Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P High Yield Bond Alpha VWEHX | 0.84% | 6.99% | 5.10% | 5.43% | 4.46% | 5.28% | 7.14% | 7.35% |
Data as of 03/31/2025, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P High Yield Bond Alpha VWEHX | 12/31/2000 | 06/27/2025 |
| 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 (%) | 0.05 | 6.99 | 5.10 | 5.43 | 4.46 | 5.28 | 7.14 | 7.35 | 0.84 | 7.60 | 9.63 | -4.00 | 3.32 | 5.13 | 11.65 | -0.28 | 3.87 | 10.97 | -1.49 | 4.59 | 5.68 | 13.32 | 3.49 | 10.80 | 35.76 | 9.07 | 6.18 | 7.51 | 3.69 | 6.03 | 11.73 | 7.21 | 9.44 |
| Sharpe Ratio | NA | 3.68 | 1.32 | 0.86 | 0.88 | NA | NA | 1.87 | 0.98 | 1.42 | 1.18 | -0.96 | 1.80 | 0.85 | 3.83 | -0.81 | 1.45 | 2.79 | -0.70 | 2.24 | 2.66 | 4.79 | 1.21 | 3.25 | 6.43 | 2.63 | 1.34 | 1.91 | 0.72 | 1.81 | 4.00 | 2.32 | 2.48 |
| Standard Deviation(%) | NA | 1.91 | 4.19 | 3.92 | 3.70 | NA | NA | 3.27 | 1.71 | 2.81 | 5.07 | 5.67 | 1.83 | 5.73 | 2.65 | 2.05 | 2.22 | 3.86 | 2.17 | 2.04 | 2.12 | 2.77 | 2.87 | 3.29 | 5.54 | 3.08 | 2.26 | 2.14 | 1.99 | 2.78 | 2.75 | 2.62 | 2.83 |
| Draw Down(%) | NA | 0.73 | 4.46 | 9.46 | 9.46 | NA | NA | 9.46 | 0.54 | 1.61 | 4.46 | 9.46 | 0.98 | 7.37 | 0.81 | 2.03 | 1.81 | 2.26 | 3.98 | 1.31 | 1.92 | 1.36 | 2.97 | 2.06 | 3.31 | 1.37 | 1.89 | 1.40 | 1.36 | 3.70 | 1.76 | 1.55 | 2.04 |
| Yield(%) | NA | 6.05 | 4.39 | 4.11 | 3.77 | NA | NA | 4.60 | NA | 2.74 | 5.20 | 2.89 | 3.15 | 3.58 | 4.54 | 3.33 | 3.37 | 4.48 | 2.30 | 3.78 | 3.95 | 5.59 | 3.60 | 5.32 | 8.27 | 3.58 | 4.77 | 5.44 | 4.46 | 6.29 | 4.89 | 4.38 | 5.85 |
Data as of 03/31/2025, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P High Yield Bond Alpha VWEHX |
0.51%
Jun 2019 - Jun 2022 |
2.00%
Jun 2017 - Jun 2022 |
3.53%
Oct 2013 - Oct 2023 |
5.24%
Apr 2010 - Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P High Yield Bond Alpha VWEHX |
19.33%
Feb 2008 - Feb 2011 |
14.25%
Nov 2008 - Nov 2013 |
10.77%
Oct 2002 - Oct 2012 |
8.86%
Feb 2002 - Feb 2017 |
Annualized Rolling Returns Comparison Chart