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Evergreen Adjustable Rate A (ESAAX)
On
Dec 28
:
9.03
0.01
(0.11%)
MORE ON ESAAX
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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)
:
4.48%
Worst 1 Yr Total Return
(2008)
:
-1.21%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ESAAX
Category
Alpha (against Standard Index)
0.21
-1.68
Beta (against Standard Index)
0.15
0.05
Mean Annual Return
3.07
0.07
R-squared (against Standard Index)
9
8.12
Standard Deviation
1.96
3.09
Sharpe Ratio
0.40
N/A
Treynor Ratio
5.48
N/A
5 Years
Statistic
ESAAX
Category
Alpha (against Standard Index)
-0.15
-1.28
Beta (against Standard Index)
0.16
0.07
Mean Annual Return
3.23
0.15
R-squared (against Standard Index)
13
9.80
Standard Deviation
1.59
2.39
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.51
N/A
10 Years
Statistic
ESAAX
Category
Alpha (against Standard Index)
0.39
-0.23
Beta (against Standard Index)
0.14
0.11
Mean Annual Return
3.83
0.25
R-squared (against Standard Index)
17
12.25
Standard Deviation
1.34
1.84
Sharpe Ratio
0.68
N/A
Treynor Ratio
6.29
N/A
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