Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EVSEX (EATON VANCE SPECIAL EQUITIES FUND EATON VANCE SPECIAL EQUITIES FUND CLASS A) | NA | 11.96% | 6.51% | 6.51% | 7.05% | 9.14% | 7.51% | 5.97% |
Data as of 10/19/2023, AR inception is 01/02/1980
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EVSEX (EATON VANCE SPECIAL EQUITIES FUND EATON VANCE SPECIAL EQUITIES FUND CLASS A) | 01/02/1980 | 10/19/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 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 | 11.96 | 6.51 | 6.51 | 7.05 | 9.14 | 7.51 | 5.97 | 5.72 | -17.06 | 19.13 | 12.82 | 28.15 | -5.09 | 15.35 | 15.45 | -2.87 | 2.32 | 35.82 | 6.62 | -4.33 | 23.95 | 35.08 | -42.02 | 22.17 | 16.97 | 6.95 | 3.72 | 30.95 | -32.88 | -23.95 | -9.31 | 42.03 | 18.85 | 14.12 | 23.61 | 15.99 | -18.39 | -6.23 | -5.57 | 39.79 | -3.40 | 15.95 | 11.15 | 1.67 | -17.13 | 4.28 | -19.08 | 7.81 | 16.53 | 8.55 | 46.65 |
| Sharpe Ratio | NA | 0.48 | 0.25 | 0.22 | 0.33 | NA | NA | 0.12 | 0.20 | -0.74 | 1.15 | 0.34 | 2.19 | -0.42 | 1.59 | 1.01 | -0.19 | 0.15 | 2.67 | 0.43 | -0.16 | 1.12 | 1.20 | -0.97 | 1.09 | 0.91 | 0.32 | 0.15 | 1.38 | -1.28 | -0.76 | -0.37 | 2.09 | 0.64 | 0.64 | 1.47 | 0.96 | -1.31 | -0.52 | -0.52 | 1.74 | -0.42 | 0.74 | 0.53 | -0.08 | -1.15 | -0.02 | -0.42 | 0.11 | 0.43 | -0.14 | 0.67 |
| Standard Deviation(%) | NA | 16.55 | 19.47 | 23.07 | 18.95 | NA | NA | 25.59 | 14.73 | 24.99 | 16.56 | 36.55 | 12.22 | 15.40 | 9.27 | 15.13 | 15.22 | 14.99 | 13.41 | 15.41 | 27.35 | 21.31 | 29.06 | 43.99 | 17.60 | 15.11 | 15.09 | 18.66 | 22.00 | 26.61 | 34.88 | 36.52 | 18.56 | 24.30 | 16.44 | 13.57 | 12.67 | 16.28 | 16.05 | 15.04 | 20.59 | 20.63 | 13.87 | 12.27 | 28.32 | 18.41 | 58.70 | 60.60 | 15.05 | 21.01 | 10.84 | 58.00 |
| Draw Down(%) | NA | 9.55 | 24.73 | 37.49 | 37.49 | NA | NA | 67.23 | 9.55 | 24.34 | 8.47 | 37.49 | 5.79 | 20.86 | 5.23 | 11.97 | 14.25 | 12.43 | 6.30 | 13.12 | 24.66 | 15.61 | 23.25 | 56.88 | 12.17 | 15.45 | 13.14 | 19.96 | 13.35 | 41.32 | 45.82 | 35.52 | 11.02 | 34.34 | 19.06 | 13.07 | 8.19 | 21.19 | 16.58 | 17.85 | 13.47 | 28.98 | 14.47 | 7.78 | 34.77 | 27.22 | 29.40 | 29.09 | 10.57 | 17.89 | 16.14 | 25.04 |
| Yield(%) | 0.00 | 4.99 | 7.53 | 7.12 | 6.52 | 8.19 | 15.97 | 11.75 | 0.00 | 3.90 | 14.12 | 3.00 | 5.45 | 8.17 | 7.62 | 7.39 | 10.08 | 0.00 | 0.72 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.27 | 21.51 | 15.03 | 10.92 | 32.28 | 11.22 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.63 | 0.70 | 0.70 | 4.12 | 8.63 | 2.32 | 2.46 |
Data as of 10/19/2023, AR inception is 01/02/1980
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EVSEX (EATON VANCE SPECIAL EQUITIES FUND EATON VANCE SPECIAL EQUITIES FUND CLASS A) |
-27.89%
Mar 2000 - Mar 2003 |
-12.56%
Mar 2000 - Mar 2005 |
-4.31%
Aug 2000 - Aug 2010 |
0.59%
Feb 1994 - Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EVSEX (EATON VANCE SPECIAL EQUITIES FUND EATON VANCE SPECIAL EQUITIES FUND CLASS A) |
37.75%
Mar 1997 - Mar 2000 |
25.44%
Mar 1995 - Mar 2000 |
14.42%
Feb 2009 - Feb 2019 |
9.41%
Jul 2006 - Jul 2021 |
Annualized Rolling Returns Comparison Chart