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Wells Fargo Advantage DJ Target 2040 C (WFOFX)
On
Dec 17
:
12.83
0.15
(1.16%)
MORE ON WFOFX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
13.74%
Worst 1 Yr Total Return
(2008)
:
-36.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WFOFX
Category
Alpha (against Standard Index)
-4.20
-5.07
Beta (against Standard Index)
1.56
1.53
Mean Annual Return
-4.64
-0.28
R-squared (against Standard Index)
97
97.22
Standard Deviation
20.97
20.65
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-4.44
N/A
5 Years
Statistic
WFOFX
Category
Alpha (against Standard Index)
-3.95
-3.93
Beta (against Standard Index)
1.54
1.51
Mean Annual Return
1.17
0.21
R-squared (against Standard Index)
97
96.68
Standard Deviation
16.83
16.57
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.19
N/A
10 Years
Statistic
WFOFX
Category
Alpha (against Standard Index)
-6.19
-5.64
Beta (against Standard Index)
1.59
1.57
Mean Annual Return
-0.72
0.09
R-squared (against Standard Index)
96
96.15
Standard Deviation
16.16
15.99
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-2.30
N/A
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