Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VSLVX (Vanguard Structured Lg-Cap Val Inst Plus ) | NA | 9.94% | -3.73% | NA | NA | NA | NA | … | … |
Data as of 01/21/2011, Common starting date is 01/22/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VSLVX (Vanguard Structured Lg-Cap Val Inst Plus ) | 01/22/2007 | 01/21/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.94 | -3.73 | NA | NA | NA | NA | … | … | 0.00 | 10.20 | 15.55 | -37.39 | -0.08 |
| Sharpe Ratio | NA | 0.52 | -0.13 | NA | NA | NA | NA | … | … | 0.00 | 0.52 | 0.50 | -0.87 | -0.18 |
| Standard Deviation(%) | NA | 19.05 | 32.88 | NA | NA | NA | NA | … | … | NA | 19.50 | 30.85 | 44.12 | 17.27 |
| Draw Down(%) | NA | 16.54 | 55.88 | NA | NA | NA | NA | … | … | 0.00 | 16.54 | 32.72 | 49.44 | 13.17 |
| Yield(%) | 0.00 | 2.28 | 2.11 | 2.81 | 1.41 | 0.94 | 0.70 | … | … | 0.00 | 2.24 | 2.58 | 2.57 | 8.89 |
Data as of 01/21/2011, Common starting date is 01/22/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VSLVX (Vanguard Structured Lg-Cap Val Inst Plus ) |
-14.14%
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 |
|---|---|---|---|---|
| VSLVX (Vanguard Structured Lg-Cap Val Inst Plus ) |
-7.27%
Dec 2007 – Dec 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart