Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VSGPX (Vanguard Structured Lg-Cap Gr Instl Plus ) | NA | 15.98% | 2.78% | NA | NA | NA | NA | … | … |
Data as of 04/04/2011, Common starting date is 10/06/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VSGPX (Vanguard Structured Lg-Cap Gr Instl Plus ) | 10/06/2006 | 04/04/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 15.98 | 2.78 | NA | NA | NA | NA | … | … | 6.07 | 15.34 | 35.03 | -39.05 | 10.52 | 4.97 |
| Sharpe Ratio | NA | 0.99 | 0.09 | NA | NA | NA | NA | … | … | 2.37 | 0.87 | 1.45 | -1.03 | 0.48 | 2.37 |
| Standard Deviation(%) | NA | 17.01 | 27.92 | NA | NA | NA | NA | … | … | 10.99 | 17.54 | 24.12 | 38.82 | 15.64 | 8.46 |
| Draw Down(%) | NA | 15.36 | 49.44 | NA | NA | NA | NA | … | … | 3.08 | 15.36 | 21.62 | 49.03 | 9.97 | 2.07 |
| Yield(%) | 0.00 | 1.73 | 1.30 | 1.56 | 0.78 | 0.52 | 0.39 | … | … | 0.00 | 1.80 | 1.78 | 1.09 | 3.20 | 0.40 |
Data as of 04/04/2011, Common starting date is 10/06/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VSGPX (Vanguard Structured Lg-Cap Gr Instl Plus ) |
-8.41%
Jun 2007 – Jun 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VSGPX (Vanguard Structured Lg-Cap Gr Instl Plus ) |
4.00%
Mar 2008 – Mar 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart