Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WFR | NA | 383.23% | -8.63% | -34.44% | -3.10% | -3.49% | NA | … | … |
Data as of 05/31/2013, Common starting date is 07/14/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WFR | 07/14/1995 | 05/31/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 8.32 | 383.23 | -8.63 | -34.44 | -3.10 | -3.49 | NA | … | … | 151.40 | -18.53 | -65.01 | -17.33 | -4.62 | -83.86 | 126.09 | 76.54 | 67.32 | 37.73 | 27.08 | 113.24 | -63.36 | -20.90 | 44.12 | -44.26 | -32.22 | -31.02 | 11.03 |
| Sharpe Ratio | NA | 5.97 | -0.16 | -0.44 | -0.06 | NA | NA | … | … | 12.97 | -0.24 | -1.03 | -0.35 | -0.07 | -0.91 | 2.36 | 1.39 | 1.49 | 0.79 | 0.46 | 1.02 | -0.39 | -0.26 | 0.44 | -0.54 | -1.60 | -0.58 | 0.43 |
| Standard Deviation(%) | NA | 64.17 | 68.74 | 78.85 | 70.82 | NA | NA | … | … | 64.28 | 78.18 | 63.01 | 50.37 | 67.36 | 92.94 | 52.52 | 53.03 | 43.81 | 46.38 | 57.57 | 109.56 | 169.76 | 95.18 | 92.50 | 88.40 | 54.30 | 58.81 | 50.52 |
| Draw Down(%) | NA | 35.61 | 89.62 | 97.76 | 98.36 | NA | NA | … | … | 27.92 | 73.36 | 75.27 | 44.05 | 42.79 | 88.19 | 20.90 | 44.18 | 27.83 | 37.00 | 37.40 | 71.44 | 91.06 | 70.78 | 52.05 | 84.21 | 61.29 | 67.14 | 31.04 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/31/2013, Common starting date is 07/14/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WFR (WFR) |
-55.76%
May 2009 – May 2012 |
-51.27%
May 2007 – May 2012 |
-14.17%
May 2002 – May 2012 |
-18.45%
May 1997 – May 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WFR (WFR) |
100.63%
Sep 2001 – Sep 2004 |
103.48%
Sep 2001 – Sep 2006 |
25.14%
Sep 1998 – Sep 2008 |
-5.34%
Sep 1995 – Sep 2010 |
Annualized Rolling Returns Comparison Chart