Eaton Vance Diversified Currency Income Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 5.75
Mean 0.05
Sharpe Ratio 0.09
Bear Market Decile Rank 37

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
R-Squared 11.74
Beta 54.0
Alpha -15.07