | 5.36 | 7.65 | 7.37 | 9.30 | 5.23 | 6.35 | 5.88 | 6.12 | 6.57 | 7.22 | 1.50 |
Data as of 08/01/2025, AR inception is 08/28/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EVM (Eaton Vance California MBF) |
-10.06%
Dec 2005 - Dec 2008 |
-4.44%
Dec 2003 - Dec 2008 |
0.59%
Oct 2012 - Oct 2022 |
1.70%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EVM (Eaton Vance California MBF) |
25.66%
Dec 2008 - Dec 2011 |
12.13%
Dec 2008 - Dec 2013 |
8.39%
Dec 2008 - Dec 2018 |
6.48%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart