Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Sunday, December 27, 2009, 7:13AM ET - U.S. Markets Closed.
Dow
0.51%
Nasdaq
0.71%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Eaton Vance Government Obligations C (ECGOX)
On
Dec 24
:
7.49
0.01
(0.13%)
MORE ON ECGOX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
6.58%
Worst 1 Yr Total Return
(2004)
:
1.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ECGOX
Category
Alpha (against Standard Index)
1.03
1.19
Beta (against Standard Index)
0.68
0.36
Mean Annual Return
6.16
0.41
R-squared (against Standard Index)
72
48.79
Standard Deviation
3.23
2.18
Sharpe Ratio
1.14
N/A
Treynor Ratio
5.69
N/A
5 Years
Statistic
ECGOX
Category
Alpha (against Standard Index)
0.24
0.08
Beta (against Standard Index)
0.65
0.38
Mean Annual Return
4.86
0.33
R-squared (against Standard Index)
71
53.07
Standard Deviation
2.71
1.90
Sharpe Ratio
0.65
N/A
Treynor Ratio
2.90
N/A
10 Years
Statistic
ECGOX
Category
Alpha (against Standard Index)
-0.50
-0.10
Beta (against Standard Index)
0.64
0.48
Mean Annual Return
4.65
0.37
R-squared (against Standard Index)
73
65.12
Standard Deviation
2.86
2.29
Sharpe Ratio
0.60
N/A
Treynor Ratio
2.69
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center