Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Vanguard All Funds And ETFs Tactical Asset Allocation Moderate | NA | 17.00% | -0.92% | 5.70% | 4.60% | 5.92% | 7.04% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard All Funds And ETFs 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 (%) | -1.63 | 17.00 | -0.92 | 5.70 | 4.60 | 5.92 | 7.04 | … | … | 0.55 | 3.99 | 8.61 | -16.54 | 11.86 | 18.38 | 11.13 | -4.87 | 13.88 | 5.04 | -3.39 | 5.16 | 9.35 | 9.20 | 6.79 | 9.57 | 0.99 | -0.84 | 18.63 | 18.90 | 11.86 | 14.36 | 18.80 | 11.04 | 3.18 |
| Sharpe Ratio | NA | -0.10 | -0.50 | 0.22 | 0.31 | NA | NA | … | … | 0.04 | -0.27 | 0.52 | -1.76 | 1.13 | 1.90 | 1.40 | -0.73 | 2.27 | 0.75 | -0.55 | 0.78 | 1.23 | 1.48 | 0.50 | 0.71 | 0.05 | -0.14 | 0.89 | 1.27 | 1.13 | 1.74 | 2.20 | 1.72 | 0.11 |
| Standard Deviation(%) | NA | 9.77 | 9.43 | 9.73 | 8.40 | NA | NA | … | … | 13.45 | 9.78 | 8.30 | 10.19 | 10.45 | 9.56 | 6.97 | 8.44 | 5.83 | 6.41 | 6.22 | 6.63 | 7.57 | 6.19 | 13.45 | 13.39 | 16.72 | 12.55 | 17.53 | 12.28 | 8.58 | 7.71 | 8.22 | 5.76 | 7.73 |
| Draw Down(%) | NA | 5.81 | 16.95 | 19.59 | 19.59 | NA | NA | … | … | 1.20 | 5.81 | 7.80 | 17.07 | 5.46 | 5.01 | 2.71 | 11.89 | 2.55 | 4.71 | 8.62 | 6.41 | 7.48 | 4.32 | 10.70 | 8.76 | 15.73 | 11.13 | 11.32 | 14.40 | 5.97 | 8.36 | 6.91 | 4.62 | 6.96 |
| Yield(%) | NA | 2.73 | 2.97 | 5.60 | 4.25 | NA | NA | … | … | NA | 0.71 | 2.46 | 2.59 | 3.27 | 11.84 | 8.56 | 2.67 | 0.57 | 3.90 | 2.18 | 4.63 | 0.83 | 3.37 | 4.51 | 3.68 | 3.48 | 3.87 | 3.94 | 6.71 | 3.11 | 3.67 | 4.46 | 5.40 | 5.85 |
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 Funds And ETFs Tactical Asset Allocation Moderate |
-1.95%
Dec 2021 – Dec 2024 |
2.48%
May 2014 – May 2019 |
3.38%
Oct 2013 – Oct 2023 |
4.36%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard All Funds And ETFs Tactical Asset Allocation Moderate |
22.00%
Oct 2004 – Oct 2007 |
18.30%
Oct 2002 – Oct 2007 |
11.05%
Apr 2003 – Apr 2013 |
9.32%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart