Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VFLRX (Vanguard FL Focused L/T Tax-Exempt Adm) | NA | -6.50% | 5.01% | 4.42% | 3.56% | NA | NA | 3.55% |
Data as of 01/16/2014, AR inception is 11/15/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VFLRX (Vanguard FL Focused L/T Tax-Exempt Adm) | 11/15/2001 | 01/16/2014 |
| 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 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -6.50 | 5.01 | 4.42 | 3.56 | NA | NA | 3.55 | 0.00 | -5.66 | 7.71 | 10.64 | 1.40 | 14.56 | -4.99 | 3.53 | 4.60 | 2.69 | 4.17 | 3.92 | 5.21 | -3.25 |
| Sharpe Ratio | NA | -1.98 | 1.75 | 1.40 | 0.67 | NA | NA | 0.67 | 0.00 | -1.71 | 3.28 | 3.57 | 0.39 | 3.88 | -0.86 | 0.19 | 0.55 | 0.18 | 0.76 | 0.80 | 1.21 | -6.04 |
| Standard Deviation(%) | NA | 3.30 | 2.84 | 3.12 | 3.71 | NA | NA | 3.72 | NA | 3.32 | 2.35 | 2.97 | 3.39 | 3.73 | 6.89 | 2.69 | 2.40 | 2.83 | 4.23 | 4.03 | 3.41 | 4.21 |
| Draw Down(%) | NA | 7.65 | 7.65 | 7.65 | 11.51 | NA | NA | 11.51 | 0.00 | 7.65 | 2.01 | 2.98 | 5.99 | 2.65 | 11.51 | 1.95 | 1.56 | 3.17 | 6.28 | 6.30 | 4.35 | 3.84 |
| Yield(%) | 0.00 | 1.80 | 3.49 | 3.81 | 3.97 | 2.98 | 2.24 | 3.73 | 0.00 | 1.82 | 4.05 | 3.83 | 4.01 | 4.84 | 4.49 | 4.95 | 4.63 | 4.72 | 4.46 | 3.69 | 0.00 | 0.00 |
Data as of 01/16/2014, AR inception is 11/15/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VFLRX (Vanguard FL Focused L/T Tax-Exempt Adm) |
0.95%
Dec 2005 - Dec 2008 |
1.93%
Dec 2003 - Dec 2008 |
3.70%
Dec 2003 - Dec 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VFLRX (Vanguard FL Focused L/T Tax-Exempt Adm) |
8.73%
Dec 2008 - Dec 2011 |
6.68%
Feb 2008 - Feb 2013 |
5.02%
Nov 2002 - Nov 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart