Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VLCSX (Vanguard Large Cap Index Signal) | NA | 13.47% | 17.67% | 15.86% | NA | NA | NA | 5.48% |
Data as of 10/28/2014, AR inception is 05/31/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VLCSX (Vanguard Large Cap 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 (%) | 1.20 | 13.47 | 17.67 | 15.86 | NA | NA | NA | 5.48 | 7.82 | 32.65 | 16.07 | 1.58 | 15.83 | 24.76 | -38.31 | -3.40 |
| Sharpe Ratio | NA | 1.22 | 1.35 | 0.97 | NA | NA | NA | 0.21 | 0.84 | 2.93 | 1.26 | 0.07 | 0.87 | 0.90 | -0.96 | -0.46 |
| Standard Deviation(%) | NA | 11.06 | 13.04 | 16.38 | NA | NA | NA | 23.06 | 11.41 | 11.12 | 12.86 | 23.67 | 18.19 | 27.44 | 40.82 | 18.54 |
| Draw Down(%) | NA | 7.44 | 9.79 | 19.23 | NA | NA | NA | 55.90 | 7.44 | 5.72 | 9.79 | 19.23 | 15.82 | 26.72 | 48.76 | 9.63 |
| Yield(%) | 0.00 | 2.00 | 2.48 | 2.61 | 0.91 | 0.61 | 0.45 | 1.30 | 1.40 | 2.23 | 2.37 | 1.91 | 1.99 | 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 |
|---|---|---|---|---|
| VLCSX (Vanguard Large Cap Index Signal) |
-10.94%
Jun 2007 - Jun 2010 |
-0.55%
Jun 2007 - Jun 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VLCSX (Vanguard Large Cap Index Signal) |
24.87%
Feb 2009 - Feb 2012 |
22.63%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart