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 |
|---|---|---|---|---|---|---|---|---|
| VESSX (Vanguard European Stock Index Signal) | NA | -3.06% | 8.63% | 6.63% | NA | NA | NA | 2.31% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VESSX (Vanguard European Stock Index Signal) | 10/12/2006 | 10/28/2014 |
The return data shown below all have the same latest date: 10/28/2014.
AR inception is since 10/12/2006.
AR inception is since 10/12/2006.
| 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 (%) | 0.63 | -3.06 | 8.63 | 6.63 | NA | NA | NA | 2.31 | -5.84 | 24.87 | 20.99 | -11.46 | 5.12 | 32.01 | -44.67 | 13.93 | 8.93 |
| Sharpe Ratio | NA | -0.25 | 0.49 | 0.30 | NA | NA | NA | 0.06 | -0.55 | 1.81 | 1.08 | -0.36 | 0.20 | 0.96 | -1.01 | 0.58 | 5.68 |
| Standard Deviation(%) | NA | 12.40 | 17.63 | 22.03 | NA | NA | NA | 27.01 | 12.78 | 13.74 | 19.54 | 31.63 | 25.31 | 33.19 | 45.12 | 18.94 | 8.05 |
| Draw Down(%) | NA | 16.01 | 17.78 | 29.89 | NA | NA | NA | 63.27 | 16.01 | 8.73 | 17.78 | 29.89 | 22.28 | 31.09 | 56.43 | 13.00 | 1.38 |
| Yield(%) | 0.00 | 4.14 | 4.95 | 4.69 | 2.88 | 1.92 | 1.44 | 3.60 | 3.70 | 3.30 | 3.43 | 3.90 | 4.70 | 4.88 | 3.89 | 3.41 | 2.73 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VESSX (Vanguard European Stock Index Signal) |
-14.94%
Jun 2007 - Jun 2010 |
-8.05%
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 |
|---|---|---|---|---|
| VESSX (Vanguard European Stock Index Signal) |
21.00%
Feb 2009 - Feb 2012 |
19.88%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart