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Eaton Vance KS Municipals A (ETKSX)
On
Jan 5
:
9.79
0.00
(0.00%)
MORE ON ETKSX
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Risk
As of 30-Nov-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
(2006)
:
6.61%
Worst 1 Yr Total Return
(2008)
:
-17.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ETKSX
Category
Alpha (against Standard Index)
-3.87
-0.62
Beta (against Standard Index)
1.51
0.89
Mean Annual Return
0.82
0.29
R-squared (against Standard Index)
67
91.02
Standard Deviation
11.19
5.60
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-0.96
N/A
5 Years
Statistic
ETKSX
Category
Alpha (against Standard Index)
-2.27
-0.87
Beta (against Standard Index)
1.44
0.88
Mean Annual Return
2.61
0.29
R-squared (against Standard Index)
66
90.77
Standard Deviation
8.77
4.54
Sharpe Ratio
0.00
N/A
Treynor Ratio
-0.26
N/A
10 Years
Statistic
ETKSX
Category
Alpha (against Standard Index)
-1.61
-0.87
Beta (against Standard Index)
1.28
0.90
Mean Annual Return
4.60
0.37
R-squared (against Standard Index)
70
91.70
Standard Deviation
7.16
4.41
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.31
N/A
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