Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/12/2012.
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
VAAPX (Vanguard Asset Allocation Inv ) | NA | 0.03% | 14.08% | -1.24% | 3.53% | 5.78% | NA | 6.17% |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
VAAPX (Vanguard Asset Allocation Inv ) | 02/01/1996 | 04/12/2012 |
The return data shown below all have the same latest date: 04/12/2012.
AR inception is since 02/01/1996.
AR inception is since 02/01/1996.
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 0.03 | 14.08 | -1.24 | 3.53 | 5.78 | NA | 6.17 | 4.68 | -0.42 | 15.51 | 17.94 | -36.41 | 6.57 | 16.03 | 4.99 | 11.08 | 26.50 | -15.45 | -5.30 | 4.85 | 5.26 | 25.41 | 27.33 | 12.21 |
Sharpe Ratio | NA | 0.00 | 0.93 | -0.08 | 0.12 | NA | NA | 0.24 | 5.81 | -0.02 | 1.25 | 0.76 | -0.91 | 0.26 | 1.29 | 0.28 | 1.10 | 1.60 | -0.71 | -0.49 | 0.07 | 0.18 | 1.54 | 2.01 | 0.94 |
Standard Deviation(%) | NA | 18.50 | 15.16 | 24.08 | 19.99 | NA | NA | 17.53 | 3.07 | 19.31 | 12.32 | 23.35 | 40.90 | 13.57 | 9.90 | 10.20 | 9.18 | 16.15 | 23.44 | 15.86 | 10.74 | 11.53 | 14.32 | 11.81 | 10.50 |
Draw Down(%) | NA | 17.41 | 17.41 | 52.77 | 52.77 | NA | NA | 52.77 | 0.36 | 17.41 | 9.30 | 25.45 | 47.29 | 7.70 | 6.92 | 7.07 | 6.32 | 13.80 | 27.47 | 20.26 | 7.47 | 7.71 | 11.72 | 7.76 | 5.63 |
Yield(%) | 0.00 | 1.61 | 2.20 | 1.63 | 2.13 | 4.46 | 3.92 | 4.90 | 0.00 | 1.66 | 1.78 | 1.95 | 1.85 | 2.37 | 2.21 | 1.85 | 2.14 | 1.50 | 1.81 | 2.61 | 5.47 | 7.56 | 9.16 | 9.81 | 10.07 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
VAAPX (Vanguard Asset Allocation Inv ) |
-14.17%
Feb 2006 - Feb 2009 |
-5.99%
Feb 2004 - Feb 2009 |
-1.51%
Feb 1999 - Feb 2009 |
5.24%
Nov 1996 - Nov 2011 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
VAAPX (Vanguard Asset Allocation Inv ) |
22.89%
Apr 1996 - Apr 1999 |
15.25%
Sep 2002 - Sep 2007 |
9.46%
Aug 1996 - Aug 2006 |
6.87%
Apr 1996 - Apr 2011 |
Annualized Rolling Returns Comparison Chart