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Eaton Vance Global Growth B (EMIAX)

On Dec 23: 15.88   0.12 (0.76%)

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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): 25.76% Worst 1 Yr Total Return (2008): -51.90% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic EMIAX Category Alpha (against Standard Index) -0.05 0.27 Beta (against Standard Index) 1.09 0.91 Mean Annual Return -7.04 -0.17 R-squared (against Standard Index) 88 90.08 Standard Deviation 27.85 22.93 Sharpe Ratio -0.20 N/A Treynor Ratio -8.53 N/A 5 Years Statistic EMIAX Category Alpha (against Standard Index) -3.36 -0.86 Beta (against Standard Index) 1.09 0.90 Mean Annual Return 0.21 0.41 R-squared (against Standard Index) 87 88.40 Standard Deviation 22.96 18.93 Sharpe Ratio 0.00 N/A Treynor Ratio -2.55 N/A 10 Years Statistic EMIAX Category Alpha (against Standard Index) -3.13 0.53 Beta (against Standard Index) 1.08 0.92 Mean Annual Return -1.89 0.33 R-squared (against Standard Index) 82 79.83 Standard Deviation 21.49 18.84 Sharpe Ratio -0.11 N/A Treynor Ratio -4.45 N/A
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