Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Wednesday, December 30, 2009, 8:19PM ET - U.S. Markets Closed.
Dow
0.03%
Nasdaq
0.13%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Eaton Vance CO Municipals A (ETCOX)
On
Dec 30
:
8.72
0.00
(0.00%)
MORE ON ETCOX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
7.30%
Worst 1 Yr Total Return
(2008)
:
-17.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ETCOX
Category
Alpha (against Standard Index)
-5.28
-2.38
Beta (against Standard Index)
1.52
1.19
Mean Annual Return
-0.49
0.19
R-squared (against Standard Index)
78
87.14
Standard Deviation
10.40
7.96
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-1.82
N/A
5 Years
Statistic
ETCOX
Category
Alpha (against Standard Index)
-2.70
-1.15
Beta (against Standard Index)
1.46
1.11
Mean Annual Return
2.24
0.30
R-squared (against Standard Index)
77
90.11
Standard Deviation
8.21
5.78
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-0.52
N/A
10 Years
Statistic
ETCOX
Category
Alpha (against Standard Index)
-1.97
-1.01
Beta (against Standard Index)
1.27
1.07
Mean Annual Return
4.22
0.40
R-squared (against Standard Index)
78
91.04
Standard Deviation
6.75
5.25
Sharpe Ratio
0.22
N/A
Treynor Ratio
1.01
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center