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 Strategic Asset Allocation – Optimal Moderate | NA | 11.80% | 5.96% | 4.63% | 7.09% | 6.59% | NA | … | … |
Data as of 10/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard All Funds And ETFs Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.38 | 11.80 | 5.96 | 4.63 | 7.09 | 6.59 | NA | … | … | 18.22 | -6.78 | 11.60 | 5.87 | -0.78 | 6.57 | 10.43 | 12.80 | -0.80 | 13.92 | 30.28 | -26.06 | 8.68 | 13.70 | 9.58 | 12.49 | 23.48 | -4.08 | 0.31 |
| Sharpe Ratio | NA | 2.60 | 0.59 | 0.48 | 0.66 | NA | NA | … | … | 2.60 | -0.51 | 2.43 | 0.68 | -0.09 | 1.04 | 1.40 | 1.77 | -0.06 | 1.14 | 1.49 | -1.08 | 0.51 | 1.48 | 1.19 | 1.63 | 2.72 | -0.45 | -0.21 |
| Standard Deviation(%) | NA | 6.47 | 10.21 | 9.53 | 9.74 | NA | NA | … | … | 6.47 | 15.79 | 4.52 | 8.28 | 8.57 | 6.33 | 7.44 | 7.21 | 14.16 | 12.15 | 20.29 | 24.95 | 11.18 | 7.01 | 6.22 | 7.09 | 8.39 | 11.39 | 9.65 |
| Draw Down(%) | NA | 3.20 | 17.91 | 17.91 | 17.91 | NA | NA | … | … | 3.20 | 17.91 | 2.16 | 6.75 | 8.85 | 5.12 | 8.10 | 5.29 | 14.27 | 9.47 | 17.79 | 37.60 | 7.66 | 7.18 | 4.09 | 7.21 | 6.01 | 16.09 | 12.35 |
| Yield(%) | NA | 4.13 | 2.40 | 3.15 | 3.27 | NA | NA | … | … | 4.14 | 2.41 | 0.60 | 3.78 | 4.82 | 2.44 | 4.85 | 4.15 | 2.72 | 2.47 | 2.56 | 3.39 | 4.57 | 4.63 | 3.98 | 3.09 | 2.26 | 1.97 | 3.46 |
Data as of 10/31/2019, 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 Strategic Asset Allocation – Optimal Moderate |
-8.11%
Feb 2006 – Feb 2009 |
-1.20%
Feb 2004 – Feb 2009 |
4.93%
May 2007 – May 2017 |
6.03%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard All Funds And ETFs Strategic Asset Allocation – Optimal Moderate |
21.43%
Feb 2009 – Feb 2012 |
16.32%
Feb 2009 – Feb 2014 |
10.09%
Feb 2009 – Feb 2019 |
8.40%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart