Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Vanguard All Index and Active Funds Investor Class Rebuild Tactical Asset Allocation Moderate | NA | 18.47% | 0.43% | 5.18% | 4.78% | 5.93% | 6.48% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard All Index and Active Funds Investor Class Rebuild 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 (%) | -1.00 | 18.47 | 0.43 | 5.18 | 4.78 | 5.93 | 6.48 | … | … | -0.32 | 4.73 | 10.21 | -14.76 | 13.72 | 10.88 | 16.53 | -2.13 | 7.22 | 5.52 | -3.69 | 10.65 | 10.04 | 3.07 | 8.11 | 7.98 | 15.76 | -10.40 | 11.40 | 15.07 | 10.03 | 8.24 | 14.36 | 10.49 | 5.64 |
| Sharpe Ratio | NA | -0.19 | -0.43 | 0.18 | 0.34 | NA | NA | … | … | -0.05 | -0.21 | 0.78 | -1.53 | 1.44 | 0.93 | 3.28 | -0.47 | 1.64 | 0.98 | -0.65 | 1.76 | 1.84 | 0.49 | 0.60 | 0.75 | 1.60 | -1.12 | 0.71 | 1.38 | 1.07 | 0.83 | 2.25 | 1.28 | 0.55 |
| Standard Deviation(%) | NA | 8.82 | 9.06 | 9.70 | 7.89 | NA | NA | … | … | 8.30 | 8.82 | 7.63 | 10.58 | 9.51 | 11.39 | 4.61 | 7.31 | 4.01 | 5.41 | 5.69 | 6.03 | 5.43 | 6.15 | 13.56 | 10.53 | 9.82 | 10.14 | 11.77 | 8.57 | 7.37 | 8.80 | 6.06 | 7.32 | 6.04 |
| Draw Down(%) | NA | 6.42 | 15.44 | 17.39 | 17.39 | NA | NA | … | … | 0.87 | 6.40 | 7.32 | 17.16 | 4.71 | 16.52 | 1.60 | 8.43 | 2.88 | 5.87 | 7.69 | 4.15 | 5.65 | 5.62 | 11.75 | 8.49 | 11.56 | 17.80 | 8.14 | 9.40 | 4.51 | 12.15 | 4.67 | 6.49 | 5.34 |
| Yield(%) | NA | 6.16 | 4.43 | 3.88 | 3.51 | NA | NA | … | … | NA | 1.01 | 5.72 | 2.51 | 4.32 | 2.59 | 4.24 | 2.88 | 0.48 | 4.60 | 3.34 | 4.34 | 4.45 | 4.39 | 4.47 | 4.71 | 4.47 | 3.41 | 3.32 | 3.52 | 3.99 | 3.45 | 6.74 | 5.08 | 6.34 |
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 All Index and Active Funds Investor Class Rebuild Tactical Asset Allocation Moderate |
-0.79%
Feb 2006 – Feb 2009 |
2.10%
Mar 2015 – Mar 2020 |
4.13%
Oct 2013 – Oct 2023 |
4.47%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard All Index and Active Funds Investor Class Rebuild Tactical Asset Allocation Moderate |
15.48%
Oct 2004 – Oct 2007 |
13.11%
Oct 2002 – Oct 2007 |
9.20%
Apr 2001 – Apr 2011 |
7.79%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart