Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VSTLX (Vanguard Structured Lg-Cap Gr Instl) | NA | -7.77% | -5.82% | NA | NA | NA | NA | -3.32% |
Data as of 04/04/2011, AR inception is 10/06/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VSTLX (Vanguard Structured Lg-Cap Gr Instl) | 10/06/2006 | 04/04/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -7.77 | -5.82 | NA | NA | NA | NA | -3.32 | -15.62 | 15.24 | 33.22 | -40.21 | 7.42 | 5.00 |
| Sharpe Ratio | NA | -0.22 | -0.18 | NA | NA | NA | NA | -0.15 | -1.07 | 0.86 | 1.37 | -1.06 | 0.28 | 2.40 |
| Standard Deviation(%) | NA | 32.88 | 33.74 | NA | NA | NA | NA | 27.17 | 45.54 | 17.54 | 24.18 | 38.62 | 15.87 | 8.41 |
| Draw Down(%) | NA | 21.64 | 50.39 | NA | NA | NA | NA | 54.58 | 21.64 | 15.42 | 21.66 | 49.08 | 9.96 | 2.06 |
| Yield(%) | 0.00 | 1.75 | 0.53 | 0.33 | 0.17 | 0.11 | 0.08 | 0.42 | 0.00 | 1.82 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/04/2011, AR inception is 10/06/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VSTLX (Vanguard Structured Lg-Cap Gr Instl) |
-10.28%
Jun 2007 - Jun 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VSTLX (Vanguard Structured Lg-Cap Gr Instl) |
2.72%
Feb 2008 - Feb 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart