Eaton Vance Risk Adjusted Performance

EAERX Fund  USD 24.32  0.15  0.62%   
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Eaton Vance Stock has current Risk Adjusted Performance of 0.0673.

RAP

 = 

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

RFR

 = 
0.0673
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 Stock is rated # 5 fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  63.61  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Eaton Vance Stock is roughly  63.61 
Compare Eaton Vance to Peers

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