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Wells Fargo Advantage C&B Lg Cp Val Inv (CBEQX)
On
Dec 18
:
7.22
0.02
(0.28%)
MORE ON CBEQX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
21.56%
Worst 1 Yr Total Return
(2008)
:
-36.01%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CBEQX
Category
Alpha (against Standard Index)
-0.86
-1.37
Beta (against Standard Index)
1.04
1.02
Mean Annual Return
-7.15
-0.45
R-squared (against Standard Index)
94
94.58
Standard Deviation
21.32
20.79
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-9.04
N/A
5 Years
Statistic
CBEQX
Category
Alpha (against Standard Index)
-0.41
-0.29
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
0.04
0.14
R-squared (against Standard Index)
93
93.49
Standard Deviation
17.24
16.81
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-2.83
N/A
10 Years
Statistic
CBEQX
Category
Alpha (against Standard Index)
5.18
2.74
Beta (against Standard Index)
0.87
0.88
Mean Annual Return
5.00
0.31
R-squared (against Standard Index)
75
81.33
Standard Deviation
16.20
15.97
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.40
N/A
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