Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VSISX (Vanguard Small Cap Index Signal) | NA | 5.71% | 17.09% | 17.63% | NA | NA | NA | 7.94% |
Data as of 10/28/2014, AR inception is 12/12/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VSISX (Vanguard Small Cap Index Signal) | 12/12/2006 | 10/28/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.61 | 5.71 | 17.09 | 17.63 | NA | NA | NA | 7.94 | 1.29 | 37.79 | 18.25 | -2.68 | 27.82 | 34.80 | -37.41 | -0.14 | -1.31 |
| Sharpe Ratio | NA | 0.41 | 1.04 | 0.82 | NA | NA | NA | 0.24 | 0.11 | 2.77 | 1.13 | -0.09 | 1.16 | 0.97 | -0.86 | -0.17 | -2.23 |
| Standard Deviation(%) | NA | 13.80 | 16.39 | 21.37 | NA | NA | NA | 27.28 | 14.15 | 13.63 | 16.20 | 31.60 | 23.82 | 35.77 | 44.64 | 18.52 | 12.33 |
| Draw Down(%) | NA | 11.85 | 12.04 | 28.37 | NA | NA | NA | 61.10 | 11.85 | 5.92 | 12.04 | 28.37 | 19.92 | 32.67 | 51.83 | 13.22 | 2.83 |
| Yield(%) | 0.00 | 1.34 | 1.79 | 1.81 | 0.69 | 0.46 | 0.34 | 0.98 | 0.01 | 1.73 | 2.13 | 1.30 | 1.42 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/28/2014, AR inception is 12/12/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VSISX (Vanguard Small Cap Index Signal) |
-8.70%
Jun 2007 - Jun 2010 |
-0.28%
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 |
|---|---|---|---|---|
| VSISX (Vanguard Small Cap Index Signal) |
32.81%
Feb 2009 - Feb 2012 |
28.89%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart