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Eaton Vance High-Yield Municipals A (ETHYX)
On
Jan 5
:
7.88
0.02
(0.25%)
MORE ON ETHYX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
10.65%
Worst 1 Yr Total Return
(2008)
:
-37.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ETHYX
Category
Alpha (against Standard Index)
-10.33
-6.75
Beta (against Standard Index)
1.97
1.39
Mean Annual Return
-5.46
-0.14
R-squared (against Standard Index)
47
49.50
Standard Deviation
17.53
12.23
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-3.92
N/A
5 Years
Statistic
ETHYX
Category
Alpha (against Standard Index)
-4.59
-3.03
Beta (against Standard Index)
1.83
1.29
Mean Annual Return
0.31
0.16
R-squared (against Standard Index)
44
48.63
Standard Deviation
13.70
9.36
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-1.47
N/A
10 Years
Statistic
ETHYX
Category
Alpha (against Standard Index)
-2.88
-1.97
Beta (against Standard Index)
1.34
1.03
Mean Annual Return
3.19
0.31
R-squared (against Standard Index)
38
48.10
Standard Deviation
10.11
7.16
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.19
N/A
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