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Evergreen Core Plus Bond A (EKDLX)
On
Dec 4
:
10.99
0.04
(0.36%)
MORE ON EKDLX
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Risk
As of 31-Oct-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)
:
4.48%
Worst 1 Yr Total Return
(2008)
:
-23.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EKDLX
Category
Alpha (against Standard Index)
-9.24
-1.72
Beta (against Standard Index)
1.05
1.02
Mean Annual Return
-3.21
0.39
R-squared (against Standard Index)
20
59.27
Standard Deviation
9.65
5.93
Sharpe Ratio
-0.54
N/A
Treynor Ratio
-5.35
N/A
5 Years
Statistic
EKDLX
Category
Alpha (against Standard Index)
-5.41
-1.05
Beta (against Standard Index)
0.97
0.98
Mean Annual Return
-0.76
0.33
R-squared (against Standard Index)
21
61.87
Standard Deviation
7.74
4.88
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-3.91
N/A
10 Years
Statistic
EKDLX
Category
Alpha (against Standard Index)
-2.52
-0.65
Beta (against Standard Index)
0.97
0.96
Mean Annual Return
3.43
0.45
R-squared (against Standard Index)
30
71.12
Standard Deviation
6.72
4.47
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.47
N/A
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