Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VBSSX (Vanguard Short-Term Bond Index Signal) | NA | 1.33% | 1.41% | 2.16% | NA | NA | NA | … | … |
Data as of 10/28/2014, Common starting date is 03/27/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VBSSX (Vanguard Short-Term Bond Index Signal) | 03/27/2007 | 10/28/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.09 | 1.33 | 1.41 | 2.16 | NA | NA | NA | … | … | 1.48 | 0.17 | 2.06 | 3.08 | 3.83 | 4.39 | 5.51 | 5.13 |
| Sharpe Ratio | NA | 0.99 | 1.02 | 1.25 | NA | NA | NA | … | … | 1.30 | 0.10 | 1.66 | 1.60 | 1.70 | 1.45 | 1.08 | 1.40 |
| Standard Deviation(%) | NA | 1.32 | 1.35 | 1.69 | NA | NA | NA | … | … | 1.37 | 1.37 | 1.22 | 1.91 | 2.20 | 2.96 | 4.17 | 2.69 |
| Draw Down(%) | NA | 0.57 | 1.50 | 1.87 | NA | NA | NA | … | … | 0.57 | 1.50 | 0.66 | 0.85 | 1.87 | 1.22 | 2.44 | 1.02 |
| Yield(%) | 0.00 | 1.41 | 1.71 | 2.00 | 2.00 | 1.34 | 1.00 | … | … | 0.91 | 1.49 | 1.86 | 2.48 | 2.56 | 2.98 | 3.90 | 3.13 |
Data as of 10/28/2014, Common starting date is 03/27/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VBSSX (Vanguard Short-Term Bond Index Signal) |
1.17%
Aug 2011 – Aug 2014 |
2.06%
Sep 2009 – Sep 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VBSSX (Vanguard Short-Term Bond Index Signal) |
6.03%
Jun 2007 – Jun 2010 |
4.68%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart