| 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | YTD | ’07-’21 average |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Emg Mkt Equity 39.8% | Dev ex US Fixed Inc 11.4% | Emg Mkt Equity 79.0% | US Small Cap Equity 26.9% | Emg-Mkt Fixed Inc 8.5% | Emg Mkt Equity 18.6% | US Small Cap Equity 38.8% | US Large Cap Equity 13.7% | US Large Cap Equity 1.4% | US Small Cap Equity 21.3% | Emg Mkt Equity 37.8% | CPI 1.9% |
US Large Cap Equity 31.5% | US Small Cap Equity 20.0% | US Large Cap Equity 28.7% | Commod 25.5% |
US Large Cap Equity 10.7% |
| Commod 16.2% | Inv Grade Fixed Inc 5.2% | High Yield Fixed Inc 58.2% | US Mid Cap Equity 25.5% | Inv Grade Fixed Inc 7.8% | Emg-Mkt Fixed Inc 18.5% | US Mid Cap Equity 34.8% | US Mid Cap Equity 13.2% | Emg-Mkt Fixed Inc 1.2% | High Yield Fixed Inc 17.1% | Dev ex US Equity 25.6% | Cash Alternative 1.8% | US Mid Cap Equity 30.5% |
Emg Mkt Equity 18.7% | Commod 27.1% | CPI 1.3% |
US Mid Cap Equity 10.2% |
| Dev ex US Equity 11.6% | Cash Alternative 1.8% | US Mid Cap Equity 40.5% | Emg Mkt Equity 19.2% | Dev ex US Fixed Inc 5.9% | Dev ex US Equity 17.9% | US Large Cap Equity 32.4% | 60%,40% Portf 10.6% | 60%,40% Portf 1.2% |
US Mid Cap Equity 13.8% | US Large Cap Equity 21.8% | Inv Grade Fixed Inc 0.0% | US Small Cap Equity 25.5% | US Large Cap Equity 18.4% | US Mid Cap Equity 22.6% | Cash Alternative 0.0% |
US Small Cap Equity 8.7% |
| Dev ex US Fixed Inc 11.3% | CPI 0.1% |
Dev ex US Equity 32.5% | Commod 16.8% | High Yield Fixed Inc 5.0% | US Mid Cap Equity 17.3% | Dev ex US Equity 23.3% | Mod Grwth Inc Portf 6.2% |
CPI 0.7% |
US Large Cap Equity 12.0% | US Mid Cap Equity 18.5% | Dev ex US Fixed Inc -1.7% | Dev ex US Equity 22.7% | US Mid Cap Equity 17.1% | 60% 40% Portf 16.0% |
Hedge Funds -0.3% |
60% 40% Portf 8.4% |
| Hedge Funds 10.0% | Emg-Mkt Fixed Inc -10.9% | Emg-Mkt Fixed Inc 28.2% | High Yield Fixed Inc 15.1% | 60%,40% Portf 5.0% |
US Small Cap Equity 16.3% | 60%,40% Portf 17.7% | Inv Grade Fixed Inc 6.0% | Inv Grade Fixed Inc 0.5% | Commod 11.8% | US Small Cap Equity 14.6% | High Yield Fixed Inc -2.1% | 60%,40% Portf 22.1% | 60%,40% Portf 15.4% | US Small Cap Equity 14.8% | US Large Cap Equity -4.6% |
Mod Grwth Inc Portf 7.2% |
| Mod Grwth Inc Portf 8.3% |
Hedge Funds -19.0% | US Small Cap Equity 27.2% | US Large Cap Equity 15.1% | CPI 3.0% |
US Large Cap Equity 16.0% | Mod Grwth Inc Portf 13.7% | Emg-Mkt Fixed Inc 5.5% | Cash Alternative 0.0% | Emg Mkt Equity 11.6% | Mod Grwth Inc Portf 14.4% | 60%,40% Portf -2.3% |
Mod Grwth Inc Portf 19.5% | Mod Grwth Inc Portf 13.9% | Dev ex US Equity 11.8% | High Yield Fixed Inc -4.8% |
High Yield Fixed Inc 7.1% |
| Inv Grade Fixed Inc 7.0% | 60%,40% Portf -21.6% | Mod Grwth Inc Portf 26.8% | Mod Grwth Inc Portf 14.0% | US Large Cap Equity 2.1% | High Yield Fixed Inc 15.8% | Hedge Funds 9.1% |
US Small Cap Equity 4.9% | Dev ex US Equity -0.4% | Emg-Mkt Fixed Inc 10.2% | 60%,40% Portf 14.3% | US Large Cap Equity -4.4% | Emg Mkt Equity 18.9% | Hedge Funds 11.8% | Mod Grwth Inc Portf 10.7% | Mod Grwth Inc Portf -5.1% |
Emg-Mkt Fixed Inc 6.0% |
| Emg-Mkt Fixed Inc 6.3% | Mod Grwth Inc Portf -24.9% | US Large Cap Equity 26.5% | 60%,40% Portf 12.2% | Mod Grwth Inc Portf 1.1% |
Mod Grwth Inc Portf 12.5% | High Yield Fixed Inc 7.4% | Hedge Funds 3.0% |
Hedge Funds -1.1% |
Mod Grwth Inc Portf 9.0% |
Dev ex US Fixed Inc 9.9% | Emg-Mkt Fixed Inc -4.6% | Emg-Mkt Fixed Inc 14.4% | Dev ex US Fixed Inc 10.5% | Hedge Funds 10.2% | 60% 40% Portf -5.1% |
