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Eaton Vance Multi-Cap Growth A (EVGFX)
On
Dec 24
:
7.09
0.03
(0.42%)
MORE ON EVGFX
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Research Reports
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
(2007)
:
31.41%
Worst 1 Yr Total Return
(2008)
:
-52.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EVGFX
Category
Alpha (against Standard Index)
6.48
2.05
Beta (against Standard Index)
1.32
1.08
Mean Annual Return
-4.12
-0.20
R-squared (against Standard Index)
74
84.21
Standard Deviation
30.36
23.41
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-4.86
N/A
5 Years
Statistic
EVGFX
Category
Alpha (against Standard Index)
4.55
1.56
Beta (against Standard Index)
1.37
1.11
Mean Annual Return
2.78
0.29
R-squared (against Standard Index)
72
80.86
Standard Deviation
25.89
19.91
Sharpe Ratio
0.13
N/A
Treynor Ratio
-0.15
N/A
10 Years
Statistic
EVGFX
Category
Alpha (against Standard Index)
3.54
3.33
Beta (against Standard Index)
1.27
1.11
Mean Annual Return
0.52
0.32
R-squared (against Standard Index)
67
61.70
Standard Deviation
24.98
23.38
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.90
N/A
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