Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, December 8, 2009, 1:35PM ET - U.S. Markets close in 2 hours and 25 minutes.
Dow
0.96%
Nasdaq
0.51%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Eaton Vance Worldwide Health Sci A (ETHSX)
On
Dec 7
:
8.80
0.02
(0.23%)
MORE ON ETHSX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2005)
:
7.69%
Worst 1 Yr Total Return
(2008)
:
-7.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ETHSX
Category
Alpha (against Standard Index)
3.60
2.21
Beta (against Standard Index)
0.59
0.72
Mean Annual Return
-0.09
-0.08
R-squared (against Standard Index)
42
62.22
Standard Deviation
17.73
18.26
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-4.24
N/A
5 Years
Statistic
ETHSX
Category
Alpha (against Standard Index)
2.38
2.35
Beta (against Standard Index)
0.61
0.73
Mean Annual Return
3.44
0.36
R-squared (against Standard Index)
39
57.56
Standard Deviation
15.37
15.68
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.68
N/A
10 Years
Statistic
ETHSX
Category
Alpha (against Standard Index)
8.34
6.46
Beta (against Standard Index)
0.63
0.61
Mean Annual Return
8.07
0.65
R-squared (against Standard Index)
25
28.51
Standard Deviation
19.98
19.99
Sharpe Ratio
0.34
N/A
Treynor Ratio
8.11
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center