Wells Fargo

Asset Allocation

Position	Category/Sector	Target Weight
AGG iShares Core U.S. Aggregate Bond ETF	Total Bond Market	8%
GEM Goldman Sachs ActiveBeta Emerging Markets Equity ETF	Emerging Markets Equities	7%
GSIE Goldman Sachs ActiveBeta International Equity ETF	Foreign Large Cap Equities	8%
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF	Large Cap Growth Equities	11%
IEFA iShares Core MSCI EAFE ETF	Foreign Large Cap Equities	7%
IEMG iShares Core MSCI Emerging Markets ETF	Emerging Markets Diversified	5%
IJR iShares Core S&P Small-Cap ETF	Small Cap Blend Equities	6%
ITOT iShares Core S&P Total U.S. Stock Market ETF	Large Cap Growth Equities	23%
LRGF iShares MSCI USA Multifactor ETF	Large Cap Blend Equities	7%
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF	Commodities, Actively Managed	5%
USD=X USD Cash		2%
USHY iShares Broad USD High Yield Corporate Bond ETF	High Yield Bonds	3%
VO Vanguard Mid-Cap ETF	Mid Cap Growth Equities	8%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Wells Fargo, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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The earliest data available for this chart is Oct 26, 2017, corresponding to the inception date of USHY

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Wells Fargo	0.00%	-1.70%	1.24%	3.07%	18.92%	14.73%	8.26%	—
Portfolio components:
ITOT iShares Core S&P Total U.S. Stock Market ETF	0.16%	-3.24%	-3.15%	-1.32%	17.82%	18.06%	10.65%	13.71%
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF	0.13%	-3.52%	-4.35%	-2.81%	14.61%	17.10%	10.97%	13.29%
LRGF iShares MSCI USA Multifactor ETF	0.12%	-2.95%	-3.97%	-3.55%	14.83%	18.48%	11.67%	12.42%
GSIE Goldman Sachs ActiveBeta International Equity ETF	-0.55%	-1.93%	1.81%	6.14%	25.07%	15.16%	8.50%	8.97%
IEFA iShares Core MSCI EAFE ETF	-0.54%	-2.21%	2.18%	5.82%	24.78%	14.56%	8.01%	8.97%
GEM Goldman Sachs ActiveBeta Emerging Markets Equity ETF	-1.12%	-3.06%	3.63%	6.95%	32.15%	15.66%	4.45%	7.83%
IEMG iShares Core MSCI Emerging Markets ETF	-1.02%	-3.09%	3.48%	6.02%	32.00%	15.85%	4.31%	8.31%
VO Vanguard Mid-Cap ETF	0.33%	-3.56%	0.29%	-0.79%	12.40%	13.03%	6.87%	10.86%
AGG iShares Core U.S. Aggregate Bond ETF	0.23%	-1.00%	0.32%	0.90%	4.41%	3.55%	0.29%	1.68%
IJR iShares Core S&P Small-Cap ETF	0.41%	-2.76%	4.53%	5.58%	19.56%	10.79%	4.27%	10.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 27, 2017, Wells Fargo's average daily return is +0.03%, while the average monthly return is +0.82%. At this rate, your investment would double in approximately 7.1 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +10.5%, while the worst month was Mar 2020 at -13.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Wells Fargo closed higher 38% of trading days. The best single day was Apr 9, 2025 with a return of +7.3%, while the worst single day was Mar 16, 2020 at -9.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.11%	1.82%	-4.25%	0.71%									1.24%
2025	2.82%	-0.42%	-2.74%	-0.35%	4.67%	4.32%	1.07%	2.49%	2.77%	1.27%	0.32%	0.70%	18.01%
2024	-0.27%	3.50%	3.03%	-3.16%	3.65%	1.17%	2.33%	1.69%	2.12%	-1.82%	4.02%	-3.12%	13.53%
2023	6.68%	-2.96%	1.86%	0.66%	-1.56%	5.28%	3.61%	-2.61%	-3.65%	-2.86%	7.57%	4.97%	17.31%
2022	-4.12%	-1.69%	1.52%	-6.46%	0.75%	-7.32%	6.18%	-3.61%	-8.66%	5.76%	6.98%	-4.05%	-15.16%
2021	0.50%	2.84%	2.33%	3.67%	1.40%	1.39%	0.45%	1.85%	-3.27%	4.23%	-2.34%	3.74%	17.79%

Benchmark Metrics

Wells Fargo has an annualized alpha of -0.01%, beta of 0.78, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since October 27, 2017.

This portfolio participated in 84.85% of S&P 500 Index downside but only 77.36% of its upside — more exposed to losses than it benefited from rallies.

Alpha: -0.01%

Beta: 0.78

R²: 0.94

Upside Capture: 77.36%

Downside Capture: 84.85%

Expense Ratio

Wells Fargo has an expense ratio of 0.13%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Top 10 holdings

PDBC

Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF

GEM

Goldman Sachs ActiveBeta Emerging Markets Equity ETF

GSIE

Goldman Sachs ActiveBeta International Equity ETF

LRGF

iShares MSCI USA Multifactor ETF

USHY

iShares Broad USD High Yield Corporate Bond ETF

GSLC

Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

IEMG

iShares Core MSCI Emerging Markets ETF

IEFA

iShares Core MSCI EAFE ETF

IJR

iShares Core S&P Small-Cap ETF

Vanguard Mid-Cap ETF

Return for Risk

Risk / Return Rank

Wells Fargo ranks 61 for risk / return — better than 61% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.64	0.88	+0.76
Sortino ratio Return per unit of downside risk	2.43	1.37	+1.07
Omega ratio Gain probability vs. loss probability	1.36	1.21	+0.15
Calmar ratio Return relative to maximum drawdown	1.64	1.39	+0.25
Martin ratio Return relative to average drawdown	6.00	6.43	-0.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ITOT iShares Core S&P Total U.S. Stock Market ETF	54	0.96	1.47	1.22	1.52	7.10
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF	43	0.81	1.27	1.19	1.26	5.62
LRGF iShares MSCI USA Multifactor ETF	43	0.81	1.27	1.19	1.28	5.69
GSIE Goldman Sachs ActiveBeta International Equity ETF	75	1.41	2.05	1.30	2.36	9.04
IEFA iShares Core MSCI EAFE ETF	73	1.41	2.01	1.29	2.18	8.32
GEM Goldman Sachs ActiveBeta Emerging Markets Equity ETF	78	1.64	2.25	1.32	2.39	9.04
IEMG iShares Core MSCI Emerging Markets ETF	79	1.62	2.21	1.32	2.43	9.12
VO Vanguard Mid-Cap ETF	36	0.71	1.10	1.16	1.06	4.79
AGG iShares Core U.S. Aggregate Bond ETF	49	1.02	1.44	1.18	1.70	4.71
IJR iShares Core S&P Small-Cap ETF	46	0.87	1.36	1.18	1.44	5.78

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Wells Fargo Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.64
5-Year: 0.61
All Time: 0.61

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Wells Fargo compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Wells Fargo provided a 2.07% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.07%	2.12%	2.29%	2.26%	2.69%	4.27%	1.55%	2.22%	2.37%	1.88%	2.05%	1.30%
Portfolio components:
ITOT iShares Core S&P Total U.S. Stock Market ETF	1.12%	1.11%	1.23%	1.47%	1.66%	1.18%	1.41%	1.88%	2.14%	1.69%	1.83%	2.01%
GSLC Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF	1.05%	1.00%	1.11%	1.38%	1.61%	1.06%	1.35%	1.54%	1.89%	1.69%	1.69%	0.36%
LRGF iShares MSCI USA Multifactor ETF	1.22%	1.16%	1.23%	1.49%	1.78%	1.05%	1.35%	1.76%	3.27%	1.68%	1.56%	0.83%
GSIE Goldman Sachs ActiveBeta International Equity ETF	2.64%	2.65%	3.11%	2.87%	3.01%	2.40%	1.60%	2.80%	2.68%	2.31%	2.15%	0.13%
IEFA iShares Core MSCI EAFE ETF	3.48%	3.55%	3.47%	3.20%	2.70%	3.32%	1.90%	3.18%	3.46%	2.57%	2.96%	2.63%
GEM Goldman Sachs ActiveBeta Emerging Markets Equity ETF	2.22%	2.30%	2.58%	2.97%	2.96%	3.00%	1.63%	3.13%	2.08%	1.81%	1.98%	0.25%
IEMG iShares Core MSCI Emerging Markets ETF	2.66%	2.75%	3.20%	2.89%	2.71%	3.06%	1.87%	3.15%	2.76%	2.35%	2.28%	2.53%
VO Vanguard Mid-Cap ETF	1.49%	1.52%	1.49%	1.52%	1.60%	1.12%	1.45%	1.48%	1.82%	1.35%	1.45%	1.47%
AGG iShares Core U.S. Aggregate Bond ETF	3.94%	3.89%	3.74%	3.13%	2.39%	1.77%	2.14%	2.70%	2.72%	2.32%	2.39%	2.45%
IJR iShares Core S&P Small-Cap ETF	1.27%	1.44%	2.05%	1.31%	1.41%	1.53%	1.11%	1.44%	1.58%	1.20%	1.22%	1.48%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Wells Fargo. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Wells Fargo was 30.83%, occurring on Mar 23, 2020. Recovery took 156 trading sessions.

The current Wells Fargo drawdown is 4.02%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-30.83%	Jan 21, 2020	63	Mar 23, 2020	156	Aug 26, 2020	219
-22.37%	Nov 17, 2021	318	Sep 30, 2022	495	Feb 7, 2024	813
-16.81%	Jan 29, 2018	330	Dec 24, 2018	190	Jul 2, 2019	520
-14.53%	Feb 19, 2025	49	Apr 8, 2025	57	Jun 4, 2025	106
-6.97%	Feb 26, 2026	33	Mar 30, 2026	—	—	—

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 13 assets, with an effective number of assets of 9.19, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	USD=X	AGG	PDBC	USHY	GEM	IEMG	IJR	IEFA	GSIE	LRGF	VO	GSLC	ITOT	Portfolio
Benchmark	1.00	0.00	0.08	0.26	0.70	0.68	0.69	0.78	0.79	0.79	0.97	0.91	0.99	0.99	0.95
USD=X	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
AGG	0.08	0.00	1.00	-0.06	0.31	0.06	0.06	0.05	0.11	0.12	0.06	0.09	0.09	0.07	0.11
PDBC	0.26	0.00	-0.06	1.00	0.22	0.30	0.30	0.25	0.29	0.30	0.25	0.27	0.22	0.25	0.34
USHY	0.70	0.00	0.31	0.22	1.00	0.51	0.52	0.59	0.61	0.61	0.64	0.66	0.65	0.66	0.69
GEM	0.68	0.00	0.06	0.30	0.51	1.00	0.97	0.53	0.72	0.72	0.60	0.60	0.61	0.63	0.74
IEMG	0.69	0.00	0.06	0.30	0.52	0.97	1.00	0.54	0.73	0.72	0.61	0.61	0.62	0.65	0.76
IJR	0.78	0.00	0.05	0.25	0.59	0.53	0.54	1.00	0.66	0.66	0.78	0.84	0.73	0.78	0.81
IEFA	0.79	0.00	0.11	0.29	0.61	0.72	0.73	0.66	1.00	0.97	0.72	0.73	0.73	0.74	0.85
GSIE	0.79	0.00	0.12	0.30	0.61	0.72	0.72	0.66	0.97	1.00	0.73	0.73	0.73	0.75	0.85
LRGF	0.97	0.00	0.06	0.25	0.64	0.60	0.61	0.78	0.72	0.73	1.00	0.89	0.94	0.94	0.90
VO	0.91	0.00	0.09	0.27	0.66	0.60	0.61	0.84	0.73	0.73	0.89	1.00	0.88	0.90	0.90
GSLC	0.99	0.00	0.09	0.22	0.65	0.61	0.62	0.73	0.73	0.73	0.94	0.88	1.00	0.97	0.91
ITOT	0.99	0.00	0.07	0.25	0.66	0.63	0.65	0.78	0.74	0.75	0.94	0.90	0.97	1.00	0.93
Portfolio	0.95	0.00	0.11	0.34	0.69	0.74	0.76	0.81	0.85	0.85	0.90	0.90	0.91	0.93	1.00

The correlation results are calculated based on daily price changes starting from Oct 27, 2017

Wells Fargo

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table