EGRSX
Eaton Vance Global Macro Abs Ret Advtg-R
$10.69
-0.01 (-0.09%)
Currency in USD / Last Updated: 7/9/2024
| Category | Unconventional |
|---|---|
| Market Cap | 1960.065M |
| 52 Week High | 10.7 |
| 52 Week Low | 9.673 |
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Key Data
| Symbol | EGRSX |
|---|---|
| Type | Mutual Fund |
| Category | Unconventional |
| Price | 10.69 |
| Price Yesterday | 10.7 |
| Market Cap | 1,960.07 |
| YTD Return | 6.69% |
Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 5000000 |
| Redeption Fee | 0 |
| Prospectus | 0.0168 |
Overview
| 52 Week High | 10.70 |
|---|---|
| 52 Week Low | 9.67 |
| Market Cap | 1,960.07M |
| Shares Outstanding | 183.36M |
| Income Dividend Yield | 3.26% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 3.26% |
Returns Annualized
| One Day | -21.01% |
|---|---|
| Five Days | 68.51% |
| One Months | 13.93% |
| Three Months | 4.70% |
| Six Months | 14.54% |
| Nine Months | 14.44% |
| One Year | 9.44% |
| Three Years | 4.96% |
| Five Years | 5.91% |
| Ten Years | -999 |
| YTD | 13.38% |
| Since Inception | 4.03% |
Returns Total
| One Day | -0.09% |
|---|---|
| Five Days | 1.04% |
| One Month | 1.04% |
| Three Months | 1.14% |
| Six Months | 6.90% |
| Nine Months | 10.51% |
| One Year | 9.43% |
| Three Years | 15.56% |
| Five Years | 33.18% |
| Ten Years | -999 |
| YTD | 6.69% |
| Since Inception | 32.27% |
Yearly Returns
| 2024 | 6.69% |
|---|---|
| 2023 | 8.47% |
| 2022 | -1.95% |
| 2021 | 3.72% |
| 2020 | 4.82% |
| 2019 | 14.78% |
| 2018 | -8.14% |
| 2017 | 1.70% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | -0.71% |
|---|---|
| Beta | 0.2 |
| Correlation | 72.85% |
| Downside Deviation | 0.89% |
| Coefficient of determination | 53.08% |
| Standard Deviation | 0.90% |
| Sharpe Ratio | -6.17 |
| Sortino | -21.75 |
| Treynor | 19.88 |
| Ulcer Index | 0.87 |
| Ulcer Performance Index | -22.19 |