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Evergreen CA Municipal A (EOCAX)
On
Dec 1
:
10.42
0.02
(0.19%)
MORE ON EOCAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
4.29%
Worst 1 Yr Total Return
(2008)
:
-9.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EOCAX
Category
Alpha (against Standard Index)
-2.55
-1.01
Beta (against Standard Index)
1.18
0.78
Mean Annual Return
1.81
0.24
R-squared (against Standard Index)
92
82.58
Standard Deviation
7.43
5.19
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-0.52
N/A
5 Years
Statistic
EOCAX
Category
Alpha (against Standard Index)
-1.91
-1.07
Beta (against Standard Index)
1.21
0.82
Mean Annual Return
2.37
0.24
R-squared (against Standard Index)
92
83.89
Standard Deviation
6.20
4.43
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-0.54
N/A
10 Years
Statistic
EOCAX
Category
Alpha (against Standard Index)
-1.65
-0.89
Beta (against Standard Index)
1.15
0.80
Mean Annual Return
4.29
0.35
R-squared (against Standard Index)
91
85.79
Standard Deviation
5.60
4.01
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.15
N/A
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