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Eaton Vance AZ Municipals B (EVAZX)
On
Dec 1
:
10.29
0.03
(0.29%)
MORE ON EVAZX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
5.42%
Worst 1 Yr Total Return
(2008)
:
-15.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EVAZX
Category
Alpha (against Standard Index)
-3.38
-2.20
Beta (against Standard Index)
1.51
1.19
Mean Annual Return
1.37
0.20
R-squared (against Standard Index)
84
87.28
Standard Deviation
10.02
7.96
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-0.69
N/A
5 Years
Statistic
EVAZX
Category
Alpha (against Standard Index)
-1.88
-1.03
Beta (against Standard Index)
1.45
1.11
Mean Annual Return
2.58
0.28
R-squared (against Standard Index)
82
90.28
Standard Deviation
7.88
5.80
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-0.31
N/A
10 Years
Statistic
EVAZX
Category
Alpha (against Standard Index)
-2.21
-0.99
Beta (against Standard Index)
1.28
1.07
Mean Annual Return
4.03
0.40
R-squared (against Standard Index)
83
91.11
Standard Deviation
6.56
5.25
Sharpe Ratio
0.19
N/A
Treynor Ratio
0.83
N/A
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