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Evergreen Core Bond Instl Svc (ESBSX)
On
Dec 4
:
7.90
0.03
(0.38%)
MORE ON ESBSX
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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)
:
4.79%
Worst 1 Yr Total Return
(2008)
:
-28.47%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ESBSX
Category
Alpha (against Standard Index)
-9.53
-1.72
Beta (against Standard Index)
0.94
1.02
Mean Annual Return
-4.01
0.39
R-squared (against Standard Index)
12
59.27
Standard Deviation
10.87
5.93
Sharpe Ratio
-0.54
N/A
Treynor Ratio
-6.82
N/A
5 Years
Statistic
ESBSX
Category
Alpha (against Standard Index)
-5.73
-1.05
Beta (against Standard Index)
0.89
0.98
Mean Annual Return
-1.31
0.33
R-squared (against Standard Index)
14
61.87
Standard Deviation
8.62
4.88
Sharpe Ratio
-0.46
N/A
Treynor Ratio
-4.85
N/A
10 Years
Statistic
ESBSX
Category
Alpha (against Standard Index)
-2.99
-0.65
Beta (against Standard Index)
0.96
0.96
Mean Annual Return
2.90
0.45
R-squared (against Standard Index)
29
71.12
Standard Deviation
6.77
4.47
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.08
N/A
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