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Evergreen Asset Allocation C (EACFX)
On
Dec 4
:
11.26
0.00
(0.00%)
MORE ON EACFX
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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)
:
11.26%
Worst 1 Yr Total Return
(2008)
:
-22.85%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EACFX
Category
Alpha (against Standard Index)
-0.89
-0.32
Beta (against Standard Index)
0.84
1.12
Mean Annual Return
-0.02
0.08
R-squared (against Standard Index)
92
86.73
Standard Deviation
11.52
15.87
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-2.90
N/A
5 Years
Statistic
EACFX
Category
Alpha (against Standard Index)
-0.45
0.84
Beta (against Standard Index)
0.86
1.15
Mean Annual Return
4.00
0.53
R-squared (against Standard Index)
92
86.42
Standard Deviation
9.60
13.37
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.14
N/A
10 Years
Statistic
EACFX
Category
Alpha (against Standard Index)
1.69
1.26
Beta (against Standard Index)
0.82
1.08
Mean Annual Return
6.24
0.55
R-squared (against Standard Index)
87
78.57
Standard Deviation
8.66
12.17
Sharpe Ratio
0.41
N/A
Treynor Ratio
4.00
N/A
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