Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VPGFX (Vanguard Managed Payout Gr Focus Inv) | NA | 15.31% | 9.25% | 14.89% | NA | NA | NA | 3.70% |
Data as of 01/17/2014, AR inception is 04/24/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VPGFX (Vanguard Managed Payout Gr 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 (%) | -0.24 | 15.31 | 9.25 | 14.89 | NA | NA | NA | 3.70 | -0.24 | 19.21 | 13.22 | -1.27 | 12.98 | 21.44 | -34.25 |
| Sharpe Ratio | NA | 1.66 | 0.67 | 0.88 | NA | NA | NA | 0.16 | -0.88 | 2.05 | 1.24 | -0.07 | 0.84 | 1.04 | -1.32 |
| Standard Deviation(%) | NA | 9.21 | 13.96 | 15.66 | NA | NA | NA | 19.16 | 5.64 | 9.34 | 10.67 | 19.56 | 15.41 | 20.45 | 35.03 |
| Draw Down(%) | NA | 7.34 | 18.10 | 18.10 | NA | NA | NA | 48.01 | 0.67 | 7.34 | 9.41 | 18.10 | 11.93 | 21.47 | 44.52 |
| Yield(%) | 0.00 | 6.99 | 4.30 | 4.64 | 1.39 | 0.93 | 0.70 | 2.78 | 0.00 | 7.29 | 2.74 | 2.58 | 2.93 | 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 |
|---|---|---|---|---|
| VPGFX (Vanguard Managed Payout Gr Focus Inv) |
-1.11%
May 2008 - May 2011 |
1.87%
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 |
|---|---|---|---|---|
| VPGFX (Vanguard Managed Payout Gr Focus Inv) |
19.84%
Feb 2009 - Feb 2012 |
13.26%
Nov 2008 - Nov 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart