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Evergreen Global Large Cap Equity C (ECGLX)
On
Dec 1
:
11.26
0.24
(2.18%)
MORE ON ECGLX
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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
(2006)
:
19.77%
Worst 1 Yr Total Return
(2008)
:
-40.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ECGLX
Category
Alpha (against Standard Index)
-3.61
-0.56
Beta (against Standard Index)
0.88
0.91
Mean Annual Return
-7.54
-0.21
R-squared (against Standard Index)
96
90.41
Standard Deviation
21.52
22.89
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-11.29
N/A
5 Years
Statistic
ECGLX
Category
Alpha (against Standard Index)
-3.87
-1.40
Beta (against Standard Index)
0.87
0.90
Mean Annual Return
1.02
0.44
R-squared (against Standard Index)
96
89.02
Standard Deviation
17.59
19.07
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.31
N/A
10 Years
Statistic
ECGLX
Category
Alpha (against Standard Index)
-3.97
0.66
Beta (against Standard Index)
0.85
0.93
Mean Annual Return
-1.70
0.36
R-squared (against Standard Index)
91
79.68
Standard Deviation
15.98
19.07
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-5.51
N/A
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