Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VTSGX (Vanguard Total Intl Stock Index Signal) | NA | -1.86% | 6.27% | NA | NA | NA | NA | 6.06% |
Data as of 10/28/2014, AR inception is 11/29/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VTSGX (Vanguard Total Intl Stock Index Signal) | 11/29/2010 | 10/28/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.50 | -1.86 | 6.27 | NA | NA | NA | NA | 6.06 | -2.71 | 15.14 | 18.21 | -14.52 | 5.40 |
| Sharpe Ratio | NA | -0.18 | 0.42 | NA | NA | NA | NA | 0.26 | -0.31 | 1.24 | 1.15 | -0.56 | 5.18 |
| Standard Deviation(%) | NA | 10.26 | 14.75 | NA | NA | NA | NA | 17.55 | 10.48 | 12.21 | 15.96 | 26.14 | 15.02 |
| Draw Down(%) | NA | 12.40 | 15.97 | NA | NA | NA | NA | 26.63 | 12.40 | 11.03 | 15.97 | 26.63 | 1.73 |
| Yield(%) | 0.00 | 3.25 | 3.82 | 2.28 | 1.14 | 0.76 | 0.57 | 3.80 | 2.41 | 2.97 | 3.33 | 2.57 | 0.00 |
Data as of 10/28/2014, AR inception is 11/29/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VTSGX (Vanguard Total Intl Stock Index Signal) |
3.08%
Apr 2011 - Apr 2014 |
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 |
|---|---|---|---|---|
| VTSGX (Vanguard Total Intl Stock Index Signal) |
12.36%
Sep 2011 - Sep 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart