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Eaton Vance Large-Cap Growth C (ECLCX)
On
Jan 5
:
13.98
0.05
(0.36%)
MORE ON ECLCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
11.77%
Worst 1 Yr Total Return
(2008)
:
-38.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ECLCX
Category
Alpha (against Standard Index)
2.22
2.20
Beta (against Standard Index)
0.95
0.99
Mean Annual Return
-3.30
-0.14
R-squared (against Standard Index)
93
88.76
Standard Deviation
19.54
21.04
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-5.86
N/A
5 Years
Statistic
ECLCX
Category
Alpha (against Standard Index)
0.94
0.80
Beta (against Standard Index)
0.96
1.01
Mean Annual Return
1.72
0.24
R-squared (against Standard Index)
92
86.59
Standard Deviation
15.96
17.50
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.33
N/A
10 Years
Statistic
ECLCX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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