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Evergreen Equity Income I (EVTRX)
On
Dec 1
:
17.04
0.22
(1.31%)
MORE ON EVTRX
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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)
:
17.05%
Worst 1 Yr Total Return
(2008)
:
-34.78%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EVTRX
Category
Alpha (against Standard Index)
0.91
-1.05
Beta (against Standard Index)
0.99
1.02
Mean Annual Return
-6.14
-0.55
R-squared (against Standard Index)
95
94.27
Standard Deviation
19.81
20.65
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-8.64
N/A
5 Years
Statistic
EVTRX
Category
Alpha (against Standard Index)
0.64
0.04
Beta (against Standard Index)
0.99
1.02
Mean Annual Return
0.96
0.14
R-squared (against Standard Index)
95
93.13
Standard Deviation
16.14
16.85
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.09
N/A
10 Years
Statistic
EVTRX
Category
Alpha (against Standard Index)
3.06
2.54
Beta (against Standard Index)
0.85
0.88
Mean Annual Return
2.74
0.27
R-squared (against Standard Index)
87
80.76
Standard Deviation
14.72
15.89
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.27
N/A
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