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Evergreen Asset Allocation B (EABFX)
On
Jan 5
:
11.41
0.00
(0.00%)
MORE ON EABFX
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Risk
As of 30-Nov-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)
:
11.31%
Worst 1 Yr Total Return
(2008)
:
-22.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EABFX
Category
Alpha (against Standard Index)
-0.82
-0.66
Beta (against Standard Index)
0.84
1.11
Mean Annual Return
0.46
0.10
R-squared (against Standard Index)
92
86.52
Standard Deviation
11.63
15.80
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-2.16
N/A
5 Years
Statistic
EABFX
Category
Alpha (against Standard Index)
-0.55
0.55
Beta (against Standard Index)
0.85
1.12
Mean Annual Return
4.02
0.51
R-squared (against Standard Index)
92
86.03
Standard Deviation
9.61
13.17
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.21
N/A
10 Years
Statistic
EABFX
Category
Alpha (against Standard Index)
1.70
1.09
Beta (against Standard Index)
0.82
1.07
Mean Annual Return
6.39
0.55
R-squared (against Standard Index)
87
79.45
Standard Deviation
8.69
12.02
Sharpe Ratio
0.43
N/A
Treynor Ratio
4.26
N/A
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