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Eaton Vance CT Municipals A (ETCTX)
On
Jan 5
:
10.13
0.01
(0.10%)
MORE ON ETCTX
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Risk
As of 30-Nov-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)
:
5.77%
Worst 1 Yr Total Return
(2008)
:
-12.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ETCTX
Category
Alpha (against Standard Index)
-2.55
-2.38
Beta (against Standard Index)
1.35
1.19
Mean Annual Return
2.07
0.19
R-squared (against Standard Index)
88
87.14
Standard Deviation
8.68
7.96
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.15
N/A
5 Years
Statistic
ETCTX
Category
Alpha (against Standard Index)
-1.54
-1.15
Beta (against Standard Index)
1.31
1.11
Mean Annual Return
3.29
0.30
R-squared (against Standard Index)
88
90.11
Standard Deviation
6.87
5.78
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.23
N/A
10 Years
Statistic
ETCTX
Category
Alpha (against Standard Index)
-1.28
-1.01
Beta (against Standard Index)
1.16
1.07
Mean Annual Return
4.69
0.40
R-squared (against Standard Index)
88
91.04
Standard Deviation
5.78
5.25
Sharpe Ratio
0.32
N/A
Treynor Ratio
1.52
N/A
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