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 Strategic Asset Allocation – Optimal Moderate | NA | 4.51% | 0.11% | 2.88% | 4.56% | 4.84% | 5.04% | … | … |
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 Strategic Asset Allocation – Optimal 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 (%) | 1.76 | 4.51 | 0.11 | 2.88 | 4.56 | 4.84 | 5.04 | … | … | 2.73 | -14.20 | 4.51 | 13.61 | 18.22 | -6.41 | 11.69 | 7.51 | -2.37 | 6.07 | 9.88 | 11.23 | -0.94 | 13.60 | 24.71 | -25.50 | 6.31 | 11.45 | 5.42 | 8.96 | 17.55 | -12.44 | 9.46 |
| Sharpe Ratio | NA | 0.22 | -0.23 | 0.17 | 0.29 | NA | NA | … | … | -0.12 | -1.16 | 0.51 | 0.65 | 2.60 | -0.83 | 2.46 | 0.86 | -0.26 | 0.92 | 1.36 | 1.54 | -0.07 | 1.12 | 1.22 | -1.02 | 0.29 | 1.17 | 0.48 | 1.11 | 1.69 | -0.91 | 1.34 |
| Standard Deviation(%) | NA | 9.09 | 10.36 | 12.68 | 10.46 | NA | NA | … | … | 8.17 | 13.40 | 8.76 | 20.68 | 6.48 | 9.27 | 4.49 | 8.47 | 9.14 | 6.59 | 7.24 | 7.24 | 14.69 | 12.03 | 20.14 | 25.79 | 11.36 | 7.02 | 6.79 | 7.23 | 9.99 | 14.96 | 5.34 |
| Draw Down(%) | NA | 7.12 | 21.48 | 23.85 | 23.85 | NA | NA | … | … | 7.12 | 21.42 | 5.30 | 23.85 | 3.13 | 13.13 | 2.01 | 6.54 | 9.80 | 5.03 | 6.93 | 5.48 | 13.56 | 8.72 | 18.31 | 36.37 | 6.90 | 6.35 | 4.29 | 6.18 | 8.08 | 20.62 | 2.44 |
| Yield(%) | NA | 3.02 | 3.17 | 2.97 | 2.60 | NA | NA | … | … | 2.09 | 2.43 | 2.09 | 4.20 | 3.49 | 1.81 | 0.75 | 3.79 | 2.50 | 2.57 | 2.37 | 3.25 | 2.34 | 3.13 | 2.91 | 1.92 | 2.66 | 2.66 | 1.23 | 0.84 | 0.76 | 0.79 | 2.23 |
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 Strategic Asset Allocation – Optimal Moderate |
-9.13%
Feb 2006 – Feb 2009 |
-2.89%
Feb 2004 – Feb 2009 |
3.48%
Oct 2013 – Oct 2023 |
3.30%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| For Test Vanguard ETFs Strategic Asset Allocation – Optimal Moderate |
19.27%
Feb 2009 – Feb 2012 |
14.68%
Feb 2009 – Feb 2014 |
9.32%
Feb 2009 – Feb 2019 |
6.80%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart