Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Vanguard HY Fund Plan Tactical Asset Allocation Moderate | NA | 7.51% | 3.35% | 1.96% | 1.89% | 1.90% | 1.83% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard HY Fund Plan 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 (%) | 0.21 | 7.51 | 3.35 | 1.96 | 1.89 | 1.90 | 1.83 | … | … | -0.01 | 6.14 | 4.73 | -0.39 | 0.44 | -0.78 | 3.89 | 0.78 | 1.04 | 2.49 | 0.92 | 2.86 | -0.33 | 3.23 | 2.31 | 1.53 | 3.62 | -3.70 | 2.37 | 3.80 | 2.21 | 1.76 | 1.13 | 0.92 | 3.56 |
| Sharpe Ratio | NA | -0.67 | -0.86 | -0.38 | 0.26 | NA | NA | … | … | -0.12 | -0.65 | 0.73 | -2.59 | 1.85 | -0.36 | 3.32 | -2.32 | 0.73 | 2.72 | 1.33 | 4.40 | -0.74 | 3.98 | 3.31 | 1.55 | 3.96 | -2.70 | -2.09 | 1.04 | 0.06 | 0.81 | 0.48 | -0.23 | 1.50 |
| Standard Deviation(%) | NA | 0.70 | 0.70 | 1.38 | 1.08 | NA | NA | … | … | 0.52 | 0.70 | 0.66 | 0.68 | 0.23 | 2.82 | 0.75 | 0.23 | 0.57 | 0.84 | 0.67 | 0.65 | 0.49 | 0.80 | 0.69 | 0.93 | 0.89 | 1.72 | 0.30 | 0.51 | 0.74 | 1.01 | 0.91 | 0.82 | 0.84 |
| Draw Down(%) | NA | 0.27 | 1.57 | 4.73 | 4.73 | NA | NA | … | … | 0.06 | 0.27 | 0.27 | 1.64 | 0.32 | 4.73 | 0.53 | 0.45 | 0.44 | 0.49 | 0.85 | 0.39 | 1.01 | 0.62 | 0.49 | 1.60 | 1.05 | 4.99 | 0.15 | 0.14 | 0.71 | 1.15 | 1.57 | 1.39 | 0.60 |
| Yield(%) | NA | 3.83 | 2.49 | 1.94 | 1.63 | NA | NA | … | … | NA | 1.34 | 4.19 | 1.59 | 0.43 | 0.66 | 2.26 | 1.33 | 0.48 | 1.99 | 1.12 | 1.23 | 0.55 | 1.38 | 0.90 | 1.41 | 1.20 | 1.24 | 3.11 | 3.51 | 2.75 | 1.89 | 1.73 | 1.65 | 3.28 |
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 HY Fund Plan Tactical Asset Allocation Moderate |
-0.48%
Oct 2019 – Oct 2022 |
0.62%
Oct 2017 – Oct 2022 |
1.00%
Oct 2012 – Oct 2022 |
1.13%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard HY Fund Plan Tactical Asset Allocation Moderate |
4.83%
Oct 2022 – Oct 2025 |
2.75%
Oct 2020 – Oct 2025 |
2.12%
Oct 2015 – Oct 2025 |
1.93%
Nov 2009 – Nov 2024 |
Annualized Rolling Returns Comparison Chart