Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VMISX (Vanguard Mid Cap Index Signal) | NA | 12.14% | 17.54% | 18.10% | NA | NA | NA | … | … |
Data as of 10/28/2014, Common starting date is 03/27/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VMISX (Vanguard Mid Cap Index Signal) | 03/27/2007 | 10/28/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.07 | 12.14 | 17.54 | 18.10 | NA | NA | NA | … | … | 7.23 | 35.15 | 16.02 | -1.99 | 25.62 | 40.43 | -41.78 | 0.95 |
| Sharpe Ratio | NA | 1.00 | 1.20 | 0.95 | NA | NA | NA | … | … | 0.71 | 2.81 | 1.08 | -0.07 | 1.18 | 1.24 | -0.95 | -0.09 |
| Standard Deviation(%) | NA | 12.08 | 14.63 | 18.98 | NA | NA | NA | … | … | 12.45 | 12.49 | 14.86 | 27.23 | 21.64 | 32.50 | 44.64 | 17.53 |
| Draw Down(%) | NA | 9.45 | 11.84 | 24.61 | NA | NA | NA | … | … | 9.45 | 6.79 | 11.84 | 24.61 | 16.75 | 27.48 | 55.67 | 12.42 |
| Yield(%) | 0.00 | 1.21 | 1.52 | 1.84 | 0.92 | 0.61 | 0.46 | … | … | 0.02 | 1.53 | 1.60 | 1.29 | 1.44 | 1.62 | 1.23 | 1.37 |
Data as of 10/28/2014, Common starting date is 03/27/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMISX (Vanguard Mid Cap Index Signal) |
-8.49%
Jun 2007 – Jun 2010 |
-0.24%
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 |
|---|---|---|---|---|
| VMISX (Vanguard Mid Cap Index Signal) |
31.76%
Feb 2009 – Feb 2012 |
27.27%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart