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    Wells Fargo Advantage Small Co Value B (SCVBX)

    19.27 Up 0.12(0.63%) May 1

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up9
    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)-4.33-3.14
    Beta (against Standard Index)1.151.12
    Mean Annual Return1.121.19
    R-squared (against Standard Index)69.5870.16
    Standard Deviation13.1812.87
    Sharpe Ratio1.011.11
    Treynor Ratio11.5612.82
    5 Years
    StatisticSCVBXCategory
    Alpha (against Standard Index)-4.50-3.99
    Beta (against Standard Index)1.271.20
    Mean Annual Return1.151.11
    R-squared (against Standard Index)82.3982.88
    Standard Deviation18.2017.14
    Sharpe Ratio0.760.78
    Treynor Ratio10.0810.51
    10 Years
    StatisticSCVBXCategory
    Alpha (against Standard Index)-3.02-0.72
    Beta (against Standard Index)1.401.20
    Mean Annual Return0.730.80
    R-squared (against Standard Index)80.1582.14
    Standard Deviation23.1419.63
    Sharpe Ratio0.320.42
    Treynor Ratio3.465.52