Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Vanguard-64 Tactical Asset Allocation Moderate | NA | 16.33% | -0.99% | 2.48% | 2.68% | 4.51% | 4.87% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard-64 Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.68 | 16.33 | -0.99 | 2.48 | 2.68 | 4.51 | 4.87 | … | … | 0.78 | 4.49 | 4.28 | -14.78 | 12.53 | 4.47 | 8.48 | -4.33 | 12.46 | 5.15 | -5.47 | 3.48 | 10.44 | 12.50 | -0.18 | 11.79 | -8.03 | -1.77 | 18.30 | 13.96 | 9.48 | 8.82 | 15.20 | 0.81 | 2.31 |
| Sharpe Ratio | NA | -0.02 | -0.56 | -0.06 | 0.08 | NA | NA | … | … | 0.05 | -0.20 | 0.00 | -1.72 | 1.18 | 0.32 | 1.37 | -0.71 | 2.01 | 0.73 | -0.84 | 0.50 | 1.37 | 2.22 | -0.02 | 0.83 | -0.39 | -0.27 | 1.01 | 0.86 | 0.82 | 0.97 | 2.14 | -0.13 | 0.01 |
| Standard Deviation(%) | NA | 10.48 | 9.52 | 10.63 | 8.82 | NA | NA | … | … | 13.20 | 10.49 | 8.54 | 9.42 | 10.58 | 13.41 | 5.15 | 7.92 | 5.88 | 6.73 | 6.55 | 6.89 | 7.60 | 5.60 | 11.34 | 14.12 | 21.04 | 10.09 | 15.15 | 12.41 | 8.87 | 8.09 | 6.79 | 2.36 | 0.05 |
| Draw Down(%) | NA | 9.00 | 17.28 | 19.96 | 19.96 | NA | NA | … | … | 1.17 | 9.00 | 8.75 | 15.05 | 5.66 | 19.96 | 2.71 | 10.97 | 2.33 | 4.57 | 9.40 | 6.60 | 8.20 | 3.27 | 11.14 | 9.49 | 23.97 | 11.17 | 9.95 | 13.90 | 7.61 | 6.38 | 2.74 | 2.50 | 0.00 |
| Yield(%) | NA | 3.02 | 2.52 | 2.54 | 2.43 | NA | NA | … | … | NA | 0.79 | 2.80 | 2.45 | 1.89 | 2.08 | 2.82 | 1.86 | 1.09 | 3.46 | 1.71 | 3.74 | 1.35 | 5.02 | 1.26 | 3.34 | 2.72 | 1.82 | 2.46 | 2.39 | 2.44 | 2.11 | 0.81 | 1.04 | 2.31 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard-64 Tactical Asset Allocation Moderate |
-2.82%
Apr 2006 – Apr 2009 |
-0.10%
Sep 2018 – Sep 2023 |
1.62%
Oct 2013 – Oct 2023 |
2.56%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard-64 Tactical Asset Allocation Moderate |
17.56%
Oct 2004 – Oct 2007 |
14.09%
Oct 2002 – Oct 2007 |
8.38%
Apr 2003 – Apr 2013 |
7.08%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart