C000155622 Performance — Vanguard Alternative Strategies Fund, Investor Shares
Data updated: 2023-03-31
C000155622 returned +1.52% over one year to Jan 2023. The annualised 3-year return is −6.13%. The fund trailed its Commodities category average: $100 invested three years ago grew to $83, against $131 for the category, and to $102 over one year, against $105. Volatility over the past three years was 8.27% a year. In the 12 months to Jan 2023 the fund lost a net $29.3M, and assets reached $97.37M.
C000155622 Growth of $100
What $100 invested in Vanguard Alternative Strategies Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | C000155622 | Category average |
|---|---|---|
| 1 year (Feb 2022 – Jan 2023) | $102 | $105 |
| 3 years (Feb 2020 – Jan 2023) | $83 | $131 |
| Since data start (Aug 2019 – Jan 2023) | $87 | $133 |
C000155622 Trailing Returns
Total returns to Jan 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +1.52% |
| 3 years (annualised) | −6.13% |
C000155622 Annual Returns
Calendar-year total returns of Vanguard Alternative Strategies Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Jan) | +0.24% |
| 2022 | +2.25% |
| 2021 | +0.65% |
| 2020 | −18.80% |
| 2019 (Aug–Dec) | +3.32% |
C000155622 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +0.2% | — | — | — | — | — | — | — | — | — | — | — |
| 2022 | +1.0% | +0.1% | −0.9% | +1.1% | +2.0% | +0.1% | +0.9% | −1.1% | −3.8% | +2.8% | +0.8% | −0.6% |
| 2021 | −1.2% | −1.4% | +2.3% | +1.2% | +0.9% | −0.8% | +0.4% | −0.3% | −0.5% | −0.1% | −1.6% | +2.0% |
| 2020 | +1.3% | −2.3% | −11.9% | −1.3% | −1.6% | −1.9% | +0.8% | −1.1% | −1.1% | −0.4% | −0.5% | +0.1% |
| 2019 | — | — | — | — | — | — | — | +1.3% | +1.0% | +0.6% | −0.3% | +0.6% |
C000155622 Risk
Risk measures from monthly returns over Feb 2020 – Jan 2023.
- 3-year volatility (annualised): 8.27%
- 3-year Sharpe ratio: -1.29 (vs 4.5% risk-free rate)
- Best month: +2.82% (Oct 2022)
- Worst month: −11.88% (Mar 2020)
C000155622 Fund Flows
Monthly money in and out of Vanguard Alternative Strategies Fund, from SEC Form N-PORT.
- 12-month net flow: −$29.3M
- 12-month gross sales (incl. reinvestments): $24.1M
- Sales ÷ redemptions: 0.45×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jan 2023 | $848K | $1.7M | −$890K |
| Dec 2022 | $4.0M | $2.0M | $1.9M |
| Nov 2022 | $1.2M | $1.9M | −$672K |
| Oct 2022 | $705K | $7.6M | −$6.9M |
| Sep 2022 | $1.1M | $5.5M | −$4.4M |
| Aug 2022 | $2.3M | $2.3M | −$76K |
| Jul 2022 | $1.9M | $1.4M | $502K |
| Jun 2022 | $1.7M | $3.3M | −$1.6M |
| May 2022 | $4.5M | $3.8M | $770K |
| Apr 2022 | $1.4M | $798K | $579K |
| Mar 2022 | $2.9M | $7.5M | −$4.6M |
| Feb 2022 | $1.5M | $15.5M | −$14.0M |
C000155622 Assets Under Management
Net assets of Vanguard Alternative Strategies Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-01-31 | $97.37M |
| 2022-10-31 | $99.68M |
| 2022-07-31 | $113.67M |
| 2022-04-30 | $110.69M |
| 2022-01-31 | $128.42M |
| 2021-10-31 | $137.08M |
| 2021-07-31 | $138.06M |
| 2021-04-30 | $142.28M |
| 2021-01-31 | $167.42M |
| 2020-10-31 | $307.32M |
| 2020-07-31 | $355.29M |
| 2020-04-30 | $424.48M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.