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Evergreen Core Plus Bond C (EKDCX)
On
Dec 24
:
10.91
0.03
(0.27%)
MORE ON EKDCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
3.74%
Worst 1 Yr Total Return
(2008)
:
-23.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EKDCX
Category
Alpha (against Standard Index)
-10.18
-1.73
Beta (against Standard Index)
1.05
1.02
Mean Annual Return
-4.07
0.39
R-squared (against Standard Index)
20
59.65
Standard Deviation
9.63
5.93
Sharpe Ratio
-0.62
N/A
Treynor Ratio
-6.03
N/A
5 Years
Statistic
EKDCX
Category
Alpha (against Standard Index)
-6.36
-1.13
Beta (against Standard Index)
0.99
0.98
Mean Annual Return
-1.26
0.35
R-squared (against Standard Index)
22
61.85
Standard Deviation
7.75
4.90
Sharpe Ratio
-0.51
N/A
Treynor Ratio
-4.31
N/A
10 Years
Statistic
EKDCX
Category
Alpha (against Standard Index)
-3.45
-0.67
Beta (against Standard Index)
0.98
0.96
Mean Annual Return
2.62
0.46
R-squared (against Standard Index)
30
70.95
Standard Deviation
6.71
4.48
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-0.32
N/A
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