Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VSLPX (STRUCTURED LARGE-CAP EQUITY FUND INSTITUTIONAL PLUS SHARES) | NA | 16.81% | 10.15% | 13.87% | 7.61% | NA | NA | 8.48% |
Data as of 03/02/2017, AR inception is 05/15/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VSLPX (STRUCTURED LARGE-CAP EQUITY FUND INSTITUTIONAL PLUS SHARES) | 05/15/2006 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.08 | 16.81 | 10.15 | 13.87 | 7.61 | NA | NA | 8.48 | -1.99 | -36.26 | -2.99 | 12.95 | 29.96 | 15.33 | 3.35 | 10.70 | 20.81 | -40.07 | 2.01 | 10.38 |
| Sharpe Ratio | NA | -1.21 | -1.01 | -0.80 | -0.78 | NA | NA | -0.78 | -1.37 | -1.20 | -1.29 | -0.49 | 0.98 | -0.25 | -0.64 | -0.43 | 0.08 | -1.44 | -1.20 | -0.91 |
| Standard Deviation(%) | NA | 57.70 | 35.52 | 28.68 | 27.77 | NA | NA | 26.88 | 8.70 | 58.29 | 16.70 | 11.40 | 11.67 | 12.79 | 23.57 | 18.32 | 26.85 | 41.38 | 16.81 | 10.49 |
| Draw Down(%) | NA | 43.81 | 43.81 | 43.81 | 59.00 | NA | NA | 59.00 | 3.95 | 43.42 | 11.89 | 7.73 | 5.86 | 10.13 | 17.70 | 15.70 | 27.69 | 48.37 | 10.00 | 5.44 |
| Yield(%) | 0.00 | 51.40 | 21.08 | 18.35 | 9.81 | 7.08 | 5.31 | 10.62 | 3.14 | 48.71 | 5.50 | 2.87 | 2.18 | 2.46 | 2.21 | 3.18 | 2.22 | 2.37 | 3.09 | 0.00 |
Data as of 03/02/2017, AR inception is 05/15/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VSLPX (STRUCTURED LARGE-CAP EQUITY FUND INSTITUTIONAL PLUS SHARES) |
-11.23%
Jun 2007 - Jun 2010 |
-1.69%
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 |
|---|---|---|---|---|
| VSLPX (STRUCTURED LARGE-CAP EQUITY FUND INSTITUTIONAL PLUS SHARES) |
25.70%
Feb 2009 - Feb 2012 |
23.54%
Feb 2009 - Feb 2014 |
7.90%
Jul 2006 - Jul 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart