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Eaton Vance AMT-Free Municipal Bond I (EVMBX)
On
Dec 18
:
9.61
0.01
(0.10%)
MORE ON EVMBX
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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:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
8.40%
Worst 1 Yr Total Return
(2008)
:
-22.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EVMBX
Category
Alpha (against Standard Index)
-6.31
-2.38
Beta (against Standard Index)
1.99
1.16
Mean Annual Return
-0.97
0.19
R-squared (against Standard Index)
77
87.38
Standard Deviation
13.85
7.62
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-1.62
N/A
5 Years
Statistic
EVMBX
Category
Alpha (against Standard Index)
-2.96
-1.54
Beta (against Standard Index)
1.90
1.15
Mean Annual Return
2.42
0.27
R-squared (against Standard Index)
74
87.54
Standard Deviation
10.89
6.12
Sharpe Ratio
0.00
N/A
Treynor Ratio
-0.30
N/A
10 Years
Statistic
EVMBX
Category
Alpha (against Standard Index)
-1.83
-1.35
Beta (against Standard Index)
1.59
1.11
Mean Annual Return
5.11
0.38
R-squared (against Standard Index)
73
88.56
Standard Deviation
8.68
5.58
Sharpe Ratio
0.29
N/A
Treynor Ratio
1.38
N/A
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