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SDVIX: Wells Fargo Advantage Large Co Val Inv (MUTUAL FUND)
Basic Info
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | Not Rated |
Start Date: | 06/30/1993 |
Last Dividend Date: | 09/24/2015 |
12-Mo. Yield | 9.43% |
Expenses | 1.18% |
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Performance Analytics (As of 09/09/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/30/1993 |
2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 0.0 | 0.8 | 3.5 | 4.7 | 5.5 | 5.7 | -2.6 | -2.1 | 21.6 | 12.5 | -2.7 | 10.2 | 19.9 | -42.2 | -5.7 | 8.4 | -1.3 | 12.4 | 23.0 | -22.0 | -13.2 | 18.7 | -12.3 | 13.4 | 18.2 | -0.3 | 33.0 | -7.2 | 1.9 |
Sharpe Ratio | NA | -1.51 | -0.87 | -0.73 | -0.87 | NA | NA | -0.74 | -1.27 | -1.4 | 0.2 | -0.46 | -0.87 | -0.43 | 0.04 | -1.43 | -1.53 | -1.25 | -1.85 | -0.72 | 0.24 | -1.8 | -2.12 | -2.84 | 0.7 | 3.14 | -2.09 | 0.15 | -3.61 | -0.5 | 0.41 |
Draw Down(%) | NA | 19.1 | 19.1 | 22.1 | 63.7 | NA | NA | 63.7 | 14.6 | 13.8 | 10.6 | 11.0 | 22.1 | 18.2 | 30.9 | 46.0 | 12.9 | 7.6 | 10.3 | 6.4 | 13.8 | 33.8 | 17.5 | 14.9 | 17.9 | 10.9 | 8.1 | 9.6 | 2.9 | 9.4 | 7.0 |
Standard Deviation(%) | NA | 17.5 | 15.2 | 17.1 | 22.5 | NA | NA | 18.6 | 15.6 | 14.8 | 15.4 | 13.2 | 24.5 | 19.5 | 30.2 | 43.0 | 18.2 | 11.3 | 12.1 | 10.0 | 15.4 | 23.2 | 16.5 | 17.6 | 18.1 | 14.9 | 13.6 | 12.4 | 8.1 | 11.0 | 9.2 |
Treynor Ratio | NA | -0.27 | -0.13 | -0.12 | -0.2 | NA | NA | -0.16 | -0.2 | -0.2 | 0.03 | -0.06 | -0.21 | -0.08 | 0.01 | -0.65 | -0.28 | -0.15 | -0.24 | -0.08 | 0.04 | -0.51 | -0.89 | -0.92 | 0.23 | 1.05 | -0.47 | 0.02 | -0.42 | -0.06 | 0.04 |
Alpha | NA | -0.1 | -0.02 | -0.01 | -0.04 | NA | NA | -0.06 | -0.04 | -0.05 | 0.03 | -0.01 | -0.01 | 0.02 | 0.0 | -0.05 | -0.02 | -0.05 | -0.07 | -0.01 | -0.03 | -0.08 | -0.08 | -0.17 | -0.05 | 0.1 | -0.07 | -0.06 | -0.04 | -0.03 | -0.03 |
Beta | NA | 0.97 | 1.01 | 1.02 | 0.97 | NA | NA | 0.85 | 0.99 | 1.02 | 1.06 | 1.03 | 1.02 | 1.05 | 0.95 | 0.95 | 0.98 | 0.94 | 0.95 | 0.91 | 0.89 | 0.82 | 0.39 | 0.54 | 0.54 | 0.45 | 0.6 | 0.73 | 0.7 | 0.85 | 0.89 |
RSquared | NA | 0.7 | 0.72 | 0.86 | 0.9 | NA | NA | 0.75 | 0.96 | 0.58 | 0.6 | 0.97 | 0.99 | 0.98 | 0.99 | 0.92 | 0.85 | 0.65 | 0.69 | 0.93 | 0.97 | 0.95 | 0.23 | 0.35 | 0.27 | 0.33 | 0.54 | 0.45 | 0.47 | 0.6 | 0.47 |
Yield(%) | N/A | 9.4 | 8.4 | 6.3 | 5.5 | 4.4 | 5.0 | N/A | 0.5 | 9.6 | 12.1 | 1.7 | 0.5 | 1.0 | 0.9 | 8.5 | 8.5 | 8.9 | 10.1 | 1.6 | 1.3 | 0.8 | 1.0 | 7.6 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -3.3 | 943.7 | -31.0 | 254.2 | N/A | N/A | N/A | -94.3 | -7.0 | 714.3 | 250.0 | -50.0 | 33.3 | -93.5 | -6.7 | 1.4 | -10.4 | 613.0 | 43.8 | 33.3 | -33.3 | -83.5 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/30/1993
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