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Credit Suisse Large Cap Value A (WFGIX)
On
Dec 14
:
11.91
0.11
(0.93%)
MORE ON WFGIX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
19.13%
Worst 1 Yr Total Return
(2008)
:
-36.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WFGIX
Category
Alpha (against Standard Index)
0.11
-1.37
Beta (against Standard Index)
1.07
1.02
Mean Annual Return
-6.43
-0.45
R-squared (against Standard Index)
95
94.58
Standard Deviation
21.73
20.79
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-8.15
N/A
5 Years
Statistic
WFGIX
Category
Alpha (against Standard Index)
0.83
-0.29
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
1.26
0.14
R-squared (against Standard Index)
94
93.49
Standard Deviation
17.49
16.81
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.63
N/A
10 Years
Statistic
WFGIX
Category
Alpha (against Standard Index)
2.49
2.74
Beta (against Standard Index)
0.85
0.88
Mean Annual Return
2.42
0.31
R-squared (against Standard Index)
81
81.33
Standard Deviation
15.29
15.97
Sharpe Ratio
0.05
N/A
Treynor Ratio
-0.60
N/A
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