This online portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs and stocks to analyze and backtest portfolio returns, risk characteristics, standard deviation, annual returns and rolling returns. The results include a visualization of the portfolio growth chart and rolling returns, CAGR, standard deviation, Sharpe ratio, Sortino ratio, annual returns and inflation adjusted returns. A periodic contribution or withdrawal can also be specified together with the preferred portfolio rebalancing strategy. You can also analyze and compare asset class based lazy portfolios with a longer time horizon starting from 1972.
Ticker | Name | Allocation |
---|---|---|
VTI | Vanguard Total Stock Market ETF | 18.00% |
VTV | Vanguard Value ETF | 18.00% |
VOE | Vanguard Mid-Cap Value ETF | 5.00% |
VBR | Vanguard Small-Cap Value ETF | 5.00% |
VEA | Vanguard FTSE Developed Markets ETF | 41.00% |
VWO | Vanguard FTSE Emerging Markets ETF | 13.00% |
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Ticker | Name | Allocation |
---|---|---|
VTI | Vanguard Total Stock Market ETF | 35.00% |
VEA | Vanguard FTSE Developed Markets ETF | 22.00% |
VWO | Vanguard FTSE Emerging Markets ETF | 28.00% |
VIG | Vanguard Dividend Appreciation ETF | 5.00% |
XLE | Energy Select Sector SPDR ETF | 5.00% |
MUB | iShares National Muni Bond ETF | 5.00% |
Save portfolio » |
Ticker | Name | Allocation |
---|---|---|
VTSAX | Vanguard Total Stock Mkt Idx Adm | 100.00% |
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Portfolio | Initial Balance | Final Balance | CAGR | TWRR | MWRR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | US Mkt Correlation |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio 1 | $1,000,000 | $945,516 | -0.62% | 3.52% | 2.86% | 18.28% | 33.42% | -40.05% | -52.24% (-54.15%) | 0.27 | 0.38 | 0.97 |
Portfolio 2 | $1,000,000 | $931,415 | -0.79% | 3.35% | 2.81% | 17.57% | 39.94% | -39.81% | -49.34% (-51.36%) | 0.26 | 0.37 | 0.95 |
Portfolio 3 | $1,000,000 | $1,318,153 | 3.12% | 7.41% | 6.65% | 16.36% | 33.52% | -36.99% | -48.23% (-50.30%) | 0.51 | 0.73 | 1.00 |
* The number in parenthesis shows the calculated value taking into account the percentage based periodic withdrawals. |
Year | Inflation | Return | Balance | Adjustment | Vanguard Total Stock Market ETF (VTI) | Vanguard Value ETF (VTV) | Vanguard Mid-Cap Value ETF (VOE) | Vanguard Small-Cap Value ETF (VBR) | Vanguard FTSE Developed Markets ETF (VEA) | Vanguard FTSE Emerging Markets ETF (VWO) | Vanguard Dividend Appreciation ETF (VIG) | Energy Select Sector SPDR ETF (XLE) | iShares National Muni Bond ETF (MUB) | Vanguard Total Stock Mkt Idx Adm (VTSAX) | ||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio 1 | Portfolio 2 | Portfolio 3 | Portfolio 1 | Portfolio 2 | Portfolio 3 | Portfolio 1 | Portfolio 2 | Portfolio 3 | ||||||||||||
2008 | 0.09% | -40.05% | -39.81% | -36.99% | $575,560 | $577,856 | $604,913 | -$23,982 | -$24,077 | -$25,205 | -36.98% | -35.87% | -36.65% | -32.20% | -40.65% | -52.49% | -26.69% | -38.97% | 1.16% | -36.99% |
2009 | 2.72% | 33.42% | 39.94% | 28.83% | $737,198 | $776,308 | $748,109 | -$30,717 | -$32,346 | -$31,171 | 28.89% | 19.86% | 38.23% | 30.92% | 27.49% | 76.28% | 19.57% | 21.79% | 7.07% | 28.83% |
2010 | 1.50% | 14.05% | 15.22% | 17.26% | $807,140 | $858,665 | $842,113 | -$33,631 | -$35,778 | -$35,088 | 17.42% | 14.54% | 21.76% | 25.10% | 8.35% | 19.47% | 14.74% | 21.78% | 0.10% | 17.26% |
2011 | 2.96% | -7.34% | -6.52% | 1.08% | $717,970 | $770,557 | $817,178 | -$29,915 | -$32,107 | -$34,049 | 0.97% | 1.11% | -0.40% | -4.23% | -12.30% | -18.76% | 6.16% | 2.84% | 12.98% | 1.08% |
2012 | 1.74% | 17.55% | 16.32% | 16.38% | $810,209 | $860,452 | $913,019 | -$33,759 | -$35,852 | -$38,042 | 16.45% | 15.19% | 16.02% | 18.98% | 18.56% | 19.20% | 11.65% | 5.20% | 5.19% | 16.38% |
2013 | 1.50% | 24.01% | 17.72% | 33.52% | $964,516 | $972,395 | $1,170,337 | -$40,188 | -$40,516 | -$48,764 | 33.45% | 33.10% | 37.76% | 36.55% | 21.83% | -4.92% | 28.87% | 26.25% | -3.44% | 33.52% |
2014 | 0.76% | 3.39% | 3.59% | 12.56% | $957,363 | $967,042 | $1,264,612 | -$39,890 | -$40,293 | -$52,692 | 12.54% | 13.17% | 13.96% | 10.55% | -5.98% | -0.07% | 10.08% | -8.70% | 9.35% | 12.56% |
2015 | 0.73% | -2.66% | -5.41% | 0.39% | $894,665 | $878,137 | $1,218,733 | -$37,278 | -$36,589 | -$50,781 | 0.36% | -0.98% | -1.89% | -4.76% | -0.38% | -15.81% | -1.95% | -21.47% | 2.91% | 0.39% |
2016 | 2.07% | 10.09% | 10.49% | 12.66% | $945,516 | $931,415 | $1,318,153 | -$39,397 | -$38,809 | -$54,923 | 12.83% | 17.12% | 15.40% | 24.90% | 2.67% | 12.21% | 11.97% | 28.02% | -0.17% | 12.66% |
Year | Month | Return | Balance | Vanguard Total Stock Market ETF (VTI) | Vanguard Value ETF (VTV) | Vanguard Mid-Cap Value ETF (VOE) | Vanguard Small-Cap Value ETF (VBR) | Vanguard FTSE Developed Markets ETF (VEA) | Vanguard FTSE Emerging Markets ETF (VWO) | Vanguard Dividend Appreciation ETF (VIG) | Energy Select Sector SPDR ETF (XLE) | iShares National Muni Bond ETF (MUB) | Vanguard Total Stock Mkt Idx Adm (VTSAX) | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio 1 | Portfolio 2 | Portfolio 3 | Portfolio 1 | Portfolio 2 | Portfolio 3 | ||||||||||||
2008 | 1 | -6.54% | -7.17% | -6.08% | $934,585 | $928,258 | $939,197 | -6.17% | -4.73% | -3.69% | -3.88% | -7.39% | -9.02% | -5.27% | -12.29% | 0.26% | -6.08% |
2008 | 2 | -1.55% | -0.21% | -3.04% | $920,129 | $926,325 | $910,633 | -2.50% | -3.91% | -3.81% | -2.62% | -1.01% | 2.88% | -1.55% | 9.27% | -4.64% | -3.04% |
2008 | 3 | -0.63% | -1.12% | -0.59% | $914,309 | $915,905 | $905,240 | -0.90% | -0.45% | -0.82% | -0.39% | 0.38% | -3.68% | 2.03% | -2.34% | 3.13% | -0.59% |
2008 | 4 | 5.44% | 5.95% | 5.02% | $964,073 | $970,427 | $950,701 | 4.89% | 4.28% | 5.27% | 4.68% | 5.38% | 8.43% | 2.57% | 10.38% | 1.55% | 5.02% |
2008 | 5 | 1.38% | 1.78% | 2.12% | $977,403 | $987,740 | $970,874 | 2.02% | -0.57% | 3.68% | 4.14% | 1.21% | 1.79% | 0.33% | 5.20% | 0.59% | 2.12% |
2008 | 6 | -9.07% | -7.76% | -8.20% | $888,710 | $911,102 | $891,270 | -8.12% | -9.53% | -9.82% | -11.36% | -8.68% | -9.81% | -7.86% | 3.16% | -1.73% | -8.20% |
2008 | 7 | -2.07% | -3.16% | -0.77% | $870,301 | $882,282 | $884,419 | -0.62% | -0.18% | -1.54% | 4.06% | -3.47% | -4.72% | 1.06% | -15.91% | 0.56% | -0.77% |
