Wells Fargo Related Correlations
WFEFX Fund | USD 12.87 0.11 0.86% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Wells Mutual Fund performing well and Wells Fargo Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Wells Fargo's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
DHICX | 0.06 | (0.01) | (0.51) | (0.13) | 0.03 | 0.11 | 0.68 | |||
VMPYX | 0.08 | (0.01) | (0.49) | (0.08) | 0.02 | 0.23 | 0.69 | |||
VMPAX | 0.07 | (0.01) | (0.50) | (0.06) | 0.00 | 0.12 | 0.69 | |||
SADAX | 0.05 | 0.01 | 0.00 | (6.22) | 0.00 | 0.12 | 0.58 | |||
SADIX | 0.07 | 0.01 | (0.57) | 0.42 | 0.00 | 0.12 | 0.58 | |||
EMGYX | 0.58 | (0.05) | (0.07) | 0.02 | 0.87 | 1.39 | 4.24 | |||
EMGNX | 0.60 | 0.03 | (0.04) | 0.43 | 0.82 | 1.37 | 4.20 | |||
EMGCX | 0.57 | (0.05) | (0.07) | 0.02 | 0.85 | 1.26 | 4.16 | |||
EMGAX | 0.58 | (0.05) | (0.07) | 0.02 | 0.85 | 1.39 | 4.21 | |||
SSHIX | 0.11 | (0.01) | (0.36) | (0.02) | 0.12 | 0.24 | 0.83 |