Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P SMA 200d VFINX Monthly | NA | 27.56% | 3.27% | 10.76% | 7.86% | 9.96% | 9.89% | 10.32% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P SMA 200d VFINX Monthly | 03/31/1981 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 03/31/1981.
AR inception is since 03/31/1981.
| 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 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.79 | 27.56 | 3.27 | 10.76 | 7.86 | 9.96 | 9.89 | 10.32 | NA | 24.84 | 9.79 | -20.07 | 28.54 | 14.22 | 10.50 | -6.30 | 21.66 | 10.42 | -4.24 | 13.52 | 32.17 | 15.82 | -1.87 | 9.04 | 22.90 | 0.93 | 5.39 | 15.64 | 4.77 | 9.67 | 22.92 | -5.13 | 2.33 | -0.33 | 14.19 | 12.31 | 33.18 | 22.87 | 37.45 | -2.63 | 9.12 | 8.21 | 17.16 | -15.64 | 31.40 | 5.50 | -5.48 | 9.30 | 22.60 | 3.96 | 17.07 | 23.97 | -1.75 |
| Sharpe Ratio | NA | 1.52 | -0.01 | 0.56 | 0.51 | NA | NA | 0.58 | 0.04 | 1.44 | 0.47 | -1.81 | 2.18 | 0.84 | 0.86 | -0.47 | 3.15 | 1.08 | -0.32 | 1.19 | 2.90 | 1.24 | -0.11 | 0.66 | 1.70 | 0.15 | 0.15 | 1.23 | 0.25 | 0.81 | 2.01 | -1.30 | 0.01 | -0.24 | 0.66 | 0.55 | 1.63 | 1.65 | 4.33 | -0.73 | 0.82 | 0.60 | 0.99 | -1.89 | 1.97 | 0.09 | -0.31 | 0.31 | 1.49 | -0.40 | 0.81 | 1.31 | -1.20 |
| Standard Deviation(%) | NA | 12.66 | 12.10 | 13.33 | 12.55 | NA | NA | 13.01 | 14.06 | 12.66 | 11.72 | 11.83 | 13.08 | 16.59 | 10.62 | 16.22 | 6.68 | 9.46 | 13.54 | 11.39 | 11.07 | 12.74 | 17.23 | 13.65 | 13.44 | 0.03 | 16.02 | 10.04 | 10.29 | 10.78 | 11.05 | 4.81 | 0.05 | 18.76 | 16.67 | 16.34 | 18.21 | 11.77 | 7.77 | 7.66 | 8.61 | 9.69 | 13.55 | 11.04 | 13.06 | 8.94 | 31.07 | 16.55 | 11.67 | 6.84 | 13.62 | 12.60 | 7.63 |
| Draw Down(%) | NA | 8.45 | 23.44 | 24.54 | 24.54 | NA | NA | 33.08 | 1.11 | 8.45 | 9.97 | 21.75 | 5.13 | 13.84 | 9.27 | 20.89 | 2.60 | 5.53 | 12.05 | 7.30 | 5.59 | 9.60 | 17.48 | 12.09 | 6.93 | 0.00 | 9.88 | 7.47 | 7.01 | 7.47 | 4.41 | 7.08 | 0.00 | 11.13 | 10.36 | 19.20 | 10.79 | 7.45 | 2.50 | 7.13 | 4.82 | 5.64 | 5.57 | 22.44 | 7.35 | 6.58 | 33.08 | 11.63 | 7.51 | 4.57 | 7.02 | 6.72 | 6.84 |
| Yield(%) | NA | 2.59 | 1.90 | 1.71 | 1.78 | NA | NA | 2.81 | NA | 0.65 | 2.55 | 1.25 | 1.48 | 1.29 | 1.87 | 1.94 | 2.01 | 1.65 | 1.47 | 1.98 | 2.20 | 2.31 | 0.89 | 0.91 | 1.93 | 0.93 | 1.93 | 1.85 | 1.80 | 1.60 | 1.60 | 0.96 | 2.33 | 1.73 | 2.38 | 2.03 | 2.76 | 2.66 | 3.17 | 2.38 | 2.86 | 3.13 | 2.26 | 3.03 | 7.41 | 5.40 | 2.92 | 3.94 | 4.68 | 7.29 | 5.04 | 8.85 | 7.72 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P SMA 200d VFINX Monthly |
-3.95%
Aug 1987 - Aug 1990 |
1.31%
Aug 1987 - Aug 1992 |
5.53%
Jun 1999 - Jun 2009 |
8.01%
Jun 1998 - Jun 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P SMA 200d VFINX Monthly |
32.67%
Mar 1995 - Mar 1998 |
23.60%
Dec 1994 - Dec 1999 |
15.19%
Aug 1990 - Aug 2000 |
13.05%
Jul 1982 - Jul 1997 |
Annualized Rolling Returns Comparison Chart