Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VITBX (Vanguard Inst Total Bond Market Index) | NA | 8.74% | 6.14% | 5.22% | NA | NA | NA | 5.33% |
Data as of 03/05/2010, AR inception is 05/10/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VITBX (Vanguard Inst Total Bond Market Index) | 05/10/2002 | 03/05/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.74 | 6.14 | 5.22 | NA | NA | NA | 5.33 | 1.77 | 6.09 | 5.07 | 7.04 | 3.95 | 2.48 | 4.40 | 2.32 | 4.07 |
| Sharpe Ratio | NA | 2.05 | 1.00 | 0.77 | NA | NA | NA | 0.75 | 4.21 | 1.31 | 0.66 | 1.04 | 0.20 | 0.10 | 0.81 | 0.37 | 1.31 |
| Standard Deviation(%) | NA | 4.23 | 4.98 | 4.37 | NA | NA | NA | 4.31 | 2.56 | 4.59 | 6.25 | 3.87 | 3.29 | 3.18 | 4.27 | 4.39 | 4.10 |
| Draw Down(%) | NA | 2.04 | 5.55 | 5.55 | NA | NA | NA | 5.55 | 0.32 | 2.12 | 5.55 | 2.39 | 2.16 | 2.62 | 4.48 | 4.74 | 2.38 |
| Yield(%) | 0.00 | 4.23 | 4.64 | 4.54 | 3.13 | 2.09 | 1.57 | 4.47 | 0.32 | 4.61 | 4.59 | 5.07 | 4.71 | 4.35 | 4.31 | 2.52 | 0.00 |
Data as of 03/05/2010, AR inception is 05/10/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VITBX (Vanguard Inst Total Bond Market Index) |
1.94%
May 2003 - May 2006 |
3.41%
Oct 2003 - Oct 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VITBX (Vanguard Inst Total Bond Market Index) |
6.65%
Jan 2007 - Jan 2010 |
5.46%
Nov 2004 - Nov 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart