Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Vanguard Variable Annuity Tactical Asset Allocation Moderate | NA | 14.82% | 2.83% | 5.78% | 6.85% | 7.49% | 8.15% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard Variable Annuity Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.36 | 14.82 | 2.83 | 5.78 | 6.85 | 7.49 | 8.15 | … | … | 0.77 | 0.10 | 14.05 | -10.94 | 17.87 | 2.44 | 21.53 | 4.69 | 16.30 | 1.22 | -1.21 | 6.84 | 20.04 | 12.97 | -3.12 | 6.88 | 17.98 | -0.60 | 4.17 | 12.80 | 12.76 | 17.15 | 27.14 | 2.19 | 2.62 |
| Sharpe Ratio | NA | -0.48 | -0.26 | 0.10 | 0.35 | NA | NA | … | … | 0.05 | -0.64 | 1.24 | -1.04 | 1.49 | 0.07 | 2.57 | 0.35 | 2.89 | 0.08 | -0.11 | 0.81 | 2.67 | 1.43 | -0.17 | 0.51 | 1.32 | -0.37 | 0.09 | 1.25 | 1.39 | 1.35 | 4.17 | 0.24 | 0.05 |
| Standard Deviation(%) | NA | 10.11 | 10.10 | 16.38 | 13.41 | NA | NA | … | … | 13.29 | 10.12 | 7.91 | 11.83 | 11.97 | 29.81 | 7.82 | 9.56 | 5.41 | 12.07 | 11.51 | 8.40 | 7.50 | 9.01 | 18.16 | 13.41 | 13.56 | 4.13 | 12.74 | 7.63 | 7.64 | 11.96 | 6.35 | 4.47 | 5.77 |
| Draw Down(%) | NA | 7.86 | 16.81 | 29.81 | 29.81 | NA | NA | … | … | 1.17 | 7.86 | 6.32 | 17.80 | 5.96 | 29.81 | 3.23 | 9.21 | 2.07 | 11.02 | 12.06 | 4.91 | 3.66 | 8.12 | 17.40 | 9.31 | 7.53 | 2.75 | 8.05 | 6.52 | 4.95 | 9.32 | 2.68 | 3.14 | 5.36 |
| Yield(%) | NA | 2.34 | 2.92 | 2.18 | 3.09 | NA | NA | … | … | NA | 1.48 | 2.03 | 3.84 | 1.36 | 0.91 | 2.93 | 6.90 | 1.64 | 4.85 | 2.88 | 3.53 | 0.54 | 1.90 | 1.96 | 2.68 | 4.97 | 3.07 | 6.12 | 3.08 | 3.62 | 4.56 | 5.82 | 3.92 | 5.55 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard Variable Annuity Tactical Asset Allocation Moderate |
0.56%
Dec 2021 – Dec 2024 |
4.13%
Sep 2006 – Sep 2011 |
6.00%
Oct 2006 – Oct 2016 |
6.34%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard Variable Annuity Tactical Asset Allocation Moderate |
20.69%
Mar 2003 – Mar 2006 |
15.43%
Oct 2002 – Oct 2007 |
11.33%
Apr 2003 – Apr 2013 |
9.95%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart