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Wells Fargo Advantage CA Tax-Free B (SGCBX)
On
Dec 18
:
10.84
0.00
(0.00%)
MORE ON SGCBX
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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)
:
4.03%
Worst 1 Yr Total Return
(2008)
:
-8.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SGCBX
Category
Alpha (against Standard Index)
-2.52
-3.17
Beta (against Standard Index)
1.13
1.26
Mean Annual Return
1.77
0.14
R-squared (against Standard Index)
91
85.78
Standard Deviation
7.13
8.43
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-0.44
N/A
5 Years
Statistic
SGCBX
Category
Alpha (against Standard Index)
-1.66
-1.78
Beta (against Standard Index)
1.13
1.22
Mean Annual Return
2.94
0.26
R-squared (against Standard Index)
91
86.44
Standard Deviation
5.79
6.57
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.04
N/A
10 Years
Statistic
SGCBX
Category
Alpha (against Standard Index)
-1.58
-1.52
Beta (against Standard Index)
1.10
1.18
Mean Annual Return
4.23
0.38
R-squared (against Standard Index)
93
87.22
Standard Deviation
5.32
6.01
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.19
N/A
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