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Wed, 22 May 2013, 20:21 SGT - Singapore Markets closed
STI
0.30%
More On EWEAX
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Purchase Info
Wells Fargo Advantage Intrns Wld Eq A (EWEAX)
20.92
0.01
(0.05%)
22 May
Add to Portfolio
Risk
as of Feb 28, 2013
Get Risk for:
Risk Overview
Morningstar Risk Rating:
3
Number of Years Up
13
Number of Years Down
3
Best 1 Yr Total Return
(Dec 31, 1999)
:
55.85%
Worst 1Yr Total Return
(Dec 31, 2008)
:
-39.09%
Risk (Modern Portfolio Theory) Statistics
3 Years
Statistic
EWEAX
Category
Alpha (against Standard Index)
6.93
2.32
Beta (against Standard Index)
0.82
0.83
Mean Annual Return
1.17
0.82
R-squared (against Standard Index)
94.25
87.10
Standard Deviation
16.68
17.28
Sharpe Ratio
0.83
0.59
Treynor Ratio
16.11
11.47
5 Years
Statistic
EWEAX
Category
Alpha (against Standard Index)
5.31
2.89
Beta (against Standard Index)
0.90
0.88
Mean Annual Return
0.56
0.38
R-squared (against Standard Index)
94.82
89.49
Standard Deviation
21.49
21.60
Sharpe Ratio
0.30
0.20
Treynor Ratio
4.58
1.95
10 Years
Statistic
EWEAX
Category
Alpha (against Standard Index)
2.03
0.86
Beta (against Standard Index)
0.89
0.88
Mean Annual Return
0.98
0.87
R-squared (against Standard Index)
91.28
87.31
Standard Deviation
17.14
17.27
Sharpe Ratio
0.59
0.51
Treynor Ratio
10.18
8.61
1187300037