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Friday, December 25, 2009, 8:23PM ET - U.S. Markets Closed for Christmas. Dow Up 0.51% Nasdaq Up 0.71%
Evergreen Global Large Cap Equity I (EYGLX)On Dec 24: 12.52  Up 0.09 (0.72%)  
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Risk  As of 30-Nov-09Get 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):20.92%
Worst 1 Yr Total Return (2008):-40.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticEYGLXCategory
Alpha (against Standard Index)-1.770.27
Beta (against Standard Index)0.890.91
Mean Annual Return-6.15-0.17
R-squared (against Standard Index)9690.08
Standard Deviation21.6422.93
Sharpe Ratio-0.29N/A
Treynor Ratio-9.49N/A
5 Years
StatisticEYGLXCategory
Alpha (against Standard Index)-2.24-0.86
Beta (against Standard Index)0.870.90
Mean Annual Return1.840.41
R-squared (against Standard Index)9588.40
Standard Deviation17.5818.93
Sharpe Ratio0.03N/A
Treynor Ratio-1.31N/A
10 Years
StatisticEYGLXCategory
Alpha (against Standard Index)-2.990.53
Beta (against Standard Index)0.850.92
Mean Annual Return-0.850.33
R-squared (against Standard Index)9179.83
Standard Deviation15.9618.84
Sharpe Ratio-0.15N/A
Treynor Ratio-4.46N/A

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