Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VSLIX (STRUCTURED LARGE-CAP EQUITY FUND INSTITUTIONAL SHARES) | NA | 16.75% | 10.09% | 13.80% | 7.54% | NA | NA | … | … |
Data as of 03/02/2017, Common starting date is 05/15/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VSLIX (STRUCTURED LARGE-CAP EQUITY FUND INSTITUTIONAL SHARES) | 05/15/2006 | 03/02/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.08 | 16.75 | 10.09 | 13.80 | 7.54 | NA | NA | … | … | -2.00 | -36.57 | -2.98 | 12.85 | 29.83 | 15.34 | 3.33 | 12.07 | 20.81 | -40.05 | 1.99 | 10.36 |
| Sharpe Ratio | NA | -1.21 | -1.01 | -0.80 | -0.78 | NA | NA | … | … | -1.39 | -1.20 | -1.29 | -0.50 | 0.97 | -0.25 | -0.65 | -0.36 | 0.08 | -1.44 | -1.20 | -0.91 |
| Standard Deviation(%) | NA | 58.12 | 35.74 | 28.85 | 27.84 | NA | NA | … | … | 8.67 | 58.70 | 16.68 | 11.42 | 11.68 | 12.78 | 23.56 | 18.18 | 26.86 | 41.35 | 16.78 | 10.45 |
| Draw Down(%) | NA | 44.07 | 44.07 | 44.07 | 58.97 | NA | NA | … | … | 3.97 | 43.68 | 11.88 | 7.72 | 5.88 | 10.14 | 17.73 | 15.72 | 27.69 | 48.40 | 9.93 | 5.44 |
| Yield(%) | 0.00 | 51.66 | 21.15 | 18.38 | 9.80 | 7.12 | 5.34 | … | … | 3.14 | 48.97 | 5.47 | 2.88 | 2.20 | 2.38 | 2.15 | 1.77 | 2.13 | 2.32 | 2.98 | 0.73 |
Data as of 03/02/2017, Common starting date is 05/15/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VSLIX (STRUCTURED LARGE-CAP EQUITY FUND INSTITUTIONAL SHARES) |
-11.29%
Jun 2007 – Jun 2010 |
-1.64%
Sep 2006 – Sep 2011 |
6.79%
Oct 2006 – Oct 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VSLIX (STRUCTURED LARGE-CAP EQUITY FUND INSTITUTIONAL SHARES) |
25.61%
Feb 2009 – Feb 2012 |
23.46%
Feb 2009 – Feb 2014 |
7.90%
Jul 2006 – Jul 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart