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Eaton Vance Greater China Growth A (EVCGX)
On
Dec 23
:
22.15
0.22
(1.00%)
MORE ON EVCGX
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Research Reports
Risk
As of 30-Nov-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
(2007)
:
61.18%
Worst 1 Yr Total Return
(2008)
:
-51.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EVCGX
Category
Alpha (against Standard Index)
18.08
17.09
Beta (against Standard Index)
1.14
1.24
Mean Annual Return
9.58
1.10
R-squared (against Standard Index)
67
74.51
Standard Deviation
33.23
34.56
Sharpe Ratio
0.37
N/A
Treynor Ratio
6.42
N/A
5 Years
Statistic
EVCGX
Category
Alpha (against Standard Index)
11.69
11.06
Beta (against Standard Index)
1.12
1.23
Mean Annual Return
15.44
1.48
R-squared (against Standard Index)
66
74.35
Standard Deviation
27.05
28.13
Sharpe Ratio
0.56
N/A
Treynor Ratio
11.16
N/A
10 Years
Statistic
EVCGX
Category
Alpha (against Standard Index)
7.36
8.85
Beta (against Standard Index)
1.06
1.12
Mean Annual Return
8.18
1.04
R-squared (against Standard Index)
60
63.59
Standard Deviation
24.61
25.42
Sharpe Ratio
0.33
N/A
Treynor Ratio
4.97
N/A
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