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WFRPX: Wealthfront Risk Parity Fund (MUTUAL FUND)
Basic Info 7.76 0.03(0.39%) April 25
Asset Class: | EQUITY |
MyPlanIQ Rating: | (43%) |
Start Date: | 01/22/2018 |
Last Dividend Date: | 12/13/2023 |
12-Mo. Yield | 4.91% |
Expenses | 0.25% |
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Performance Analytics (As of 04/25/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 01/22/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.8 | -2.8 | 0.5 | -5.6 | -1.5 | -1.7 | 6.1 | -23.4 | 7.6 | -6.6 | 32.5 | -14.6 |
Sharpe Ratio | NA | -1.42 | -0.37 | -0.69 | -0.17 | -0.19 | 0.17 | -1.96 | 0.68 | -0.19 | 2.94 | -1.38 |
Draw Down(%) | NA | 5.8 | 13.3 | 30.3 | 42.8 | 42.8 | 13.3 | 27.7 | 7.2 | 42.8 | 4.5 | 17.6 |
Standard Deviation(%) | NA | 10.4 | 11.3 | 11.4 | 18.8 | 17.6 | 10.7 | 12.7 | 11.3 | 35.3 | 10.6 | 12.1 |
Treynor Ratio | NA | -0.24 | -0.06 | -0.17 | -0.05 | -0.06 | 0.03 | -0.6 | 0.12 | -0.1 | 0.57 | -0.32 |
Alpha | NA | -0.08 | -0.06 | -0.04 | -0.03 | -0.03 | -0.04 | -0.08 | -0.03 | -0.07 | 0.05 | -0.04 |
Beta | NA | 0.62 | 0.69 | 0.47 | 0.59 | 0.58 | 0.55 | 0.41 | 0.62 | 0.68 | 0.55 | 0.52 |
RSquared | NA | 0.51 | 0.55 | 0.55 | 0.49 | 0.49 | 0.49 | 0.65 | 0.57 | 0.49 | 0.43 | 0.56 |
Yield(%) | N/A | 0.0 | 4.8 | 2.7 | 2.6 | N/A | 4.9 | 1.1 | 3.2 | 0.3 | 4.8 | 1.2 |
Dividend Growth(%) | N/A | -100.0 | 254.5 | 49.1 | N/A | N/A | 254.5 | -65.6 | 966.7 | -92.5 | 233.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/22/2018
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