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Eaton Vance MA Municipals B (EVMAX)
On
Dec 28
:
8.52
0.00
(0.00%)
MORE ON EVMAX
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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)
:
6.78%
Worst 1 Yr Total Return
(2008)
:
-20.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EVMAX
Category
Alpha (against Standard Index)
-7.03
-1.68
Beta (against Standard Index)
1.74
1.11
Mean Annual Return
-1.96
0.23
R-squared (against Standard Index)
76
89.00
Standard Deviation
12.10
7.28
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-2.43
N/A
5 Years
Statistic
EVMAX
Category
Alpha (against Standard Index)
-3.88
-0.94
Beta (against Standard Index)
1.69
1.04
Mean Annual Return
1.29
0.31
R-squared (against Standard Index)
76
90.93
Standard Deviation
9.62
5.40
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-1.01
N/A
10 Years
Statistic
EVMAX
Category
Alpha (against Standard Index)
-2.96
-0.92
Beta (against Standard Index)
1.43
1.04
Mean Annual Return
3.57
0.40
R-squared (against Standard Index)
76
91.42
Standard Deviation
7.66
5.12
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.45
N/A
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