Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
EGIAX (Evergreen Fundamental Large Cap A) | NA | -27.69% | -1.10% | -4.66% | 1.53% | 2.30% | NA | 2.76% |
Data as of 10/20/2011, AR inception is 06/21/1996
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
EGIAX (Evergreen Fundamental Large Cap A) | 06/21/1996 | 10/20/2011 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -27.69 | -1.10 | -4.66 | 1.53 | 2.30 | NA | 2.76 | -33.02 | 16.24 | 36.45 | -33.39 | 7.54 | 11.84 | 7.61 | 8.73 | 28.98 | -16.98 | -14.79 | -5.69 | 14.21 | 4.92 | 30.93 | 11.88 |
Sharpe Ratio | NA | -0.77 | -0.04 | -0.19 | 0.02 | NA | NA | 0.03 | -0.99 | 0.86 | 1.26 | -0.87 | 0.29 | 0.83 | 0.52 | 0.68 | 1.71 | -0.77 | -0.76 | -0.40 | 0.79 | 0.10 | 2.52 | 2.28 |
Standard Deviation(%) | NA | 36.00 | 32.39 | 29.17 | 23.38 | NA | NA | 21.61 | 39.69 | 18.79 | 28.82 | 39.14 | 15.59 | 10.36 | 10.48 | 11.39 | 16.57 | 23.49 | 22.81 | 24.72 | 13.82 | 16.49 | 10.83 | 8.88 |
Draw Down(%) | NA | 39.97 | 39.97 | 52.16 | 52.16 | NA | NA | 52.16 | 39.97 | 18.13 | 26.11 | 44.39 | 9.43 | 8.18 | 7.00 | 9.93 | 13.73 | 30.80 | 31.86 | 15.33 | 12.29 | 25.46 | 6.35 | 7.27 |
Yield(%) | 0.00 | 0.52 | 0.78 | 1.75 | 3.21 | 4.06 | 3.26 | 4.35 | 0.00 | 0.64 | 0.89 | 0.76 | 5.22 | 1.93 | 2.33 | 6.28 | 8.08 | 0.25 | 3.86 | 11.52 | 2.09 | 3.23 | 5.08 | 2.21 |
Data as of 10/20/2011, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
EGIAX (Evergreen Fundamental Large Cap A) |
-13.99%
Mar 2000 - Mar 2003 |
-6.91%
Mar 1998 - Mar 2003 |
-1.99%
Feb 1999 - Feb 2009 |
2.45%
Sep 1996 - Sep 2011 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
EGIAX (Evergreen Fundamental Large Cap A) |
18.24%
Mar 2003 - Mar 2006 |
14.94%
Sep 2002 - Sep 2007 |
6.33%
Jul 1996 - Jul 2006 |
5.88%
Jul 1996 - Jul 2011 |
Annualized Rolling Returns Comparison Chart