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Eaton Vance GA Municipals B (EVGAX)
On
Dec 24
:
9.38
0.02
(0.21%)
MORE ON EVGAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
5.89%
Worst 1 Yr Total Return
(2008)
:
-19.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EVGAX
Category
Alpha (against Standard Index)
-4.84
-2.38
Beta (against Standard Index)
1.68
1.19
Mean Annual Return
0.12
0.19
R-squared (against Standard Index)
74
87.14
Standard Deviation
11.91
7.96
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-1.28
N/A
5 Years
Statistic
EVGAX
Category
Alpha (against Standard Index)
-3.13
-1.15
Beta (against Standard Index)
1.60
1.11
Mean Annual Return
1.93
0.30
R-squared (against Standard Index)
72
90.11
Standard Deviation
9.31
5.78
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-0.66
N/A
10 Years
Statistic
EVGAX
Category
Alpha (against Standard Index)
-2.48
-1.01
Beta (against Standard Index)
1.38
1.07
Mean Annual Return
3.95
0.40
R-squared (against Standard Index)
74
91.04
Standard Deviation
7.49
5.25
Sharpe Ratio
0.17
N/A
Treynor Ratio
0.74
N/A
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