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Wells Fargo Advantage C&B Mid Cp Val Inv (CBMDX)
On
Dec 18
:
13.15
0.03
(0.23%)
MORE ON CBMDX
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Analyst
Research Reports
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)
:
25.69%
Worst 1 Yr Total Return
(2008)
:
-33.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CBMDX
Category
Alpha (against Standard Index)
-2.20
1.45
Beta (against Standard Index)
1.10
1.13
Mean Annual Return
-9.23
-0.27
R-squared (against Standard Index)
83
88.11
Standard Deviation
23.89
23.88
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-10.47
N/A
5 Years
Statistic
CBMDX
Category
Alpha (against Standard Index)
0.68
1.17
Beta (against Standard Index)
1.13
1.15
Mean Annual Return
0.56
0.26
R-squared (against Standard Index)
82
86.34
Standard Deviation
19.95
19.90
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.16
N/A
10 Years
Statistic
CBMDX
Category
Alpha (against Standard Index)
9.57
5.72
Beta (against Standard Index)
0.89
1.04
Mean Annual Return
9.28
0.53
R-squared (against Standard Index)
64
73.17
Standard Deviation
18.04
19.87
Sharpe Ratio
0.43
N/A
Treynor Ratio
7.13
N/A
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