2008 | 8 | -1.73% | -2.29% | 1.61% | $855,234 | $862,059 | $898,693 | 1.46% | 1.63% | 3.19% | 3.60% | -4.01% | -7.92% | 2.08% | 0.34% | 1.45% | 1.61% |
2008 | 9 | -10.27% | -11.20% | -9.28% | $767,380 | $765,550 | $815,323 | -9.24% | -6.85% | -9.16% | -5.32% | -11.59% | -15.59% | -6.72% | -14.95% | -3.38% | -9.28% |
2008 | 10 | -20.08% | -19.33% | -17.63% | $613,327 | $617,544 | $671,594 | -17.48% | -16.23% | -22.16% | -21.96% | -20.56% | -27.26% | -14.11% | -18.80% | -0.97% | -17.63% |
2008 | 11 | -7.34% | -6.64% | -7.86% | $568,312 | $576,533 | $618,808 | -8.01% | -6.65% | -7.71% | -9.56% | -6.62% | -8.65% | -2.55% | -2.18% | -0.54% | -7.86% |
2008 | 12 | 5.50% | 4.41% | 1.83% | $575,560 | $577,856 | $604,913 | 1.78% | 1.51% | 5.66% | 4.46% | 8.97% | 7.59% | 0.88% | -4.50% | 5.28% | 1.83% |
2009 | 1 | -11.43% | -8.86% | -8.26% | $509,786 | $526,630 | $554,966 | -8.05% | -11.10% | -9.14% | -12.39% | -14.02% | -8.91% | -7.62% | -1.78% | -0.01% | -8.26% |
2009 | 2 | -10.06% | -7.64% | -10.45% | $458,521 | $486,377 | $496,972 | -10.53% | -13.56% | -12.07% | -14.01% | -10.08% | -2.38% | -10.52% | -12.34% | 0.51% | -10.45% |
2009 | 3 | 8.95% | 8.75% | 8.73% | $499,547 | $528,957 | $540,371 | 8.26% | 8.20% | 8.37% | 8.83% | 8.42% | 12.40% | 7.03% | 3.79% | 0.29% | 8.73% |
2009 | 4 | 12.97% | 12.32% | 10.60% | $564,346 | $594,127 | $597,650 | 10.99% | 11.02% | 16.54% | 19.56% | 11.82% | 17.44% | 7.29% | 7.82% | 2.32% | 10.60% |
2009 | 5 | 10.50% | 11.01% | 5.33% | $623,628 | $659,558 | $629,502 | 5.46% | 7.10% | 4.18% | 3.83% | 13.06% | 17.89% | 4.95% | 12.89% | 0.07% | 5.33% |
2009 | 6 | -1.30% | -1.44% | 0.37% | $615,527 | $650,030 | $631,803 | 0.36% | -1.08% | -0.87% | -0.09% | -1.82% | -2.45% | 0.49% | -6.54% | -1.45% | 0.37% |
2009 | 7 | 9.71% | 8.95% | 7.87% | $675,311 | $708,206 | $681,504 | 7.74% | 7.96% | 10.78% | 10.65% | 10.57% | 10.91% | 6.56% | 5.35% | 1.79% | 7.87% |
2009 | 8 | 3.80% | 2.11% | 3.63% | $700,976 | $723,174 | $706,215 | 3.71% | 5.22% | 6.63% | 6.18% | 4.50% | -0.71% | 2.41% | 1.09% | 1.89% | 3.63% |
2009 | 9 | 4.99% | 6.03% | 4.25% | $735,927 | $766,767 | $736,248 | 4.14% | 3.23% | 5.94% | 5.41% | 3.94% | 9.96% | 3.15% | 5.84% | 3.30% | 4.25% |
2009 | 10 | -2.93% | -2.27% | -2.61% | $714,332 | $749,361 | $717,066 | -2.63% | -2.65% | -4.81% | -6.09% | -2.77% | -2.41% | -0.43% | 2.47% | -2.61% | -2.61% |
2009 | 11 | 5.26% | 5.54% | 5.66% | $751,928 | $790,890 | $757,686 | 5.69% | 6.06% | 5.69% | 3.55% | 4.11% | 7.18% | 5.79% | 2.84% | 0.52% | 5.66% |
2009 | 12 | 2.13% | 2.25% | 2.85% | $737,198 | $776,308 | $748,109 | 2.86% | 1.22% | 5.37% | 6.92% | 0.79% | 3.10% | 0.73% | 0.88% | 0.38% | 2.85% |
2010 | 1 | -4.45% | -4.65% | -3.46% | $704,384 | $740,243 | $722,218 | -3.57% | -2.45% | -2.28% | -2.99% | -5.44% | -6.73% | -2.30% | -4.40% | 0.38% | -3.46% |
2010 | 2 | 2.14% | 2.21% | 3.36% | $719,484 | $756,637 | $746,474 | 3.44% | 2.62% | 4.75% | 5.01% | 0.74% | 1.88% | 2.42% | 3.01% | 0.84% | 3.36% |
2010 | 3 | 6.66% | 6.26% | 6.26% | $767,428 | $803,976 | $793,216 | 6.40% | 6.15% | 7.01% | 8.20% | 6.30% | 8.19% | 4.62% | 2.82% | -0.06% | 6.26% |
