Ratings & Risk for Evergreen Disciplined Value A (EDSAX)

Morningstar Category: Large Value
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Below Average Average
    		312
    5-Year Average Average
    		276
    10-Year Average Average
    		183
    Overall Below Average Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 19.94 -0.60 -0.48
    5-Year 16.40 0.15 -0.07
    10-Year 16.40 0.29 0.04
    15-Year 16.21 0.73 0.31
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 98.02 1.06 -5.50
    3-Year 97.65 1.01 -1.88
    5-Year 96.32 1.01 0.19
    10-Year 87.56 0.95 3.02

    S&P 500 TR

    Trailing data as of 10/31/2009