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Evergreen Adjustable Rate B (ESABX)
On
Dec 8
:
9.03
0.01
(0.11%)
MORE ON ESABX
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Research Reports
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
(2007)
:
3.71%
Worst 1 Yr Total Return
(2008)
:
-1.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ESABX
Category
Alpha (against Standard Index)
-0.52
-1.83
Beta (against Standard Index)
0.14
0.06
Mean Annual Return
2.43
0.07
R-squared (against Standard Index)
9
6.99
Standard Deviation
1.98
3.69
Sharpe Ratio
0.02
N/A
Treynor Ratio
0.13
N/A
5 Years
Statistic
ESABX
Category
Alpha (against Standard Index)
-0.90
-1.28
Beta (against Standard Index)
0.15
0.07
Mean Annual Return
2.41
0.15
R-squared (against Standard Index)
12
8.59
Standard Deviation
1.59
2.82
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-4.03
N/A
10 Years
Statistic
ESABX
Category
Alpha (against Standard Index)
-0.38
-0.25
Beta (against Standard Index)
0.14
0.11
Mean Annual Return
3.05
0.25
R-squared (against Standard Index)
17
11.36
Standard Deviation
1.33
1.93
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.59
N/A
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