Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VMAIX (MULTI-MANAGER ALTERNATIVES FUND CLASS I) | NA | -1.75% | 0.31% | 0.13% | NA | NA | NA | … | … |
Data as of 12/31/2015, Common starting date is 06/08/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VMAIX (MULTI-MANAGER ALTERNATIVES FUND CLASS I) | 06/08/2009 | 12/31/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.75 | 0.31 | 0.13 | NA | NA | NA | … | … | -1.75 | -3.03 | 5.95 | 1.48 | -1.74 | 4.55 | 1.46 |
| Sharpe Ratio | NA | -0.88 | 0.07 | 0.02 | NA | NA | NA | … | … | -0.88 | -0.62 | 1.26 | 0.25 | -0.29 | 1.20 | 0.63 |
| Standard Deviation(%) | NA | 2.03 | 4.09 | 4.94 | NA | NA | NA | … | … | 2.03 | 4.90 | 4.70 | 5.87 | 6.15 | 3.71 | 3.97 |
| Draw Down(%) | NA | 3.06 | 7.16 | 7.16 | NA | NA | NA | … | … | 3.06 | 6.03 | 3.87 | 4.10 | 6.68 | 2.20 | 1.91 |
| Yield(%) | 0.00 | 13.58 | 5.53 | 3.52 | 1.98 | 1.32 | 0.99 | … | … | 13.55 | 0.66 | 2.32 | 0.16 | 1.15 | 1.33 | 0.00 |
Data as of 12/31/2015, Common starting date is 06/08/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMAIX (MULTI-MANAGER ALTERNATIVES FUND CLASS I) |
-0.18%
Sep 2012 – Sep 2015 |
0.17%
Oct 2010 – Oct 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMAIX (MULTI-MANAGER ALTERNATIVES FUND CLASS I) |
2.27%
Sep 2011 – Sep 2014 |
2.33%
Aug 2009 – Aug 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart