Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Vanguard Bond ETF Tactical Asset Allocation Moderate | NA | 4.77% | 1.16% | 2.35% | 2.19% | 2.94% | 3.22% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard Bond ETF 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 (%) | -0.12 | 4.77 | 1.16 | 2.35 | 2.19 | 2.94 | 3.22 | … | … | 0.13 | 3.48 | 3.61 | -3.50 | -1.33 | 9.39 | 11.56 | -2.33 | -0.34 | 1.94 | 0.18 | 4.71 | -2.54 | 7.15 | 8.79 | 5.72 | 4.09 | 7.15 | 2.48 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | -1.71 | -1.53 | -0.07 | 0.14 | NA | NA | … | … | 0.14 | -1.82 | -0.34 | -2.81 | -1.08 | 1.29 | 2.35 | -2.18 | -0.46 | 0.44 | 0.03 | 1.38 | -0.88 | 1.95 | 1.46 | 0.88 | 0.65 | 0.86 | -0.14 | 2.84 | 0.96 | 0.31 | 0.05 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 1.71 | 1.79 | 3.51 | 3.51 | NA | NA | … | … | 0.51 | 1.71 | 1.90 | 1.74 | 1.26 | 7.08 | 4.31 | 1.67 | 2.10 | 3.90 | 4.57 | 3.39 | 2.91 | 3.65 | 6.01 | 6.39 | 6.16 | 7.21 | 3.71 | 0.01 | 0.02 | 0.02 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 1.01 | 4.02 | 9.51 | 9.51 | NA | NA | … | … | 0.00 | 1.01 | 0.87 | 4.32 | 1.74 | 9.51 | 2.95 | 3.05 | 2.55 | 5.37 | 3.79 | 2.10 | 4.69 | 2.17 | 2.92 | 5.02 | 2.94 | 3.89 | 3.44 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 3.87 | 2.37 | 2.51 | 2.22 | NA | NA | … | … | NA | 1.39 | 3.94 | 1.45 | 0.76 | 2.36 | 3.69 | 1.26 | 0.63 | 2.33 | 2.63 | 2.72 | 1.31 | 3.61 | 3.57 | 3.45 | 3.89 | 3.88 | 3.85 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
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 Bond ETF Tactical Asset Allocation Moderate |
-1.03%
Jul 2020 – Jul 2023 |
-0.10%
Apr 2013 – Apr 2018 |
1.52%
Oct 2012 – Oct 2022 |
2.84%
Oct 2003 – Oct 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard Bond ETF Tactical Asset Allocation Moderate |
8.54%
Oct 2008 – Oct 2011 |
6.83%
Oct 2007 – Oct 2012 |
4.58%
Jan 2005 – Jan 2015 |
4.09%
Jul 2005 – Jul 2020 |
Annualized Rolling Returns Comparison Chart