Emg Mkt Equity 4.8% |
| 60%,40% Portf 6.2% |
High Yield Fixed Inc -26.2% | Hedge Funds 20.0% | Emg-Mkt Fixed Inc 12.0% | Cash Alternative 0.1% | 60%,40% Portf 11.4% | CPI 1.5% |
High Yield Fixed Inc 2.5% | Mod Grwth Inc Portf -1.7% | 60%,40% Portf 8.2% |
Emg-Mkt Fixed Inc 9.3% | Hedge Funds -4.7% | High Yield Fixed Inc 14.3% | Dev ex US Equity 8.3% | CPI 7.0% |
US Mid Cap Equity -5.7% | Hedge Funds 4.6% |
| US Mid Cap Equity 5.6% | US Small Cap Equity -33.8% | Commod 18.9% | Hedge Funds 10.2% | US Mid Cap Equity -1.5% | Hedge Funds 6.4% |
Cash Alternative 0.0% | CPI 0.8% |
US Mid Cap Equity -2.4% | Hedge Funds 5.4% |
Hedge Funds 8.6% |
Mod Grwth Inc Portf -4.9% | Hedge Funds 10.4% | Inv Grade Fixed Inc 7.5% | High Yield Fixed Inc 5.3% | Dev ex US Equity -5.8% | Dev ex US Equity 4.1% |
| US Large Cap Equity 5.5% | Commod -35.6% | 60%,40% Portf 18.5% | Dev ex US Equity 8.2% | US Small Cap Equity -4.2% | Inv Grade Fixed Inc 4.2% | Inv Grade Fixed Inc -2.0% | Cash Alternative 0.0% | US Small Cap Equity -4.4% | Inv Grade Fixed Inc 2.6% | High Yield Fixed Inc 7.5% | US Mid Cap Equity -9.1% | Inv Grade Fixed Inc 8.7% | High Yield Fixed Inc 7.1% | Cash Alternative 0.0% | Inv-Grade Fixed Inc -5.9% |
Inv Grade Fixed Inc 4.1% |
| Cash Alternative 4.8% | US Large Cap Equity -37.0% | Inv Grade Fixed Inc 5.9% | Dev ex US Fixed Inc 6.8% | Hedge Funds -5.3% | CPI 1.7% |
Emg Mkt Equity -2.3% | Emg Mkt Equity -1.8% | High Yield Fixed Inc -4.5% | CPI 2.1% |
Inv Grade Fixed Inc 3.5% | US Small Cap Equity -11.0% | Commod 7.7% | Emg-Mkt Fixed Inc 5.9% | Emg-Mkt Fixed Inc -1.5% |
Emg-Mkt Equity -6.9% |
Dev ex US Fixed Inc 2.7% |
| CPI 4.1% |
US Mid Cap Equity -41.5% | Dev ex US Fixed Inc 3.9% | Inv Grade Fixed Inc 6.5% | Dev ex US Equity -11.7% | Dev ex US Fixed Inc 0.8% | Dev ex US Fixed Inc -5.1% | Dev ex US Fixed Inc -2.5% | Dev ex US Fixed Inc -4.8% | Dev ex US Fixed Inc 1.9% | CPI 2.1 % |
Commod -11.2% | Dev ex US Fixed Inc 5.2% | CPI 1.4% | Inv Grade Fixed Inc -1.5% | Dev ex US Fixed Inc -7.1% |
CPI 2.2% |
| High Yield Fixed Inc 1.9% | Dev ex US Equity -43.1% | CPI 2.7% |
CPI 1.5% |
Commod -13.3% | Cash Alternative 0.1% | Emg-Mkt Fixed Inc -6.6% | Dev ex US Equity -4.5% | Emg Mkt Equity -14.6% | Dev ex US Equity 1.5% | Commod 1.7% | Dev ex US Equity -13.4% | CPI 2.3% |
Cash Alternative 0.5% | Emg Mkt Equity -2.2% | US Small Cap Equity -7.5% |
Cash Alternative 0.8% |
| US Small Cap Equity -1.6% | Emg Mkt Equity -53.2% | Cash Alternative 0.1% | Cash Alternative 0.1% | Emg Mkt Equity -18.2% | Commod -1.1% | Commod -9.5% | Commod -17.0% | Commod -24.7% | Cash Alternative 0.3% | Cash Alternative 0.8% | Emg Mkt Equity -14.2% | Cash Alternative 2.2% | Commod -3.1% | Dev ex US Fixed Inc -9.5% | Emg-Mkt Fixed Inc -9.3% |
Commod -2.6% |
Data as of 3/31/2022
Sources: © 2022 – Morningstar Direct, All Rights Reserved1, and Wells Fargo Investment Institute. Average is calculated as geometric mean. Average is calculated as 15 years from 2007–2021. Portfolios are rebalanced quarterly. The Moderate Growth and Income Liquid (3AG) and 60/40 portfolios are hypothetical. Hypothetical and past performance does not guarantee future results. An index is unmanaged and not available for direct investment. Please see the “Index Definitions and Asset Class Risk Disclosures” link above for the definitions of the indexes that correlate to each asset class.
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