Eaton Vance Emerging Markets Debt Opportunities Fund
Provider: Exchange
| Annualised Return | 6.45% |
| Realised Volatility | 8.3% |
| Downside Volatility | 8.48% |
| Max Drawdown | -14.94% |
| Winning months | 66.67% |
| Sharpe Ratio | 0.78 |
| Sortino Ratio | 0.76 |
| Calmar Ratio | 0.43 |
| Viking Ratio | 0.16 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.34% | 1.59% | 2.95% | ||||||||||
| 2023 | 2.98% | -0.87% | 0% | 0.29% | 0.87% | 3.03% | 1.54% | -0.97% | -0.28% | -0.42% | 2.52% | 2.19% | 11.33% |
| 2022 | -1.4% | -5.1% | -0.6% | -0.75% | -0.76% | -5.03% | -0.96% | 3.08% | -3.3% | 0.81% | 5.48% | 2.6% | -6.28% |
| 2021 | 0.28% | 0% | -1.7% | 1.87% | 1.41% | -0.14% | -0.84% | 1.69% | -0.69% | -0.56% | -1.4% | 1.7% | 1.56% |
| 2020 | 0.61% | -1.21% | -13.65% | 2.84% | 6.91% | 3.72% | 0.78% | 2.01% | -0.76% | 0.92% | 3.63% | 2.92% | 7.47% |
| 2019 | 3.78% | 0.69% | 0% | 0.52% | 0.51% | 3.07% | 2.48% | -0.97% | 1.47% | 1.45% | 1.27% | 2.66% | 18.2% |
| 2018 | 1.9% | -0.34% | 0.51% | -0.17% | -2.37% | -2.08% | 1.06% | -2.98% | 0.18% | -0.72% | 0.91% | -0.18% | -4.31% |
| 2017 | 0.97% | 1.54% | 0.95% | 1.13% | 0.93% | 1.29% | 0.91% | 1.62% | 1.42% | -0.18% | 0.88% | 0.87% | 13.06% |
| 2016 | -2.17% | 1.33% | 4.6% | 2.51% | 0% | 2.24% | 1% | 1.98% | 0.97% | 0.38% | -3.06% | 1.18% | 11.28% |
| 2015 | -1.74% | 2.65% | 0.65% | -1.28% | 0.22% |