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Eaton Vance Greater India B (EMGIX)
On
Dec 4
:
21.32
0.11
(0.52%)
MORE ON EMGIX
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Research Reports
Risk
As of 31-Oct-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)
:
54.29%
Worst 1 Yr Total Return
(2008)
:
-65.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EMGIX
Category
Alpha (against Standard Index)
13.09
17.81
Beta (against Standard Index)
1.51
1.24
Mean Annual Return
-0.59
1.19
R-squared (against Standard Index)
71
74.45
Standard Deviation
42.66
34.74
Sharpe Ratio
0.14
N/A
Treynor Ratio
-2.00
N/A
5 Years
Statistic
EMGIX
Category
Alpha (against Standard Index)
13.51
10.50
Beta (against Standard Index)
1.54
1.22
Mean Annual Return
17.47
1.53
R-squared (against Standard Index)
71
74.58
Standard Deviation
36.18
28.24
Sharpe Ratio
0.55
N/A
Treynor Ratio
9.39
N/A
10 Years
Statistic
EMGIX
Category
Alpha (against Standard Index)
11.62
9.75
Beta (against Standard Index)
1.35
1.13
Mean Annual Return
10.59
1.13
R-squared (against Standard Index)
54
62.61
Standard Deviation
32.97
25.87
Sharpe Ratio
0.38
N/A
Treynor Ratio
5.65
N/A
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