EGMSX
Eaton Vance Global Macro Abs Ret-R6
$8.42
0.00 (0.00%)
Currency in USD / Last Updated: 7/9/2024
| Category | Unconventional |
|---|---|
| Market Cap | 1727.641M |
| 52 Week High | 8.42 |
| 52 Week Low | 7.784 |
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Key Data
| Symbol | EGMSX |
|---|---|
| Type | Mutual Fund |
| Category | Unconventional |
| Price | 8.42 |
| Price Yesterday | 8.42 |
| Market Cap | 1,727.64 |
| YTD Return | 5.43% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 5000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0105 |
Overview
| 52 Week High | 8.42 |
|---|---|
| 52 Week Low | 7.78 |
| Market Cap | 1,727.64M |
| Shares Outstanding | 205.18M |
| Income Dividend Yield | 5.73% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 5.73% |
Returns Annualized
| One Day | 0.00% |
|---|---|
| Five Days | 35.05% |
| One Months | 9.44% |
| Three Months | 5.50% |
| Six Months | 11.62% |
| Nine Months | 11.00% |
| One Year | 8.05% |
| Three Years | 4.34% |
| Five Years | 4.57% |
| Ten Years | -999 |
| YTD | 10.81% |
| Since Inception | 3.68% |
Returns Total
| One Day | 0.00% |
|---|---|
| Five Days | 0.60% |
| One Month | 0.72% |
| Three Months | 1.32% |
| Six Months | 5.55% |
| Nine Months | 8.05% |
| One Year | 8.05% |
| Three Years | 13.52% |
| Five Years | 24.94% |
| Ten Years | -999 |
| YTD | 5.43% |
| Since Inception | 29.14% |
Yearly Returns
| 2024 | 5.43% |
|---|---|
| 2023 | 7.08% |
| 2022 | -0.37% |
| 2021 | 2.24% |
| 2020 | 3.65% |
| 2019 | 9.83% |
| 2018 | -3.13% |
| 2017 | 1.84% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | -0.31% |
|---|---|
| Beta | 0.13 |
| Correlation | 75.86% |
| Downside Deviation | 0.41% |
| Coefficient of determination | 57.55% |
| Standard Deviation | 0.54% |
| Sharpe Ratio | -10.99 |
| Sortino | -50.91 |
| Treynor | 20.89 |
| Ulcer Index | 0.35 |
| Ulcer Performance Index | -58.66 |