2010 | 4 | 0.13% | 0.50% | 2.21% | $768,437 | $807,958 | $810,728 | 2.18% | 1.78% | 3.93% | 6.23% | -2.77% | -0.21% | 2.17% | 4.16% | 1.14% | 2.21% |
2010 | 5 | -9.42% | -8.72% | -8.00% | $696,065 | $737,522 | $745,880 | -7.88% | -7.77% | -7.45% | -7.95% | -11.53% | -9.18% | -7.24% | -11.45% | 0.83% | -8.00% |
2010 | 6 | -3.66% | -3.20% | -5.67% | $670,562 | $713,923 | $703,570 | -5.83% | -5.16% | -6.27% | -8.16% | -1.81% | -0.55% | -4.34% | -5.93% | -0.34% | -5.67% |
2010 | 7 | 9.17% | 8.59% | 7.03% | $732,038 | $775,243 | $753,059 | 7.02% | 6.63% | 6.73% | 7.46% | 11.66% | 10.21% | 6.38% | 8.37% | 1.41% | 7.03% |
2010 | 8 | -4.02% | -3.44% | -4.75% | $702,612 | $748,553 | $717,317 | -4.71% | -4.24% | -5.13% | -6.66% | -3.58% | -2.56% | -3.44% | -4.90% | 2.16% | -4.75% |
2010 | 9 | 9.49% | 9.51% | 9.50% | $769,317 | $819,724 | $785,438 | 9.45% | 7.56% | 9.22% | 10.43% | 9.66% | 11.42% | 8.31% | 10.00% | -0.04% | 9.50% |
2010 | 10 | 3.63% | 3.53% | 3.94% | $797,208 | $848,699 | $816,392 | 4.03% | 2.73% | 3.45% | 3.60% | 4.06% | 3.10% | 2.83% | 5.67% | -0.81% | 3.94% |
2010 | 11 | -2.22% | -1.53% | 0.58% | $779,506 | $835,746 | $821,090 | 0.51% | -0.62% | 0.36% | 2.28% | -4.90% | -2.84% | 0.30% | 5.86% | -2.79% | 0.58% |
2010 | 12 | 7.86% | 7.02% | 6.83% | $807,140 | $858,665 | $842,113 | 6.96% | 7.97% | 7.38% | 7.69% | 8.44% | 7.56% | 5.34% | 9.32% | -2.51% | 6.83% |
2011 | 1 | 1.47% | 0.65% | 2.19% | $818,980 | $864,225 | $860,519 | 2.05% | 2.85% | 2.38% | 0.60% | 2.16% | -3.45% | 1.43% | 7.18% | -0.18% | 2.19% |
2011 | 2 | 3.31% | 2.76% | 3.63% | $846,112 | $888,079 | $891,728 | 3.70% | 4.03% | 3.72% | 4.70% | 3.66% | -0.17% | 3.41% | 7.37% | 2.30% | 3.63% |
2011 | 3 | -0.17% | 1.11% | 0.45% | $844,647 | $897,967 | $895,708 | 0.42% | -0.03% | 1.29% | 1.47% | -2.50% | 5.47% | 1.06% | 1.88% | -1.20% | 0.45% |
2011 | 4 | 4.27% | 3.65% | 2.99% | $880,742 | $930,780 | $922,494 | 2.90% | 2.96% | 2.91% | 2.34% | 6.19% | 3.37% | 3.49% | 0.92% | 2.77% | 2.99% |
2011 | 5 | -2.06% | -1.96% | -1.16% | $862,640 | $912,573 | $911,779 | -1.06% | -1.37% | -0.55% | -2.12% | -2.70% | -2.94% | -1.27% | -4.19% | 2.33% | -1.16% |
2011 | 6 | -1.60% | -1.32% | -1.79% | $848,870 | $900,483 | $895,495 | -1.79% | -2.12% | -3.02% | -2.08% | -1.22% | -1.00% | -0.77% | -1.92% | -0.13% | -1.79% |
2011 | 7 | -2.47% | -1.57% | -2.22% | $827,902 | $886,340 | $875,589 | -2.27% | -3.50% | -3.89% | -3.32% | -2.39% | -0.62% | -3.46% | 1.46% | 0.55% | -2.22% |
2011 | 8 | -7.59% | -7.04% | -6.02% | $765,079 | $823,923 | $822,866 | -6.09% | -5.90% | -6.56% | -8.19% | -8.58% | -9.09% | -3.20% | -10.22% | 3.39% | -6.02% |
2011 | 9 | -10.54% | -11.14% | -7.75% | $684,466 | $732,167 | $759,086 | -7.57% | -6.85% | -8.70% | -10.64% | -11.33% | -18.44% | -6.26% | -14.42% | -0.04% | -7.75% |
2011 | 10 | 11.23% | 11.66% | 11.54% | $761,316 | $817,532 | $846,704 | 11.37% | 10.27% | 12.37% | 14.43% | 9.76% | 15.91% | 9.60% | 19.14% | -0.53% | 11.54% |
2011 | 11 | -1.21% | -0.78% | -0.29% | $752,107 | $811,120 | $844,270 | -0.37% | -0.56% | 0.15% | -0.14% | -2.09% | -1.71% | 1.87% | 1.66% | 0.64% | -0.29% |
2011 | 12 | -0.56% | -1.04% | 0.82% | $717,970 | $770,557 | $817,178 | 0.98% | 2.53% | 1.10% | 0.82% | -2.12% | -4.17% | 1.00% | -2.05% | 2.50% | 0.82% |
2012 | 1 | 5.85% | 6.45% | 5.08% | $759,976 | $820,244 | $858,690 | 5.07% | 3.47% | 5.23% | 6.97% | 5.62% | 10.78% | 2.60% | 2.26% | 3.53% | 5.08% |
2012 | 2 | 4.48% | 4.47% | 4.26% | $794,050 | $856,929 | $895,241 | 4.22% | 3.89% | 3.62% | 2.55% | 4.88% | 5.43% | 2.76% | 5.93% | -1.07% | 4.26% |
2012 | 3 | 1.04% | 0.24% | 3.07% | $802,289 | $858,967 | $922,710 | 3.06% | 2.84% | 2.00% | 2.41% | 0.33% | -2.60% | 2.09% | -3.81% | -0.82% | 3.07% |
2012 | 4 | -1.62% | -1.36% | -0.63% | $789,331 | $847,321 | $916,941 | -0.64% | -0.92% | -0.77% | -0.99% | -2.38% | -2.09% | -0.34% | -0.71% | 0.87% | -0.63% |
2012 | 5 | -8.79% | -8.33% | -6.23% | $719,985 | $776,728 | $859,780 | -6.23% | -5.91% | -6.75% | -6.31% | -11.17% | -10.67% | -4.37% | -10.68% | 1.20% | -6.23% |
2012 | 6 | 5.45% | 4.63% | 3.94% | $759,255 | $812,700 | $893,649 | 4.05% | 4.79% | 3.37% | 4.47% | 6.98% | 5.02% | 2.18% | 4.80% | -0.71% | 3.94% |
2012 | 7 | 0.52% | 0.85% | 1.03% | $763,236 | $819,632 | $902,873 | 0.88% | 1.18% | 0.78% | -0.43% | 0.25% | 0.20% | 1.96% | 4.94% | 2.07% | 1.03% |
2012 | 8 | 2.40% | 1.97% | 2.51% | $781,558 | $835,778 | $925,537 | 2.70% | 1.48% | 2.51% | 2.99% | 3.29% | 0.25% | 1.90% | 2.70% | -0.15% | 2.51% |
2012 | 9 | 2.97% | 3.19% | 2.58% | $804,766 | $862,464 | $949,376 | 2.49% | 2.90% | 2.03% | 2.80% | 2.64% | 5.31% | 1.87% | 3.12% | 0.57% | 2.58% |
2012 | 10 | -0.10% | -0.72% | -1.76% | $804,000 | $856,279 | $932,692 | -1.81% | -0.39% | -0.14% | -0.70% | 1.06% | -0.55% | -1.26% | -2.03% | 0.47% | -1.76% |
2012 | 11 | 1.38% | 1.33% | 0.74% | $815,108 | $867,645 | $939,577 | 0.77% | -0.74% | 1.23% | 1.01% | 2.71% | 1.28% | 1.44% | -1.22% | 1.85% | 0.74% |
2012 | 12 | 3.54% | 3.30% | 1.22% | $810,209 | $860,452 | $913,019 | 1.29% | 2.12% | 2.36% | 3.34% | 4.24% | 7.06% | 0.47% | 1.02% | -2.58% | 1.22% |
2013 | 1 | 4.39% | 3.51% | 5.50% | $845,742 | $890,655 | $963,216 | 5.42% | 6.36% | 7.26% | 6.46% | 3.83% | 0.07% | 5.93% | 8.30% | 0.81% | 5.50% |
2013 | 2 | -0.13% | -0.33% | 1.28% | $844,640 | $887,749 | $975,509 | 1.28% | 1.31% | 1.47% | 1.62% | -1.15% | -2.36% | 1.16% | 0.44% | 0.53% | 1.28% |
2013 | 3 | 2.30% | 1.60% | 3.91% | $864,082 | $901,943 | $1,013,660 | 3.95% | 4.04% | 5.00% | 4.56% | 1.19% | -1.27% | 3.38% | 2.54% | -1.31% | 3.91% |
2013 | 4 | 3.13% | 2.35% | 1.70% | $891,154 | $923,147 | $1,030,897 | 1.61% | 2.21% | 1.70% | 0.09% | 5.22% | 2.00% | 1.67% | -1.31% | 1.75% | 1.70% |
2013 | 5 | -0.61% | -1.01% | 2.35% | $885,744 | $913,836 | $1,055,081 | 2.44% | 2.58% | 1.87% | 3.11% | -2.97% | -5.07% | 1.15% | 2.85% | -3.05% | 2.35% |
2013 | 6 | -2.30% | -2.79% | -1.24% | $865,341 | $888,329 | $1,041,963 | -1.43% | -1.02% | -1.35% | -1.27% | -2.77% | -5.33% | -1.51% | -2.27% | -2.69% | -1.24% |
2013 | 7 | 4.97% | 4.07% | 5.46% | $908,324 | $924,444 | $1,098,831 | 5.75% | 5.38% | 5.64% | 6.85% | 5.20% | 0.70% | 5.41% | 5.26% | -0.80% | 5.46% |
2013 | 8 | -2.69% | -2.67% | -2.80% | $883,895 | $899,766 | $1,068,071 | -3.03% | -3.68% | -2.92% | -4.17% | -1.60% | -3.43% | -3.57% | -1.03% | -1.72% | -2.80% |
