• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.13% Nasdaq Up0.14%

    Eaton Vance Large-Cap Value A (EHSTX)

    17.26 Up 0.04(0.23%) Jul 29

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up64
    Number of Years Down20
    Best 1 Yr Total Return(Dec 30, 2013):29.34%
    Worst 1 Yr Total Return(Dec 30, 2008):-34.47%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticEHSTXCategory
    Alpha (against Standard Index)-2.42-3.15
    Beta (against Standard Index)0.940.98
    Mean Annual Return0.710.70
    R-squared (against Standard Index)96.6790.74
    Standard Deviation10.7411.63
    Sharpe Ratio0.790.73
    Treynor Ratio8.758.24
    5 Years
    StatisticEHSTXCategory
    Alpha (against Standard Index)-2.43-2.51
    Beta (against Standard Index)0.981.01
    Mean Annual Return0.800.82
    R-squared (against Standard Index)97.0391.70
    Standard Deviation12.0812.75
    Sharpe Ratio0.780.78
    Treynor Ratio9.289.56
    10 Years
    StatisticEHSTXCategory
    Alpha (against Standard Index)-1.87-1.74
    Beta (against Standard Index)0.961.01
    Mean Annual Return0.520.56
    R-squared (against Standard Index)96.5793.12
    Standard Deviation14.9615.96
    Sharpe Ratio0.350.37
    Treynor Ratio4.414.70