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Evergreen High-Income Muni Bond A (EFHAX)
On
Dec 24
:
7.69
0.01
(0.13%)
MORE ON EFHAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2005)
:
6.28%
Worst 1 Yr Total Return
(2008)
:
-21.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EFHAX
Category
Alpha (against Standard Index)
-7.70
-6.75
Beta (against Standard Index)
0.95
1.39
Mean Annual Return
-3.90
-0.14
R-squared (against Standard Index)
38
49.50
Standard Deviation
9.36
12.23
Sharpe Ratio
-0.61
N/A
Treynor Ratio
-6.52
N/A
5 Years
Statistic
EFHAX
Category
Alpha (against Standard Index)
-3.94
-3.03
Beta (against Standard Index)
0.92
1.29
Mean Annual Return
0.19
0.16
R-squared (against Standard Index)
37
48.63
Standard Deviation
7.45
9.36
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-3.04
N/A
10 Years
Statistic
EFHAX
Category
Alpha (against Standard Index)
-2.29
-1.97
Beta (against Standard Index)
0.77
1.03
Mean Annual Return
2.55
0.31
R-squared (against Standard Index)
40
48.10
Standard Deviation
5.61
7.16
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-0.50
N/A
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