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 Asset Allocation Composite Moderate | NA | 5.03% | 6.54% | 5.28% | 7.94% | 8.40% | NA | … | … |
Data as of 08/30/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard All Index and Active Funds Investor Class Asset Allocation Composite Moderate | 12/31/2000 | 11/11/2019 |
| 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 (%) | 1.60 | 5.03 | 6.54 | 5.28 | 7.94 | 8.40 | NA | … | … | 15.00 | -3.32 | 12.74 | 5.23 | -3.24 | 11.73 | 13.18 | 11.73 | 3.94 | 5.56 | 18.72 | -1.92 | 5.70 | 13.51 | 10.48 | 15.23 | 21.71 | 3.07 | 2.31 |
| Sharpe Ratio | NA | 1.24 | 0.96 | 0.65 | 0.82 | NA | NA | … | … | 2.03 | -0.52 | 2.29 | 0.80 | -0.45 | 1.87 | 1.72 | 1.59 | 0.27 | 0.53 | 1.64 | -0.66 | 0.25 | 1.35 | 1.27 | 1.95 | 3.51 | 1.32 | 0.01 |
| Standard Deviation(%) | NA | 7.53 | 7.16 | 7.03 | 8.54 | NA | NA | … | … | 6.75 | 9.00 | 5.28 | 6.27 | 7.33 | 6.26 | 7.64 | 7.36 | 14.66 | 10.30 | 11.34 | 4.34 | 10.74 | 7.54 | 6.56 | 7.32 | 5.99 | 1.50 | 0.05 |
| Draw Down(%) | NA | 7.11 | 10.92 | 10.92 | 12.31 | NA | NA | … | … | 2.71 | 10.92 | 2.36 | 5.75 | 9.07 | 4.22 | 8.40 | 5.86 | 12.31 | 8.09 | 5.99 | 6.39 | 6.70 | 7.83 | 4.02 | 8.73 | 2.74 | 1.01 | 0.00 |
| Yield(%) | NA | 3.47 | 3.19 | 3.50 | 3.27 | NA | NA | … | … | 2.00 | 3.49 | 3.54 | 2.90 | 3.31 | 4.60 | 3.74 | 3.88 | 2.78 | 1.90 | 2.49 | 0.89 | 4.68 | 6.10 | 3.69 | 3.65 | 2.84 | 1.19 | 2.31 |
Data as of 08/30/2019, 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 Asset Allocation Composite Moderate |
3.27%
Jun 2006 – Jun 2009 |
4.40%
Dec 2013 – Dec 2018 |
6.71%
Jan 2007 – Jan 2017 |
7.74%
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 Asset Allocation Composite Moderate |
18.19%
Apr 2003 – Apr 2006 |
14.23%
Oct 2002 – Oct 2007 |
11.19%
Apr 2003 – Apr 2013 |
9.57%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart