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Eaton Vance Dividend Builder A (EVTMX)
On
Dec 9
:
9.45
0.03
(0.32%)
MORE ON EVTMX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
28.51%
Worst 1 Yr Total Return
(2008)
:
-37.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EVTMX
Category
Alpha (against Standard Index)
1.60
0.38
Beta (against Standard Index)
0.92
1.00
Mean Annual Return
-5.08
-0.41
R-squared (against Standard Index)
80
95.50
Standard Deviation
20.23
20.09
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-8.13
N/A
5 Years
Statistic
EVTMX
Category
Alpha (against Standard Index)
5.72
0.26
Beta (against Standard Index)
0.92
1.01
Mean Annual Return
6.16
0.16
R-squared (against Standard Index)
74
94.84
Standard Deviation
17.01
16.47
Sharpe Ratio
0.27
N/A
Treynor Ratio
3.42
N/A
10 Years
Statistic
EVTMX
Category
Alpha (against Standard Index)
5.26
0.84
Beta (against Standard Index)
0.77
0.97
Mean Annual Return
5.04
0.11
R-squared (against Standard Index)
60
91.16
Standard Deviation
15.98
16.35
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.70
N/A
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