Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 02/28/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Vanguard ETFs Tactical Asset Allocation Moderate | -0.41% | 5.92% | 6.73% | 6.92% | 5.86% | 7.67% | 8.38% | 7.54% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard ETFs Tactical Asset Allocation Moderate | 12/31/2000 | 05/07/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 02/28/2025.
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 | YTD | 2024 | 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 (%) | -0.69 | 5.92 | 6.73 | 6.92 | 5.86 | 7.67 | 8.38 | 7.54 | -0.41 | 11.61 | 15.66 | -11.42 | 15.94 | 4.18 | 16.34 | -2.74 | 9.29 | 10.09 | -3.88 | 7.38 | 9.37 | 15.05 | 3.61 | 20.16 | 13.66 | -0.29 | 15.45 | 12.11 | 8.23 | 12.85 | 15.61 | -10.73 | 2.31 |
| Sharpe Ratio | NA | -0.26 | 0.21 | 0.57 | 0.37 | NA | NA | 0.55 | -0.23 | 0.44 | 1.19 | -1.05 | 1.53 | 0.18 | 2.36 | -0.42 | 1.52 | 1.05 | -0.40 | 0.92 | 1.11 | 2.05 | 0.24 | 1.45 | 1.04 | -0.12 | 0.85 | 0.76 | 0.69 | 1.40 | 2.20 | -1.05 | 0.01 |
| Standard Deviation(%) | NA | 12.92 | 11.61 | 11.54 | 11.69 | NA | NA | 11.01 | 15.33 | 11.46 | 9.62 | 12.23 | 10.41 | 21.96 | 6.34 | 9.58 | 5.69 | 9.45 | 9.83 | 8.00 | 8.43 | 7.31 | 14.98 | 13.88 | 13.09 | 10.30 | 14.66 | 11.68 | 8.82 | 8.48 | 6.79 | 11.23 | 0.05 |
| Draw Down(%) | NA | 15.87 | 15.87 | 18.03 | 30.09 | NA | NA | 30.09 | 12.99 | 8.40 | 8.06 | 17.98 | 5.33 | 30.09 | 3.18 | 10.07 | 2.51 | 5.36 | 11.55 | 6.28 | 10.54 | 4.50 | 13.27 | 8.83 | 6.94 | 12.05 | 9.76 | 13.50 | 7.47 | 6.38 | 2.64 | 20.66 | 0.00 |
| Yield(%) | NA | 1.95 | 2.83 | 2.52 | 2.58 | NA | NA | 0.00 | NA | 1.27 | 2.08 | 2.87 | 3.24 | 2.01 | 2.92 | 2.13 | 2.61 | 3.30 | 2.20 | 2.45 | 1.86 | 4.38 | 3.26 | 3.24 | 4.37 | 4.22 | 2.22 | 2.72 | 2.63 | 2.12 | 1.19 | 0.67 | 2.31 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard ETFs Tactical Asset Allocation Moderate |
0.67%
Sep 2019 - Sep 2022 |
1.73%
Mar 2015 - Mar 2020 |
4.60%
Apr 2013 - Apr 2023 |
6.30%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard ETFs Tactical Asset Allocation Moderate |
16.15%
Jun 2009 - Jun 2012 |
14.19%
Jun 2009 - Jun 2014 |
12.30%
Apr 2003 - Apr 2013 |
9.97%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart