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Wells Dow Jones US REIT Index C (WDJCX)
On
Dec 17
:
5.10
0.00
(0.00%)
MORE ON WDJCX
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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)
:
33.05%
Worst 1 Yr Total Return
(2008)
:
-38.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WDJCX
Category
Alpha (against Standard Index)
-1.79
-1.50
Beta (against Standard Index)
1.66
1.61
Mean Annual Return
-16.88
-0.77
R-squared (against Standard Index)
65
67.75
Standard Deviation
40.78
38.87
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-11.54
N/A
5 Years
Statistic
WDJCX
Category
Alpha (against Standard Index)
1.86
2.65
Beta (against Standard Index)
1.64
1.60
Mean Annual Return
-2.33
0.34
R-squared (against Standard Index)
64
66.27
Standard Deviation
32.95
31.51
Sharpe Ratio
0.01
N/A
Treynor Ratio
-3.24
N/A
10 Years
Statistic
WDJCX
Category
Alpha (against Standard Index)
10.13
11.10
Beta (against Standard Index)
0.90
0.89
Mean Annual Return
8.06
1.01
R-squared (against Standard Index)
33
36.04
Standard Deviation
25.22
24.18
Sharpe Ratio
0.33
N/A
Treynor Ratio
5.71
N/A
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