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Eaton Vance Senior Floating-Rate Trust (EFR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US27828Q1058

CUSIP

27828Q105

Sector

Financial Services

IPO Date

Nov 25, 2003

Highlights

Market Cap

$379.91M

EPS (TTM)

$1.69

PE Ratio

7.70

Total Revenue (TTM)

$28.97M

Gross Profit (TTM)

$28.97M

EBITDA (TTM)

$5.17M

Year Range

$11.33 - $13.13

Target Price

$12.43

Short Ratio

1.70

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
EFR vs. NXE EFR vs. BUI EFR vs. JEPI EFR vs. VTV EFR vs. SPY EFR vs. SRLN
Popular comparisons:
EFR vs. NXE EFR vs. BUI EFR vs. JEPI EFR vs. VTV EFR vs. SPY EFR vs. SRLN

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Eaton Vance Senior Floating-Rate Trust, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


150.00%200.00%250.00%300.00%350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
202.05%
462.76%
EFR (Eaton Vance Senior Floating-Rate Trust)
Benchmark (^GSPC)

Returns By Period

Eaton Vance Senior Floating-Rate Trust had a return of 11.56% year-to-date (YTD) and 13.80% in the last 12 months. Over the past 10 years, Eaton Vance Senior Floating-Rate Trust had an annualized return of 7.09%, while the S&P 500 had an annualized return of 11.06%, indicating that Eaton Vance Senior Floating-Rate Trust did not perform as well as the benchmark.


EFR

YTD

11.56%

1M

0.15%

6M

3.34%

1Y

13.80%

5Y*

7.71%

10Y*

7.09%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of EFR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.11%-0.60%1.32%1.32%1.39%0.47%1.47%-2.04%0.67%0.97%2.59%11.56%
20237.68%2.19%-4.23%2.68%-2.14%6.07%4.50%-0.33%1.65%-2.91%7.22%3.41%28.00%
2022-1.96%-1.27%-3.98%-3.07%-5.56%1.93%3.07%-4.07%-6.52%1.28%4.59%-4.99%-19.33%
20214.40%1.62%3.09%1.70%2.12%0.29%-0.77%3.31%2.46%2.53%0.22%-0.05%22.88%
20201.03%-5.56%-22.39%5.83%8.35%1.73%2.53%3.51%-1.57%2.86%7.60%0.44%0.31%
20194.78%1.39%-1.26%2.98%-1.15%0.50%1.73%-1.99%1.69%-0.35%0.73%6.63%16.43%
2018-1.04%1.84%2.59%0.08%-0.12%-1.29%-0.68%-0.21%0.21%-3.99%-1.04%-3.36%-6.96%
20172.11%2.43%-0.45%-1.31%0.41%0.49%0.15%0.21%1.29%-2.15%-2.11%2.40%3.37%
2016-2.82%-2.91%10.90%1.78%1.92%0.13%3.20%1.92%4.50%0.71%3.32%1.83%26.58%
2015-1.17%6.06%1.82%2.27%-1.92%-3.59%0.49%0.50%-3.37%-1.07%-2.39%-0.08%-2.81%
20140.07%1.97%-0.35%-1.02%-0.63%1.27%-0.30%-0.85%-0.57%-1.83%0.70%-2.14%-3.70%
20134.57%2.94%-2.13%4.85%-5.53%0.15%-0.22%-0.42%-3.07%2.93%-2.54%-0.23%0.74%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 87, EFR is among the top 13% of stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EFR is 8787
Overall Rank
The Sharpe Ratio Rank of EFR is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of EFR is 8181
Sortino Ratio Rank
The Omega Ratio Rank of EFR is 8282
Omega Ratio Rank
The Calmar Ratio Rank of EFR is 9191
Calmar Ratio Rank
The Martin Ratio Rank of EFR is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Eaton Vance Senior Floating-Rate Trust (EFR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for EFR, currently valued at 1.48, compared to the broader market-4.00-2.000.002.001.482.10
The chart of Sortino ratio for EFR, currently valued at 1.95, compared to the broader market-4.00-2.000.002.004.001.952.80
The chart of Omega ratio for EFR, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.39
The chart of Calmar ratio for EFR, currently valued at 2.13, compared to the broader market0.002.004.006.002.133.09
The chart of Martin ratio for EFR, currently valued at 9.07, compared to the broader market-5.000.005.0010.0015.0020.0025.009.0713.49
EFR
^GSPC

