Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 10/28/2014.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VEMSX (Vanguard Extended Market Idx Signal) | NA | 6.30% | 17.36% | 17.87% | NA | NA | NA | 9.05% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VEMSX (Vanguard Extended Market Idx Signal) | 08/29/2006 | 10/28/2014 |
The return data shown below all have the same latest date: 10/28/2014.
AR inception is since 08/29/2006.
AR inception is since 08/29/2006.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.70 | 6.30 | 17.36 | 17.87 | NA | NA | NA | 9.05 | 1.71 | 38.37 | 18.48 | -3.58 | 27.53 | 37.63 | -38.62 | 4.47 | 10.54 |
| Sharpe Ratio | NA | 0.46 | 1.09 | 0.88 | NA | NA | NA | 0.32 | 0.15 | 2.85 | 1.19 | -0.12 | 1.21 | 1.12 | -0.90 | 0.08 | 2.74 |
| Standard Deviation(%) | NA | 13.72 | 15.88 | 20.36 | NA | NA | NA | 25.76 | 14.17 | 13.44 | 15.68 | 30.10 | 22.62 | 33.63 | 43.96 | 17.09 | 11.37 |
| Draw Down(%) | NA | 11.42 | 12.23 | 27.64 | NA | NA | NA | 58.08 | 11.42 | 6.07 | 12.23 | 27.64 | 18.47 | 29.19 | 53.55 | 11.58 | 2.59 |
| Yield(%) | 0.00 | 1.15 | 1.55 | 1.80 | 1.17 | 0.78 | 0.58 | 1.46 | 0.02 | 1.49 | 1.88 | 1.06 | 1.23 | 1.52 | 1.15 | 1.35 | 1.32 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VEMSX (Vanguard Extended Market Idx Signal) |
-7.53%
Jun 2007 - Jun 2010 |
0.48%
May 2007 - May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VEMSX (Vanguard Extended Market Idx Signal) |
32.01%
Feb 2009 - Feb 2012 |
28.38%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart