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Wells Fargo Advantage C&B Lg Cap Val C (CBECX)
On
Dec 10
:
7.19
0.04
(0.56%)
MORE ON CBECX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
3
Best 1 Yr Total Return
(2006)
:
20.62%
Worst 1 Yr Total Return
(2008)
:
-36.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CBECX
Category
Alpha (against Standard Index)
-1.01
-1.05
Beta (against Standard Index)
1.05
1.02
Mean Annual Return
-8.60
-0.55
R-squared (against Standard Index)
94
94.27
Standard Deviation
21.07
20.65
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-10.51
N/A
5 Years
Statistic
CBECX
Category
Alpha (against Standard Index)
-1.22
0.04
Beta (against Standard Index)
1.04
1.02
Mean Annual Return
-1.14
0.14
R-squared (against Standard Index)
93
93.13
Standard Deviation
17.09
16.85
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.01
N/A
10 Years
Statistic
CBECX
Category
Alpha (against Standard Index)
4.24
2.54
Beta (against Standard Index)
0.86
0.88
Mean Annual Return
3.69
0.27
R-squared (against Standard Index)
74
80.76
Standard Deviation
16.11
15.89
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.84
N/A
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