2013 | 9 | 5.60% | 5.42% | 3.67% | $933,360 | $948,526 | $1,107,265 | 3.90% | 2.29% | 3.99% | 5.30% | 7.85% | 7.27% | 3.97% | 2.12% | 2.80% | 3.67% |
2013 | 10 | 3.90% | 3.90% | 4.25% | $969,729 | $985,496 | $1,154,277 | 4.27% | 4.59% | 4.53% | 3.92% | 3.21% | 4.34% | 4.17% | 4.20% | 1.21% | 4.25% |
2013 | 11 | 1.61% | 1.08% | 2.88% | $985,298 | $996,183 | $1,187,524 | 2.70% | 3.18% | 2.90% | 2.93% | 0.66% | -0.93% | 2.32% | 0.06% | -0.47% | 2.88% |
2013 | 12 | 1.97% | 1.68% | 2.66% | $964,516 | $972,395 | $1,170,337 | 2.73% | 2.09% | 2.83% | 2.74% | 1.90% | -0.28% | 1.96% | 2.87% | -0.41% | 2.66% |
2014 | 1 | -4.73% | -5.03% | -3.11% | $918,852 | $923,498 | $1,133,991 | -3.17% | -3.69% | -2.58% | -2.78% | -5.21% | -8.43% | -5.01% | -5.80% | 2.56% | -3.11% |
2014 | 2 | 4.97% | 4.47% | 4.75% | $964,545 | $964,800 | $1,187,883 | 4.87% | 3.97% | 5.39% | 4.97% | 5.95% | 3.24% | 4.90% | 5.12% | 1.05% | 4.75% |
2014 | 3 | 1.12% | 1.48% | 0.52% | $975,350 | $979,110 | $1,194,086 | 0.51% | 2.69% | 1.15% | 1.31% | -0.37% | 4.62% | 0.79% | 2.11% | 0.08% | 0.52% |
2014 | 4 | 0.88% | 0.99% | 0.06% | $983,964 | $988,788 | $1,194,841 | 0.06% | 0.86% | 0.41% | -1.13% | 1.57% | 0.89% | 1.01% | 5.25% | 1.24% | 0.06% |
2014 | 5 | 1.92% | 2.20% | 2.17% | $1,002,824 | $1,010,590 | $1,220,772 | 2.10% | 1.38% | 1.71% | 1.64% | 1.77% | 3.10% | 1.61% | 1.67% | 1.12% | 2.17% |
2014 | 6 | 2.01% | 2.38% | 2.57% | $1,023,026 | $1,034,659 | $1,252,119 | 2.62% | 1.92% | 2.78% | 4.32% | 1.04% | 3.17% | 1.49% | 5.51% | -0.16% | 2.57% |
2014 | 7 | -1.74% | -1.16% | -1.98% | $1,005,242 | $1,022,671 | $1,227,345 | -1.99% | -1.20% | -2.60% | -4.79% | -2.37% | 1.37% | -3.31% | -3.47% | 0.45% | -1.98% |
2014 | 8 | 2.45% | 2.96% | 4.18% | $1,029,895 | $1,052,938 | $1,278,663 | 4.15% | 3.44% | 3.86% | 5.12% | 0.26% | 3.84% | 3.65% | 2.18% | 1.26% | 4.18% |
2014 | 9 | -3.69% | -4.14% | -2.11% | $991,861 | $1,009,396 | $1,251,730 | -2.10% | -1.28% | -3.47% | -5.54% | -4.16% | -7.18% | -1.00% | -7.75% | -0.08% | -2.11% |
2014 | 10 | 1.43% | 1.52% | 2.74% | $1,006,091 | $1,024,787 | $1,286,013 | 2.75% | 1.80% | 3.56% | 4.85% | -0.35% | 2.23% | 2.65% | -3.53% | 0.55% | 2.74% |
2014 | 11 | 0.99% | 0.35% | 2.43% | $1,016,087 | $1,028,371 | $1,317,249 | 2.48% | 2.47% | 2.72% | 1.10% | 0.00% | -1.10% | 3.22% | -8.69% | 0.12% | 2.43% |
2014 | 12 | -1.85% | -2.05% | 0.00% | $957,363 | $967,042 | $1,264,612 | -0.04% | 0.35% | 0.65% | 1.79% | -3.77% | -4.69% | 0.11% | -0.23% | 0.81% | 0.00% |
2015 | 1 | -1.25% | -1.17% | -2.77% | $945,426 | $955,691 | $1,229,565 | -2.74% | -4.10% | -2.37% | -3.30% | 0.71% | -0.20% | -3.38% | -4.56% | 1.60% | -2.77% |
2015 | 2 | 5.67% | 5.11% | 5.76% | $999,076 | $1,004,555 | $1,300,393 | 5.74% | 5.31% | 5.35% | 5.66% | 6.16% | 4.66% | 5.59% | 4.59% | -1.12% | 5.76% |
2015 | 3 | -1.15% | -1.41% | -1.01% | $987,573 | $990,387 | $1,287,272 | -1.16% | -1.32% | -0.05% | 1.30% | -1.22% | -2.05% | -2.27% | -1.16% | 0.22% | -1.01% |
2015 | 4 | 2.83% | 3.44% | 0.42% | $1,015,527 | $1,024,418 | $1,292,689 | 0.62% | 1.28% | -0.29% | -1.30% | 3.87% | 7.41% | -0.21% | 6.57% | -0.71% | 0.42% |
