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Evergreen Asset Allocation A (EAAFX)
On
Dec 7
:
11.63
0.03
(0.26%)
MORE ON EAAFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
12.05%
Worst 1 Yr Total Return
(2008)
:
-22.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EAAFX
Category
Alpha (against Standard Index)
-0.16
-0.32
Beta (against Standard Index)
0.84
1.12
Mean Annual Return
0.71
0.08
R-squared (against Standard Index)
91
86.73
Standard Deviation
11.52
15.87
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.04
N/A
5 Years
Statistic
EAAFX
Category
Alpha (against Standard Index)
0.28
0.84
Beta (against Standard Index)
0.85
1.15
Mean Annual Return
4.75
0.53
R-squared (against Standard Index)
92
86.42
Standard Deviation
9.59
13.37
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.02
N/A
10 Years
Statistic
EAAFX
Category
Alpha (against Standard Index)
2.41
1.26
Beta (against Standard Index)
0.81
1.08
Mean Annual Return
7.00
0.55
R-squared (against Standard Index)
87
78.57
Standard Deviation
8.64
12.17
Sharpe Ratio
0.49
N/A
Treynor Ratio
4.95
N/A
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