PortfoliosLab logo
PortfoliosLab logo
​
Tools
Performance Analysis
Portfolio Analysis
Risk Analysis
Optimization
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
Eaton Vance Floating-Rate Income Trust (EFT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Eaton Vance Floating-Rate Income Trust (EFT)

Equity · Currency in USD · Last updated Nov 18, 2024

Company Info

ISIN

US2782791048

CUSIP

278279104

Sector

Financial Services

Industry

Asset Management

IPO Date

Jul 26, 2004

Highlights

Market Cap

$345.68M

EPS (TTM)

$2.02

PE Ratio

6.53

Total Revenue (TTM)

$44.13M

Gross Profit (TTM)

$39.35M

EBITDA (TTM)

$655.89K

Year Range

$10.87 - $13.53

Short Ratio

2.11

Share Price Chart

Loading data...

Compare to other instruments

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

Popular comparisons:
EFT vs. CVGRX EFT vs. BKLN EFT vs. ARCC EFT vs. RQI EFT vs. QUAL EFT vs. dgrw EFT vs. SPY
Popular comparisons:
EFT vs. CVGRX EFT vs. BKLN EFT vs. ARCC EFT vs. RQI EFT vs. QUAL EFT vs. dgrw EFT vs. SPY

Performance

Performance Chart

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

200.00%250.00%300.00%350.00%400.00%450.00%JuneJulyAugustSeptemberOctoberNovember
182.74%
441.54%
EFT (Eaton Vance Floating-Rate Income Trust)
Benchmark (^GSPC)

Returns By Period

Eaton Vance Floating-Rate Income Trust had a return of 14.10% year-to-date (YTD) and 20.61% in the last 12 months. Over the past 10 years, Eaton Vance Floating-Rate Income Trust had an annualized return of 6.63%, while the S&P 500 had an annualized return of 11.16%, indicating that Eaton Vance Floating-Rate Income Trust did not perform as well as the benchmark.

EFT

YTD

14.10%

1M

2.62%

6M

2.83%

1Y

20.61%

5Y (annualized)

8.60%

10Y (annualized)

6.63%

^GSPC (Benchmark)

YTD

23.62%

1M

0.54%

6M

11.19%

1Y

30.63%

5Y (annualized)

13.61%

10Y (annualized)

11.16%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20245.74%0.36%1.74%1.42%0.88%1.18%1.18%-1.60%-1.06%2.63%14.10%
20236.22%2.92%-3.34%1.84%-2.23%4.92%3.79%1.22%3.21%-3.55%5.93%3.94%27.10%
2022-3.65%-2.12%-5.02%-3.91%-2.14%-3.43%6.73%-2.76%-5.25%-0.81%4.73%-4.05%-20.27%
20212.58%3.80%1.52%0.79%1.35%1.32%0.89%4.77%-2.69%3.41%-1.15%2.85%20.98%
20201.89%-6.88%-20.08%4.85%5.80%1.92%2.08%4.50%-0.82%4.54%6.88%0.56%1.90%
20194.90%3.18%-2.71%4.30%-0.92%0.56%0.56%-2.41%1.65%0.48%1.24%5.17%16.78%
20180.70%2.01%2.53%1.33%-1.07%-1.91%0.89%1.55%-0.37%-5.45%-1.91%-4.34%-6.20%
20171.95%1.19%-0.61%0.57%0.39%0.39%1.38%-3.48%0.06%-0.44%-1.10%0.96%1.13%
2016-3.72%-0.70%10.20%0.64%3.54%-0.42%4.07%1.61%1.61%2.09%2.46%1.86%25.16%
2015-0.36%4.37%2.05%1.74%-2.28%-3.54%1.40%-2.13%-1.60%0.12%0.20%-2.57%-2.85%
20141.18%-0.05%2.63%-2.60%0.20%-0.11%0.34%-0.39%-1.99%-1.41%0.18%-1.93%-4.00%
20132.58%-1.34%2.65%-1.18%-2.81%-0.17%1.40%-1.68%-4.32%2.43%-2.86%0.80%-4.72%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of EFT is 92, placing it in the top 8% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of EFT is 9292
Combined Rank
The Sharpe Ratio Rank of EFT is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of EFT is 9090
Sortino Ratio Rank
The Omega Ratio Rank of EFT is 9191
Omega Ratio Rank
The Calmar Ratio Rank of EFT is 9494
Calmar Ratio Rank
The Martin Ratio Rank of EFT is 9393
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 Floating-Rate Income Trust (EFT) 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 EFT, currently valued at 2.12, compared to the broader market-4.00-2.000.002.004.002.122.51
The chart of Sortino ratio for EFT, currently valued at 3.01, compared to the broader market-4.00-2.000.002.004.003.013.37
The chart of Omega ratio for EFT, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.47
The chart of Calmar ratio for EFT, currently valued at 2.98, compared to the broader market0.002.004.006.002.983.63
The chart of Martin ratio for EFT, currently valued at 13.72, compared to the broader market0.0010.0020.0030.0013.7216.15
EFT
^GSPC

