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Eaton Vance Multi-Cap Growth B (EMGFX)
On
Dec 28
:
6.92
0.01
(0.14%)
MORE ON EMGFX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
30.67%
Worst 1 Yr Total Return
(2008)
:
-53.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EMGFX
Category
Alpha (against Standard Index)
5.75
2.05
Beta (against Standard Index)
1.31
1.08
Mean Annual Return
-4.80
-0.20
R-squared (against Standard Index)
74
84.21
Standard Deviation
30.34
23.41
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-5.39
N/A
5 Years
Statistic
EMGFX
Category
Alpha (against Standard Index)
3.83
1.56
Beta (against Standard Index)
1.37
1.11
Mean Annual Return
2.05
0.29
R-squared (against Standard Index)
72
80.86
Standard Deviation
25.88
19.91
Sharpe Ratio
0.10
N/A
Treynor Ratio
-0.69
N/A
10 Years
Statistic
EMGFX
Category
Alpha (against Standard Index)
2.78
3.33
Beta (against Standard Index)
1.27
1.11
Mean Annual Return
-0.24
0.32
R-squared (against Standard Index)
67
61.70
Standard Deviation
24.95
23.38
Sharpe Ratio
0.00
N/A
Treynor Ratio
-2.50
N/A
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