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Wells Fargo Diversified Equity Admin (NVDEX)
Nasdaq - Nasdaq Delayed price. Currency in USD
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15.86
+0.05
(+0.32%)
At close: 08:00PM EDT
Summary
Chart
Conversations
Historical data
Profile
Holdings
Performance
Risk
Purchase info
Sustainability
Risk overview
Morningstar risk rating
★★★★
Number of years up
20
Number of years down
7
Best 1-yr total return (3 Feb 2019)
32.64%
Worst 1-yr total return (3 Feb 2019)
-39.19%
Risk statistics
3 years
NVDEX
Category average
5 years
NVDEX
Category average
10 years
NVDEX
Category average
Alpha
-4.56
-0.01
-3.3
-0.01
-3.22
-0.01
BETA
1.05
0.01
1.04
0.01
1.04
0.01
Mean annual return
1.42
0.01
1.18
0.01
1.06
0.01
R-squared
97.18
0.94
97.38
0.95
96.57
0.95
Standard deviation
18.75
0.17
16.56
0.19
14.02
0.15
Sharpe ratio
0.86
0
0.79
0.01
0.86
0.01
Treynor ratio
14.76
0.03
11.99
0.1
11.28
0.1
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