Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Vanguard All Index and Active Funds Investor Class Tactical Asset Allocation Moderate | NA | 0.91% | 5.41% | 4.75% | 8.68% | 10.29% | NA | … | … |
Data as of 08/30/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard All Index and Active Funds Investor Class Tactical Asset Allocation Moderate | 12/31/2000 | 11/11/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.43 | 0.91 | 5.41 | 4.75 | 8.68 | 10.29 | NA | … | … | 11.05 | -1.56 | 10.83 | 6.71 | -0.89 | 5.36 | 13.84 | 14.39 | 2.68 | 17.07 | 24.07 | -3.69 | 16.31 | 16.42 | 13.68 | 13.25 | 30.35 | 5.36 | 4.39 |
| Sharpe Ratio | NA | 0.93 | 0.81 | 0.61 | 0.79 | NA | NA | … | … | 1.52 | -0.30 | 1.83 | 0.79 | -0.10 | 0.69 | 1.78 | 1.83 | 0.18 | 1.30 | 2.10 | -1.01 | 1.03 | 1.36 | 1.59 | 1.35 | 4.91 | 1.16 | 0.52 |
| Standard Deviation(%) | NA | 7.48 | 7.41 | 7.99 | 9.52 | NA | NA | … | … | 6.45 | 9.55 | 5.57 | 8.28 | 9.33 | 7.75 | 7.78 | 7.85 | 14.92 | 13.08 | 11.41 | 4.59 | 12.90 | 9.67 | 7.26 | 9.13 | 6.04 | 3.66 | 4.00 |
| Draw Down(%) | NA | 7.56 | 11.03 | 11.03 | 15.15 | NA | NA | … | … | 4.28 | 11.03 | 2.84 | 5.67 | 10.40 | 6.79 | 8.20 | 5.01 | 15.15 | 8.41 | 6.50 | 9.88 | 10.34 | 12.32 | 5.09 | 13.89 | 2.54 | 4.09 | 3.89 |
| Yield(%) | NA | 4.14 | 2.77 | 3.32 | 3.38 | NA | NA | … | … | 2.54 | 3.22 | 2.36 | 3.03 | 2.73 | 4.48 | 4.81 | 3.54 | 2.71 | 3.49 | 4.90 | 3.34 | 4.95 | 4.04 | 4.69 | 4.24 | 6.12 | 5.73 | 5.09 |
Data as of 08/30/2019, 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 All Index and Active Funds Investor Class Tactical Asset Allocation Moderate |
3.03%
Jun 2014 – Jun 2017 |
3.98%
Dec 2013 – Dec 2018 |
7.94%
Sep 2009 – Sep 2019 |
9.62%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard All Index and Active Funds Investor Class Tactical Asset Allocation Moderate |
21.13%
Jan 2003 – Jan 2006 |
18.51%
Oct 2002 – Oct 2007 |
14.51%
Apr 2003 – Apr 2013 |
12.00%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart