Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| For Test Vanguard ETFs Tactical Asset Allocation Moderate | NA | 3.72% | 2.92% | 1.30% | 3.10% | 5.31% | 6.41% | … | … |
Data as of 08/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| For Test Vanguard ETFs Tactical Asset Allocation Moderate | 12/31/2000 | 11/08/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 2.61 | 3.72 | 2.92 | 1.30 | 3.10 | 5.31 | 6.41 | … | … | 3.52 | -14.43 | 12.00 | 5.97 | 8.76 | -5.33 | 12.16 | 4.94 | -5.46 | 3.53 | 10.43 | 13.32 | 4.16 | 12.01 | 15.61 | -0.77 | 14.74 | 11.96 | 8.71 | 10.61 | 15.20 | 0.81 | 2.31 |
| Sharpe Ratio | NA | -0.22 | -0.02 | 0.06 | 0.19 | NA | NA | … | … | -0.02 | -1.70 | 1.17 | 0.42 | 1.42 | -0.84 | 1.99 | 0.71 | -0.84 | 0.51 | 1.37 | 2.31 | 0.39 | 0.90 | 1.23 | -0.23 | 0.81 | 0.79 | 0.71 | 1.13 | 2.14 | -0.13 | 0.01 |
| Standard Deviation(%) | NA | 8.25 | 9.36 | 9.70 | 8.36 | NA | NA | … | … | 8.50 | 9.29 | 10.24 | 13.50 | 5.18 | 7.92 | 5.81 | 6.68 | 6.54 | 6.89 | 7.57 | 5.75 | 10.68 | 13.21 | 12.65 | 7.24 | 14.55 | 10.99 | 9.25 | 8.52 | 6.79 | 2.36 | 0.05 |
| Draw Down(%) | NA | 7.25 | 18.11 | 19.98 | 19.98 | NA | NA | … | … | 7.25 | 14.70 | 5.91 | 19.98 | 2.71 | 11.89 | 2.33 | 4.83 | 9.32 | 6.60 | 8.22 | 3.85 | 8.96 | 8.71 | 5.83 | 6.75 | 9.24 | 13.52 | 6.82 | 6.48 | 2.74 | 2.50 | 0.00 |
| Yield(%) | NA | 2.93 | 2.36 | 2.40 | 2.35 | NA | NA | … | … | 1.86 | 2.46 | 2.01 | 2.07 | 2.92 | 1.81 | 1.09 | 3.53 | 1.71 | 3.74 | 1.35 | 4.88 | 2.29 | 3.19 | 3.77 | 3.21 | 2.55 | 2.74 | 3.35 | 2.09 | 0.81 | 1.04 | 2.31 |
Data as of 08/31/2023, 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 |
|---|---|---|---|---|
| For Test Vanguard ETFs Tactical Asset Allocation Moderate |
-0.30%
Oct 2017 – Oct 2020 |
0.10%
Feb 2018 – Feb 2023 |
2.13%
Oct 2013 – Oct 2023 |
4.57%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| For Test Vanguard ETFs Tactical Asset Allocation Moderate |
15.47%
Oct 2004 – Oct 2007 |
13.23%
Oct 2002 – Oct 2007 |
11.14%
Apr 2003 – Apr 2013 |
8.86%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart