WFRPX Performance — Wealthfront Risk Parity Fund, Class W
Data updated: 2025-01-14
WFRPX returned +20.41% over one year to Oct 2024. The annualised 3-year return is −4.38%. Against its Ultrashort Government Bond category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $87, against $106 for the category, and to $120 over one year, against $115. Volatility over the past three years was 13.94% a year. In the 12 months to Oct 2024 the fund took in a net $147.1M, and assets reached $1.29B.
WFRPX Growth of $100
What $100 invested in Wealthfront Risk Parity Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Ultrashort Government Bond category average over the same months.
| Period | WFRPX | Category average |
|---|---|---|
| 1 year (Nov 2023 – Oct 2024) | $120 | $115 |
| 3 years (Nov 2021 – Oct 2024) | $87 | $106 |
| Since data start (Feb 2020 – Oct 2024) | $85 | $125 |
WFRPX Trailing Returns
Total returns to Oct 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +20.41% |
| 3 years (annualised) | −4.38% |
WFRPX Annual Returns
Calendar-year total returns of Wealthfront Risk Parity Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Oct) | +5.80% |
| 2023 | +6.03% |
| 2022 | −23.39% |
| 2021 | +7.61% |
| 2020 (Feb–Dec) | −7.78% |
WFRPX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | −1.2% | +1.1% | +2.4% | −5.0% | +4.2% | +1.1% | +3.2% | +1.9% | +3.4% | −4.9% | — | — |
| 2023 | +4.0% | −3.3% | +2.4% | +0.6% | −2.5% | +3.3% | +2.1% | −4.0% | −5.7% | −3.5% | +8.0% | +5.3% |
| 2022 | −6.4% | −4.0% | −2.0% | −5.9% | −0.6% | −5.0% | +4.1% | −3.3% | −7.4% | +1.0% | +5.5% | −1.5% |
| 2021 | −1.4% | −2.6% | +0.7% | +4.2% | +1.6% | +1.8% | +2.5% | +1.4% | −6.1% | +4.0% | −2.4% | +4.2% |
| 2020 | — | −3.9% | −19.0% | +3.4% | +3.0% | +2.2% | +3.0% | −0.2% | −3.2% | −2.0% | +8.3% | +3.0% |
WFRPX Risk
Risk measures from monthly returns over Nov 2021 – Oct 2024.
- 3-year volatility (annualised): 13.94%
- 3-year Sharpe ratio: -0.64 (vs 4.5% risk-free rate)
- Best month: +8.04% (Nov 2023)
- Worst month: −7.40% (Sep 2022)
WFRPX Fund Flows
Monthly money in and out of Wealthfront Risk Parity Fund, from SEC Form N-PORT.
- 12-month net flow: $147.1M
- 12-month gross sales (incl. reinvestments): $242.4M
- Sales ÷ redemptions: 2.54×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Oct 2024 | $21.5M | $14.2M | $7.2M |
| Sep 2024 | $9.8M | $16.5M | −$6.7M |
| Aug 2024 | $18.4M | $16.3M | $2.0M |
| Jul 2024 | $16.3M | $19.8M | −$3.6M |
| Jun 2024 | $13.9M | $15.3M | −$1.4M |
| May 2024 | $30.7M | $18.9M | $11.8M |
| Apr 2024 | $28.1M | $24.0M | $4.1M |
| Mar 2024 | $23.4M | $24.8M | −$1.4M |
| Feb 2024 | $20.6M | $21.0M | −$425K |
| Jan 2024 | $20.7M | −$29.8M | $50.5M |
| Dec 2023 | $15.9M | −$20.2M | $36.1M |
| Nov 2023 | $23.3M | −$25.6M | $48.9M |
WFRPX Assets Under Management
Net assets of Wealthfront Risk Parity Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-10-31 | $1.29B |
| 2024-07-31 | $1.30B |
| 2024-04-30 | $1.21B |
| 2024-01-31 | $1.24B |
| 2023-10-31 | $1.13B |
| 2023-07-31 | $1.27B |
| 2023-04-30 | $1.23B |
| 2023-01-31 | $1.27B |
| 2022-10-31 | $1.17B |
| 2022-07-31 | $1.31B |
| 2022-04-30 | $1.36B |
| 2022-01-31 | $1.53B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.