Eaton Vance Related Correlations
ECFAX Fund | USD 10.00 0.01 0.1% |
Correlations
0.03 | 0.48 | 0.72 | 0.97 | QMHIX | ||
0.03 | 0.79 | 0.01 | 0.11 | TCILX | ||
0.48 | 0.79 | 0.49 | 0.58 | APISX | ||
0.72 | 0.01 | 0.49 | 0.74 | EVOIX | ||
0.97 | 0.11 | 0.58 | 0.74 | GPMFX | ||
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Risk-Adjusted Indicators
There is a big difference between Eaton Mutual Fund performing well and Eaton Vance Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Eaton Vance's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
QMHIX | 0.67 | 0.30 | 0.37 | 2.58 | 0.10 | 1.73 | 3.83 | |||
TCILX | 0.19 | (0.02) | 0.00 | (0.15) | 0.00 | 0.40 | 1.38 | |||
APISX | 0.13 | (0.01) | (0.27) | (0.10) | 0.17 | 0.30 | 0.89 | |||
EVOIX | 0.35 | 0.14 | 0.21 | 0.65 | 0.00 | 0.83 | 1.76 | |||
GPMFX | 0.47 | 0.14 | 0.13 | (12.67) | 0.28 | 0.86 | 2.79 |