2015 | 5 | 0.05% | -0.84% | 1.39% | $1,016,057 | $1,015,810 | $1,310,664 | 1.30% | 1.18% | 1.20% | 1.37% | -0.05% | -3.55% | 0.96% | -5.19% | -0.49% | 1.39% |
2015 | 6 | -2.43% | -2.27% | -1.70% | $991,329 | $992,774 | $1,288,350 | -1.67% | -2.24% | -2.34% | -1.51% | -2.91% | -2.54% | -2.54% | -3.48% | -0.34% | -1.70% |
2015 | 7 | 0.28% | -1.04% | 1.65% | $994,125 | $982,422 | $1,309,617 | 1.70% | 1.02% | 0.94% | -0.95% | 1.46% | -6.26% | 2.16% | -7.69% | 1.12% | 1.65% |
2015 | 8 | -6.85% | -6.98% | -6.00% | $926,040 | $913,861 | $1,230,980 | -6.09% | -5.84% | -4.41% | -4.84% | -7.23% | -9.86% | -5.87% | -4.25% | -0.11% | -6.00% |
2015 | 9 | -3.40% | -3.12% | -2.94% | $894,555 | $885,360 | $1,194,741 | -2.92% | -2.54% | -3.40% | -3.58% | -4.08% | -2.88% | -1.84% | -7.18% | 0.86% | -2.94% |
2015 | 10 | 6.91% | 6.62% | 7.86% | $956,404 | $944,006 | $1,288,690 | 7.91% | 7.65% | 6.31% | 6.63% | 6.73% | 5.29% | 6.74% | 11.16% | 0.36% | 7.86% |
2015 | 11 | -0.28% | -0.51% | 0.56% | $953,697 | $939,231 | $1,295,898 | 0.60% | 0.54% | 0.62% | 1.32% | -0.76% | -2.30% | 0.27% | -0.01% | 0.50% | 0.56% |
2015 | 12 | -2.28% | -2.61% | -2.04% | $894,665 | $878,137 | $1,218,733 | -2.13% | -1.15% | -2.87% | -4.90% | -2.14% | -3.44% | -0.87% | -10.50% | 1.02% | -2.04% |
2016 | 1 | -5.56% | -5.08% | -5.65% | $844,899 | $833,529 | $1,149,866 | -5.72% | -4.76% | -6.86% | -6.37% | -5.53% | -5.75% | -2.29% | -3.50% | 0.77% | -5.65% |
2016 | 2 | -1.15% | -0.85% | -0.04% | $835,195 | $826,427 | $1,149,386 | -0.01% | 0.10% | 1.36% | 1.50% | -3.08% | -0.32% | 1.13% | -2.80% | 0.02% | -0.04% |
2016 | 3 | 7.93% | 8.45% | 7.03% | $901,422 | $896,256 | $1,230,230 | 7.11% | 6.70% | 7.76% | 8.94% | 7.20% | 12.72% | 6.28% | 10.16% | 0.44% | 7.03% |
2016 | 4 | 1.61% | 1.49% | 0.65% | $915,974 | $909,575 | $1,238,185 | 0.66% | 1.52% | 0.99% | 2.10% | 2.31% | 1.01% | -0.33% | 9.06% | 0.67% | 0.65% |
2016 | 5 | 0.09% | -0.39% | 1.77% | $916,781 | $906,002 | $1,260,124 | 1.73% | 1.06% | 1.44% | 1.40% | -0.30% | -3.24% | 0.95% | -0.93% | 0.28% | 1.77% |
2016 | 6 | 0.11% | 1.39% | 0.25% | $917,787 | $918,618 | $1,263,263 | 0.27% | 1.13% | 0.32% | 0.15% | -2.04% | 4.93% | 2.37% | 2.71% | 1.61% | 0.25% |
2016 | 7 | 4.04% | 3.78% | 3.95% | $954,837 | $953,318 | $1,313,144 | 3.98% | 2.81% | 4.19% | 4.64% | 4.16% | 5.14% | 2.29% | -1.26% | -0.04% | 3.95% |
2016 | 8 | 0.52% | 0.48% | 0.28% | $959,758 | $957,901 | $1,316,776 | 0.21% | 0.68% | 0.93% | 0.73% | 0.41% | 0.78% | 0.01% | 1.68% | 0.13% | 0.28% |
2016 | 9 | 0.92% | 1.14% | 0.15% | $968,622 | $968,796 | $1,318,802 | 0.21% | -0.46% | 0.43% | 0.30% | 1.65% | 2.05% | -0.97% | 3.69% | -0.56% | 0.15% |
2016 | 10 | -1.77% | -1.45% | -2.21% | $951,450 | $954,736 | $1,289,603 | -2.19% | -1.09% | -2.42% | -2.92% | -2.41% | 0.32% | -1.93% | -2.82% | -0.96% | -2.21% |
2016 | 11 | 1.55% | 0.40% | 4.45% | $966,210 | $958,522 | $1,347,027 | 4.49% | 6.00% | 5.94% | 10.21% | -1.51% | -4.05% | 2.98% | 8.47% | -4.10% | 4.45% |
2016 | 12 | 1.94% | 1.22% | 1.93% | $945,516 | $931,415 | $1,318,153 | 1.98% | 2.73% | 1.10% | 2.86% | 2.45% | -0.74% | 1.17% | 1.73% | 1.72% | 1.93% |
