Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Vanguard Select Mutual Funds Tactical Asset Allocation Moderate | NA | 18.70% | 2.55% | 6.52% | 6.17% | 8.16% | 9.55% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard Select Mutual Funds 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 (%) | -1.28 | 18.70 | 2.55 | 6.52 | 6.17 | 8.16 | 9.55 | … | … | 0.52 | 6.57 | 10.97 | -12.84 | 15.53 | 10.49 | 17.78 | -3.23 | 11.31 | 7.17 | -3.09 | 4.04 | 16.38 | 14.19 | 4.10 | 21.98 | 19.47 | 0.29 | 18.66 | 17.11 | 11.77 | 12.86 | 32.57 | 6.70 | 1.13 |
| Sharpe Ratio | NA | 0.14 | -0.22 | 0.25 | 0.38 | NA | NA | … | … | 0.06 | 0.00 | 0.84 | -1.04 | 1.54 | 0.54 | 2.62 | -0.50 | 2.06 | 0.82 | -0.33 | 0.52 | 2.07 | 1.90 | 0.26 | 1.68 | 1.74 | -0.11 | 1.22 | 1.44 | 1.29 | 1.32 | 5.28 | 1.02 | -0.18 |
| Standard Deviation(%) | NA | 8.35 | 10.33 | 12.49 | 10.42 | NA | NA | … | … | 7.19 | 8.47 | 8.04 | 13.61 | 10.06 | 18.86 | 6.25 | 9.05 | 5.19 | 8.50 | 9.36 | 7.78 | 7.89 | 7.46 | 15.48 | 13.01 | 11.15 | 5.74 | 12.83 | 9.61 | 7.46 | 9.01 | 6.04 | 5.46 | 6.44 |
| Draw Down(%) | NA | 5.66 | 16.99 | 24.16 | 24.16 | NA | NA | … | … | 0.49 | 5.66 | 7.55 | 18.37 | 5.27 | 24.16 | 3.29 | 11.64 | 2.07 | 6.25 | 11.82 | 6.54 | 7.21 | 5.28 | 13.03 | 8.74 | 5.48 | 5.43 | 9.08 | 12.83 | 5.42 | 13.40 | 2.34 | 3.57 | 7.30 |
| Yield(%) | NA | 3.76 | 3.82 | 4.07 | 3.47 | NA | NA | … | … | NA | 1.48 | 3.62 | 3.11 | 4.24 | 4.14 | 5.72 | 3.06 | 2.28 | 4.18 | 2.14 | 2.62 | 5.35 | 4.37 | 3.49 | 4.54 | 5.08 | 4.38 | 5.29 | 4.01 | 4.56 | 4.36 | 7.03 | 6.67 | 5.72 |
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 Select Mutual Funds Tactical Asset Allocation Moderate |
1.02%
Dec 2021 – Dec 2024 |
1.73%
Mar 2015 – Mar 2020 |
4.81%
Oct 2013 – Oct 2023 |
6.99%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard Select Mutual Funds Tactical Asset Allocation Moderate |
20.51%
Jan 2003 – Jan 2006 |
19.33%
Oct 2002 – Oct 2007 |
15.38%
Apr 2001 – Apr 2011 |
12.39%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart