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Eaton Vance Asian Small Companies A (EVASX)
On
Dec 4
:
15.79
0.12
(0.77%)
MORE ON EVASX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
47.30%
Worst 1 Yr Total Return
(2008)
:
-65.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EVASX
Category
Alpha (against Standard Index)
-0.18
17.81
Beta (against Standard Index)
1.35
1.24
Mean Annual Return
-10.20
1.19
R-squared (against Standard Index)
81
74.45
Standard Deviation
35.79
34.74
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-9.38
N/A
5 Years
Statistic
EVASX
Category
Alpha (against Standard Index)
3.02
10.50
Beta (against Standard Index)
1.32
1.22
Mean Annual Return
7.15
1.53
R-squared (against Standard Index)
80
74.58
Standard Deviation
29.37
28.24
Sharpe Ratio
0.29
N/A
Treynor Ratio
3.11
N/A
10 Years
Statistic
EVASX
Category
Alpha (against Standard Index)
10.11
9.75
Beta (against Standard Index)
1.18
1.13
Mean Annual Return
10.77
1.13
R-squared (against Standard Index)
62
62.61
Standard Deviation
27.01
25.87
Sharpe Ratio
0.41
N/A
Treynor Ratio
6.62
N/A
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