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Wells Fargo Advantage DJ Target 2020 I (WFOBX)
On
Dec 18
:
12.74
0.02
(0.16%)
MORE ON WFOBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
11.24%
Worst 1 Yr Total Return
(2008)
:
-21.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WFOBX
Category
Alpha (against Standard Index)
-0.91
-3.52
Beta (against Standard Index)
1.00
1.20
Mean Annual Return
0.07
-0.14
R-squared (against Standard Index)
98
95.59
Standard Deviation
13.39
16.36
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-2.19
N/A
5 Years
Statistic
WFOBX
Category
Alpha (against Standard Index)
-1.10
-3.06
Beta (against Standard Index)
1.00
1.15
Mean Annual Return
3.65
0.22
R-squared (against Standard Index)
98
94.00
Standard Deviation
10.84
12.81
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.67
N/A
10 Years
Statistic
WFOBX
Category
Alpha (against Standard Index)
-2.95
-3.50
Beta (against Standard Index)
1.07
1.11
Mean Annual Return
1.98
0.18
R-squared (against Standard Index)
96
95.87
Standard Deviation
10.80
11.36
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-0.88
N/A
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