Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VIGSX (Vanguard Growth Index Signal) | NA | 14.29% | 17.66% | 16.72% | NA | NA | NA | 7.69% |
Data as of 10/28/2014, AR inception is 05/31/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VIGSX (Vanguard Growth Index Signal) | 05/31/2007 | 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 (%) | 1.19 | 14.29 | 17.66 | 16.72 | NA | NA | NA | 7.69 | 8.34 | 32.37 | 17.01 | 1.88 | 16.81 | 34.57 | -38.90 | 2.33 |
| Sharpe Ratio | NA | 1.16 | 1.29 | 0.99 | NA | NA | NA | 0.31 | 0.79 | 2.81 | 1.26 | 0.08 | 0.91 | 1.44 | -1.02 | 0.07 |
| Standard Deviation(%) | NA | 12.32 | 13.69 | 16.77 | NA | NA | NA | 22.24 | 12.87 | 11.50 | 13.56 | 23.86 | 18.35 | 23.95 | 39.04 | 17.49 |
| Draw Down(%) | NA | 7.59 | 10.02 | 18.39 | NA | NA | NA | 51.35 | 7.59 | 6.80 | 10.02 | 18.39 | 16.25 | 21.12 | 48.42 | 9.03 |
| Yield(%) | 0.00 | 1.35 | 1.70 | 1.78 | 0.69 | 0.46 | 0.34 | 0.99 | 0.92 | 1.52 | 1.71 | 1.23 | 1.03 | 0.00 | 0.00 | 0.00 |
Data as of 10/28/2014, AR inception is 05/31/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VIGSX (Vanguard Growth Index Signal) |
-7.75%
Jun 2007 - Jun 2010 |
1.62%
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 |
|---|---|---|---|---|
| VIGSX (Vanguard Growth Index Signal) |
26.39%
Feb 2009 - Feb 2012 |
23.51%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart