Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VSBPX (VANGUARD STRUCTURED BROAD MARKET INSTITUTIONAL PLUS SHARES) | NA | -91.24% | -53.88% | -32.11% | -16.94% | NA | NA | -12.06% |
Data as of 03/02/2017, AR inception is 05/03/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VSBPX (VANGUARD STRUCTURED BROAD MARKET INSTITUTIONAL PLUS SHARES) | 05/03/2004 | 03/02/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.49 | -91.24 | -53.88 | -32.11 | -16.94 | NA | NA | -12.06 | -92.52 | -28.60 | -6.42 | -0.34 | 28.81 | 14.72 | 2.34 | 13.66 | 23.09 | -39.90 | 0.86 | 15.41 | 7.50 | 10.87 |
| Sharpe Ratio | NA | -0.48 | -0.56 | -0.53 | -0.51 | NA | NA | -0.49 | -0.15 | -1.39 | -1.44 | -1.10 | 0.77 | -0.29 | -0.66 | -0.26 | 0.16 | -1.45 | -1.27 | -0.64 | -1.24 | -0.50 |
| Standard Deviation(%) | NA | 266.97 | 154.75 | 120.42 | 87.22 | NA | NA | 77.19 | 653.23 | 45.11 | 17.34 | 17.14 | 13.33 | 13.20 | 24.51 | 18.94 | 27.75 | 41.01 | 16.70 | 10.91 | 10.93 | 11.16 |
| Draw Down(%) | NA | 95.44 | 95.92 | 95.92 | 95.92 | NA | NA | 95.92 | 93.06 | 35.50 | 13.61 | 15.60 | 6.63 | 10.95 | 20.49 | 16.04 | 27.63 | 49.56 | 10.96 | 8.61 | 7.11 | 7.17 |
| Yield(%) | 0.00 | 42.20 | 20.44 | 18.64 | 9.96 | 9.09 | 6.82 | 11.37 | 0.00 | 41.25 | 9.58 | 15.09 | 7.19 | 2.52 | 2.02 | 1.99 | 2.11 | 1.60 | 2.77 | 0.90 | 0.00 | 0.00 |
Data as of 03/02/2017, AR inception is 05/03/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VSBPX (VANGUARD STRUCTURED BROAD MARKET INSTITUTIONAL PLUS SHARES) |
-53.99%
Feb 2014 - Feb 2017 |
-32.07%
Feb 2012 - Feb 2017 |
-17.08%
Feb 2007 - Feb 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VSBPX (VANGUARD STRUCTURED BROAD MARKET INSTITUTIONAL PLUS SHARES) |
26.82%
Feb 2009 - Feb 2012 |
24.82%
Feb 2009 - Feb 2014 |
9.18%
Aug 2004 - Aug 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart