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

Friday, December 18, 2009, 6:56PM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
Eaton Vance AMT-Free Municipal Bond I (EVMBX)On Dec 18: 9.61  Up 0.01 (0.10%)  
MORE ON EVMBX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get 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
StatisticEVMBXCategory
Alpha (against Standard Index)-6.31-2.38
Beta (against Standard Index)1.991.16
Mean Annual Return-0.970.19
R-squared (against Standard Index)7787.38
Standard Deviation13.857.62
Sharpe Ratio-0.16N/A
Treynor Ratio-1.62N/A
5 Years
StatisticEVMBXCategory
Alpha (against Standard Index)-2.96-1.54
Beta (against Standard Index)1.901.15
Mean Annual Return2.420.27
R-squared (against Standard Index)7487.54
Standard Deviation10.896.12
Sharpe Ratio0.00N/A
Treynor Ratio-0.30N/A
10 Years
StatisticEVMBXCategory
Alpha (against Standard Index)-1.83-1.35
Beta (against Standard Index)1.591.11
Mean Annual Return5.110.38
R-squared (against Standard Index)7388.56
Standard Deviation8.685.58
Sharpe Ratio0.29N/A
Treynor Ratio1.38N/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