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 |
|---|---|---|---|---|---|---|---|---|
| VPASX (Vanguard Pacific Stock Index Signal) | NA | -3.19% | 6.41% | 5.83% | NA | NA | NA | -0.58% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VPASX (Vanguard Pacific Stock Index Signal) | 05/31/2007 | 10/28/2014 |
The return data shown below all have the same latest date: 10/28/2014.
AR inception is since 05/31/2007.
AR inception is since 05/31/2007.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.85 | -3.19 | 6.41 | 5.83 | NA | NA | NA | -0.58 | -2.86 | 17.56 | 15.64 | -13.89 | 15.95 | 17.97 | -35.55 | -4.24 |
| Sharpe Ratio | NA | -0.32 | 0.45 | 0.35 | NA | NA | NA | -0.04 | -0.34 | 1.20 | 1.13 | -0.60 | 0.92 | 0.75 | -0.90 | -0.51 |
| Standard Deviation(%) | NA | 10.16 | 14.24 | 16.65 | NA | NA | NA | 22.48 | 10.19 | 14.65 | 13.87 | 23.36 | 17.27 | 23.76 | 40.31 | 19.14 |
| Draw Down(%) | NA | 10.67 | 14.20 | 21.49 | NA | NA | NA | 57.22 | 10.67 | 12.32 | 14.20 | 21.49 | 16.42 | 26.70 | 48.67 | 10.94 |
| Yield(%) | 0.00 | 2.72 | 3.54 | 3.13 | 1.13 | 0.75 | 0.57 | 1.62 | 1.49 | 2.80 | 3.54 | 2.76 | 4.26 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VPASX (Vanguard Pacific Stock Index Signal) |
-12.22%
Jun 2007 - Jun 2010 |
-5.99%
Oct 2007 - Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VPASX (Vanguard Pacific Stock Index Signal) |
17.97%
Feb 2009 - Feb 2012 |
14.35%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart