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Wells Fargo Advantage Large Co Core B (SGNBX)
On
Dec 23
:
20.17
0.11
(0.55%)
MORE ON SGNBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SGNBX
Category
Alpha (against Standard Index)
1.87
0.06
Beta (against Standard Index)
1.17
1.00
Mean Annual Return
-5.80
-0.33
R-squared (against Standard Index)
94
95.82
Standard Deviation
23.91
20.42
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-6.92
N/A
5 Years
Statistic
SGNBX
Category
Alpha (against Standard Index)
-1.45
0.04
Beta (against Standard Index)
1.16
1.01
Mean Annual Return
-1.44
0.17
R-squared (against Standard Index)
93
95.19
Standard Deviation
19.29
16.64
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.82
N/A
10 Years
Statistic
SGNBX
Category
Alpha (against Standard Index)
-2.17
0.81
Beta (against Standard Index)
1.07
0.96
Mean Annual Return
-3.18
0.14
R-squared (against Standard Index)
90
91.13
Standard Deviation
18.22
16.39
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-5.72
N/A
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