Eaton Vance Risk Adjusted Performance

EVT Fund  USD 25.51  0.21  0.83%   
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Eaton Vance Tax has current Risk Adjusted Performance of 0.1216.

RAP

 = 

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

RFR

 = 
0.1216
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 Tax is rated # 4 fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  28.15  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Eaton Vance Tax is roughly  28.15 
Compare Eaton Vance to Peers

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