Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VERSX (Vanguard Emerging Mkts Stock Idx Signal) | NA | 0.41% | 1.91% | 4.04% | NA | NA | NA | 2.96% |
Data as of 10/28/2014, AR inception is 01/16/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VERSX (Vanguard Emerging Mkts Stock Idx Signal) | 01/16/2007 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.03 | 0.41 | 1.91 | 4.04 | NA | NA | NA | 2.96 | 3.45 | -5.02 | 18.83 | -18.66 | 18.96 | 73.99 | -55.09 | 38.91 |
| Sharpe Ratio | NA | 0.03 | 0.12 | 0.21 | NA | NA | NA | 0.08 | 0.34 | -0.36 | 1.16 | -0.72 | 0.89 | 2.28 | -1.10 | 1.56 |
| Standard Deviation(%) | NA | 12.13 | 15.60 | 19.07 | NA | NA | NA | 27.75 | 12.24 | 14.05 | 16.37 | 26.01 | 21.22 | 32.45 | 50.84 | 24.21 |
| Draw Down(%) | NA | 12.04 | 17.40 | 29.81 | NA | NA | NA | 67.07 | 11.02 | 17.39 | 17.40 | 29.81 | 16.91 | 24.47 | 63.95 | 17.52 |
| Yield(%) | 0.00 | 2.80 | 3.08 | 2.52 | 1.27 | 0.84 | 0.63 | 1.81 | 2.40 | 2.50 | 2.50 | 1.86 | 1.91 | 0.00 | 0.00 | 0.00 |
Data as of 10/28/2014, AR inception is 01/16/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VERSX (Vanguard Emerging Mkts Stock Idx Signal) |
-7.13%
Oct 2007 - Oct 2010 |
-5.50%
Oct 2007 - Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VERSX (Vanguard Emerging Mkts Stock Idx Signal) |
31.78%
Feb 2009 - Feb 2012 |
16.13%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart