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 Funds Investor Class Rebuild Strategic Asset Allocation – Optimal Moderate | NA | 13.46% | 6.09% | 4.07% | 6.33% | 6.25% | 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 Funds Investor Class Rebuild 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 (%) | 0.48 | 13.46 | 6.09 | 4.07 | 6.33 | 6.25 | NA | … | … | 17.66 | -5.63 | 9.77 | 5.42 | -3.68 | 6.37 | 10.09 | 11.06 | -1.54 | 13.24 | 26.44 | -24.51 | 9.63 | 14.60 | 10.27 | 15.34 | 22.92 | -3.89 | 1.99 |
| Sharpe Ratio | NA | 2.63 | 0.87 | 0.50 | 0.66 | NA | NA | … | … | 2.63 | -0.82 | 2.21 | 0.64 | -0.43 | 1.06 | 1.45 | 1.58 | -0.11 | 1.12 | 1.33 | -1.09 | 0.62 | 1.46 | 1.24 | 1.97 | 2.93 | -0.52 | -0.03 |
| Standard Deviation(%) | NA | 6.19 | 6.55 | 7.32 | 8.60 | NA | NA | … | … | 6.19 | 8.52 | 4.14 | 8.12 | 8.57 | 6.01 | 6.93 | 6.98 | 14.18 | 11.73 | 19.80 | 23.25 | 10.65 | 7.71 | 6.56 | 7.32 | 7.60 | 9.61 | 9.38 |
| Draw Down(%) | NA | 2.85 | 11.57 | 13.40 | 13.82 | NA | NA | … | … | 2.85 | 11.57 | 2.14 | 6.34 | 10.60 | 4.70 | 7.40 | 5.47 | 13.82 | 8.66 | 18.15 | 35.93 | 6.66 | 8.87 | 4.32 | 8.22 | 6.54 | 15.63 | 12.87 |
| Yield(%) | NA | 2.56 | 1.62 | 2.06 | 2.42 | NA | NA | … | … | 2.57 | 1.85 | 0.39 | 3.03 | 2.42 | 2.42 | 2.78 | 3.63 | 2.34 | 2.47 | 2.52 | 2.92 | 3.30 | 3.25 | 3.21 | 3.24 | 3.55 | 3.52 | 5.02 |
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 Funds Investor Class Rebuild Strategic Asset Allocation – Optimal Moderate |
-7.38%
Feb 2006 – Feb 2009 |
0.13%
Feb 2004 – Feb 2009 |
3.88%
Oct 2007 – Oct 2017 |
5.79%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard All Index Funds Investor Class Rebuild Strategic Asset Allocation – Optimal Moderate |
19.59%
Feb 2009 – Feb 2012 |
15.80%
Oct 2002 – Oct 2007 |
9.55%
Mar 2003 – Mar 2013 |
7.98%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart