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Eaton Vance OR Municipal Income I (EIORX)

8.76 Up 0.01(0.11%) Sep 30

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up2
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2011):14.22%
Worst 1 Yr Total Return(Dec 30, 2013):-10.75%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticEIORXCategory
Alpha (against Standard Index)-4.71-1.60
Beta (against Standard Index)2.091.26
Mean Annual Return0.450.37
R-squared (against Standard Index)91.9293.40
Standard Deviation8.435.04
Sharpe Ratio0.630.90
Treynor Ratio2.433.58
5 Years
StatisticEIORXCategory
Alpha (against Standard Index)-4.84-1.36
Beta (against Standard Index)1.941.18
Mean Annual Return0.450.41
R-squared (against Standard Index)91.5192.46
Standard Deviation8.515.22
Sharpe Ratio0.630.96
Treynor Ratio2.654.18
10 Years
StatisticEIORXCategory
Alpha (against Standard Index)-3.27-1.06
Beta (against Standard Index)1.731.10
Mean Annual Return0.320.34
R-squared (against Standard Index)78.6691.79
Standard Deviation8.645.07
Sharpe Ratio0.260.49
Treynor Ratio1.132.22