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 Strategic Asset Allocation – Optimal Moderate | NA | 13.97% | 6.84% | 5.16% | 7.30% | 6.96% | NA | … | … |
Data as of 10/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard All Index and Active Funds Investor Class Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.41 | 13.97 | 6.84 | 5.16 | 7.30 | 6.96 | NA | … | … | 19.68 | -5.57 | 11.91 | 4.73 | -0.44 | 8.19 | 10.00 | 12.31 | -1.16 | 12.42 | 33.95 | -26.31 | 6.86 | 14.78 | 11.61 | 15.92 | 25.52 | -3.77 | 2.29 |
| Sharpe Ratio | NA | 2.96 | 1.01 | 0.67 | 0.76 | NA | NA | … | … | 2.96 | -0.75 | 2.49 | 0.58 | -0.06 | 1.33 | 1.37 | 1.72 | -0.09 | 1.02 | 1.67 | -1.11 | 0.36 | 1.53 | 1.64 | 2.24 | 3.42 | -0.50 | 0.00 |
| Standard Deviation(%) | NA | 6.16 | 6.95 | 7.42 | 8.62 | NA | NA | … | … | 6.16 | 9.26 | 4.53 | 7.85 | 8.29 | 6.16 | 7.29 | 7.13 | 13.46 | 12.08 | 20.21 | 24.54 | 10.61 | 7.49 | 5.75 | 6.67 | 7.25 | 9.75 | 9.00 |
| Draw Down(%) | NA | 2.65 | 11.96 | 11.96 | 12.95 | NA | NA | … | … | 2.65 | 11.96 | 2.04 | 6.44 | 8.79 | 4.69 | 8.68 | 5.44 | 12.95 | 8.87 | 16.45 | 37.01 | 8.06 | 8.83 | 4.07 | 8.28 | 5.51 | 16.67 | 11.61 |
| Yield(%) | NA | 4.23 | 2.66 | 3.14 | 3.34 | NA | NA | … | … | 4.24 | 3.11 | 0.49 | 3.82 | 3.96 | 4.51 | 3.96 | 3.68 | 2.55 | 2.60 | 3.14 | 2.99 | 3.88 | 5.44 | 4.71 | 3.51 | 3.16 | 3.19 | 3.58 |
Data as of 10/31/2019, 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 Strategic Asset Allocation – Optimal Moderate |
-8.11%
Feb 2006 – Feb 2009 |
0.00%
Feb 2004 – Feb 2009 |
5.02%
Nov 2006 – Nov 2016 |
6.48%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard All Index and Active Funds Investor Class Strategic Asset Allocation – Optimal Moderate |
20.86%
Feb 2009 – Feb 2012 |
16.25%
Oct 2002 – Oct 2007 |
10.17%
Feb 2009 – Feb 2019 |
8.83%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart