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Eaton Vance Dividend Builder I (EIUTX)
On
Dec 18
:
9.48
0.04
(0.42%)
MORE ON EIUTX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
28.83%
Worst 1 Yr Total Return
(2008)
:
-37.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EIUTX
Category
Alpha (against Standard Index)
1.13
0.06
Beta (against Standard Index)
0.92
1.00
Mean Annual Return
-4.35
-0.33
R-squared (against Standard Index)
81
95.82
Standard Deviation
20.39
20.42
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-7.19
N/A
5 Years
Statistic
EIUTX
Category
Alpha (against Standard Index)
5.71
0.04
Beta (against Standard Index)
0.91
1.01
Mean Annual Return
6.52
0.17
R-squared (against Standard Index)
74
95.19
Standard Deviation
17.06
16.64
Sharpe Ratio
0.29
N/A
Treynor Ratio
3.87
N/A
10 Years
Statistic
EIUTX
Category
Alpha (against Standard Index)
5.40
0.81
Beta (against Standard Index)
0.77
0.96
Mean Annual Return
5.47
0.14
R-squared (against Standard Index)
60
91.13
Standard Deviation
16.07
16.39
Sharpe Ratio
0.23
N/A
Treynor Ratio
3.31
N/A
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