Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Vanguard All Index and Active Funds Investor Class Rebuild Strategic Asset Allocation – Optimal Moderate | NA | 11.49% | 5.80% | 4.35% | 6.75% | 6.80% | 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 Index and Active Funds Investor Class Rebuild 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 (%) | 0.33 | 11.49 | 5.80 | 4.35 | 6.75 | 6.80 | NA | … | … | 18.40 | -6.17 | 10.64 | 5.18 | -1.36 | 7.44 | 10.29 | 11.83 | -2.31 | 13.97 | 30.91 | -24.82 | 9.50 | 14.67 | 10.97 | 16.86 | 25.33 | -1.96 | 2.36 |
| Sharpe Ratio | NA | 2.62 | 0.87 | 0.57 | 0.72 | NA | NA | … | … | 2.62 | -0.85 | 2.13 | 0.63 | -0.17 | 1.22 | 1.43 | 1.67 | -0.18 | 1.14 | 1.59 | -1.10 | 0.63 | 1.41 | 1.36 | 2.17 | 3.56 | -0.32 | 0.01 |
| Standard Deviation(%) | NA | 6.48 | 6.90 | 7.42 | 8.56 | NA | NA | … | … | 6.48 | 8.83 | 4.71 | 7.93 | 8.33 | 6.09 | 7.17 | 7.05 | 13.12 | 12.14 | 19.44 | 23.43 | 10.30 | 8.05 | 6.49 | 7.34 | 6.93 | 9.53 | 8.96 |
| Draw Down(%) | NA | 2.86 | 12.09 | 12.09 | 13.64 | NA | NA | … | … | 2.86 | 12.09 | 2.17 | 6.32 | 9.72 | 5.05 | 8.16 | 5.18 | 13.64 | 8.83 | 16.49 | 36.46 | 7.22 | 8.80 | 4.23 | 8.19 | 6.04 | 15.73 | 11.39 |
| Yield(%) | NA | 3.21 | 1.94 | 2.51 | 2.81 | NA | NA | … | … | 3.22 | 2.22 | 0.31 | 3.40 | 3.38 | 3.85 | 3.58 | 3.32 | 2.37 | 2.27 | 2.68 | 4.23 | 4.13 | 4.29 | 4.12 | 3.46 | 2.81 | 2.90 | 3.53 |
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 Index and Active Funds Investor Class Rebuild Strategic Asset Allocation – Optimal Mode |
-7.37%
Feb 2006 – Feb 2009 |
0.60%
Feb 2004 – Feb 2009 |
4.85%
Oct 2007 – Oct 2017 |
6.43%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard All Index and Active Funds Investor Class Rebuild Strategic Asset Allocation – Optimal Mode |
21.19%
Mar 2003 – Mar 2006 |
16.66%
Oct 2002 – Oct 2007 |
10.39%
Mar 2003 – Mar 2013 |
8.79%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart