Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Wednesday, February 10, 2010, 9:52AM ET - U.S. Markets close in 6 hours and 8 minutes. Dow Down 0.09% Nasdaq Down 0.05%
Eaton Vance AMT-Free Municipal Income I (EVMBX)On Feb 9: 9.66  Down 0.01 (0.10%)  
MORE ON EVMBX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Jan-10Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2009):31.98%
Worst 1 Yr Total Return (2008):-22.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticEVMBXCategory
Alpha (against Standard Index)-6.39-2.36
Beta (against Standard Index)2.021.17
Mean Annual Return0.260.24
R-squared (against Standard Index)7687.25
Standard Deviation13.947.62
Sharpe Ratio-0.05N/A
Treynor Ratio-0.85N/A
5 Years
StatisticEVMBXCategory
Alpha (against Standard Index)-2.36-1.43
Beta (against Standard Index)1.911.15
Mean Annual Return2.610.25
R-squared (against Standard Index)7487.35
Standard Deviation10.946.11
Sharpe Ratio0.03N/A
Treynor Ratio-0.16N/A
10 Years
StatisticEVMBXCategory
Alpha (against Standard Index)-1.57-1.26
Beta (against Standard Index)1.591.11
Mean Annual Return5.780.41
R-squared (against Standard Index)7288.38
Standard Deviation8.675.55
Sharpe Ratio0.37N/A
Treynor Ratio1.85N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center