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BlackRock S&P 500 Stock (WFSPX)
On
Dec 21
:
133.25
1.38
(1.05%)
MORE ON WFSPX
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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)
:
15.60%
Worst 1 Yr Total Return
(2008)
:
-37.01%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WFSPX
Category
Alpha (against Standard Index)
-0.07
0.06
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-5.84
-0.33
R-squared (against Standard Index)
99
95.82
Standard Deviation
19.85
20.42
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-8.13
N/A
5 Years
Statistic
WFSPX
Category
Alpha (against Standard Index)
-0.11
0.04
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
0.60
0.17
R-squared (against Standard Index)
99
95.19
Standard Deviation
16.06
16.64
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.39
N/A
10 Years
Statistic
WFSPX
Category
Alpha (against Standard Index)
-0.16
0.81
Beta (against Standard Index)
1.00
0.96
Mean Annual Return
-0.73
0.14
R-squared (against Standard Index)
99
91.13
Standard Deviation
16.22
16.39
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-3.66
N/A
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