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Eaton Vance Dividend Builder B (EMTMX)
On
Dec 15
:
9.55
0.07
(0.73%)
MORE ON EMTMX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
27.52%
Worst 1 Yr Total Return
(2008)
:
-38.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EMTMX
Category
Alpha (against Standard Index)
0.14
0.06
Beta (against Standard Index)
0.92
1.00
Mean Annual Return
-5.29
-0.33
R-squared (against Standard Index)
81
95.82
Standard Deviation
20.37
20.42
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-8.22
N/A
5 Years
Statistic
EMTMX
Category
Alpha (against Standard Index)
4.72
0.04
Beta (against Standard Index)
0.91
1.01
Mean Annual Return
5.47
0.17
R-squared (against Standard Index)
74
95.19
Standard Deviation
17.03
16.64
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.72
N/A
10 Years
Statistic
EMTMX
Category
Alpha (against Standard Index)
4.54
0.81
Beta (against Standard Index)
0.77
0.96
Mean Annual Return
4.57
0.14
R-squared (against Standard Index)
60
91.13
Standard Deviation
16.07
16.39
Sharpe Ratio
0.18
N/A
Treynor Ratio
2.13
N/A
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