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Eaton Vance Floating-Rate & Hi Inc C (ECFHX)
On
Dec 24
:
8.37
0.01
(0.12%)
MORE ON ECFHX
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Research Reports
Risk
As of 30-Nov-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)
:
6.14%
Worst 1 Yr Total Return
(2008)
:
-31.51%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ECFHX
Category
Alpha (against Standard Index)
-2.37
-3.49
Beta (against Standard Index)
0.27
0.17
Mean Annual Return
-0.06
-0.05
R-squared (against Standard Index)
1
0.47
Standard Deviation
14.29
13.94
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-8.59
N/A
5 Years
Statistic
ECFHX
Category
Alpha (against Standard Index)
-1.00
-1.49
Beta (against Standard Index)
0.19
0.10
Mean Annual Return
1.81
0.14
R-squared (against Standard Index)
0
0.39
Standard Deviation
11.03
10.59
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-6.20
N/A
10 Years
Statistic
ECFHX
Category
Alpha (against Standard Index)
N/A
0.18
Beta (against Standard Index)
N/A
-0.02
Mean Annual Return
N/A
0.25
R-squared (against Standard Index)
N/A
0.04
Standard Deviation
N/A
7.92
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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