Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 10/28/2014.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VTSSX (Vanguard Total Stock Mkt Idx Signal) | NA | 12.32% | 17.64% | 16.28% | NA | NA | NA | 7.93% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VTSSX (Vanguard Total Stock Mkt Idx Signal) | 08/29/2006 | 10/28/2014 |
The return data shown below all have the same latest date: 10/28/2014.
AR inception is since 08/29/2006.
AR inception is since 08/29/2006.
| 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 (%) | 1.11 | 12.32 | 17.64 | 16.28 | NA | NA | NA | 7.93 | 6.82 | 33.51 | 16.39 | 1.09 | 17.23 | 28.85 | -36.99 | 5.55 | 9.25 |
| Sharpe Ratio | NA | 1.09 | 1.32 | 0.96 | NA | NA | NA | 0.32 | 0.71 | 2.95 | 1.26 | 0.04 | 0.91 | 1.02 | -0.92 | 0.16 | 3.27 |
| Standard Deviation(%) | NA | 11.30 | 13.33 | 16.87 | NA | NA | NA | 22.56 | 11.65 | 11.33 | 13.11 | 24.57 | 18.74 | 28.10 | 41.01 | 16.01 | 8.13 |
| Draw Down(%) | NA | 7.55 | 9.99 | 20.36 | NA | NA | NA | 55.34 | 7.55 | 5.68 | 9.99 | 20.36 | 16.22 | 27.35 | 48.37 | 10.00 | 1.83 |
| Yield(%) | 0.00 | 1.97 | 2.48 | 2.77 | 1.70 | 1.13 | 0.85 | 2.12 | 1.37 | 2.23 | 2.40 | 1.88 | 2.01 | 2.39 | 1.75 | 1.85 | 0.53 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VTSSX (Vanguard Total Stock Mkt Idx Signal) |
-9.16%
Jun 2007 - Jun 2010 |
-0.61%
Sep 2006 - Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VTSSX (Vanguard Total Stock Mkt Idx Signal) |
26.74%
Feb 2009 - Feb 2012 |
23.99%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart