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Wells Fargo Advantage DJ Target Today C (WFODX)
On
Dec 18
:
10.29
0.01
(0.10%)
MORE ON WFODX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
4.86%
Worst 1 Yr Total Return
(2008)
:
-4.43%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WFODX
Category
Alpha (against Standard Index)
1.34
-0.74
Beta (against Standard Index)
0.42
0.72
Mean Annual Return
3.31
0.10
R-squared (against Standard Index)
80
92.00
Standard Deviation
6.09
9.91
Sharpe Ratio
0.19
N/A
Treynor Ratio
2.49
N/A
5 Years
Statistic
WFODX
Category
Alpha (against Standard Index)
-0.40
-1.52
Beta (against Standard Index)
0.42
0.68
Mean Annual Return
3.46
0.25
R-squared (against Standard Index)
79
89.60
Standard Deviation
5.01
7.76
Sharpe Ratio
0.12
N/A
Treynor Ratio
1.13
N/A
10 Years
Statistic
WFODX
Category
Alpha (against Standard Index)
-0.50
-0.29
Beta (against Standard Index)
0.43
0.49
Mean Annual Return
3.38
0.32
R-squared (against Standard Index)
79
83.04
Standard Deviation
4.76
5.33
Sharpe Ratio
0.12
N/A
Treynor Ratio
1.06
N/A
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