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VGLSX: GLOBAL STRATEGY FUND GLOBAL STRATEGY FUND (MUTUAL FUND)
Basic Info 9.71 0.01(0.10%) March 28
Asset Class: | World Allocation |
MyPlanIQ Rating: | (90%) |
Start Date: | 12/20/2005 |
Last Dividend Date: | 03/07/2023 |
12-Mo. Yield | 9.20% |
Expenses | 0.78% |
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Performance Analytics (As of 03/22/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 09/08/2006 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.1 | 7.3 | 20.9 | 3.1 | 3.0 | 2.6 | 6.8 | 5.1 | 15.5 | -16.8 | 4.0 | 3.9 | 9.8 | -8.3 | 13.6 | 5.6 | -4.8 | 1.8 | 18.9 | 19.4 | -2.2 | 11.8 | 24.0 | -20.8 | 10.1 | 19.1 | 0.6 |
Sharpe Ratio | NA | 4.38 | 2.24 | 0.11 | 0.12 | 0.14 | NA | 0.35 | 1.37 | -1.32 | 0.47 | 0.2 | 1.11 | -1.0 | 2.13 | 0.39 | -0.39 | 0.21 | 2.08 | 1.71 | -0.12 | 0.83 | 1.45 | -1.05 | 0.56 | 1.59 | 3.8 |
Draw Down(%) | NA | 1.4 | 7.3 | 23.1 | 23.1 | 24.7 | NA | 37.1 | 7.3 | 22.5 | 6.0 | 21.4 | 7.5 | 14.9 | 2.6 | 11.2 | 14.6 | 8.2 | 7.4 | 11.2 | 17.2 | 11.5 | 18.9 | 31.0 | 9.3 | 8.7 | 0.4 |
Standard Deviation(%) | NA | 7.5 | 7.9 | 10.2 | 11.9 | 11.2 | NA | 12.8 | 8.3 | 13.8 | 8.5 | 18.0 | 7.5 | 9.6 | 6.1 | 13.9 | 12.3 | 8.8 | 9.0 | 11.4 | 18.1 | 14.1 | 16.6 | 20.6 | 12.8 | 10.0 | 5.4 |
Treynor Ratio | NA | 0.38 | 0.19 | 0.02 | 0.03 | 0.02 | NA | 0.05 | 0.13 | -0.25 | 0.07 | 3.05 | 0.11 | -0.11 | 0.11 | 0.04 | -0.03 | 0.01 | 0.17 | 0.15 | -0.02 | 0.1 | 0.22 | -0.23 | 0.05 | 0.15 | 0.2 |
Alpha | NA | 0.05 | 0.02 | 0.01 | 0.0 | 0.0 | NA | 0.0 | 0.01 | -0.02 | 0.0 | 0.02 | -0.01 | -0.01 | -0.01 | 0.0 | -0.01 | 0.0 | 0.01 | 0.02 | 0.01 | 0.0 | 0.0 | 0.0 | -0.04 | 0.01 | 0.05 |
Beta | NA | 0.87 | 0.91 | 0.76 | 0.54 | 0.73 | NA | 0.94 | 0.85 | 0.74 | 0.54 | 0.01 | 0.76 | 0.91 | 1.2 | 1.54 | 1.43 | 1.24 | 1.14 | 1.3 | 1.19 | 1.19 | 1.11 | 0.96 | 1.4 | 1.09 | 1.03 |
RSquared | NA | 0.91 | 0.86 | 0.71 | 0.31 | 0.43 | NA | 0.65 | 0.77 | 0.68 | 0.35 | 0.0 | 0.34 | 0.65 | 0.6 | 0.89 | 0.9 | 0.9 | 0.89 | 0.9 | 0.92 | 0.84 | 0.86 | 0.9 | 0.78 | 0.67 | 0.86 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 09/08/2006
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See World Allocation Asset Class Trend Rankings |
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