Eaton Vance Risk Adjusted Performance

EGMSX Fund  USD 8.46  0.01  0.12%   
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Eaton Vance Global has current Risk Adjusted Performance of 0.0902.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0902
ER[a] = Expected return on investing in Eaton Vance
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Eaton Vance Risk Adjusted Performance Peers Comparison

Eaton Risk Adjusted Performance Relative To Other Indicators

Eaton Vance Global is one of the top funds in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  7.94  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Eaton Vance Global is roughly  7.94 
Compare Eaton Vance to Peers

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