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Wells Fargo Advantage DJ Target 2040 I (WFOSX)
On
Dec 18
:
13.77
0.05
(0.36%)
MORE ON WFOSX
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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:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.19%
Worst 1 Yr Total Return
(2008)
:
-36.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WFOSX
Category
Alpha (against Standard Index)
-2.91
-5.07
Beta (against Standard Index)
1.56
1.53
Mean Annual Return
-3.42
-0.28
R-squared (against Standard Index)
97
97.22
Standard Deviation
21.03
20.65
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-3.64
N/A
5 Years
Statistic
WFOSX
Category
Alpha (against Standard Index)
-2.68
-3.93
Beta (against Standard Index)
1.54
1.51
Mean Annual Return
2.46
0.21
R-squared (against Standard Index)
97
96.68
Standard Deviation
16.89
16.57
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.34
N/A
10 Years
Statistic
WFOSX
Category
Alpha (against Standard Index)
-5.24
-5.64
Beta (against Standard Index)
1.59
1.57
Mean Annual Return
0.22
0.09
R-squared (against Standard Index)
96
96.15
Standard Deviation
16.21
15.99
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-1.70
N/A
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