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Evergreen High-Income Muni Bond I (EFHYX)
On
Dec 24
:
7.69
0.01
(0.13%)
MORE ON EFHYX
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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)
:
6.60%
Worst 1 Yr Total Return
(2008)
:
-21.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EFHYX
Category
Alpha (against Standard Index)
-7.45
-6.75
Beta (against Standard Index)
0.95
1.39
Mean Annual Return
-3.66
-0.14
R-squared (against Standard Index)
38
49.50
Standard Deviation
9.36
12.23
Sharpe Ratio
-0.59
N/A
Treynor Ratio
-6.26
N/A
5 Years
Statistic
EFHYX
Category
Alpha (against Standard Index)
-3.67
-3.03
Beta (against Standard Index)
0.92
1.29
Mean Annual Return
0.45
0.16
R-squared (against Standard Index)
37
48.63
Standard Deviation
7.45
9.36
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-2.75
N/A
10 Years
Statistic
EFHYX
Category
Alpha (against Standard Index)
-2.02
-1.97
Beta (against Standard Index)
0.77
1.03
Mean Annual Return
2.82
0.31
R-squared (against Standard Index)
40
48.10
Standard Deviation
5.61
7.16
Sharpe Ratio
0.01
N/A
Treynor Ratio
-0.14
N/A
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