Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WDJIX (Wells DJ Wilshire U.S. REIT Index I) | NA | 41.34% | -25.09% | -8.67% | NA | NA | NA | -5.30% |
Data as of 02/02/2010, AR inception is 09/03/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WDJIX (Wells DJ Wilshire U.S. REIT Index I) | 09/03/2003 | 02/02/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 41.34 | -25.09 | -8.67 | NA | NA | NA | -5.30 | 0.00 | 18.05 | -38.16 | -37.03 | 32.28 | -2.67 | 16.10 | 4.99 |
| Sharpe Ratio | NA | 0.65 | -0.42 | -0.21 | NA | NA | NA | -0.15 | 0.00 | 0.26 | -0.51 | -1.10 | 1.98 | -0.26 | 0.76 | 1.32 |
| Standard Deviation(%) | NA | 63.06 | 62.79 | 49.78 | NA | NA | NA | 44.75 | NA | 68.22 | 76.48 | 36.41 | 14.73 | 18.87 | 19.84 | 11.58 |
| Draw Down(%) | NA | 33.95 | 80.51 | 80.51 | NA | NA | NA | 80.51 | 0.00 | 43.34 | 65.04 | 44.91 | 11.01 | 13.06 | 18.30 | 3.83 |
| Yield(%) | 0.00 | 4.35 | 3.01 | 5.31 | 3.02 | 2.01 | 1.51 | 5.03 | 0.00 | 3.75 | 10.25 | 2.47 | 13.45 | 0.00 | 0.00 | 0.00 |
Data as of 02/02/2010, AR inception is 09/03/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WDJIX (Wells DJ Wilshire U.S. REIT Index I) |
-33.05%
Mar 2006 - Mar 2009 |
-19.00%
Mar 2004 - Mar 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WDJIX (Wells DJ Wilshire U.S. REIT Index I) |
17.83%
Apr 2004 - Apr 2007 |
-7.78%
Oct 2003 - Oct 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart