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Evergreen Equity Index B (ESIOX)
On
Dec 2
:
38.06
0.02
(0.05%)
MORE ON ESIOX
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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
(2006)
:
14.33%
Worst 1 Yr Total Return
(2008)
:
-37.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ESIOX
Category
Alpha (against Standard Index)
-1.25
0.38
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-8.18
-0.41
R-squared (against Standard Index)
99
95.50
Standard Deviation
19.58
20.09
Sharpe Ratio
-0.46
N/A
Treynor Ratio
-10.60
N/A
5 Years
Statistic
ESIOX
Category
Alpha (against Standard Index)
-1.26
0.26
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
-0.93
0.16
R-squared (against Standard Index)
99
94.84
Standard Deviation
15.96
16.47
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-3.95
N/A
10 Years
Statistic
ESIOX
Category
Alpha (against Standard Index)
-1.29
0.84
Beta (against Standard Index)
1.00
0.97
Mean Annual Return
-2.21
0.11
R-squared (against Standard Index)
99
91.16
Standard Deviation
16.07
16.35
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-5.20
N/A
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