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BlackRock Bond Index (WFBIX)
On
Dec 14
:
10.00
0.04
(0.40%)
MORE ON WFBIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
7.15%
Worst 1 Yr Total Return
(2005)
:
2.11%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WFBIX
Category
Alpha (against Standard Index)
0.32
-1.73
Beta (against Standard Index)
0.98
1.02
Mean Annual Return
6.67
0.39
R-squared (against Standard Index)
98
59.65
Standard Deviation
4.03
5.93
Sharpe Ratio
1.04
N/A
Treynor Ratio
4.47
N/A
5 Years
Statistic
WFBIX
Category
Alpha (against Standard Index)
0.12
-1.13
Beta (against Standard Index)
0.99
0.98
Mean Annual Return
5.59
0.35
R-squared (against Standard Index)
98
61.85
Standard Deviation
3.59
4.90
Sharpe Ratio
0.70
N/A
Treynor Ratio
2.63
N/A
10 Years
Statistic
WFBIX
Category
Alpha (against Standard Index)
-0.06
-0.67
Beta (against Standard Index)
1.02
0.96
Mean Annual Return
6.45
0.46
R-squared (against Standard Index)
98
70.95
Standard Deviation
3.90
4.48
Sharpe Ratio
0.88
N/A
Treynor Ratio
3.45
N/A
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