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Evergreen Disciplined Value A (EDSAX)
On
Dec 21
:
11.33
0.14
(1.25%)
MORE ON EDSAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
20.27%
Worst 1 Yr Total Return
(2008)
:
-34.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EDSAX
Category
Alpha (against Standard Index)
-2.18
-1.37
Beta (against Standard Index)
1.00
1.02
Mean Annual Return
-7.91
-0.45
R-squared (against Standard Index)
97
94.58
Standard Deviation
20.18
20.79
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-10.16
N/A
5 Years
Statistic
EDSAX
Category
Alpha (against Standard Index)
-0.14
-0.29
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
0.50
0.14
R-squared (against Standard Index)
96
93.49
Standard Deviation
16.42
16.81
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.48
N/A
10 Years
Statistic
EDSAX
Category
Alpha (against Standard Index)
3.33
2.74
Beta (against Standard Index)
0.95
0.88
Mean Annual Return
2.85
0.31
R-squared (against Standard Index)
88
81.33
Standard Deviation
16.47
15.97
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.08
N/A
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