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 Strategic Asset Allocation – Equal Weight Moderate | NA | 27.20% | 7.83% | 6.93% | 6.11% | 5.72% | 6.78% | … | … |
Data as of 03/31/2021, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard-VA-Clone Strategic Asset Allocation – Equal Weight Moderate | 12/31/2000 | 06/29/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.85 | 27.20 | 7.83 | 6.93 | 6.11 | 5.72 | 6.78 | … | … | 7.12 | 9.60 | 16.75 | -6.51 | 9.73 | 4.80 | -0.05 | 5.54 | 11.10 | 11.83 | 1.26 | 12.11 | 21.73 | -20.05 | 2.78 | 17.83 | 7.22 | 13.28 | 21.14 | -3.35 | 6.20 |
| Sharpe Ratio | NA | 2.30 | 0.66 | 0.63 | 0.63 | NA | NA | … | … | 0.94 | 0.48 | 2.60 | -0.95 | 2.23 | 0.52 | -0.01 | 0.88 | 1.66 | 1.94 | 0.09 | 1.12 | 1.14 | -1.00 | -0.02 | 1.93 | 0.70 | 1.70 | 2.67 | -0.42 | 0.51 |
| Standard Deviation(%) | NA | 8.67 | 12.61 | 10.49 | 9.74 | NA | NA | … | … | 7.58 | 19.46 | 5.90 | 8.24 | 4.08 | 8.81 | 9.04 | 6.28 | 6.66 | 6.07 | 13.21 | 10.71 | 18.96 | 20.94 | 8.99 | 7.54 | 7.23 | 7.25 | 7.67 | 10.66 | 7.66 |
| Draw Down(%) | NA | 5.20 | 21.61 | 21.61 | 21.61 | NA | NA | … | … | 2.59 | 21.61 | 2.63 | 12.08 | 2.07 | 7.21 | 7.57 | 4.45 | 6.19 | 4.84 | 12.05 | 7.53 | 18.00 | 32.38 | 6.49 | 6.08 | 4.23 | 7.48 | 6.57 | 13.68 | 10.18 |
| Yield(%) | NA | 0.93 | 1.68 | 1.83 | 2.57 | NA | NA | … | … | 0.29 | 1.41 | 2.46 | 1.67 | 0.64 | 4.73 | 2.48 | 3.25 | 2.88 | 4.32 | 3.59 | 4.02 | 4.60 | 3.45 | 3.64 | 3.16 | 3.03 | 2.03 | 2.25 | 1.87 | 2.03 |
Data as of 03/31/2021, 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 Strategic Asset Allocation – Equal Weight Moderate |
-6.59%
Feb 2006 – Feb 2009 |
0.01%
Feb 2004 – Feb 2009 |
4.38%
Jan 2007 – Jan 2017 |
5.15%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard-VA-Clone Strategic Asset Allocation – Equal Weight Moderate |
18.21%
Feb 2009 – Feb 2012 |
14.59%
Feb 2009 – Feb 2014 |
8.99%
Feb 2009 – Feb 2019 |
7.86%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart