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    Eaton Vance CA Municipal Opportunities I (EICAX)

    10.81 Up 0.01(0.09%) Jul 29

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up5
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):25.07%
    Worst 1 Yr Total Return(Dec 30, 2013):-4.64%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.27-0.16
    Beta (against Standard Index)1.350.95
    Mean Annual Return0.640.42
    R-squared (against Standard Index)94.6992.29
    Standard Deviation3.852.76
    Sharpe Ratio1.961.81
    Treynor Ratio5.745.30
    5 Years
    Alpha (against Standard Index)-0.68-0.47
    Beta (against Standard Index)1.501.03
    Mean Annual Return0.600.41
    R-squared (against Standard Index)93.8093.58
    Standard Deviation5.103.52
    Sharpe Ratio1.381.39
    Treynor Ratio4.794.78
    10 Years
    Alpha (against Standard Index)-2.95-0.81
    Beta (against Standard Index)1.671.01
    Mean Annual Return0.410.36
    R-squared (against Standard Index)83.4489.95
    Standard Deviation7.964.63
    Sharpe Ratio0.500.75
    Treynor Ratio2.263.45