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Evergreen Global Opportunities C (EKGCX)
On
Dec 24
:
21.97
0.15
(0.69%)
MORE ON EKGCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
22.78%
Worst 1 Yr Total Return
(2008)
:
-40.75%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EKGCX
Category
Alpha (against Standard Index)
-0.12
0.27
Beta (against Standard Index)
0.92
0.91
Mean Annual Return
-5.03
-0.17
R-squared (against Standard Index)
92
90.08
Standard Deviation
22.89
22.93
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-7.96
N/A
5 Years
Statistic
EKGCX
Category
Alpha (against Standard Index)
1.13
-0.86
Beta (against Standard Index)
0.94
0.90
Mean Annual Return
5.13
0.41
R-squared (against Standard Index)
89
88.40
Standard Deviation
19.59
18.93
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.27
N/A
10 Years
Statistic
EKGCX
Category
Alpha (against Standard Index)
4.13
0.53
Beta (against Standard Index)
1.07
0.92
Mean Annual Return
5.08
0.33
R-squared (against Standard Index)
66
79.83
Standard Deviation
23.55
18.84
Sharpe Ratio
0.20
N/A
Treynor Ratio
2.02
N/A
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