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Wells Fargo Advantage Small Co Value B (SCVBX)

18.76 Down 0.07(0.37%) Jul 11

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up8
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):43.70%
Worst 1 Yr Total Return(Dec 30, 2008):-40.05%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSCVBXCategory
Alpha (against Standard Index)-7.26-5.66
Beta (against Standard Index)1.351.24
Mean Annual Return1.211.08
R-squared (against Standard Index)86.7286.62
Standard Deviation17.7616.56
Sharpe Ratio0.820.78
Treynor Ratio10.199.88
5 Years
StatisticSCVBXCategory
Alpha (against Standard Index)-2.76-2.33
Beta (against Standard Index)1.311.21
Mean Annual Return1.761.61
R-squared (against Standard Index)84.8683.30
Standard Deviation19.0217.86
Sharpe Ratio1.101.09
Treynor Ratio16.0916.03
10 Years
StatisticSCVBXCategory
Alpha (against Standard Index)-1.750.44
Beta (against Standard Index)1.411.20
Mean Annual Return0.810.87
R-squared (against Standard Index)81.2782.65
Standard Deviation23.0219.45
Sharpe Ratio0.350.46
Treynor Ratio4.076.21