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    Eaton Vance Worldwide Health Sci A (ETHSX)

    13.13 Up 0.09(0.69%) Nov 25

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up23
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2000):81.56%
    Worst 1 Yr Total Return(Dec 30, 2002):-25.94%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)13.9616.14
    Beta (against Standard Index)0.840.84
    Mean Annual Return1.872.05
    R-squared (against Standard Index)41.7639.79
    Standard Deviation14.1615.03
    Sharpe Ratio1.581.66
    Treynor Ratio28.0631.36
    5 Years
    Alpha (against Standard Index)12.2414.38
    Beta (against Standard Index)0.660.74
    Mean Annual Return1.481.72
    R-squared (against Standard Index)43.4149.51
    Standard Deviation13.4614.58
    Sharpe Ratio1.311.42
    Treynor Ratio27.4728.68
    10 Years
    Alpha (against Standard Index)7.597.74
    Beta (against Standard Index)0.560.66
    Mean Annual Return1.001.07
    R-squared (against Standard Index)41.1852.91
    Standard Deviation14.5515.67
    Sharpe Ratio0.740.73
    Treynor Ratio18.5316.49