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Wells Fargo Advantage WB Equity (WBGIX)

15.40 Up 0.04(0.26%) Sep 2

Risk as of Jul 30, 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)-8.09-3.54
Beta (against Standard Index)1.181.10
Mean Annual Return0.941.21
R-squared (against Standard Index)94.4388.42
Standard Deviation14.8814.30
Sharpe Ratio0.761.02
Treynor Ratio9.0013.11
5 Years
StatisticWBGIXCategory
Alpha (against Standard Index)-5.64-1.86
Beta (against Standard Index)1.131.07
Mean Annual Return1.081.31
R-squared (against Standard Index)95.4889.97
Standard Deviation15.2214.83
Sharpe Ratio0.841.06
Treynor Ratio10.9714.66
10 Years
StatisticWBGIXCategory
Alpha (against Standard Index)-2.620.22
Beta (against Standard Index)1.121.03
Mean Annual Return0.590.77
R-squared (against Standard Index)96.0087.52
Standard Deviation16.7716.20
Sharpe Ratio0.330.47
Treynor Ratio3.746.46