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    Wells Fargo Advantage Intrinsic Val A (EIVAX)

    13.65 Down 0.04(0.29%) Jul 2

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up6
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):30.37%
    Worst 1 Yr Total Return(Dec 30, 2008):-36.58%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.75-0.74
    Beta (against Standard Index)0.990.99
    Mean Annual Return1.471.47
    R-squared (against Standard Index)94.5991.09
    Standard Deviation8.668.84
    Sharpe Ratio2.031.99
    Treynor Ratio18.7118.74
    5 Years
    Alpha (against Standard Index)-1.86-1.68
    Beta (against Standard Index)1.041.03
    Mean Annual Return1.241.24
    R-squared (against Standard Index)97.1595.26
    Standard Deviation12.9112.94
    Sharpe Ratio1.151.16
    Treynor Ratio14.4014.67
    10 Years
    Alpha (against Standard Index)N/A-0.56
    Beta (against Standard Index)N/A1.01
    Mean Annual ReturnN/A0.70
    R-squared (against Standard Index)N/A95.08
    Standard DeviationN/A15.25
    Sharpe RatioN/A0.46
    Treynor RatioN/A6.10