Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VIBSX (Vanguard Interm-Term Bond Index Signal) | NA | 4.93% | 4.10% | 5.15% | 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 |
|---|---|---|
| VIBSX (Vanguard Interm-Term Bond 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 (%) | -0.34 | 4.93 | 4.10 | 5.15 | NA | NA | NA | … | … | 6.56 | -3.43 | 7.02 | 10.74 | 6.47 | 2.10 | 0.00 | 3.55 |
| Sharpe Ratio | NA | 1.28 | 0.93 | 1.00 | NA | NA | NA | … | … | 2.12 | -0.71 | 1.77 | 1.73 | 1.05 | 0.26 | -0.11 | 0.61 |
| Standard Deviation(%) | NA | 3.83 | 4.37 | 5.13 | NA | NA | NA | … | … | 3.77 | 4.89 | 3.96 | 6.21 | 6.09 | 7.70 | 8.18 | 5.54 |
| Draw Down(%) | NA | 1.78 | 7.40 | 7.40 | NA | NA | NA | … | … | 1.73 | 7.40 | 2.18 | 2.62 | 6.03 | 5.08 | 12.29 | 2.45 |
| Yield(%) | 0.00 | 3.65 | 4.51 | 4.00 | 2.13 | 1.42 | 1.07 | … | … | 2.26 | 3.92 | 5.32 | 5.50 | 1.92 | 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 |
|---|---|---|---|---|
| VIBSX (Vanguard Interm-Term Bond Index Signal) |
2.14%
Feb 2008 – Feb 2011 |
4.46%
Dec 2008 – Dec 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VIBSX (Vanguard Interm-Term Bond Index Signal) |
9.59%
Oct 2008 – Oct 2011 |
6.95%
Oct 2008 – Oct 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart