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Wells Fargo Advantage Common Stock Adm (SCSDX)

26.15 Up 0.11(0.42%) Aug 26

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up2
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2013):29.51%
Worst 1 Yr Total Return(Dec 30, 2011):-2.28%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSCSDXCategory
Alpha (against Standard Index)-4.99-6.22
Beta (against Standard Index)1.211.18
Mean Annual Return1.231.09
R-squared (against Standard Index)86.7583.80
Standard Deviation15.8415.78
Sharpe Ratio0.930.84
Treynor Ratio11.9210.82
5 Years
StatisticSCSDXCategory
Alpha (against Standard Index)-1.34-1.76
Beta (against Standard Index)1.131.11
Mean Annual Return1.441.38
R-squared (against Standard Index)86.2183.16
Standard Deviation16.0516.12
Sharpe Ratio1.071.03
Treynor Ratio15.1714.82
10 Years
StatisticSCSDXCategory
Alpha (against Standard Index)2.680.89
Beta (against Standard Index)1.111.10
Mean Annual Return1.020.87
R-squared (against Standard Index)88.6182.42
Standard Deviation17.2417.88
Sharpe Ratio0.620.50
Treynor Ratio8.776.96