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Wells Dow Jones US REIT Index I (WDJIX)
On
Dec 15
:
5.00
0.00
(0.00%)
MORE ON WDJIX
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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)
:
34.33%
Worst 1 Yr Total Return
(2008)
:
-38.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WDJIX
Category
Alpha (against Standard Index)
-0.72
-1.50
Beta (against Standard Index)
1.67
1.61
Mean Annual Return
-16.02
-0.77
R-squared (against Standard Index)
65
67.75
Standard Deviation
40.88
38.87
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-10.99
N/A
5 Years
Statistic
WDJIX
Category
Alpha (against Standard Index)
2.90
2.65
Beta (against Standard Index)
1.65
1.60
Mean Annual Return
-1.34
0.34
R-squared (against Standard Index)
64
66.27
Standard Deviation
33.02
31.51
Sharpe Ratio
0.04
N/A
Treynor Ratio
-2.63
N/A
10 Years
Statistic
WDJIX
Category
Alpha (against Standard Index)
11.07
11.10
Beta (against Standard Index)
0.90
0.89
Mean Annual Return
9.05
1.01
R-squared (against Standard Index)
33
36.04
Standard Deviation
25.26
24.18
Sharpe Ratio
0.36
N/A
Treynor Ratio
6.81
N/A
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