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Eaton Vance MA Ltd Maturity Munis B (ELMAX)
On
Dec 24
:
10.10
0.01
(0.10%)
MORE ON ELMAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
3.62%
Worst 1 Yr Total Return
(2008)
:
-5.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ELMAX
Category
Alpha (against Standard Index)
-1.68
-1.68
Beta (against Standard Index)
0.92
1.11
Mean Annual Return
2.27
0.23
R-squared (against Standard Index)
84
89.00
Standard Deviation
6.06
7.28
Sharpe Ratio
0.03
N/A
Treynor Ratio
0.00
N/A
5 Years
Statistic
ELMAX
Category
Alpha (against Standard Index)
-1.83
-0.94
Beta (against Standard Index)
0.92
1.04
Mean Annual Return
2.49
0.31
R-squared (against Standard Index)
85
90.93
Standard Deviation
4.90
5.40
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-0.54
N/A
10 Years
Statistic
ELMAX
Category
Alpha (against Standard Index)
-1.82
-0.92
Beta (against Standard Index)
0.92
1.04
Mean Annual Return
3.52
0.40
R-squared (against Standard Index)
89
91.42
Standard Deviation
4.55
5.12
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.65
N/A
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