Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WLVOX (Wells Fargo Low Volatility US Equity Fun) | NA | 36.14% | 19.85% | 15.01% | NA | NA | NA | … | … |
Data as of 05/06/2022, Common starting date is 11/01/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WLVOX (Wells Fargo Low Volatility US Equity Fun) | 11/01/2016 | 05/06/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 36.14 | 19.85 | 15.01 | NA | NA | NA | … | … | 26.59 | -32.91 | 5.71 | 21.50 | -12.28 | 12.60 | 4.70 |
| Sharpe Ratio | NA | 1.42 | 0.84 | 0.75 | NA | NA | NA | … | … | 2.36 | -0.64 | 0.19 | 2.06 | -1.00 | 2.10 | 3.60 |
| Standard Deviation(%) | NA | 25.45 | 23.08 | 18.93 | NA | NA | NA | … | … | 41.46 | 51.45 | 29.22 | 9.85 | 13.61 | 5.73 | 8.72 |
| Draw Down(%) | NA | 5.75 | 34.32 | 34.32 | NA | NA | NA | … | … | 5.62 | 42.12 | 34.32 | 4.46 | 19.93 | 2.82 | 1.73 |
| Yield(%) | 0.00 | 56.40 | 24.46 | 17.60 | 9.72 | 6.48 | 4.86 | … | … | 20.96 | 47.70 | 0.92 | 5.67 | 7.68 | 3.71 | 0.00 |
Data as of 05/06/2022, Common starting date is 11/01/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WLVOX (Wells Fargo Low Volatility US Equity Fun) |
1.30%
Mar 2017 – Mar 2020 |
9.10%
Feb 2017 – Feb 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WLVOX (Wells Fargo Low Volatility US Equity Fun) |
19.54%
Apr 2019 – Apr 2022 |
15.03%
Apr 2017 – Apr 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart