menu not displaying depth => 3

I’m trying to display the menu of this website http://www.fpcnyc.org/#sthash.vesWvq8l.dpbs

to have a depth of 3.

<?php wp_nav_menu(array('theme_location' => 'menu-1', 'depth' => 3)); ?>

But nothing is happening.

I have noticed the sidebars support depth 3. you can see under “who we are > our values.” on this page. http://www.fpcnyc.org/about-us/who-we-are.html#sthash.usbHa2bg.dpbs

In the functions.php there isn’t anything presetting depth.
How do i achive my goal?