Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 08/30/2019.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Vanguard All Index Funds Investor Class Tactical Asset Allocation Moderate | NA | 1.56% | 6.82% | 6.00% | 9.43% | 11.07% | NA | 11.14% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard All Index Funds Investor Class Tactical Asset Allocation Moderate | 12/31/2000 | 11/11/2019 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 08/30/2019.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.45 | 1.56 | 6.82 | 6.00 | 9.43 | 11.07 | NA | 11.14 | 11.52 | -2.15 | 10.96 | 10.49 | -1.20 | 6.62 | 14.58 | 11.34 | 3.68 | 20.82 | 15.43 | 5.03 | 19.50 | 14.97 | 12.36 | 13.26 | 27.27 | 10.05 | -0.40 |
| Sharpe Ratio | NA | 0.70 | 0.87 | 0.68 | 0.85 | NA | NA | 1.05 | 1.51 | -0.37 | 1.82 | 1.20 | -0.13 | 0.86 | 1.84 | 1.48 | 0.24 | 1.59 | 1.30 | 0.61 | 1.33 | 1.19 | 1.38 | 1.32 | 4.43 | 1.68 | -0.41 |
| Standard Deviation(%) | NA | 7.82 | 7.49 | 8.13 | 9.57 | NA | NA | 9.16 | 6.80 | 9.48 | 5.67 | 8.55 | 9.47 | 7.63 | 7.89 | 7.63 | 15.05 | 13.07 | 11.82 | 6.68 | 12.37 | 9.86 | 7.37 | 9.32 | 6.01 | 5.32 | 6.59 |
| Draw Down(%) | NA | 7.79 | 12.50 | 12.50 | 14.58 | NA | NA | 14.58 | 3.99 | 12.50 | 3.16 | 5.08 | 10.94 | 6.78 | 7.33 | 5.19 | 14.58 | 8.73 | 6.97 | 4.95 | 9.04 | 12.85 | 5.14 | 14.41 | 2.60 | 2.99 | 7.30 |
| Yield(%) | NA | 3.56 | 2.62 | 3.05 | 3.45 | NA | NA | 0.00 | 2.08 | 3.08 | 2.09 | 3.21 | 2.67 | 4.01 | 5.37 | 4.02 | 3.25 | 4.09 | 5.47 | 4.44 | 5.47 | 4.08 | 4.32 | 4.37 | 7.14 | 6.41 | 5.01 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard All Index Funds Investor Class Tactical Asset Allocation Moderate |
4.32%
Jun 2014 - Jun 2017 |
4.79%
Dec 2013 - Dec 2018 |
8.75%
Sep 2009 - Sep 2019 |
10.18%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard All Index Funds Investor Class Tactical Asset Allocation Moderate |
20.03%
Oct 2004 - Oct 2007 |
17.96%
Mar 2003 - Mar 2008 |
15.13%
Apr 2001 - Apr 2011 |
12.40%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart