Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VMSIX (Vanguard Multi-Sector Income Bond Inv) | NA | 1.01% | 1.60% | 1.14% | NA | NA | NA | 0.87% |
Data as of 03/01/2021, AR inception is 07/21/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VMSIX (Vanguard Multi-Sector Income Bond Inv) | 07/21/2015 | 03/01/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.10 | 1.01 | 1.60 | 1.14 | NA | NA | NA | 0.87 | -2.34 | 3.54 | 11.07 | -4.89 | -2.13 | 0.91 | -0.60 |
| Sharpe Ratio | NA | 0.22 | 0.12 | 0.08 | NA | NA | NA | 0.02 | -2.34 | 0.47 | 2.55 | -1.02 | -0.79 | 0.23 | -0.40 |
| Standard Deviation(%) | NA | 7.21 | 5.70 | 5.05 | NA | NA | NA | 4.88 | 6.07 | 7.03 | 3.78 | 6.10 | 3.49 | 3.06 | 3.40 |
| Draw Down(%) | NA | 8.51 | 9.50 | 9.53 | NA | NA | NA | 9.53 | 2.93 | 9.50 | 1.28 | 9.53 | 2.72 | 3.92 | 1.80 |
| Yield(%) | 0.00 | 0.00 | 0.85 | 0.67 | 0.39 | 0.26 | 0.19 | 0.78 | 0.00 | 0.00 | 0.16 | 2.42 | 0.19 | 0.61 | 0.60 |
Data as of 03/01/2021, AR inception is 07/21/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMSIX (Vanguard Multi-Sector Income Bond Inv) |
-2.07%
Dec 2015 - Dec 2018 |
-0.02%
Oct 2015 - Oct 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMSIX (Vanguard Multi-Sector Income Bond Inv) |
2.90%
Dec 2017 - Dec 2020 |
1.48%
Dec 2015 - Dec 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart