Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VSBMX (VANGUARD STRUCTURED BROAD MARKET INSTITUTIONAL SHARES) | NA | 25.80% | 12.08% | 15.63% | 8.35% | NA | NA | … | … |
Data as of 03/02/2017, Common starting date is 10/03/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VSBMX (VANGUARD STRUCTURED BROAD MARKET INSTITUTIONAL SHARES) | 10/03/2006 | 03/02/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.53 | 25.80 | 12.08 | 15.63 | 8.35 | NA | NA | … | … | -36.01 | -28.62 | -6.44 | -0.35 | 28.80 | 14.70 | 2.34 | 13.64 | 23.16 | -39.86 | 0.90 | 6.72 |
| Sharpe Ratio | NA | -1.27 | -1.16 | -0.96 | -0.85 | NA | NA | … | … | -0.73 | -1.39 | -1.44 | -1.10 | 0.77 | -0.29 | -0.66 | -0.26 | 0.16 | -1.44 | -1.27 | 0.93 |
| Standard Deviation(%) | NA | 68.24 | 42.00 | 33.72 | 30.61 | NA | NA | … | … | 129.43 | 45.15 | 17.33 | 17.09 | 13.29 | 13.21 | 24.52 | 18.93 | 27.75 | 41.05 | 16.71 | 8.21 |
| Draw Down(%) | NA | 61.13 | 65.17 | 65.17 | 65.17 | NA | NA | … | … | 40.80 | 35.50 | 13.59 | 15.54 | 6.59 | 10.94 | 20.51 | 16.02 | 27.63 | 49.59 | 10.95 | 2.02 |
| Yield(%) | 0.00 | 72.58 | 29.35 | 25.86 | 13.44 | 9.45 | 7.09 | … | … | 40.61 | 41.25 | 9.57 | 15.02 | 7.11 | 2.44 | 1.95 | 1.94 | 2.03 | 1.48 | 2.66 | 0.00 |
Data as of 03/02/2017, Common starting date is 10/03/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VSBMX (VANGUARD STRUCTURED BROAD MARKET INSTITUTIONAL SHARES) |
-11.44%
Jun 2007 – Jun 2010 |
-1.47%
May 2007 – May 2012 |
7.26%
Nov 2006 – Nov 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VSBMX (VANGUARD STRUCTURED BROAD MARKET INSTITUTIONAL SHARES) |
26.73%
Feb 2009 – Feb 2012 |
24.73%
Feb 2009 – Feb 2014 |
8.17%
Feb 2007 – Feb 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart