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Eaton Vance Glbl Macro Abs Ret Advtg I (EGRIX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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10.54+0.04 (+0.38%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★★★★
Number of years up9
Number of years down4
Best 1-yr total return (30 Apr 2024)14.80%
Worst 1-yr total return (30 Apr 2024)N/A

Risk statistics

3 years
EGRIXCategory average
5 years
EGRIXCategory average
10 years
EGRIXCategory average
Alpha
2.990.01
4.620.02
3.230.02
BETA
0.170
0.240
0.220
Mean annual return
0.420
0.530
0.40
R-squared
5.780.09
3.960.08
3.20.06
Standard deviation
5.170.06
7.340.05
5.890.05
Sharpe ratio
0.420
0.580.01
0.560.01
Treynor ratio
12.310.07
17.350.15
14.460.08