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Wells Fargo Advantage Opportunity A (SOPVX)

49.48 Up 0.24(0.49%) Oct 30

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up9
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2009):47.24%
Worst 1 Yr Total Return(Dec 30, 2008):-40.36%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSOPVXCategory
Alpha (against Standard Index)-5.06-5.42
Beta (against Standard Index)1.121.16
Mean Annual Return1.571.62
R-squared (against Standard Index)89.6379.39
Standard Deviation12.4613.80
Sharpe Ratio1.511.42
Treynor Ratio17.5617.47
5 Years
StatisticSOPVXCategory
Alpha (against Standard Index)-3.73-2.17
Beta (against Standard Index)1.111.12
Mean Annual Return1.131.26
R-squared (against Standard Index)91.3883.58
Standard Deviation15.3716.17
Sharpe Ratio0.880.94
Treynor Ratio11.7113.34
10 Years
StatisticSOPVXCategory
Alpha (against Standard Index)-0.570.64
Beta (against Standard Index)1.111.11
Mean Annual Return0.760.86
R-squared (against Standard Index)89.5782.84
Standard Deviation17.2817.92
Sharpe Ratio0.440.49
Treynor Ratio5.726.86