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    More On EIVAX


    Wells Fargo Intrinsic Value A (EIVAX)

    12.01 0.00(0.00%) Feb 17

    Risk as of Jan 30, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up7
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):30.37%
    Worst 1 Yr Total Return(Dec 30, 2008):-36.58%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticEIVAXCategory
    Alpha (against Standard Index)-3.43-1.90
    Beta (against Standard Index)1.011.00
    Mean Annual Return0.630.75
    R-squared (against Standard Index)96.6592.92
    Standard Deviation10.7610.86
    Sharpe Ratio0.690.82
    Treynor Ratio6.998.66
    5 Years
    StatisticEIVAXCategory
    Alpha (against Standard Index)-2.16-1.51
    Beta (against Standard Index)1.021.01
    Mean Annual Return0.991.04
    R-squared (against Standard Index)96.4793.53
    Standard Deviation10.6510.75
    Sharpe Ratio1.101.15
    Treynor Ratio11.5812.29
    10 Years
    StatisticEIVAXCategory
    Alpha (against Standard Index)-0.30-0.82
    Beta (against Standard Index)1.011.01
    Mean Annual Return0.640.60
    R-squared (against Standard Index)96.9295.48
    Standard Deviation15.6615.77
    Sharpe Ratio0.450.42
    Treynor Ratio5.965.43