Eaton Vance Related Correlations
ERSTX Fund | USD 24.40 0.11 0.45% |
Correlations
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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 | ||
---|---|---|---|---|---|---|---|---|---|---|
EMAIX | 0.07 | (0.01) | (0.43) | (0.13) | 0.04 | 0.21 | 0.72 | |||
EMOCX | 0.13 | (0.02) | 0.00 | 1.43 | 0.00 | 0.27 | 1.16 | |||
EMOAX | 0.14 | (0.02) | 0.00 | 1.45 | 0.00 | 0.27 | 1.25 | |||
EMOIX | 0.13 | (0.02) | 0.00 | (0.18) | 0.00 | 0.27 | 1.16 | |||
EIM | 0.43 | 0.00 | (0.07) | 0.06 | 0.55 | 0.82 | 2.96 | |||
ENYIX | 0.14 | (0.02) | 0.00 | 1.07 | 0.00 | 0.32 | 1.16 | |||
ERASX | 0.58 | (0.02) | (0.03) | 0.04 | 0.67 | 1.20 | 3.32 | |||
ERAMX | 0.09 | 0.00 | (0.37) | 0.10 | 0.00 | 0.10 | 0.83 | |||
ERBIX | 0.48 | 0.00 | 0.00 | 0.06 | 0.56 | 0.93 | 2.98 | |||
ERBCX | 0.48 | 0.00 | (0.01) | 0.06 | 0.55 | 0.95 | 2.99 |