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Evergreen Disciplined Value B (EDSBX)
On
Dec 15
:
11.18
0.07
(0.62%)
MORE ON EDSBX
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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)
:
19.30%
Worst 1 Yr Total Return
(2008)
:
-35.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EDSBX
Category
Alpha (against Standard Index)
-2.97
-1.37
Beta (against Standard Index)
1.00
1.02
Mean Annual Return
-8.62
-0.45
R-squared (against Standard Index)
97
94.58
Standard Deviation
20.14
20.79
Sharpe Ratio
-0.46
N/A
Treynor Ratio
-10.89
N/A
5 Years
Statistic
EDSBX
Category
Alpha (against Standard Index)
-0.93
-0.29
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
-0.28
0.14
R-squared (against Standard Index)
96
93.49
Standard Deviation
16.38
16.81
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-3.27
N/A
10 Years
Statistic
EDSBX
Category
Alpha (against Standard Index)
2.56
2.74
Beta (against Standard Index)
0.95
0.88
Mean Annual Return
2.07
0.31
R-squared (against Standard Index)
88
81.33
Standard Deviation
16.44
15.97
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.90
N/A
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