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Evergreen Mid Cap Growth A (EKAAX)
On
Dec 24
:
4.71
0.02
(0.43%)
MORE ON EKAAX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
14.47%
Worst 1 Yr Total Return
(2008)
:
-45.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EKAAX
Category
Alpha (against Standard Index)
-1.32
2.05
Beta (against Standard Index)
1.04
1.08
Mean Annual Return
-7.78
-0.20
R-squared (against Standard Index)
85
84.21
Standard Deviation
22.38
23.41
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-9.67
N/A
5 Years
Statistic
EKAAX
Category
Alpha (against Standard Index)
-1.21
1.56
Beta (against Standard Index)
1.09
1.11
Mean Annual Return
-1.18
0.29
R-squared (against Standard Index)
82
80.86
Standard Deviation
19.31
19.91
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.81
N/A
10 Years
Statistic
EKAAX
Category
Alpha (against Standard Index)
2.20
3.33
Beta (against Standard Index)
1.14
1.11
Mean Annual Return
-0.35
0.32
R-squared (against Standard Index)
56
61.70
Standard Deviation
24.63
23.38
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-2.88
N/A
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