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Evergreen Mid Cap Growth B (EKABX)
On
Dec 24
:
4.35
0.02
(0.46%)
MORE ON EKABX
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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)
:
13.55%
Worst 1 Yr Total Return
(2008)
:
-46.18%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EKABX
Category
Alpha (against Standard Index)
-2.07
2.05
Beta (against Standard Index)
1.04
1.08
Mean Annual Return
-8.44
-0.20
R-squared (against Standard Index)
85
84.21
Standard Deviation
22.33
23.41
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-10.34
N/A
5 Years
Statistic
EKABX
Category
Alpha (against Standard Index)
-1.93
1.56
Beta (against Standard Index)
1.09
1.11
Mean Annual Return
-1.87
0.29
R-squared (against Standard Index)
82
80.86
Standard Deviation
19.28
19.91
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.46
N/A
10 Years
Statistic
EKABX
Category
Alpha (against Standard Index)
1.46
3.33
Beta (against Standard Index)
1.14
1.11
Mean Annual Return
-1.07
0.32
R-squared (against Standard Index)
56
61.70
Standard Deviation
24.59
23.38
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-3.51
N/A
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