Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Vanguard Group Retirement and Savings Plan Tactical Asset Allocation Moderate | NA | -2.61% | 6.29% | 4.58% | 8.15% | 9.26% | NA | … | … |
Data as of 08/30/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard Group Retirement and Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 11/11/2019 |
| 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 (%) | 1.70 | -2.61 | 6.29 | 4.58 | 8.15 | 9.26 | NA | … | … | 12.18 | -3.55 | 10.70 | 6.72 | -2.96 | 7.57 | 19.13 | 11.87 | 2.60 | 15.62 | 14.10 | 7.05 | 10.96 | 12.17 | 7.92 | 13.23 | 22.11 | 7.21 | 6.51 |
| Sharpe Ratio | NA | 0.45 | 0.65 | 0.46 | 0.81 | NA | NA | … | … | 1.34 | -0.43 | 1.77 | 0.83 | -0.34 | 0.99 | 2.56 | 1.57 | 0.19 | 1.37 | 1.53 | 0.94 | 0.85 | 1.14 | 0.89 | 1.70 | 2.73 | 1.48 | 0.76 |
| Standard Deviation(%) | NA | 9.69 | 8.65 | 8.52 | 9.22 | NA | NA | … | … | 8.12 | 11.36 | 5.69 | 7.87 | 8.72 | 7.60 | 7.45 | 7.51 | 13.57 | 11.37 | 9.17 | 6.52 | 9.38 | 7.83 | 6.46 | 7.24 | 7.84 | 4.12 | 5.54 |
| Draw Down(%) | NA | 9.91 | 15.42 | 15.42 | 15.42 | NA | NA | … | … | 3.71 | 15.42 | 3.10 | 5.86 | 9.84 | 4.48 | 3.99 | 5.56 | 12.02 | 8.54 | 4.89 | 3.60 | 6.69 | 8.89 | 4.38 | 7.69 | 4.08 | 2.00 | 3.50 |
| Yield(%) | NA | 8.46 | 3.88 | 4.62 | 3.96 | NA | NA | … | … | 3.99 | 5.55 | 2.01 | 1.51 | 5.96 | 5.75 | 6.24 | 3.47 | 2.69 | 2.28 | 4.15 | 5.07 | 6.51 | 6.04 | 3.25 | 2.72 | 4.59 | 6.26 | 5.69 |
Data as of 08/30/2019, 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 Group Retirement and Savings Plan Tactical Asset Allocation Moderate |
3.66%
Dec 2013 – Dec 2016 |
3.53%
Dec 2013 – Dec 2018 |
7.72%
Sep 2009 – Sep 2019 |
8.70%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard Group Retirement and Savings Plan Tactical Asset Allocation Moderate |
16.06%
Apr 2003 – Apr 2006 |
13.45%
Oct 2002 – Oct 2007 |
12.37%
Apr 2001 – Apr 2011 |
10.65%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart