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Eaton Vance Atlanta Capital SMID-Cap I (EISMX)
On
Dec 8
:
11.76
0.09
(0.76%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
18.85%
Worst 1 Yr Total Return
(2008)
:
-25.99%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EISMX
Category
Alpha (against Standard Index)
9.87
1.01
Beta (against Standard Index)
1.01
1.19
Mean Annual Return
2.20
-0.48
R-squared (against Standard Index)
84
87.23
Standard Deviation
21.46
24.84
Sharpe Ratio
0.10
N/A
Treynor Ratio
-0.22
N/A
5 Years
Statistic
EISMX
Category
Alpha (against Standard Index)
6.41
1.42
Beta (against Standard Index)
1.03
1.21
Mean Annual Return
6.52
0.23
R-squared (against Standard Index)
80
84.16
Standard Deviation
18.25
21.07
Sharpe Ratio
0.28
N/A
Treynor Ratio
3.39
N/A
10 Years
Statistic
EISMX
Category
Alpha (against Standard Index)
N/A
7.80
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.68
R-squared (against Standard Index)
N/A
64.84
Standard Deviation
N/A
20.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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