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Evergreen Equity Income R (ETRRX)
On
Dec 18
:
16.97
0.09
(0.53%)
MORE ON ETRRX
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Research Reports
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)
:
16.42%
Worst 1 Yr Total Return
(2008)
:
-35.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ETRRX
Category
Alpha (against Standard Index)
0.17
-1.37
Beta (against Standard Index)
0.99
1.02
Mean Annual Return
-5.60
-0.45
R-squared (against Standard Index)
96
94.58
Standard Deviation
20.06
20.79
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-7.96
N/A
5 Years
Statistic
ETRRX
Category
Alpha (against Standard Index)
-0.09
-0.29
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
0.61
0.14
R-squared (against Standard Index)
95
93.49
Standard Deviation
16.19
16.81
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-2.41
N/A
10 Years
Statistic
ETRRX
Category
Alpha (against Standard Index)
2.74
2.74
Beta (against Standard Index)
0.85
0.88
Mean Annual Return
2.73
0.31
R-squared (against Standard Index)
87
81.33
Standard Deviation
14.82
15.97
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.23
N/A
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