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Evergreen Enhanced S&P 500 I (EVSYX)
On
Dec 14
:
12.18
0.09
(0.74%)
MORE ON EVSYX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
17.45%
Worst 1 Yr Total Return
(2008)
:
-35.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EVSYX
Category
Alpha (against Standard Index)
-0.14
0.06
Beta (against Standard Index)
0.97
1.00
Mean Annual Return
-5.60
-0.33
R-squared (against Standard Index)
99
95.82
Standard Deviation
19.26
20.42
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-8.15
N/A
5 Years
Statistic
EVSYX
Category
Alpha (against Standard Index)
0.76
0.04
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
1.56
0.17
R-squared (against Standard Index)
99
95.19
Standard Deviation
15.71
16.64
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.47
N/A
10 Years
Statistic
EVSYX
Category
Alpha (against Standard Index)
0.29
0.81
Beta (against Standard Index)
0.96
0.96
Mean Annual Return
-0.15
0.14
R-squared (against Standard Index)
97
91.13
Standard Deviation
15.86
16.39
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-3.19
N/A
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