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Evergreen Emerging Markets Growth C (EMGCX)
On
Dec 1
:
16.07
0.34
(2.16%)
MORE ON EMGCX
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Risk
As of 31-Oct-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
(2006)
:
45.22%
Worst 1 Yr Total Return
(2008)
:
-47.99%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EMGCX
Category
Alpha (against Standard Index)
14.64
12.35
Beta (against Standard Index)
1.18
1.29
Mean Annual Return
6.98
0.71
R-squared (against Standard Index)
87
87.52
Standard Deviation
30.19
33.07
Sharpe Ratio
0.30
N/A
Treynor Ratio
3.88
N/A
5 Years
Statistic
EMGCX
Category
Alpha (against Standard Index)
12.63
9.15
Beta (against Standard Index)
1.23
1.29
Mean Annual Return
18.39
1.44
R-squared (against Standard Index)
85
85.78
Standard Deviation
26.51
27.65
Sharpe Ratio
0.67
N/A
Treynor Ratio
12.49
N/A
10 Years
Statistic
EMGCX
Category
Alpha (against Standard Index)
10.59
9.81
Beta (against Standard Index)
1.21
1.23
Mean Annual Return
11.88
1.14
R-squared (against Standard Index)
76
76.71
Standard Deviation
25.01
25.41
Sharpe Ratio
0.46
N/A
Treynor Ratio
7.34
N/A
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