Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VFPEF (Vanguard FTSE All-World UCITS) | NA | 24.99% | 11.38% | 12.67% | NA | NA | NA | … | … |
Data as of 03/15/2024, Common starting date is 10/27/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VFPEF (Vanguard FTSE All-World UCITS) | 10/27/2017 | 03/15/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.65 | 24.99 | 11.38 | 12.67 | NA | NA | NA | … | … | 7.36 | 20.95 | -20.20 | 44.12 | 5.71 | 30.62 | -5.75 | 0.92 |
| Sharpe Ratio | NA | 1.67 | 0.12 | 0.15 | NA | NA | NA | … | … | 3.05 | 1.01 | -0.30 | 0.38 | 0.07 | 2.34 | -0.30 | 0.54 |
| Standard Deviation(%) | NA | 12.91 | 80.24 | 75.24 | NA | NA | NA | … | … | 12.24 | 16.24 | 64.25 | 141.70 | 75.53 | 12.48 | 23.28 | 8.67 |
| Draw Down(%) | NA | 7.87 | 26.86 | 35.91 | NA | NA | NA | … | … | 0.93 | 7.87 | 26.86 | 20.24 | 35.91 | 6.44 | 21.67 | 2.94 |
| Yield(%) | 0.31 | 1.94 | 1.04 | 1.67 | 1.13 | 0.75 | 0.56 | … | … | 0.33 | 1.52 | 0.00 | 1.07 | 1.86 | 2.64 | 2.44 | 0.00 |
Data as of 03/15/2024, Common starting date is 10/27/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VFPEF (Vanguard FTSE All-World UCITS) |
8.31%
Mar 2020 – Mar 2023 |
8.89%
Mar 2018 – Mar 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VFPEF (Vanguard FTSE All-World UCITS) |
22.75%
Jan 2019 – Jan 2022 |
14.75%
Feb 2019 – Feb 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart