Eaton Vance Risk Adjusted Performance

EGRSX Fund  USD 10.88  0.02  0.18%   
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Eaton Vance Global has current Risk Adjusted Performance of 0.0513.

RAP

 = 

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

RFR

 = 
0.0513
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  14.60  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Eaton Vance Global is roughly  14.60 
Compare Eaton Vance to Peers

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