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Eaton Vance AMT-Free Municipal Bond A (ETMBX)
On
Dec 17
:
8.79
0.00
(0.00%)
MORE ON ETMBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
8.16%
Worst 1 Yr Total Return
(2008)
:
-23.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ETMBX
Category
Alpha (against Standard Index)
-6.54
-2.38
Beta (against Standard Index)
2.00
1.16
Mean Annual Return
-1.20
0.19
R-squared (against Standard Index)
77
87.38
Standard Deviation
13.88
7.62
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-1.74
N/A
5 Years
Statistic
ETMBX
Category
Alpha (against Standard Index)
-3.21
-1.54
Beta (against Standard Index)
1.90
1.15
Mean Annual Return
2.17
0.27
R-squared (against Standard Index)
74
87.54
Standard Deviation
10.91
6.12
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-0.43
N/A
10 Years
Statistic
ETMBX
Category
Alpha (against Standard Index)
-2.08
-1.35
Beta (against Standard Index)
1.60
1.11
Mean Annual Return
4.87
0.38
R-squared (against Standard Index)
74
88.56
Standard Deviation
8.71
5.58
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.22
N/A
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