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Eaton Vance MI Municipals A (ETMIX)
On
Jan 5
:
8.85
0.00
(0.00%)
MORE ON ETMIX
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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)
:
6.05%
Worst 1 Yr Total Return
(2008)
:
-13.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ETMIX
Category
Alpha (against Standard Index)
-3.91
-2.38
Beta (against Standard Index)
1.52
1.19
Mean Annual Return
0.91
0.19
R-squared (against Standard Index)
82
87.14
Standard Deviation
10.18
7.96
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-0.90
N/A
5 Years
Statistic
ETMIX
Category
Alpha (against Standard Index)
-2.10
-1.15
Beta (against Standard Index)
1.46
1.11
Mean Annual Return
2.87
0.30
R-squared (against Standard Index)
81
90.11
Standard Deviation
8.02
5.78
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.08
N/A
10 Years
Statistic
ETMIX
Category
Alpha (against Standard Index)
-1.59
-1.01
Beta (against Standard Index)
1.28
1.07
Mean Annual Return
4.66
0.40
R-squared (against Standard Index)
81
91.04
Standard Deviation
6.65
5.25
Sharpe Ratio
0.28
N/A
Treynor Ratio
1.35
N/A
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