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Evergreen Core Bond R (ESBRX)
On
Dec 15
:
7.88
0.02
(0.25%)
MORE ON ESBRX
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Research Reports
Risk
As of 30-Nov-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)
:
4.53%
Worst 1 Yr Total Return
(2008)
:
-28.65%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ESBRX
Category
Alpha (against Standard Index)
-9.94
-1.73
Beta (against Standard Index)
0.94
1.02
Mean Annual Return
-4.38
0.39
R-squared (against Standard Index)
13
59.65
Standard Deviation
10.86
5.93
Sharpe Ratio
-0.56
N/A
Treynor Ratio
-7.04
N/A
5 Years
Statistic
ESBRX
Category
Alpha (against Standard Index)
-6.01
-1.13
Beta (against Standard Index)
0.90
0.98
Mean Annual Return
-1.21
0.35
R-squared (against Standard Index)
14
61.85
Standard Deviation
8.62
4.90
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-4.67
N/A
10 Years
Statistic
ESBRX
Category
Alpha (against Standard Index)
-3.30
-0.67
Beta (against Standard Index)
0.96
0.96
Mean Annual Return
2.71
0.46
R-squared (against Standard Index)
29
70.95
Standard Deviation
6.77
4.48
Sharpe Ratio
0.00
N/A
Treynor Ratio
-0.23
N/A
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