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Eaton Vance AMT-Free Ltd Maturity Muni B (ELFLX)
On
Dec 7
:
10.01
0.01
(0.10%)
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Risk
As of 31-Oct-09
Get
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)
:
3.81%
Worst 1 Yr Total Return
(2008)
:
-5.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ELFLX
Category
Alpha (against Standard Index)
-2.48
-0.48
Beta (against Standard Index)
1.00
0.85
Mean Annual Return
1.59
0.29
R-squared (against Standard Index)
87
90.10
Standard Deviation
6.45
5.40
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-0.82
N/A
5 Years
Statistic
ELFLX
Category
Alpha (against Standard Index)
-2.10
-0.83
Beta (against Standard Index)
0.98
0.85
Mean Annual Return
1.95
0.27
R-squared (against Standard Index)
86
90.34
Standard Deviation
5.16
4.41
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-1.10
N/A
10 Years
Statistic
ELFLX
Category
Alpha (against Standard Index)
-1.90
-0.73
Beta (against Standard Index)
0.94
0.88
Mean Annual Return
3.52
0.38
R-squared (against Standard Index)
89
92.14
Standard Deviation
4.66
4.29
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.59
N/A
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