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Thursday, December 17, 2009, 9:32PM ET - U.S. Markets Closed. Dow Down 1.27% Nasdaq Down 1.22%
Eaton Vance AMT-Free Municipal Bond A (ETMBX)On Dec 17: 8.79   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get 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
StatisticETMBXCategory
Alpha (against Standard Index)-6.54-2.38
Beta (against Standard Index)2.001.16
Mean Annual Return-1.200.19
R-squared (against Standard Index)7787.38
Standard Deviation13.887.62
Sharpe Ratio-0.18N/A
Treynor Ratio-1.74N/A
5 Years
StatisticETMBXCategory
Alpha (against Standard Index)-3.21-1.54
Beta (against Standard Index)1.901.15
Mean Annual Return2.170.27
R-squared (against Standard Index)7487.54
Standard Deviation10.916.12
Sharpe Ratio-0.02N/A
Treynor Ratio-0.43N/A
10 Years
StatisticETMBXCategory
Alpha (against Standard Index)-2.08-1.35
Beta (against Standard Index)1.601.11
Mean Annual Return4.870.38
R-squared (against Standard Index)7488.56
Standard Deviation8.715.58
Sharpe Ratio0.26N/A
Treynor Ratio1.22N/A

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