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Evergreen Adjustable Rate Instl (EKIZX)
On
Dec 23
:
9.04
0.00
(0.00%)
MORE ON EKIZX
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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)
:
4.75%
Worst 1 Yr Total Return
(2008)
:
-0.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EKIZX
Category
Alpha (against Standard Index)
0.47
-1.68
Beta (against Standard Index)
0.15
0.05
Mean Annual Return
3.34
0.07
R-squared (against Standard Index)
9
8.12
Standard Deviation
1.96
3.09
Sharpe Ratio
0.53
N/A
Treynor Ratio
7.30
N/A
5 Years
Statistic
EKIZX
Category
Alpha (against Standard Index)
0.13
-1.28
Beta (against Standard Index)
0.16
0.07
Mean Annual Return
3.51
0.15
R-squared (against Standard Index)
13
9.80
Standard Deviation
1.58
2.39
Sharpe Ratio
0.32
N/A
Treynor Ratio
3.29
N/A
10 Years
Statistic
EKIZX
Category
Alpha (against Standard Index)
0.67
-0.23
Beta (against Standard Index)
0.14
0.11
Mean Annual Return
4.12
0.25
R-squared (against Standard Index)
17
12.25
Standard Deviation
1.33
1.84
Sharpe Ratio
0.90
N/A
Treynor Ratio
8.33
N/A
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