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Eaton Vance High-Yield Municipals B (EVHYX)
On
Dec 29
:
7.83
0.02
(0.25%)
MORE ON EVHYX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
9.76%
Worst 1 Yr Total Return
(2008)
:
-37.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EVHYX
Category
Alpha (against Standard Index)
-11.10
-6.75
Beta (against Standard Index)
1.99
1.39
Mean Annual Return
-6.17
-0.14
R-squared (against Standard Index)
47
49.50
Standard Deviation
17.61
12.23
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-4.24
N/A
5 Years
Statistic
EVHYX
Category
Alpha (against Standard Index)
-5.35
-3.03
Beta (against Standard Index)
1.85
1.29
Mean Annual Return
-0.43
0.16
R-squared (against Standard Index)
44
48.63
Standard Deviation
13.77
9.36
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-1.85
N/A
10 Years
Statistic
EVHYX
Category
Alpha (against Standard Index)
-3.67
-1.97
Beta (against Standard Index)
1.36
1.03
Mean Annual Return
2.41
0.31
R-squared (against Standard Index)
39
48.10
Standard Deviation
10.16
7.16
Sharpe Ratio
0.00
N/A
Treynor Ratio
-0.38
N/A
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