Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Vanguard All Active Funds Investor Class Tactical Asset Allocation Moderate | NA | 15.73% | -1.71% | 2.38% | 3.59% | 4.60% | 5.43% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard All Active Funds Investor Class 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 (%) | -0.99 | 15.73 | -1.71 | 2.38 | 3.59 | 4.60 | 5.43 | … | … | 0.79 | 1.13 | 9.67 | -15.97 | 7.43 | 7.40 | 11.66 | -0.88 | 8.99 | 6.45 | -1.12 | 8.64 | 7.84 | 1.42 | 6.91 | 8.61 | 8.99 | 4.89 | 8.24 | 11.81 | 3.42 | 11.51 | 11.10 | 3.86 | 4.59 |
| Sharpe Ratio | NA | -0.30 | -0.53 | -0.10 | 0.19 | NA | NA | … | … | 0.07 | -0.41 | 0.65 | -1.88 | 0.75 | 0.68 | 2.68 | -0.30 | 1.83 | 1.72 | -0.26 | 1.41 | 1.77 | 0.24 | 0.64 | 0.90 | 1.26 | 0.62 | 0.59 | 1.36 | 0.20 | 1.60 | 1.64 | 0.59 | 0.32 |
| Standard Deviation(%) | NA | 13.37 | 10.57 | 10.43 | 8.16 | NA | NA | … | … | 9.90 | 13.36 | 8.39 | 9.24 | 9.84 | 10.57 | 3.83 | 7.28 | 4.57 | 3.63 | 4.43 | 6.11 | 4.41 | 5.58 | 10.79 | 9.46 | 7.07 | 6.44 | 8.90 | 6.29 | 6.12 | 6.62 | 6.36 | 4.68 | 7.10 |
| Draw Down(%) | NA | 10.74 | 17.78 | 20.11 | 20.11 | NA | NA | … | … | 0.78 | 10.74 | 8.04 | 16.69 | 5.16 | 15.10 | 1.81 | 6.91 | 2.56 | 2.62 | 5.14 | 4.72 | 5.06 | 5.55 | 5.26 | 8.98 | 6.29 | 5.27 | 7.14 | 7.59 | 6.33 | 6.95 | 10.43 | 3.61 | 6.81 |
| Yield(%) | NA | 6.72 | 6.18 | 5.45 | 4.46 | NA | NA | … | … | NA | 0.90 | 6.23 | 4.44 | 6.88 | 3.64 | 5.82 | 3.61 | 0.44 | 4.47 | 4.35 | 4.43 | 5.44 | 4.49 | 3.91 | 3.73 | 5.02 | 4.36 | 6.40 | 4.50 | 5.11 | 2.98 | 5.20 | 5.02 | 6.21 |
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 Active Funds Investor Class Tactical Asset Allocation Moderate |
-2.32%
Dec 2021 – Dec 2024 |
0.47%
Sep 2018 – Sep 2023 |
2.99%
Oct 2013 – Oct 2023 |
4.27%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard All Active Funds Investor Class Tactical Asset Allocation Moderate |
10.98%
Feb 2009 – Feb 2012 |
9.94%
Oct 2002 – Oct 2007 |
8.25%
Apr 2001 – Apr 2011 |
7.44%
Jul 2003 – Jul 2018 |
Annualized Rolling Returns Comparison Chart