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 Funds Investor Class Asset Allocation Composite Moderate | NA | 6.22% | 6.81% | 5.58% | 8.60% | 9.12% | 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 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 (%) | 1.56 | 6.22 | 6.81 | 5.58 | 8.60 | 9.12 | NA | … | … | 15.47 | -2.67 | 11.36 | 6.80 | -3.15 | 11.43 | 12.97 | 12.07 | 4.40 | 12.16 | 16.00 | 0.61 | 8.40 | 13.84 | 9.52 | 14.32 | 21.11 | 12.46 | 5.45 |
| Sharpe Ratio | NA | 1.29 | 1.00 | 0.69 | 0.93 | NA | NA | … | … | 2.10 | -0.45 | 1.94 | 1.04 | -0.41 | 1.82 | 1.73 | 1.65 | 0.32 | 1.18 | 1.36 | -0.04 | 0.53 | 1.43 | 1.12 | 1.73 | 3.10 | 2.17 | 0.51 |
| Standard Deviation(%) | NA | 7.57 | 7.17 | 7.16 | 8.36 | NA | NA | … | … | 6.75 | 8.89 | 5.54 | 6.37 | 7.78 | 6.29 | 7.46 | 7.30 | 13.53 | 10.27 | 11.71 | 7.81 | 10.14 | 7.39 | 6.59 | 7.72 | 6.58 | 5.24 | 6.18 |
| Draw Down(%) | NA | 7.23 | 10.33 | 10.33 | 11.65 | NA | NA | … | … | 2.76 | 10.33 | 2.97 | 5.35 | 9.48 | 4.18 | 6.61 | 5.77 | 11.65 | 7.90 | 8.07 | 5.82 | 6.43 | 7.82 | 3.93 | 9.52 | 3.48 | 2.99 | 5.42 |
| Yield(%) | NA | 3.57 | 3.25 | 3.72 | 3.70 | NA | NA | … | … | 1.66 | 3.72 | 3.42 | 3.42 | 4.42 | 3.94 | 5.48 | 3.57 | 3.16 | 3.69 | 4.01 | 4.18 | 3.79 | 5.37 | 3.69 | 4.02 | 5.17 | 6.77 | 5.74 |
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 Funds Investor Class Asset Allocation Composite Moderate |
3.52%
Mar 2015 – Mar 2018 |
4.55%
Dec 2013 – Dec 2018 |
7.76%
May 2007 – May 2017 |
8.37%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard All Index Funds Investor Class Asset Allocation Composite Moderate |
16.96%
Apr 2003 – Apr 2006 |
15.08%
May 2002 – May 2007 |
12.03%
Apr 2001 – Apr 2011 |
10.37%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart