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Vanguard Variable Annuity
Vanguard Variable Annuity Asset Allocation Composite Moderate
Vanguard Variable Annuity Asset Allocation Composite Moderate
live (public) 0.09% April 18
Delayed
Holdings (As of 02/29/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
General Bond | CASH (CASH) | 0.0% | CASH,VVA-Money Market | 34.44% |
General Bond | VBMFX (VANGUARD TOTAL BOND MARKET INDEX FUND INVESTOR SHARES) | 0.11% | VBMFX,VVA-Total Bond Market Idx | 4.80% |
US Equity | VTSMX (VANGUARD TOTAL STOCK MARKET INDEX FUND INVESTOR SHARES) | 0.55% | VTSMX,VVA-Ttl Stock Market Idx | 10.49% |
US Equity | VIGAX (VANGUARD GROWTH INDEX FUND ADMIRAL SHARES) | 0.81% | VIGAX,VVA-Growth | 11.13% |
CASH | CASH (CASH) | 0.0% | CASH,VVA-Money Market | 0.00% |
Real Estate | VGSLX (VANGUARD REIT INDEX FUND ADMIRAL SHARES) | 0.91% | VGSLX,VVA-REIT Index | 9.63% |
International Equity | VGTSX (VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND INVESTOR SHARES) | 0.32% | VGTSX,VVA-International | 29.51% |
* Day change on 02/29/2024.
Beta
Performance (As of 04/18/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Vanguard Variable Annuity Asset Allocation Composite Moderate | 0.5% | 7.2% | -0.0% | 4.8% | 5.1% | 7.2% |
VFINX (Vanguard (S&P 500) Index) | 5.5% | 22.3% | 7.7% | 13.3% | 12.5% | 14.5% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 1.5% | 12.4% | 2.1% | 7.5% | 7.6% | 9.6% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -2.3 | 0.5 | 7.2 | -0.0 | 4.8 | 5.1 | 7.2 | 7.6 | 8.2 | 5.3 | -11.1 | 11.9 | 10.2 | 19.4 | -4.1 | 12.5 | 7.3 | -3.9 | 9.1 | 12.4 | 11.3 | 1.9 | 9.1 | 21.7 | 1.9 | 4.8 | 16.4 | 8.2 | 14.5 | 22.8 | 7.3 | 7.4 |
Sharpe Ratio | NA | -0.08 | 0.49 | -0.28 | 0.4 | 0.55 | NA | NA | 0.9 | 0.14 | -1.35 | 1.47 | 1.22 | 2.92 | -0.64 | 2.44 | 1.15 | -0.55 | 1.45 | 1.65 | 1.56 | 0.13 | 0.9 | 2.17 | 0.14 | 0.18 | 1.88 | 0.91 | 1.89 | 3.57 | 1.58 | 1.06 |
Draw Down(%) | NA | 3.1 | 7.1 | 16.1 | 16.1 | 16.1 | NA | NA | 16.1 | 7.1 | 12.0 | 4.2 | 11.2 | 2.7 | 10.8 | 1.9 | 5.1 | 8.5 | 4.5 | 7.4 | 5.5 | 12.0 | 8.3 | 4.4 | 5.6 | 6.5 | 6.1 | 4.2 | 7.6 | 2.5 | 2.5 | 3.4 |
Standard Deviation(%) | NA | 6.7 | 7.1 | 8.1 | 8.0 | 7.3 | NA | NA | 7.8 | 7.9 | 9.2 | 8.1 | 8.2 | 6.2 | 8.5 | 4.9 | 6.2 | 7.1 | 6.3 | 7.5 | 7.2 | 14.0 | 10.1 | 9.9 | 7.1 | 10.2 | 7.0 | 6.6 | 7.2 | 6.2 | 3.9 | 4.8 |
Treynor Ratio | NA | -0.01 | 0.06 | -0.06 | 0.12 | 0.14 | NA | NA | 0.33 | 0.02 | -0.44 | 0.21 | 0.72 | 0.41 | -0.11 | 0.22 | 0.25 | -0.12 | 0.18 | 0.2 | 0.21 | 0.03 | 0.26 | 1.82 | -0.29 | 0.03 | 0.21 | 0.11 | 0.26 | 1.64 | -0.82 | -1.58 |
Alpha | NA | -0.03 | -0.02 | -0.02 | 0.0 | 0.0 | NA | NA | 0.02 | -0.03 | -0.03 | -0.01 | 0.03 | 0.02 | -0.01 | 0.01 | 0.02 | -0.02 | 0.01 | -0.02 | 0.02 | 0.01 | 0.02 | 0.07 | 0.0 | 0.0 | 0.02 | 0.02 | 0.03 | 0.07 | 0.02 | 0.02 |
Beta | NA | 0.53 | 0.55 | 0.36 | 0.26 | 0.3 | NA | NA | 0.22 | 0.51 | 0.28 | 0.56 | 0.14 | 0.44 | 0.47 | 0.54 | 0.29 | 0.32 | 0.5 | 0.62 | 0.54 | 0.58 | 0.35 | 0.12 | -0.03 | 0.6 | 0.62 | 0.56 | 0.52 | 0.13 | -0.08 | -0.03 |
RSquared | NA | 0.82 | 0.81 | 0.61 | 0.47 | 0.51 | NA | NA | 0.28 | 0.72 | 0.54 | 0.82 | 0.34 | 0.79 | 0.9 | 0.55 | 0.36 | 0.49 | 0.81 | 0.85 | 0.9 | 0.95 | 0.39 | 0.11 | 0.04 | 0.88 | 0.8 | 0.75 | 0.63 | 0.14 | 0.25 | 0.02 |
Sortino Ratio | NA | -0.11 | 0.71 | -0.38 | 0.54 | 0.74 | NA | NA | 1.27 | 0.19 | -1.73 | 2.11 | 1.6 | 4.38 | -0.82 | 3.6 | 1.57 | -0.72 | 2.11 | 2.35 | 2.4 | 0.18 | 1.26 | 3.32 | 0.19 | 0.24 | 2.92 | 1.33 | 2.71 | 5.74 | 2.37 | 1.57 |
Yield(%) | N/A | 0.83 | 3.86 | 2.76 | 2.68 | 3.1 | N/A | N/A | 3.74 | 3.33 | 2.72 | 1.6 | 2.07 | 3.52 | 4.73 | 3.0 | 4.86 | 1.87 | 3.17 | 2.82 | 3.64 | 2.91 | 2.82 | 4.22 | 4.46 | 4.71 | 5.18 | 3.44 | 3.38 | 4.39 | 5.71 | 6.57 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
The risk profile of this portfolio is 40%. The total allocation of the fixed income asset should be at least 40%.
The portfolio’s stock (risk asset) allocation can be dynamically reduced when stock or risk asset markets are in a downtrend.
This portfolio belongs to Vanguard Variable Annuity