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Evergreen Equity Income C (ETRCX)
On
Dec 30
:
16.99
0.00
(0.00%)
MORE ON ETRCX
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Risk
As of 30-Nov-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)
:
15.89%
Worst 1 Yr Total Return
(2008)
:
-35.44%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ETRCX
Category
Alpha (against Standard Index)
-0.34
-1.37
Beta (against Standard Index)
0.99
1.02
Mean Annual Return
-6.07
-0.45
R-squared (against Standard Index)
96
94.58
Standard Deviation
20.05
20.79
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-8.44
N/A
5 Years
Statistic
ETRCX
Category
Alpha (against Standard Index)
-0.57
-0.29
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
0.13
0.14
R-squared (against Standard Index)
95
93.49
Standard Deviation
16.19
16.81
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.90
N/A
10 Years
Statistic
ETRCX
Category
Alpha (against Standard Index)
2.26
2.74
Beta (against Standard Index)
0.85
0.88
Mean Annual Return
2.24
0.31
R-squared (against Standard Index)
87
81.33
Standard Deviation
14.81
15.97
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.81
N/A
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