Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WFRPX (Wealthfront Risk Parity Fund) | -0.39% | 2.14% | -2.94% | -5.32% | NA | NA | NA | -1.40% |
Data as of 02/21/2025, AR inception is 01/22/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WFRPX (Wealthfront Risk Parity Fund) | 01/22/2018 | 02/21/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.14 | -2.94 | -5.32 | NA | NA | NA | -1.40 | -0.39 | 1.38 | 6.08 | -23.39 | 4.39 | -6.57 | 32.50 | -14.60 |
| Sharpe Ratio | NA | -0.13 | -0.56 | -0.38 | NA | NA | NA | -0.18 | -1.54 | -0.20 | 0.23 | -1.96 | 0.38 | -0.19 | 2.93 | -1.39 |
| Standard Deviation(%) | NA | 10.68 | 11.17 | 18.83 | NA | NA | NA | 16.96 | 3.88 | 11.22 | 10.67 | 12.68 | 11.54 | 35.30 | 10.59 | 12.11 |
| Draw Down(%) | NA | 9.58 | 21.71 | 42.76 | NA | NA | NA | 42.76 | 1.16 | 9.58 | 13.34 | 27.67 | 8.11 | 42.76 | 4.50 | 17.64 |
| Yield(%) | 0.00 | 5.06 | 3.16 | 1.63 | 1.42 | 0.95 | 0.71 | 2.03 | 0.00 | 5.04 | 4.89 | 1.00 | 0.00 | 0.27 | 4.64 | 1.12 |
Data as of 02/21/2025, AR inception is 01/22/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WFRPX (Wealthfront Risk Parity Fund) |
-9.25%
Dec 2019 - Dec 2022 |
-4.60%
Jan 2020 - Jan 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WFRPX (Wealthfront Risk Parity Fund) |
9.87%
Oct 2018 - Oct 2021 |
0.99%
Dec 2018 - Dec 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart