Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VAARX (Vanguard Asset Allocation Adm ) | NA | 0.09% | 14.17% | -1.15% | 3.65% | NA | NA | … | … |
Data as of 04/12/2012, Common starting date is 08/13/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VAARX (Vanguard Asset Allocation Adm ) | 08/13/2001 | 04/12/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.09 | 14.17 | -1.15 | 3.65 | NA | NA | … | … | 4.72 | -0.34 | 15.59 | 18.09 | -36.36 | 6.69 | 16.12 | 5.11 | 11.18 | 26.71 | -15.25 | -0.70 |
| Sharpe Ratio | NA | 0.00 | 0.94 | -0.07 | 0.12 | NA | NA | … | … | 5.84 | -0.02 | 1.25 | 0.77 | -0.91 | 0.27 | 1.30 | 0.28 | 1.12 | 1.61 | -0.70 | -0.22 |
| Standard Deviation(%) | NA | 18.47 | 15.16 | 24.08 | 20.01 | NA | NA | … | … | 3.08 | 19.27 | 12.38 | 23.32 | 40.95 | 13.59 | 9.89 | 10.33 | 9.19 | 16.17 | 23.50 | 15.65 |
| Draw Down(%) | NA | 17.40 | 17.40 | 52.70 | 52.70 | NA | NA | … | … | 0.35 | 17.40 | 9.25 | 25.42 | 47.23 | 7.69 | 6.92 | 7.03 | 6.29 | 13.80 | 27.32 | 13.76 |
| Yield(%) | 0.00 | 1.84 | 2.38 | 1.73 | 2.28 | 1.56 | 1.17 | … | … | 0.00 | 1.91 | 1.86 | 2.06 | 1.95 | 2.47 | 2.33 | 1.96 | 2.24 | 1.64 | 2.07 | 1.36 |
Data as of 04/12/2012, Common starting date is 08/13/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VAARX (Vanguard Asset Allocation Adm ) |
-14.08%
Feb 2006 – Feb 2009 |
-5.89%
Feb 2004 – Feb 2009 |
2.93%
Nov 2001 – Nov 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VAARX (Vanguard Asset Allocation Adm ) |
19.84%
Feb 2009 – Feb 2012 |
15.37%
Sep 2002 – Sep 2007 |
3.64%
Feb 2002 – Feb 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart