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EKZAX: Evergreen International Equity A (MUTUAL FUND)
Basic Info
Asset Class: | Foreign Large Blend |
MyPlanIQ Rating: |
Not Rated
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Start Date: | 02/04/1998 |
Last Dividend Date: | 12/09/2009 |
12-Mo. Yield | 2.01% |
Expenses | - |
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Performance Analytics (As of 09/02/2010)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 02/04/1998 |
2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 2.1 | -12.6 | -1.0 | 1.9 | 4.1 | -6.4 | 15.4 | -41.6 | 14.7 | 22.7 | 16.0 | 19.0 | 30.7 | -4.3 | -18.2 | -7.4 | 28.9 | 11.2 |
Sharpe Ratio | NA | 0.08 | -0.46 | -0.11 | 0.02 | 0.12 | -0.4 | 0.57 | -1.2 | 0.66 | 1.35 | 1.36 | 1.34 | 2.43 | -0.35 | -1.51 | -0.85 | 2.02 | 0.62 |
Draw Down(%) | NA | 18.4 | 58.1 | 58.1 | 58.1 | 58.1 | 18.4 | 26.1 | 52.0 | 12.8 | 15.7 | 6.0 | 11.1 | 12.3 | 20.1 | 26.6 | 15.7 | 8.9 | 23.4 |
Standard Deviation(%) | NA | 24.1 | 28.8 | 24.2 | 19.5 | 18.5 | 23.8 | 26.8 | 35.3 | 17.7 | 14.5 | 10.2 | 13.4 | 12.4 | 15.4 | 13.8 | 13.5 | 12.7 | 14.6 |
Treynor Ratio | NA | 0.02 | -0.15 | -0.03 | 0.0 | 0.03 | -0.1 | 0.17 | -0.51 | 0.12 | 0.19 | 0.15 | 0.2 | 0.38 | -0.08 | -0.29 | -0.14 | 0.29 | 0.14 |
Alpha | NA | -0.01 | -0.02 | -0.01 | 0.0 | 0.0 | -0.02 | -0.04 | -0.04 | 0.01 | -0.01 | 0.01 | 0.01 | 0.01 | 0.02 | -0.02 | 0.02 | 0.01 | 0.01 |
Beta | NA | 1.0 | 0.86 | 0.87 | 0.84 | 0.83 | 0.91 | 0.88 | 0.83 | 0.97 | 1.01 | 0.9 | 0.89 | 0.78 | 0.7 | 0.71 | 0.83 | 0.87 | 0.67 |
RSquared | NA | 0.82 | 0.88 | 0.88 | 0.86 | 0.85 | 0.78 | 0.89 | 0.93 | 0.84 | 0.88 | 0.82 | 0.81 | 0.8 | 0.8 | 0.79 | 0.81 | 0.76 | 0.79 |
Yield(%) | N/A | 2.0 | 5.1 | 7.7 | 5.6 | N/A | 0.0 | 2.1 | 1.8 | 13.4 | 13.1 | 7.3 | 1.4 | 1.2 | 7.9 | 0.6 | 7.1 | 6.4 | 0.0 |
Dividend Growth(%) | N/A | -31.7 | -15.6 | 158.0 | N/A | N/A | -100.0 | -31.7 | -86.8 | 8.8 | 101.2 | 527.9 | 40.5 | -86.0 | 954.0 | -92.7 | 31.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/04/1998
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