Nasdaq - Delayed Quote USD
Eaton Vance Glbl Macro Abs Ret Advtg R6 (EGRSX)
10.86
-0.01
(-0.09%)
At close: 8:01:06 PM EDT
Fund Summary
The fund seeks its investment objective by investing in securities, derivatives and other instruments to establish long and short investment exposures around the world. Total return is defined as income plus capital appreciation. It normally invests in multiple countries and frequently has significant exposure to foreign currencies and investments. The fund's long and short investments are primarily sovereign exposures, including currencies, interest rates and debt instruments issued or guaranteed by sovereign entities. The fund is non-diversified.
Risk Overview
| Morningstar Risk Rating | |
| Best 1Y Total Return | 14.78% |
| Worst 1Y Total Return | -- |
| Number of Years Up | 5 |
| Number of Years Down | 2 |
Performance & Risk
| YTD Return | 5.23% |
| 5y Average Return | 7.06% |
| Rank in Category (ytd) | 1 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.15 |
| Morningstar Risk Rating |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| EGRSX | Category Average | EGRSX | Category Average | EGRSX | Category Average | |
| Alpha | 4.03 | 0.01 | 5.97 | 0.02 | 2.92 | 0.02 |
| BETA | 0.15 | 0 | 0.26 | 0 | 0.22 | 0 |
| Mean Annual Return | 0.67 | 0 | 0.66 | 0 | 0.4 | 0 |
| R-squared | 5.06 | 0.09 | 9.13 | 0.08 | 3.48 | 0.06 |
| Standard Deviation | 5.25 | 0.06 | 5.38 | 0.05 | 5.98 | 0.05 |
| Sharpe Ratio | 0.67 | 0 | 0.97 | 0.01 | 0.48 | 0.01 |
| Treynor Ratio | 22.93 | 0.07 | 20.72 | 0.15 | 12.35 | 0.08 |
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