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Wells Fargo Advantage Discovery A (WFDAX)
On
Dec 15
:
17.36
0.02
(0.12%)
MORE ON WFDAX
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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)
:
-43.61%
Worst 1 Yr Total Return
(2008)
:
-43.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WFDAX
Category
Alpha (against Standard Index)
3.43
2.05
Beta (against Standard Index)
1.11
1.08
Mean Annual Return
-4.25
-0.20
R-squared (against Standard Index)
78
84.21
Standard Deviation
24.84
23.41
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-5.90
N/A
5 Years
Statistic
WFDAX
Category
Alpha (against Standard Index)
2.40
1.56
Beta (against Standard Index)
1.15
1.11
Mean Annual Return
1.98
0.29
R-squared (against Standard Index)
75
80.86
Standard Deviation
21.28
19.91
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.88
N/A
10 Years
Statistic
WFDAX
Category
Alpha (against Standard Index)
7.77
3.33
Beta (against Standard Index)
1.00
1.11
Mean Annual Return
6.61
0.32
R-squared (against Standard Index)
63
61.70
Standard Deviation
20.49
23.38
Sharpe Ratio
0.28
N/A
Treynor Ratio
3.68
N/A
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