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Eaton Vance CT Municipals C (ECCTX)
On
Dec 18
:
10.10
0.00
(0.00%)
MORE ON ECCTX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
0.72%
Worst 1 Yr Total Return
(2008)
:
-12.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ECCTX
Category
Alpha (against Standard Index)
-3.33
-2.38
Beta (against Standard Index)
1.35
1.19
Mean Annual Return
1.28
0.19
R-squared (against Standard Index)
88
87.14
Standard Deviation
8.69
7.96
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-0.73
N/A
5 Years
Statistic
ECCTX
Category
Alpha (against Standard Index)
-2.26
-1.15
Beta (against Standard Index)
1.31
1.11
Mean Annual Return
2.55
0.30
R-squared (against Standard Index)
88
90.11
Standard Deviation
6.88
5.78
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-0.34
N/A
10 Years
Statistic
ECCTX
Category
Alpha (against Standard Index)
-2.01
-1.01
Beta (against Standard Index)
1.16
1.07
Mean Annual Return
3.93
0.40
R-squared (against Standard Index)
88
91.04
Standard Deviation
5.79
5.25
Sharpe Ratio
0.20
N/A
Treynor Ratio
0.87
N/A
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