Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 10/28/2014.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VBTSX (Vanguard Total Bond Market Index Signal) | NA | 4.36% | 2.95% | 4.20% | NA | NA | NA | 5.03% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VBTSX (Vanguard Total Bond Market Index Signal) | 08/29/2006 | 10/28/2014 |
The return data shown below all have the same latest date: 10/28/2014.
AR inception is since 08/29/2006.
AR inception is since 08/29/2006.
| 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 (%) | -0.27 | 4.36 | 2.95 | 4.20 | NA | NA | NA | 5.03 | 5.15 | -2.13 | 4.15 | 7.69 | 6.24 | 6.04 | 5.16 | 7.01 | 1.23 |
| Sharpe Ratio | NA | 1.54 | 0.94 | 1.17 | NA | NA | NA | 1.03 | 2.24 | -0.64 | 1.48 | 1.76 | 1.51 | 1.29 | 0.67 | 1.02 | 0.11 |
| Standard Deviation(%) | NA | 2.81 | 3.11 | 3.56 | NA | NA | NA | 4.15 | 2.79 | 3.40 | 2.79 | 4.35 | 4.07 | 4.62 | 6.27 | 3.95 | 2.98 |
| Draw Down(%) | NA | 1.29 | 4.98 | 4.98 | NA | NA | NA | 5.42 | 1.29 | 4.98 | 1.45 | 1.72 | 3.40 | 2.17 | 5.42 | 2.47 | 1.20 |
| Yield(%) | 0.00 | 2.71 | 3.06 | 3.37 | 3.16 | 2.10 | 1.58 | 3.95 | 1.99 | 2.68 | 3.29 | 3.79 | 3.77 | 4.26 | 4.77 | 5.08 | 0.42 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VBTSX (Vanguard Total Bond Market Index Signal) |
2.32%
Sep 2011 - Sep 2014 |
3.97%
Sep 2009 - Sep 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VBTSX (Vanguard Total Bond Market Index Signal) |
8.84%
Oct 2008 - Oct 2011 |
6.88%
Jul 2007 - Jul 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart