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Thursday, January 7, 2010, 10:16PM ET - U.S. Markets Closed.
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Wells Fargo Advantage Small Cap Growth A (MNSCX)
On
Jan 7
:
11.59
0.06
(0.52%)
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
22.37%
Worst 1 Yr Total Return
(2008)
:
-39.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MNSCX
Category
Alpha (against Standard Index)
8.15
0.16
Beta (against Standard Index)
1.25
1.12
Mean Annual Return
-1.22
-0.38
R-squared (against Standard Index)
82
84.86
Standard Deviation
27.46
24.29
Sharpe Ratio
0.01
N/A
Treynor Ratio
-2.79
N/A
5 Years
Statistic
MNSCX
Category
Alpha (against Standard Index)
6.66
-0.01
Beta (against Standard Index)
1.29
1.17
Mean Annual Return
5.77
0.16
R-squared (against Standard Index)
78
80.32
Standard Deviation
23.31
20.99
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.16
N/A
10 Years
Statistic
MNSCX
Category
Alpha (against Standard Index)
4.69
4.06
Beta (against Standard Index)
1.19
1.16
Mean Annual Return
1.65
0.37
R-squared (against Standard Index)
55
57.27
Standard Deviation
25.98
25.21
Sharpe Ratio
0.08
N/A
Treynor Ratio
-1.07
N/A
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