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Wells Dow Jones US REIT Index B (WDJBX)
On
Dec 11
:
5.14
0.00
(0.00%)
MORE ON WDJBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
33.08%
Worst 1 Yr Total Return
(2008)
:
-38.70%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WDJBX
Category
Alpha (against Standard Index)
-1.73
-1.50
Beta (against Standard Index)
1.66
1.61
Mean Annual Return
-16.86
-0.77
R-squared (against Standard Index)
65
67.75
Standard Deviation
40.83
38.87
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-11.50
N/A
5 Years
Statistic
WDJBX
Category
Alpha (against Standard Index)
1.86
2.65
Beta (against Standard Index)
1.65
1.60
Mean Annual Return
-2.34
0.34
R-squared (against Standard Index)
64
66.27
Standard Deviation
32.98
31.51
Sharpe Ratio
0.01
N/A
Treynor Ratio
-3.24
N/A
10 Years
Statistic
WDJBX
Category
Alpha (against Standard Index)
10.13
11.10
Beta (against Standard Index)
0.90
0.89
Mean Annual Return
8.05
1.01
R-squared (against Standard Index)
33
36.04
Standard Deviation
25.24
24.18
Sharpe Ratio
0.33
N/A
Treynor Ratio
5.69
N/A
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