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Evergreen Core Bond C (ESBCX)
On
Dec 3
:
7.93
0.02
(0.25%)
MORE ON ESBCX
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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
(2007)
:
4.01%
Worst 1 Yr Total Return
(2008)
:
-29.01%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ESBCX
Category
Alpha (against Standard Index)
-10.28
-1.72
Beta (against Standard Index)
0.94
1.02
Mean Annual Return
-4.73
0.39
R-squared (against Standard Index)
12
59.27
Standard Deviation
10.87
5.93
Sharpe Ratio
-0.61
N/A
Treynor Ratio
-7.58
N/A
5 Years
Statistic
ESBCX
Category
Alpha (against Standard Index)
-6.48
-1.05
Beta (against Standard Index)
0.89
0.98
Mean Annual Return
-2.04
0.33
R-squared (against Standard Index)
14
61.87
Standard Deviation
8.62
4.88
Sharpe Ratio
-0.54
N/A
Treynor Ratio
-5.67
N/A
10 Years
Statistic
ESBCX
Category
Alpha (against Standard Index)
-3.74
-0.65
Beta (against Standard Index)
0.96
0.96
Mean Annual Return
2.13
0.45
R-squared (against Standard Index)
29
71.12
Standard Deviation
6.76
4.47
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-0.87
N/A
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