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Tuesday, December 15, 2009, 10:46PM ET - U.S. Markets Closed.
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Wells Fargo Advantage Capital Growth I (WWCIX)
On
Dec 15
:
13.80
0.09
(0.65%)
MORE ON WWCIX
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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:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
18.77%
Worst 1 Yr Total Return
(2008)
:
-45.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WWCIX
Category
Alpha (against Standard Index)
1.09
2.20
Beta (against Standard Index)
1.03
0.99
Mean Annual Return
-5.46
-0.14
R-squared (against Standard Index)
83
88.76
Standard Deviation
22.37
21.04
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-7.53
N/A
5 Years
Statistic
WWCIX
Category
Alpha (against Standard Index)
-0.08
0.80
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
0.16
0.24
R-squared (against Standard Index)
82
86.59
Standard Deviation
18.40
17.50
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-2.72
N/A
10 Years
Statistic
WWCIX
Category
Alpha (against Standard Index)
3.32
-0.13
Beta (against Standard Index)
0.96
1.04
Mean Annual Return
2.52
0.05
R-squared (against Standard Index)
72
78.99
Standard Deviation
18.23
19.17
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.43
N/A
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