The current Eaton Vance Floating-Rate Income Trust Sharpe ratio is 2.12. 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 Floating-Rate Income 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.12
2.48
EFT (Eaton Vance Floating-Rate Income Trust)
Benchmark (^GSPC)

Dividends

Dividend History

Eaton Vance Floating-Rate Income Trust provided a 10.82% dividend yield over the last twelve months, with an annual payout of $1.43 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%11.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.43$1.39$1.01$0.79$0.71$1.02$0.86$0.75$0.83$0.91$0.81$1.01

Dividend yield

10.82%11.09%9.14%5.26%5.40%7.41%6.77%5.26%5.54%7.17%5.82%6.62%

Monthly Dividends

The table displays the monthly dividend distributions for Eaton Vance Floating-Rate Income 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$0.11$0.00$1.04
2023$0.00$0.10$0.11$0.11$0.11$0.11$0.11$0.12$0.12$0.12$0.12$0.28$1.39
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$1.01
2021$0.00$0.06$0.06$0.06$0.06$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.79
2020$0.00$0.08$0.08$0.07$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.71
2019$0.00$0.07$0.07$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.25$1.02
2018$0.00$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.17$0.86
2017$0.00$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.75
2016$0.00$0.08$0.08$0.07$0.07$0.08$0.08$0.08$0.08$0.08$0.08$0.07$0.83
2015$0.00$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.15$0.91
2014$0.00$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.08$0.08$0.08$0.81
2013$0.09$0.09$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.20$1.01

Dividend Yield & Payout

Dividend Yield
5.0%10.0%15.0%10.8%
Eaton Vance Floating-Rate Income Trust has a dividend yield of 10.82%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%68.9%
Eaton Vance Floating-Rate Income Trust has a payout ratio of 68.91%, which is quite average when compared to the overall market. This suggests that Eaton Vance Floating-Rate Income Trust strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

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%JuneJulyAugustSeptemberOctoberNovember
-0.45%
-2.18%
EFT (Eaton Vance Floating-Rate Income Trust)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Eaton Vance Floating-Rate Income 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 Floating-Rate Income Trust was 60.68%, occurring on Dec 15, 2008. Recovery took 301 trading sessions.

The current Eaton Vance Floating-Rate Income Trust drawdown is 0.45%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.68%Jun 26, 2007373Dec 15, 2008301Feb 26, 2010674
-45.52%Jan 24, 202041Mar 23, 2020178Dec 3, 2020219
-24.99%Jan 13, 2022190Oct 14, 2022304Jan 2, 2024494
-23.15%May 24, 2013669Jan 20, 2016195Oct 26, 2016864
-20.22%Feb 25, 2011154Oct 4, 2011116Mar 21, 2012270

Volatility

Volatility Chart

The current Eaton Vance Floating-Rate Income Trust volatility is 2.17%, 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.

2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.17%
4.06%
EFT (Eaton Vance Floating-Rate Income Trust)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Eaton Vance Floating-Rate Income 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 Floating-Rate Income Trust compared to its peers in the Asset Management industry.

PE Ratio
100.0200.0300.0400.0500.06.5
The chart displays the price to earnings (P/E) ratio for EFT in comparison to other companies of the Asset Management industry. Currently, EFT has a PE value of 6.5. 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 EFT in comparison to other companies of the Asset Management industry. Currently, EFT 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 Floating-Rate Income Trust.

Loading data...

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