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Wells Fargo Advantage Capital Growth C (WFCCX)
On
Dec 18
:
13.04
0.14
(1.09%)
MORE ON WFCCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-46.00%
Worst 1 Yr Total Return
(2008)
:
-46.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WFCCX
Category
Alpha (against Standard Index)
-0.17
2.20
Beta (against Standard Index)
1.03
0.99
Mean Annual Return
-6.64
-0.14
R-squared (against Standard Index)
83
88.76
Standard Deviation
22.34
21.04
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-8.69
N/A
5 Years
Statistic
WFCCX
Category
Alpha (against Standard Index)
-1.33
0.80
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
-1.09
0.24
R-squared (against Standard Index)
82
86.59
Standard Deviation
18.38
17.50
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.92
N/A
10 Years
Statistic
WFCCX
Category
Alpha (against Standard Index)
2.31
-0.13
Beta (against Standard Index)
0.96
1.04
Mean Annual Return
1.49
0.05
R-squared (against Standard Index)
72
78.99
Standard Deviation
18.22
19.17
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.50
N/A
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