The current Eaton Vance Senior Floating-Rate Trust Sharpe ratio is 1.48. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Eaton Vance Senior Floating-Rate Trust with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.48
2.10
EFR (Eaton Vance Senior Floating-Rate Trust)
Benchmark (^GSPC)

Dividends

Dividend History

Eaton Vance Senior Floating-Rate Trust provided a 9.81% dividend yield over the last twelve months, with an annual payout of $1.27 per share. The company has been increasing its dividends for 3 consecutive years.


5.00%6.00%7.00%8.00%9.00%10.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.27$1.19$1.05$0.83$0.75$0.99$0.94$0.78$0.86$0.94$0.84$1.06

Dividend yield

9.81%9.42%9.63%5.60%5.87%7.34%7.46%5.43%5.82%7.59%6.14%7.03%

Monthly Dividends

The table displays the monthly dividend distributions for Eaton Vance Senior Floating-Rate Trust. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.12$0.12$0.12$0.12$0.12$0.12$0.11$0.11$0.10$0.10$0.00$1.15
2023$0.00$0.10$0.10$0.10$0.10$0.11$0.11$0.11$0.11$0.12$0.12$0.12$1.19
2022$0.16$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$1.05
2021$0.00$0.07$0.07$0.07$0.07$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.83
2020$0.00$0.08$0.08$0.07$0.07$0.06$0.07$0.07$0.07$0.07$0.06$0.07$0.75
2019$0.00$0.07$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.22$0.99
2018$0.00$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.22$0.94
2017$0.00$0.08$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.78
2016$0.00$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.86
2015$0.00$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.16$0.94
2014$0.00$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.84
2013$0.09$0.09$0.09$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.22$1.06

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%9.8%
Eaton Vance Senior Floating-Rate Trust has a dividend yield of 9.81%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%800.0%81.1%
Eaton Vance Senior Floating-Rate Trust has a payout ratio of 81.09%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.30%
-2.62%
EFR (Eaton Vance Senior Floating-Rate Trust)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Eaton Vance Senior Floating-Rate Trust. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Eaton Vance Senior Floating-Rate Trust was 60.55%, occurring on Dec 15, 2008. Recovery took 275 trading sessions.

The current Eaton Vance Senior Floating-Rate Trust drawdown is 1.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.55%Jun 25, 2007374Dec 15, 2008275Jan 20, 2010649
-42.04%Jan 23, 202042Mar 23, 2020177Dec 2, 2020219
-25.07%Nov 17, 2021229Oct 14, 2022304Jan 2, 2024533
-24.16%Mar 2, 2011151Oct 4, 2011234Sep 7, 2012385
-22.43%Apr 25, 2013708Feb 16, 2016157Sep 28, 2016865

Volatility

Volatility Chart

The current Eaton Vance Senior Floating-Rate Trust volatility is 2.52%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.52%
3.79%
EFR (Eaton Vance Senior Floating-Rate Trust)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Eaton Vance Senior Floating-Rate Trust over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of Eaton Vance Senior Floating-Rate Trust compared to its peers in the Asset Management industry.


PE Ratio
100.0200.0300.07.7
The chart displays the price to earnings (P/E) ratio for EFR in comparison to other companies of the Asset Management industry. Currently, EFR has a PE value of 7.7. This PE value is considered to be low compared to the rest of the industry.
PEG Ratio
-4.0-2.00.02.04.00.0
The chart displays the price to earnings to growth (PEG) ratio for EFR in comparison to other companies of the Asset Management industry. Currently, EFR has a PEG value of 0.0. This PEG ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Eaton Vance Senior Floating-Rate Trust.


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Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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