Dow Up1.14% Nasdaq Up2.01%

Wells Fargo Advantage WB Equity (WBGIX)

14.37 Up 0.11(0.77%) Oct 20

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up11
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2009):32.54%
Worst 1 Yr Total Return(Dec 30, 2008):-42.97%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticWBGIXCategory
Alpha (against Standard Index)-7.04-3.07
Beta (against Standard Index)1.141.09
Mean Annual Return1.441.68
R-squared (against Standard Index)92.2185.31
Standard Deviation12.5112.48
Sharpe Ratio1.381.62
Treynor Ratio15.6419.62
5 Years
StatisticWBGIXCategory
Alpha (against Standard Index)-6.09-1.80
Beta (against Standard Index)1.121.07
Mean Annual Return0.951.23
R-squared (against Standard Index)95.4490.42
Standard Deviation15.2114.86
Sharpe Ratio0.740.99
Treynor Ratio9.4613.66
10 Years
StatisticWBGIXCategory
Alpha (against Standard Index)-2.940.15
Beta (against Standard Index)1.121.03
Mean Annual Return0.570.78
R-squared (against Standard Index)95.9987.78
Standard Deviation16.8016.24
Sharpe Ratio0.320.48
Treynor Ratio3.576.52