Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VGEQX (Vanguard Growth Equity Inv) | NA | 25.89% | 15.12% | 23.11% | 6.66% | 2.51% | NA | 6.77% |
Data as of 03/11/2014, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VGEQX (Vanguard Growth Equity Inv) | 06/21/1996 | 03/11/2014 |
| 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 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 25.89 | 15.12 | 23.11 | 6.66 | 2.51 | NA | 6.77 | 2.66 | 32.32 | 14.99 | 0.49 | 17.21 | 33.70 | -47.86 | 22.47 | 6.14 | 7.88 | 5.35 | 38.56 | -30.94 | -27.41 | -23.10 | 54.34 | 38.31 | 30.36 | 8.17 |
| Sharpe Ratio | NA | 2.14 | 0.85 | 1.28 | 0.27 | NA | NA | 0.10 | 1.16 | 2.75 | 1.03 | 0.02 | 0.96 | 1.43 | -1.21 | 1.07 | 0.20 | 0.46 | 0.30 | 1.91 | -1.13 | -0.87 | -0.70 | 2.11 | 1.50 | -1.24 | 0.77 |
| Standard Deviation(%) | NA | 12.08 | 17.76 | 18.02 | 21.09 | NA | NA | 23.76 | 13.04 | 11.73 | 14.58 | 24.53 | 17.92 | 23.47 | 40.28 | 18.17 | 14.55 | 12.37 | 14.44 | 19.87 | 28.25 | 34.47 | 39.03 | 24.19 | 23.25 | 19.96 | 16.22 |
| Draw Down(%) | NA | 6.00 | 19.03 | 19.03 | 58.34 | NA | NA | 72.06 | 5.13 | 6.00 | 10.44 | 19.03 | 14.60 | 21.69 | 55.58 | 9.66 | 14.24 | 9.01 | 16.63 | 13.29 | 38.52 | 45.32 | 39.80 | 11.88 | 25.71 | 11.59 | 12.09 |
| Yield(%) | 0.00 | 0.43 | 0.71 | 1.27 | 0.52 | 2.16 | 4.99 | 5.87 | 0.00 | 0.45 | 1.16 | 0.48 | 0.80 | 1.04 | 0.46 | 0.14 | 0.00 | 0.01 | 0.12 | 0.29 | 0.18 | 0.00 | 0.00 | 31.43 | 13.70 | 38.16 | 28.56 |
Data as of 03/11/2014, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VGEQX (Vanguard Growth Equity Inv) |
-30.53%
Feb 2000 - Feb 2003 |
-13.99%
Mar 2000 - Mar 2005 |
-7.71%
Aug 2000 - Aug 2010 |
2.20%
Jan 1999 - Jan 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VGEQX (Vanguard Growth Equity Inv) |
48.04%
Mar 1997 - Mar 2000 |
22.91%
Feb 2009 - Feb 2014 |
7.67%
Mar 2003 - Mar 2013 |
5.36%
Jul 1996 - Jul 2011 |
Annualized Rolling Returns Comparison Chart