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Eaton Vance Floating Rate I (EIBLX)
On
Dec 18
:
8.54
0.01
(0.12%)
MORE ON EIBLX
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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)
:
6.48%
Worst 1 Yr Total Return
(2008)
:
-30.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EIBLX
Category
Alpha (against Standard Index)
-1.28
-3.49
Beta (against Standard Index)
0.21
0.17
Mean Annual Return
0.86
-0.05
R-squared (against Standard Index)
0
0.47
Standard Deviation
13.95
13.94
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-6.64
N/A
5 Years
Statistic
EIBLX
Category
Alpha (against Standard Index)
-0.11
-1.49
Beta (against Standard Index)
0.14
0.10
Mean Annual Return
2.63
0.14
R-squared (against Standard Index)
0
0.39
Standard Deviation
10.76
10.59
Sharpe Ratio
0.02
N/A
Treynor Ratio
-2.53
N/A
10 Years
Statistic
EIBLX
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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