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Wells Fargo Advantage DJ Target 2020 B (STPBX)
On
Dec 18
:
12.43
0.01
(0.08%)
MORE ON STPBX
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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)
:
9.85%
Worst 1 Yr Total Return
(2008)
:
-22.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
STPBX
Category
Alpha (against Standard Index)
-2.19
-3.52
Beta (against Standard Index)
1.00
1.20
Mean Annual Return
-1.20
-0.14
R-squared (against Standard Index)
98
95.59
Standard Deviation
13.35
16.36
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-3.47
N/A
5 Years
Statistic
STPBX
Category
Alpha (against Standard Index)
-2.39
-3.06
Beta (against Standard Index)
0.99
1.15
Mean Annual Return
2.33
0.22
R-squared (against Standard Index)
98
94.00
Standard Deviation
10.81
12.81
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-0.66
N/A
10 Years
Statistic
STPBX
Category
Alpha (against Standard Index)
-3.90
-3.50
Beta (against Standard Index)
1.06
1.11
Mean Annual Return
1.01
0.18
R-squared (against Standard Index)
96
95.87
Standard Deviation
10.77
11.36
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-1.80
N/A
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