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Eaton Vance AMT-Free Ltd Maturity Muni A (EXFLX)
On
Dec 24
:
9.98
0.01
(0.10%)
MORE ON EXFLX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
4.59%
Worst 1 Yr Total Return
(2008)
:
-4.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EXFLX
Category
Alpha (against Standard Index)
-1.51
-0.30
Beta (against Standard Index)
1.00
0.86
Mean Annual Return
2.59
0.31
R-squared (against Standard Index)
87
90.72
Standard Deviation
6.50
5.41
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.32
N/A
5 Years
Statistic
EXFLX
Category
Alpha (against Standard Index)
-1.30
-0.69
Beta (against Standard Index)
0.98
0.86
Mean Annual Return
3.11
0.30
R-squared (against Standard Index)
86
91.00
Standard Deviation
5.17
4.39
Sharpe Ratio
0.05
N/A
Treynor Ratio
0.12
N/A
10 Years
Statistic
EXFLX
Category
Alpha (against Standard Index)
-1.12
-0.71
Beta (against Standard Index)
0.94
0.89
Mean Annual Return
4.30
0.38
R-squared (against Standard Index)
89
92.35
Standard Deviation
4.66
4.29
Sharpe Ratio
0.31
N/A
Treynor Ratio
1.46
N/A
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