Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VGRSX (Vanguard REIT Index Signal) | NA | 13.80% | 13.71% | 18.61% | NA | NA | NA | … | … |
Data as of 10/28/2014, Common starting date is 05/31/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VGRSX (Vanguard REIT Index Signal) | 05/31/2007 | 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 (%) | 0.73 | 13.80 | 13.71 | 18.61 | NA | NA | NA | … | … | 22.28 | 2.43 | 17.67 | 8.62 | 26.32 | 22.45 | -40.70 | -22.13 |
| Sharpe Ratio | NA | 1.21 | 0.91 | 0.85 | NA | NA | NA | … | … | 2.51 | 0.15 | 1.30 | 0.28 | 0.93 | 0.33 | -0.55 | -1.28 |
| Standard Deviation(%) | NA | 11.39 | 15.04 | 21.87 | NA | NA | NA | … | … | 10.97 | 15.56 | 13.70 | 30.28 | 28.25 | 67.14 | 74.89 | 29.23 |
| Draw Down(%) | NA | 9.07 | 17.99 | 22.99 | NA | NA | NA | … | … | 7.60 | 17.99 | 9.09 | 22.99 | 17.89 | 42.14 | 64.65 | 23.26 |
| Yield(%) | 0.00 | 4.00 | 4.30 | 5.22 | 1.27 | 0.85 | 0.64 | … | … | 2.81 | 4.19 | 4.00 | 3.64 | 2.38 | 0.00 | 0.00 | 0.00 |
Data as of 10/28/2014, Common starting date is 05/31/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VGRSX (Vanguard REIT Index Signal) |
-13.15%
Jun 2007 – Jun 2010 |
-0.80%
Oct 2007 – Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VGRSX (Vanguard REIT Index Signal) |
40.75%
Mar 2009 – Mar 2012 |
27.58%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart