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Eaton Vance CA Ltd Maturity Munis B (ELCAX)On Dec 23: 9.90   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):4.21%
Worst 1 Yr Total Return (2008):-10.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticELCAXCategory
Alpha (against Standard Index)-2.78-0.77
Beta (against Standard Index)1.010.76
Mean Annual Return1.250.25
R-squared (against Standard Index)6881.88
Standard Deviation7.445.04
Sharpe Ratio-0.10N/A
Treynor Ratio-1.01N/A
5 Years
StatisticELCAXCategory
Alpha (against Standard Index)-2.33-0.96
Beta (against Standard Index)0.990.80
Mean Annual Return2.030.27
R-squared (against Standard Index)6883.08
Standard Deviation5.884.28
Sharpe Ratio-0.13N/A
Treynor Ratio-0.98N/A
10 Years
StatisticELCAXCategory
Alpha (against Standard Index)-2.13-0.87
Beta (against Standard Index)1.000.79
Mean Annual Return3.400.35
R-squared (against Standard Index)7885.53
Standard Deviation5.333.96
Sharpe Ratio0.11N/A
Treynor Ratio0.47N/A

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