Eaton Vance Correlations

EILVX Fund

USD 23.96 0.92 0.08%

The correlation of Eaton Vance is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

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Moving together with Eaton Mutual Fund

0.99	VVIAX	Vanguard Value Index	Pair Corr
0.91	DOXGX	Dodge Cox Stock	Pair Corr
0.98	AFMFX	American Mutual	Pair Corr
0.98	FFMMX	American Funds American	Pair Corr
0.98	FFFMX	American Funds American	Pair Corr
0.98	AMRMX	American Mutual	Pair Corr
0.9	AMFFX	American Mutual	Pair Corr
0.98	AMFCX	American Mutual	Pair Corr
0.98	DODGX	Dodge Stock Fund	Pair Corr
0.99	VIVAX	Vanguard Value Index	Pair Corr
0.84	SMPSX	Semiconductor Ultrasector Steady Growth	Pair Corr
0.84	SMPIX	Semiconductor Ultrasector Steady Growth	Pair Corr
0.8	LSHUX	Horizon Spin Off Steady Growth	Pair Corr
0.8	LSHEX	Kinetics Spin Off Steady Growth	Pair Corr
0.81	LSHCX	Horizon Spin Off Steady Growth	Pair Corr
0.86	EMO	Clearbridge Energy Mlp	Pair Corr
0.83	OSPPX	Oppenheimer Steelpath Mlp	Pair Corr
0.9	DIS	Walt Disney Aggressive Push	Pair Corr
0.71	JPM	JPMorgan Chase	Pair Corr
0.95	CSCO	Cisco Systems Aggressive Push	Pair Corr
0.74	HD	Home Depot Earnings Call Tomorrow	Pair Corr
0.61	CVX	Chevron Corp	Pair Corr
0.79	PFE	Pfizer Inc	Pair Corr
0.92	BAC	Bank of America Aggressive Push	Pair Corr
0.86	AA	Alcoa Corp	Pair Corr
0.94	MMM	3M Company	Pair Corr
0.76	INTC	Intel	Pair Corr
0.82	AXP	American Express Sell-off Trend	Pair Corr
0.86	IBM	International Business	Pair Corr

Related Correlations Analysis

	TIMTX	OKMUX	BSHIX	PCMNX	TWTIX	ABIMX
TIMTX		0.86	0.89	0.99	0.89	1.0	TIMTX
OKMUX	0.86		0.97	0.87	0.97	0.85	OKMUX
BSHIX	0.89	0.97		0.89	1.0	0.89	BSHIX
PCMNX	0.99	0.87	0.89		0.89	0.99	PCMNX
TWTIX	0.89	0.97	1.0	0.89		0.89	TWTIX
ABIMX	1.0	0.85	0.89	0.99	0.89		ABIMX
	TIMTX	OKMUX	BSHIX	PCMNX	TWTIX	ABIMX

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Risk-Adjusted Indicators

There is a big difference between Eaton Mutual Fund performing well and Eaton Vance Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Eaton Vance's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Treynor Ratio	Potential Upside	Value @Risk	Maximum Drawdown
TIMTX	0.30	(0.03)	0.50	0.57	(1.06)	3.03
OKMUX	0.37	(0.04)	0.14	0.70	(1.47)	5.53
BSHIX	0.26	(0.03)	0.24	0.41	(0.93)	2.72
PCMNX	0.25	(0.02)	0.50	0.34	(0.93)	2.46
TWTIX	0.27	(0.03)	0.30	0.47	(0.96)	2.71
ABIMX	0.40	(0.03)	0.50	0.73	(1.60)	4.11

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Eaton Vance Correlations

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Related Correlations Analysis

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