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    Eaton Vance Worldwide Health Sci A (ETHSX)

    10.98 Up 0.06(0.55%) May 5

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up24
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2013):44.56%
    Worst 1 Yr Total Return(Dec 30, 2002):-25.94%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticETHSXCategory
    Alpha (against Standard Index)10.9410.24
    Beta (against Standard Index)0.860.90
    Mean Annual Return1.321.31
    R-squared (against Standard Index)43.8441.80
    Standard Deviation15.6217.60
    Sharpe Ratio1.010.94
    Treynor Ratio18.0216.98
    5 Years
    StatisticETHSXCategory
    Alpha (against Standard Index)11.2011.59
    Beta (against Standard Index)0.690.79
    Mean Annual Return1.251.37
    R-squared (against Standard Index)42.6448.94
    Standard Deviation14.3115.98
    Sharpe Ratio1.041.04
    Treynor Ratio21.6320.36
    10 Years
    StatisticETHSXCategory
    Alpha (against Standard Index)7.776.88
    Beta (against Standard Index)0.580.68
    Mean Annual Return0.940.91
    R-squared (against Standard Index)42.5452.51
    Standard Deviation15.0316.40
    Sharpe Ratio0.680.61
    Treynor Ratio16.6313.14