Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Vanguard Variable Annuity Strategic Asset Allocation - Optimal Moderate | NA | 23.08% | 3.83% | 7.46% | 6.40% | 7.59% | 7.03% | 6.99% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard Variable Annuity Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -0.98 | 23.08 | 3.83 | 7.46 | 6.40 | 7.59 | 7.03 | 6.99 | NA | 10.35 | 13.57 | -11.64 | 9.52 | 14.05 | 17.90 | -5.31 | 11.13 | 7.13 | 0.17 | 7.61 | 14.07 | 11.47 | -1.16 | 14.05 | 27.53 | -23.31 | 8.11 | 14.98 | 6.15 | 10.75 | 23.94 | -4.98 | -1.35 |
| Sharpe Ratio | NA | 0.65 | -0.03 | 0.35 | 0.46 | NA | NA | 0.49 | 0.02 | 0.50 | 1.19 | -0.99 | 1.16 | 0.72 | 2.65 | -0.72 | 2.49 | 0.87 | 0.02 | 1.16 | 2.05 | 1.42 | -0.08 | 1.17 | 1.46 | -1.03 | 0.52 | 1.62 | 0.62 | 1.36 | 2.89 | -0.53 | -0.36 |
| Standard Deviation(%) | NA | 7.40 | 9.83 | 12.09 | 10.03 | NA | NA | 11.12 | 7.96 | 7.47 | 7.83 | 13.12 | 8.21 | 19.29 | 6.22 | 9.13 | 4.22 | 7.96 | 8.59 | 6.53 | 6.85 | 8.03 | 14.45 | 11.97 | 18.83 | 23.61 | 9.81 | 7.22 | 6.37 | 7.22 | 8.03 | 11.40 | 10.23 |
| Draw Down(%) | NA | 4.32 | 18.30 | 23.08 | 23.08 | NA | NA | 37.51 | 0.68 | 4.32 | 7.10 | 18.64 | 4.97 | 23.08 | 3.11 | 11.70 | 1.33 | 6.30 | 8.15 | 4.73 | 5.69 | 6.89 | 13.69 | 8.61 | 17.03 | 34.86 | 5.82 | 5.90 | 4.13 | 7.89 | 6.92 | 15.33 | 13.88 |
| Yield(%) | NA | 3.05 | 3.52 | 3.22 | 2.78 | NA | NA | 2.98 | NA | 1.06 | 2.44 | 4.04 | 2.92 | 2.91 | 2.85 | 3.37 | 0.51 | 3.32 | 2.12 | 2.37 | 3.01 | 2.42 | 2.53 | 2.52 | 3.38 | 3.02 | 4.05 | 3.49 | 3.10 | 3.22 | 3.19 | 3.21 | 3.44 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Vanguard Variable Annuity Strategic Asset Allocation - Optimal Moderate |
-6.71%
Feb 2006 - Feb 2009 |
-0.79%
Feb 2004 - Feb 2009 |
5.08%
Oct 2013 - Oct 2023 |
4.87%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard Variable Annuity Strategic Asset Allocation - Optimal Moderate |
20.14%
Feb 2009 - Feb 2012 |
16.26%
Feb 2009 - Feb 2014 |
10.41%
Feb 2009 - Feb 2019 |
9.30%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart