Eaton risk analysis
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Use Eaton Vance Glbl Macr Absolute Return A risk analysis together with your fund portfolios to protect against small markets fluctuations and to determine Fund optimization strategy that fits your criteria. Suggest Portfolio
Projected Return Density against MarketAssuming 30 trading days horizon, Eaton Vance Glbl Macr Absolute Return A has beta of -0.02 suggesting as returns on benchmark increase, returns on holding Eaton are expected to decrease at a much smaller rate. During bear market, however, Eaton Vance Glbl Macr Absolute Return A is likely to outperform the market. Additionally, Eaton Vance Glbl Macr Absolute Return A has negative alpha implying that risk taken by holding this securing is not justified. The company is significantly underperforming S&P 500
Actual Return VolatilityEaton Vance Glbl Macr Absolute Return A shows 0.11% volatility of returns over 30 trading days. S&P 500 shows 0.55% volatility of returns over 30 trading days. |
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S&P 500 has a standard deviation of returns of 0.55 and is 5.0 times more volatile than Eaton Vance Glbl Macr Absolute Return A. 1% of all equities and portfolios are less risky than Eaton. Compared with the overall equity markets, volatility of historical daily returns of Eaton Vance Glbl Macr Absolute Return A is lower than 1 (%) of all global equities and portfolios over the last 30 days. Use Eaton Vance Glbl Macr Absolute Return A to protect against small markets fluctuations. The fund experiences stable pattern. Watch out for signals. As returns on market increase, returns on owning Eaton are expected to decrease at a much smaller rate. During bear market, Eaton is likely to outperform the market. Eaton correlation with marketGood diversificationOverlapping area represents amount of risk that can be diversified away by holding Eaton Vance Glbl Macr Absolute and equity matching GSPC index in the same portfolio Eaton Current Risk Indicators
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