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Evergreen Diversified Income Builder C (EKSCX)
On
Dec 18
:
5.28
0.01
(0.19%)
MORE ON EKSCX
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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:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
7.44%
Worst 1 Yr Total Return
(2008)
:
-29.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EKSCX
Category
Alpha (against Standard Index)
-3.08
-0.95
Beta (against Standard Index)
0.91
0.74
Mean Annual Return
-2.38
0.09
R-squared (against Standard Index)
61
87.00
Standard Deviation
15.40
10.61
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-5.08
N/A
5 Years
Statistic
EKSCX
Category
Alpha (against Standard Index)
-4.86
-1.38
Beta (against Standard Index)
0.86
0.71
Mean Annual Return
-0.66
0.27
R-squared (against Standard Index)
59
85.46
Standard Deviation
12.06
8.33
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-4.23
N/A
10 Years
Statistic
EKSCX
Category
Alpha (against Standard Index)
-0.49
-0.99
Beta (against Standard Index)
0.61
0.72
Mean Annual Return
3.49
0.31
R-squared (against Standard Index)
41
80.09
Standard Deviation
9.41
8.09
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.93
N/A
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