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    More On SILAX


    Wells Fargo Diversified Intl A (SILAX)

    11.27 Up 0.02(0.18%) Jan 20

    Risk as of Dec 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up11
    Number of Years Down8
    Best 1 Yr Total Return(Dec 30, 2003):28.82%
    Worst 1 Yr Total Return(Dec 30, 2008):-45.10%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSILAXCategory
    Alpha (against Standard Index)-0.82-0.54
    Beta (against Standard Index)0.910.90
    Mean Annual Return-0.14-0.12
    R-squared (against Standard Index)91.4889.09
    Standard Deviation12.0312.05
    Sharpe Ratio-0.16-0.12
    Treynor Ratio-2.80-2.40
    5 Years
    StatisticSILAXCategory
    Alpha (against Standard Index)1.461.09
    Beta (against Standard Index)0.930.92
    Mean Annual Return0.570.54
    R-squared (against Standard Index)94.3091.06
    Standard Deviation12.7612.89
    Sharpe Ratio0.530.50
    Treynor Ratio6.546.28
    10 Years
    StatisticSILAXCategory
    Alpha (against Standard Index)-0.73-0.39
    Beta (against Standard Index)0.970.96
    Mean Annual Return0.170.20
    R-squared (against Standard Index)96.5394.26
    Standard Deviation18.8918.81
    Sharpe Ratio0.070.09
    Treynor Ratio-0.51-0.08