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Eaton Vance GA Municipals A (ETGAX)
On
Jan 6
:
8.78
0.01
(0.11%)
MORE ON ETGAX
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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
(2006)
:
6.83%
Worst 1 Yr Total Return
(2008)
:
-18.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ETGAX
Category
Alpha (against Standard Index)
-4.03
-2.38
Beta (against Standard Index)
1.68
1.19
Mean Annual Return
0.94
0.19
R-squared (against Standard Index)
74
87.14
Standard Deviation
11.91
7.96
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-0.79
N/A
5 Years
Statistic
ETGAX
Category
Alpha (against Standard Index)
-2.37
-1.15
Beta (against Standard Index)
1.60
1.11
Mean Annual Return
2.71
0.30
R-squared (against Standard Index)
72
90.11
Standard Deviation
9.32
5.78
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.17
N/A
10 Years
Statistic
ETGAX
Category
Alpha (against Standard Index)
-1.72
-1.01
Beta (against Standard Index)
1.39
1.07
Mean Annual Return
4.76
0.40
R-squared (against Standard Index)
74
91.04
Standard Deviation
7.51
5.25
Sharpe Ratio
0.27
N/A
Treynor Ratio
1.32
N/A
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