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 Funds Investor Class Rebuild Tactical Asset Allocation Moderate | NA | 16.69% | 4.37% | 8.41% | 6.13% | 6.74% | 8.34% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard All Index Funds Investor Class Rebuild 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 (%) | -1.44 | 16.69 | 4.37 | 8.41 | 6.13 | 6.74 | 8.34 | … | … | 0.41 | 3.34 | 13.89 | -8.76 | 12.75 | 16.74 | 12.16 | -2.85 | 12.24 | 6.18 | -6.05 | 7.80 | 10.02 | 7.09 | -0.52 | 11.12 | 23.70 | -5.04 | 14.00 | 21.09 | 14.14 | 11.43 | 22.57 | 7.69 | 8.57 |
| Sharpe Ratio | NA | -0.18 | -0.09 | 0.54 | 0.50 | NA | NA | … | … | 0.03 | -0.38 | 1.36 | -1.01 | 1.33 | 1.83 | 1.71 | -0.61 | 2.36 | 0.87 | -0.97 | 1.29 | 1.41 | 1.45 | -0.05 | 0.83 | 1.97 | -0.89 | 0.87 | 1.80 | 1.48 | 1.08 | 3.62 | 1.04 | 1.14 |
| Standard Deviation(%) | NA | 8.51 | 8.63 | 8.94 | 7.71 | NA | NA | … | … | 11.07 | 8.59 | 7.08 | 10.00 | 9.59 | 9.02 | 6.27 | 6.79 | 4.91 | 6.84 | 6.29 | 6.04 | 7.09 | 4.86 | 11.43 | 13.25 | 11.99 | 6.71 | 12.62 | 9.89 | 8.07 | 9.74 | 6.04 | 6.35 | 5.50 |
| Draw Down(%) | NA | 6.44 | 11.80 | 13.41 | 13.41 | NA | NA | … | … | 0.93 | 6.44 | 6.30 | 13.35 | 5.83 | 4.77 | 2.79 | 9.17 | 2.06 | 7.08 | 10.49 | 5.25 | 7.21 | 3.49 | 10.84 | 8.93 | 5.22 | 9.59 | 9.10 | 11.80 | 5.84 | 14.51 | 2.85 | 7.26 | 3.87 |
| Yield(%) | NA | 3.79 | 2.84 | 4.99 | 3.72 | NA | NA | … | … | NA | 0.98 | 3.56 | 2.53 | 1.50 | 10.51 | 6.66 | 1.94 | 0.24 | 4.01 | 2.74 | 3.33 | 1.91 | 2.54 | 0.60 | 2.72 | 3.99 | 2.77 | 3.58 | 3.47 | 3.88 | 3.44 | 5.73 | 4.26 | 6.73 |
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 All Index Funds Investor Class Rebuild Tactical Asset Allocation Moderate |
2.20%
Jun 2014 – Jun 2017 |
3.19%
Feb 2011 – Feb 2016 |
5.06%
Apr 2010 – Apr 2020 |
5.85%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard All Index Funds Investor Class Rebuild Tactical Asset Allocation Moderate |
20.87%
Oct 2004 – Oct 2007 |
18.12%
Oct 2002 – Oct 2007 |
13.03%
Apr 2001 – Apr 2011 |
9.91%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart