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Evergreen Equity Income A (ETRAX)
On
Dec 4
:
17.02
0.11
(0.65%)
MORE ON ETRAX
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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)
:
16.65%
Worst 1 Yr Total Return
(2008)
:
-34.99%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ETRAX
Category
Alpha (against Standard Index)
0.64
-1.05
Beta (against Standard Index)
0.99
1.02
Mean Annual Return
-6.40
-0.55
R-squared (against Standard Index)
95
94.27
Standard Deviation
19.80
20.65
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-8.90
N/A
5 Years
Statistic
ETRAX
Category
Alpha (against Standard Index)
0.35
0.04
Beta (against Standard Index)
0.99
1.02
Mean Annual Return
0.68
0.14
R-squared (against Standard Index)
95
93.13
Standard Deviation
16.13
16.85
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-2.38
N/A
10 Years
Statistic
ETRAX
Category
Alpha (against Standard Index)
2.79
2.54
Beta (against Standard Index)
0.85
0.88
Mean Annual Return
2.46
0.27
R-squared (against Standard Index)
87
80.76
Standard Deviation
14.71
15.89
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.60
N/A
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