Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WFDEX (DIVERSIFIED EQUITY FUND CLASS C) | NA | 6.85% | 14.09% | 11.86% | 10.81% | 6.62% | 6.75% | … | … |
Data as of 02/16/2022, Common starting date is 12/17/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WFDEX (DIVERSIFIED EQUITY FUND CLASS C) | 12/17/1998 | 02/16/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.85 | 14.09 | 11.86 | 10.81 | 6.62 | 6.75 | … | … | -54.73 | -3.05 | 14.77 | 26.73 | -8.38 | 21.77 | 5.56 | -1.72 | 6.17 | 31.33 | 14.79 | -3.55 | 13.79 | 27.27 | -39.78 | 4.82 | 13.08 | 5.46 | 9.65 | 28.04 | -22.72 | -13.31 | -11.38 | 13.53 | 2.65 |
| Sharpe Ratio | NA | -0.66 | -0.23 | -0.10 | 0.10 | NA | NA | … | … | -0.50 | -0.11 | 0.42 | 2.04 | -0.59 | 2.98 | 0.37 | -0.12 | 0.51 | 2.72 | 1.07 | -0.14 | 0.73 | 0.98 | -1.01 | 0.11 | 0.90 | 0.33 | 0.76 | 1.70 | -1.02 | -0.83 | -0.76 | 0.66 | 6.30 |
| Standard Deviation(%) | NA | 72.91 | 47.34 | 37.62 | 28.21 | NA | NA | … | … | 201.66 | 27.86 | 34.83 | 12.39 | 16.34 | 7.13 | 14.23 | 15.07 | 11.96 | 11.49 | 13.85 | 25.24 | 18.89 | 27.66 | 40.20 | 16.16 | 10.92 | 10.06 | 11.46 | 16.08 | 23.24 | 19.20 | 20.26 | 15.65 | 16.66 |
| Draw Down(%) | NA | 54.96 | 54.96 | 54.96 | 54.96 | NA | NA | … | … | 54.94 | 24.74 | 36.03 | 6.62 | 20.41 | 2.52 | 13.33 | 13.42 | 8.66 | 5.10 | 11.87 | 22.48 | 16.63 | 26.81 | 50.82 | 10.07 | 10.10 | 7.17 | 9.56 | 14.75 | 33.25 | 29.16 | 20.41 | 10.97 | 1.54 |
| Yield(%) | 0.00 | 56.15 | 28.45 | 21.11 | 15.57 | 8.57 | 8.32 | … | … | 35.90 | 25.27 | 9.99 | 12.49 | 19.84 | 27.50 | 7.33 | 12.40 | 10.60 | 12.70 | 6.64 | 5.95 | 0.11 | 1.09 | 5.91 | 15.17 | 10.09 | 12.62 | 8.17 | 0.10 | 0.00 | 0.95 | 0.00 | 0.00 | 0.45 |
Data as of 02/16/2022, Common starting date is 12/17/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WFDEX (DIVERSIFIED EQUITY FUND CLASS C) |
-18.37%
Mar 2000 – Mar 2003 |
-7.91%
Feb 2004 – Feb 2009 |
-5.15%
Feb 1999 – Feb 2009 |
1.73%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WFDEX (DIVERSIFIED EQUITY FUND CLASS C) |
23.25%
Feb 2009 – Feb 2012 |
20.85%
Feb 2009 – Feb 2014 |
13.37%
Feb 2009 – Feb 2019 |
8.21%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart