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Eaton Vance Greater India A (ETGIX)
On
Dec 3
:
23.32
0.08
(0.34%)
MORE ON ETGIX
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Research Reports
Risk
As of 31-Oct-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
(2007)
:
55.04%
Worst 1 Yr Total Return
(2008)
:
-65.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ETGIX
Category
Alpha (against Standard Index)
13.59
17.81
Beta (against Standard Index)
1.51
1.24
Mean Annual Return
-0.09
1.19
R-squared (against Standard Index)
71
74.45
Standard Deviation
42.68
34.74
Sharpe Ratio
0.15
N/A
Treynor Ratio
-1.66
N/A
5 Years
Statistic
ETGIX
Category
Alpha (against Standard Index)
14.03
10.50
Beta (against Standard Index)
1.54
1.22
Mean Annual Return
18.07
1.53
R-squared (against Standard Index)
71
74.58
Standard Deviation
36.20
28.24
Sharpe Ratio
0.56
N/A
Treynor Ratio
9.78
N/A
10 Years
Statistic
ETGIX
Category
Alpha (against Standard Index)
12.15
9.75
Beta (against Standard Index)
1.35
1.13
Mean Annual Return
11.18
1.13
R-squared (against Standard Index)
54
62.61
Standard Deviation
32.97
25.87
Sharpe Ratio
0.40
N/A
Treynor Ratio
6.09
N/A
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