Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VBASX (Vanguard Balanced Index Signal) | NA | 9.13% | 11.66% | 11.61% | NA | NA | NA | 7.19% |
Data as of 10/28/2014, AR inception is 08/29/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VBASX (Vanguard Balanced Index Signal) | 08/29/2006 | 10/28/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.60 | 9.13 | 11.66 | 11.61 | NA | NA | NA | 7.19 | 6.29 | 18.10 | 11.55 | 4.26 | 13.25 | 20.17 | -22.12 | 6.29 | 5.97 |
| Sharpe Ratio | NA | 1.42 | 1.52 | 1.22 | NA | NA | NA | 0.50 | 1.17 | 2.64 | 1.58 | 0.31 | 1.25 | 1.21 | -0.98 | 0.36 | 2.96 |
| Standard Deviation(%) | NA | 6.40 | 7.63 | 9.47 | NA | NA | NA | 12.88 | 6.57 | 6.84 | 7.35 | 13.61 | 10.57 | 16.53 | 23.42 | 9.12 | 5.17 |
| Draw Down(%) | NA | 4.06 | 5.78 | 10.79 | NA | NA | NA | 35.88 | 4.06 | 4.67 | 5.30 | 10.79 | 8.80 | 17.46 | 31.80 | 5.47 | 1.03 |
| Yield(%) | 0.00 | 2.02 | 2.35 | 2.78 | 2.19 | 1.46 | 1.10 | 2.74 | 1.46 | 2.11 | 2.33 | 2.37 | 2.60 | 3.16 | 2.84 | 3.18 | 0.90 |
Data as of 10/28/2014, AR inception is 08/29/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VBASX (Vanguard Balanced Index Signal) |
-2.20%
Jun 2007 - Jun 2010 |
2.71%
Sep 2006 - Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VBASX (Vanguard Balanced Index Signal) |
19.27%
Feb 2009 - Feb 2012 |
16.48%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart