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Evergreen Diversified Capital Builder C (EKBCX)
On
Dec 23
:
5.79
0.05
(0.87%)
MORE ON EKBCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
8.73%
Worst 1 Yr Total Return
(2008)
:
-45.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EKBCX
Category
Alpha (against Standard Index)
-6.76
-2.96
Beta (against Standard Index)
1.44
1.07
Mean Annual Return
-7.36
-0.09
R-squared (against Standard Index)
75
93.10
Standard Deviation
22.05
14.78
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-6.71
N/A
5 Years
Statistic
EKBCX
Category
Alpha (against Standard Index)
-6.37
-2.53
Beta (against Standard Index)
1.39
1.06
Mean Annual Return
-1.76
0.24
R-squared (against Standard Index)
74
92.17
Standard Deviation
17.36
11.94
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-3.42
N/A
10 Years
Statistic
EKBCX
Category
Alpha (against Standard Index)
-5.63
-2.27
Beta (against Standard Index)
1.20
1.06
Mean Annual Return
-0.80
0.27
R-squared (against Standard Index)
75
86.88
Standard Deviation
13.71
11.38
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-3.12
N/A
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