Eaton Vance Risk Adjusted Performance

EATVX Fund  USD 43.45  0.23  0.53%   
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Eaton Vance Tax Managed has current Risk Adjusted Performance of 0.0851.

RAP

 = 

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

RFR

 = 
0.0851
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 Managed is rated # 4 fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  44.08  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Eaton Vance Tax Managed is roughly  44.08 
Compare Eaton Vance to Peers

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