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Wells Fargo Advantage Cons Allocation Ad (NVCBX)
On
Dec 16
:
17.87
0.03
(0.17%)
MORE ON NVCBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
6.58%
Worst 1 Yr Total Return
(2008)
:
-14.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NVCBX
Category
Alpha (against Standard Index)
-0.50
-0.95
Beta (against Standard Index)
0.50
0.74
Mean Annual Return
1.33
0.09
R-squared (against Standard Index)
92
87.00
Standard Deviation
6.93
10.61
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-1.86
N/A
5 Years
Statistic
NVCBX
Category
Alpha (against Standard Index)
-1.03
-1.38
Beta (against Standard Index)
0.49
0.71
Mean Annual Return
2.96
0.27
R-squared (against Standard Index)
90
85.46
Standard Deviation
5.56
8.33
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.07
N/A
10 Years
Statistic
NVCBX
Category
Alpha (against Standard Index)
0.05
-0.99
Beta (against Standard Index)
0.43
0.72
Mean Annual Return
3.95
0.31
R-squared (against Standard Index)
85
80.09
Standard Deviation
4.67
8.09
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.39
N/A
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