Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SDVIX (WELLS FARGO LARGE COMPANY VALUE FUND INVESTOR CLASS) | NA | 1.62% | 12.71% | 11.03% | 5.81% | 4.59% | 5.48% | … | … |
Data as of 10/29/2015, Common starting date is 06/30/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SDVIX (WELLS FARGO LARGE COMPANY VALUE FUND INVESTOR CLASS) | 06/30/1993 | 10/29/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 0.69 | 1.62 | 12.71 | 11.03 | 5.81 | 4.59 | 5.48 | … | … | -2.62 | -2.14 | 21.58 | 12.46 | -2.69 | 10.22 | 19.90 | -42.16 | -5.71 | 8.35 | -1.34 | 12.42 | 22.95 | -21.99 | -13.15 | 18.66 | -12.31 | 13.43 | 18.18 | -0.32 | 32.98 | -7.16 | 1.90 |
| Sharpe Ratio | NA | -1.51 | -0.87 | -0.73 | -0.87 | NA | NA | … | … | -1.27 | -1.40 | 0.20 | -0.46 | -0.87 | -0.43 | 0.04 | -1.43 | -1.53 | -1.25 | -1.85 | -0.72 | 0.24 | -1.80 | -2.12 | -2.84 | 0.70 | 3.14 | -2.09 | 0.15 | -3.61 | -0.50 | 0.41 |
| Standard Deviation(%) | NA | 17.46 | 15.15 | 17.07 | 22.53 | NA | NA | … | … | 15.60 | 14.79 | 15.43 | 13.23 | 24.45 | 19.49 | 30.23 | 43.02 | 18.19 | 11.26 | 12.12 | 10.01 | 15.45 | 23.17 | 16.47 | 17.58 | 18.05 | 14.91 | 13.60 | 12.37 | 8.05 | 11.04 | 9.21 |
| Draw Down(%) | NA | 19.07 | 19.07 | 22.09 | 63.66 | NA | NA | … | … | 14.55 | 13.84 | 10.63 | 11.04 | 22.09 | 18.24 | 30.86 | 45.97 | 12.91 | 7.60 | 10.30 | 6.39 | 13.77 | 33.80 | 17.48 | 14.95 | 17.92 | 10.92 | 8.14 | 9.60 | 2.88 | 9.41 | 7.03 |
| Yield(%) | 0.00 | 9.43 | 8.42 | 6.26 | 5.51 | 4.45 | 4.97 | … | … | 0.57 | 9.57 | 12.14 | 1.73 | 0.50 | 0.97 | 0.99 | 8.54 | 8.49 | 8.97 | 10.12 | 1.52 | 1.31 | 0.76 | 1.08 | 7.60 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/29/2015, Common starting date is 06/30/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SDVIX (WELLS FARGO LARGE COMPANY VALUE FUND INVESTOR CLASS) |
-14.79%
Feb 2006 – Feb 2009 |
-5.22%
Feb 2004 – Feb 2009 |
-2.23%
Feb 1999 – Feb 2009 |
1.59%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SDVIX (WELLS FARGO LARGE COMPANY VALUE FUND INVESTOR CLASS) |
22.10%
Feb 2009 – Feb 2012 |
20.92%
Feb 2009 – Feb 2014 |
8.03%
Mar 2003 – Mar 2013 |
6.51%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison Chart