Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Vanguard-VA-Clone Tactical Asset Allocation Moderate | NA | 24.73% | 6.76% | 9.88% | 7.14% | 8.12% | 8.93% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard-VA-Clone 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 (%) | -1.56 | 24.73 | 6.76 | 9.88 | 7.14 | 8.12 | 8.93 | … | … | 0.61 | 14.24 | 15.25 | -9.19 | 14.90 | 15.86 | 11.93 | -3.83 | 12.09 | 8.11 | -5.32 | 6.10 | 8.22 | 14.40 | 2.03 | 18.77 | 15.65 | 7.31 | 7.14 | 19.83 | 5.28 | 11.89 | 19.93 | 2.32 | 6.47 |
| Sharpe Ratio | NA | 0.95 | 0.29 | 0.56 | 0.50 | NA | NA | … | … | 0.05 | 0.80 | 1.34 | -0.84 | 1.70 | 0.75 | 1.74 | -0.55 | 2.75 | 0.93 | -0.56 | 0.87 | 1.05 | 2.02 | 0.14 | 1.50 | 1.33 | 2.15 | 0.40 | 2.11 | 0.43 | 1.31 | 3.50 | 0.17 | 0.55 |
| Standard Deviation(%) | NA | 9.54 | 10.29 | 12.92 | 10.67 | NA | NA | … | … | 10.98 | 9.59 | 8.20 | 12.58 | 8.76 | 20.94 | 6.03 | 9.33 | 4.16 | 8.48 | 9.56 | 7.04 | 7.82 | 7.09 | 14.60 | 12.44 | 11.71 | 2.97 | 10.48 | 7.84 | 7.17 | 8.34 | 5.49 | 7.01 | 7.54 |
| Draw Down(%) | NA | 6.31 | 13.81 | 20.97 | 20.97 | NA | NA | … | … | 0.94 | 6.31 | 6.34 | 15.33 | 4.58 | 20.97 | 3.30 | 10.62 | 1.41 | 6.05 | 10.54 | 5.29 | 9.27 | 4.69 | 12.43 | 7.29 | 5.77 | 2.23 | 6.44 | 5.86 | 4.52 | 9.56 | 1.91 | 13.14 | 8.79 |
| Yield(%) | NA | 2.31 | 2.16 | 1.89 | 2.13 | NA | NA | … | … | NA | 1.53 | 2.14 | 1.99 | 1.17 | 1.63 | 2.75 | 1.76 | 2.35 | 2.67 | 2.08 | 2.78 | 1.61 | 4.11 | 3.09 | 3.36 | 4.16 | 3.56 | 3.06 | 3.57 | 2.92 | 2.63 | 3.47 | 3.24 | 2.86 |
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-VA-Clone Tactical Asset Allocation Moderate |
1.63%
Apr 2013 – Apr 2016 |
2.03%
Mar 2015 – Mar 2020 |
5.15%
Sep 2012 – Sep 2022 |
6.95%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard-VA-Clone Tactical Asset Allocation Moderate |
15.45%
May 2008 – May 2011 |
14.52%
Oct 2005 – Oct 2010 |
12.71%
Apr 2003 – Apr 2013 |
10.08%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart