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    Wells Fargo Common Stock Admin (SCSDX)

    23.33 Down 0.15(0.64%) Feb 23

    Risk as of Jan 30, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up4
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2013):29.51%
    Worst 1 Yr Total Return(Dec 30, 2011):-2.28%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSCSDXCategory
    Alpha (against Standard Index)-4.29-3.29
    Beta (against Standard Index)1.161.03
    Mean Annual Return0.690.66
    R-squared (against Standard Index)80.3577.18
    Standard Deviation13.5612.33
    Sharpe Ratio0.600.64
    Treynor Ratio6.487.18
    5 Years
    StatisticSCSDXCategory
    Alpha (against Standard Index)-3.07-1.63
    Beta (against Standard Index)1.111.02
    Mean Annual Return1.011.03
    R-squared (against Standard Index)78.7678.64
    Standard Deviation12.8111.83
    Sharpe Ratio0.941.05
    Treynor Ratio10.7012.09
    10 Years
    StatisticSCSDXCategory
    Alpha (against Standard Index)1.08-0.56
    Beta (against Standard Index)1.101.10
    Mean Annual Return0.810.68
    R-squared (against Standard Index)88.5386.82
    Standard Deviation17.8918.06
    Sharpe Ratio0.510.42
    Treynor Ratio7.075.52