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Eaton Vance Floating Rate C (ECBLX)
On
Dec 8
:
8.45
0.01
(0.12%)
MORE ON ECBLX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
5.53%
Worst 1 Yr Total Return
(2008)
:
-30.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ECBLX
Category
Alpha (against Standard Index)
-2.24
-3.45
Beta (against Standard Index)
0.21
0.17
Mean Annual Return
-0.02
-0.04
R-squared (against Standard Index)
0
0.48
Standard Deviation
13.95
14.00
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-11.53
N/A
5 Years
Statistic
ECBLX
Category
Alpha (against Standard Index)
-0.99
-1.39
Beta (against Standard Index)
0.13
0.09
Mean Annual Return
1.68
0.15
R-squared (against Standard Index)
0
0.38
Standard Deviation
10.76
10.65
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-10.29
N/A
10 Years
Statistic
ECBLX
Category
Alpha (against Standard Index)
N/A
0.43
Beta (against Standard Index)
N/A
-0.02
Mean Annual Return
N/A
0.28
R-squared (against Standard Index)
N/A
0.04
Standard Deviation
N/A
8.14
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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