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Evergreen High-Income Muni Bond B (EFHBX)
On
Dec 24
:
7.69
0.01
(0.13%)
MORE ON EFHBX
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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)
:
5.54%
Worst 1 Yr Total Return
(2008)
:
-22.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EFHBX
Category
Alpha (against Standard Index)
-8.45
-6.75
Beta (against Standard Index)
0.95
1.39
Mean Annual Return
-4.62
-0.14
R-squared (against Standard Index)
38
49.50
Standard Deviation
9.35
12.23
Sharpe Ratio
-0.69
N/A
Treynor Ratio
-7.28
N/A
5 Years
Statistic
EFHBX
Category
Alpha (against Standard Index)
-4.67
-3.03
Beta (against Standard Index)
0.92
1.29
Mean Annual Return
-0.55
0.16
R-squared (against Standard Index)
37
48.63
Standard Deviation
7.45
9.36
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-3.84
N/A
10 Years
Statistic
EFHBX
Category
Alpha (against Standard Index)
-3.02
-1.97
Beta (against Standard Index)
0.76
1.03
Mean Annual Return
1.80
0.31
R-squared (against Standard Index)
40
48.10
Standard Deviation
5.61
7.16
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-1.48
N/A
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