Eaton Vance Risk-Managed Equity Option Fund

Scorecard
2 / 5 Stars
Lipper
5 5 5 3 1
Zacks Investment Research
3 (Hold)
Standard & Poor's
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TheStreet.com
D+ (Sell)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 6.18
Mean 0.42
Sharpe Ratio 0.8
Bear Market Decile Rank 41

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Growth TR USD
R-Squared 72.44 75.01
Beta 0.42 0.42
Alpha -1.17 -1.14