Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VPDFX (Vanguard Managed Payout Dis Focus Inv) | NA | 11.27% | 7.80% | 11.51% | NA | NA | NA | 2.02% |
Data as of 01/17/2014, AR inception is 04/24/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VPDFX (Vanguard Managed Payout Dis Focus Inv) | 04/24/2008 | 01/17/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.21 | 11.27 | 7.80 | 11.51 | NA | NA | NA | 2.02 | -0.21 | 14.03 | 9.39 | 1.85 | 11.74 | 12.72 | -30.80 |
| Sharpe Ratio | NA | 1.63 | 0.83 | 0.94 | NA | NA | NA | 0.11 | -0.77 | 2.02 | 1.32 | 0.14 | 1.02 | 0.79 | -1.53 |
| Standard Deviation(%) | NA | 6.91 | 9.45 | 11.31 | NA | NA | NA | 14.37 | 5.65 | 6.94 | 7.11 | 12.99 | 11.38 | 15.91 | 27.51 |
| Draw Down(%) | NA | 5.96 | 11.69 | 13.99 | NA | NA | NA | 43.24 | 0.70 | 5.96 | 6.57 | 11.69 | 8.75 | 18.38 | 39.54 |
| Yield(%) | 0.00 | 15.98 | 11.67 | 10.44 | 3.34 | 2.23 | 1.67 | 6.69 | 0.00 | 16.61 | 7.46 | 13.66 | 5.27 | 0.00 | 0.00 |
Data as of 01/17/2014, AR inception is 04/24/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VPDFX (Vanguard Managed Payout Dis Focus Inv) |
-2.38%
May 2008 - May 2011 |
0.69%
May 2008 - May 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VPDFX (Vanguard Managed Payout Dis Focus Inv) |
15.93%
Feb 2009 - Feb 2012 |
10.19%
Nov 2008 - Nov 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart