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Eaton Vance AR Municipals C (ECARX)
On
Dec 16
:
9.80
0.00
(0.00%)
MORE ON ECARX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
0
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
-0.49%
Worst 1 Yr Total Return
(2008)
:
-19.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ECARX
Category
Alpha (against Standard Index)
-4.97
-0.62
Beta (against Standard Index)
1.53
0.89
Mean Annual Return
-0.20
0.29
R-squared (against Standard Index)
72
91.02
Standard Deviation
10.95
5.60
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-1.61
N/A
5 Years
Statistic
ECARX
Category
Alpha (against Standard Index)
-2.91
-0.87
Beta (against Standard Index)
1.44
0.88
Mean Annual Return
1.97
0.29
R-squared (against Standard Index)
69
90.77
Standard Deviation
8.54
4.54
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-0.71
N/A
10 Years
Statistic
ECARX
Category
Alpha (against Standard Index)
-2.27
-0.87
Beta (against Standard Index)
1.21
0.90
Mean Annual Return
3.73
0.37
R-squared (against Standard Index)
69
91.70
Standard Deviation
6.76
4.41
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.67
N/A
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