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Eaton Vance AL Municipals A (ETALX)
On
Dec 2
:
9.50
0.03
(0.32%)
MORE ON ETALX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
6.52%
Worst 1 Yr Total Return
(2008)
:
-11.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ETALX
Category
Alpha (against Standard Index)
-1.86
-2.20
Beta (against Standard Index)
1.42
1.19
Mean Annual Return
2.84
0.20
R-squared (against Standard Index)
88
87.28
Standard Deviation
9.18
7.96
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.30
N/A
5 Years
Statistic
ETALX
Category
Alpha (against Standard Index)
-0.76
-1.03
Beta (against Standard Index)
1.38
1.11
Mean Annual Return
3.69
0.28
R-squared (against Standard Index)
87
90.28
Standard Deviation
7.28
5.80
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.49
N/A
10 Years
Statistic
ETALX
Category
Alpha (against Standard Index)
-1.07
-0.99
Beta (against Standard Index)
1.23
1.07
Mean Annual Return
5.11
0.40
R-squared (against Standard Index)
87
91.11
Standard Deviation
6.17
5.25
Sharpe Ratio
0.36
N/A
Treynor Ratio
1.74
N/A
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