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 |
|---|---|---|---|---|---|---|---|---|
| VIFSX (Vanguard 500 Index Signal) | NA | 13.75% | 17.67% | 15.89% | NA | NA | NA | 6.95% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VIFSX (Vanguard 500 Index Signal) | 10/12/2006 | 10/28/2014 |
The return data shown below all have the same latest date: 10/28/2014.
AR inception is since 10/12/2006.
AR inception is since 10/12/2006.
| 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 (%) | 1.22 | 13.75 | 17.67 | 15.89 | NA | NA | NA | 6.95 | 7.99 | 32.33 | 15.97 | 2.08 | 15.05 | 26.61 | -36.97 | 5.47 | 4.50 |
| Sharpe Ratio | NA | 1.25 | 1.36 | 0.97 | NA | NA | NA | 0.28 | 0.86 | 2.92 | 1.26 | 0.09 | 0.82 | 0.97 | -0.92 | 0.15 | 2.68 |
| Standard Deviation(%) | NA | 10.97 | 12.95 | 16.27 | NA | NA | NA | 22.29 | 11.30 | 11.07 | 12.74 | 23.44 | 18.21 | 27.20 | 41.00 | 16.02 | 7.22 |
| Draw Down(%) | NA | 7.29 | 9.63 | 18.64 | NA | NA | NA | 55.21 | 7.29 | 5.59 | 9.58 | 18.64 | 15.64 | 27.16 | 47.69 | 9.87 | 1.73 |
| Yield(%) | 0.00 | 2.09 | 2.58 | 2.83 | 1.67 | 1.11 | 0.84 | 2.09 | 1.47 | 2.32 | 2.43 | 2.04 | 2.00 | 2.57 | 1.94 | 1.98 | 0.52 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VIFSX (Vanguard 500 Index Signal) |
-9.76%
Jun 2007 - Jun 2010 |
-0.90%
May 2007 - May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VIFSX (Vanguard 500 Index Signal) |
25.58%
Feb 2009 - Feb 2012 |
23.00%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart