Ratings & Risk for Evergreen Disciplined Value B (EDSBX)

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 19.90 -0.67 -0.52
    5-Year 16.36 0.08 -0.12
    10-Year 16.38 0.23 -0.01
    15-Year 16.19 0.66 0.27
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 97.86 1.06 -6.22
    3-Year 97.61 1.00 -2.68
    5-Year 96.26 1.00 -0.60
    10-Year 87.52 0.95 2.24

    S&P 500 TR

    Trailing data as of 10/31/2009