* End-of-month balance includes the annual contribution/withdrawal |
Style Category | Portfolio 1 | Portfolio 2 | Portfolio 3 |
---|---|---|---|
Large-cap Value | 25.24% | 12.08% | 38.23% |
Large-cap Growth | 9.09% | 20.74% | 42.33% |
Mid-cap Value | 6.23% | 8.25% | 5.63% |
Mid-cap Growth | 0.63% | 1.19% | 7.90% |
Small-cap Value | 2.47% | 0.00% | 2.04% |
Small-cap Growth | 1.14% | 0.00% | 2.86% |
Global ex-US Developed Markets | 41.45% | 22.62% | 0.72% |
Emerging Markets | 13.41% | 29.72% | 0.28% |
Corporate Bonds | 0.20% | 0.26% | 0.00% |
Long-Term Treasuries | 0.15% | 0.00% | 0.00% |
Intermediate-Term Treasuries | 0.00% | 0.00% | 0.00% |
Short-Term Treasuries | 0.00% | 5.14% | 0.00% |
R Squared | 99.94% | 99.85% | 99.90% |
Style analysis is based on monthly returns from Jan 2008 to Dec 2016 and uses total portfolio return with monthly rebalancing. |
Ticker | Name | Category | Duration | ER | Weight | Return Contribution | Risk Contribution |
---|---|---|---|---|---|---|---|
VTI | Vanguard Total Stock Market ETF | Large Blend | 0.04% | 18.00% | $100,998 | 15.53% | |
VTV | Vanguard Value ETF | Large Value | 0.05% | 18.00% | $93,526 | 15.18% | |
VOE | Vanguard Mid-Cap Value ETF | Mid-Cap Value | 0.07% | 5.00% | $34,302 | 4.81% | |
VBR | Vanguard Small-Cap Value ETF | Small Value | 0.07% | 5.00% | $35,914 | 5.15% | |
VEA | Vanguard FTSE Developed Markets ETF | Foreign Large Blend | 0.07% | 41.00% | -$5,475 | 43.67% | |
VWO | Vanguard FTSE Emerging Markets ETF | Diversified Emerging Mkts | 0.14% | 13.00% | -$4,993 | 15.68% |
Ticker | Name | Category | Duration | ER | Weight | Return Contribution | Risk Contribution |
---|---|---|---|---|---|---|---|
VTI | Vanguard Total Stock Market ETF | Large Blend | 0.04% | 35.00% | $207,704 | 30.75% | |
VEA | Vanguard FTSE Developed Markets ETF | Foreign Large Blend | 0.07% | 22.00% | $876 | 23.94% | |
VWO | Vanguard FTSE Emerging Markets ETF | Diversified Emerging Mkts | 0.14% | 28.00% | -$9,698 | 36.39% | |
VIG | Vanguard Dividend Appreciation ETF | Large Blend | 0.08% | 5.00% | $26,799 | 3.53% | |
XLE | Energy Select Sector SPDR ETF | Equity Energy | 0.13% | 5.00% | $7,472 | 5.13% | |
MUB | iShares National Muni Bond ETF | Muni National Interm | 6.16 | 0.07% | 5.00% | $14,630 | 0.27% |
Ticker | Name | Category | Duration | ER | Weight | Return Contribution | Risk Contribution |
---|---|---|---|---|---|---|---|
VTSAX | Vanguard Total Stock Mkt Idx Adm | Large Blend | 0.04% | 100.00% | $688,869 | 100.00% |
Fund fundamentals data as of 02/05/2019. © 2019 Morningstar. All Rights Reserved. The fund fundamentals information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.
Metric | Portfolio 1 | Portfolio 2 | Portfolio 3 |
---|---|---|---|
Arithmetic Mean (monthly) | 0.43% | 0.40% | 0.71% |
Arithmetic Mean (annualized) | 5.28% | 4.96% | 8.86% |
Geometric Mean (monthly) | 0.29% | 0.27% | 0.60% |
Geometric Mean (annualized) | 3.52% | 3.35% | 7.41% |
Volatility (monthly) | 5.28% | 5.07% | 4.72% |
Volatility (annualized) | 18.28% | 17.57% | 16.36% |
Downside Deviation (monthly) | 3.74% | 3.55% | 3.28% |
Max. Drawdown | -52.24% | -49.34% | -48.23% |
US Market Correlation | 0.97 | 0.95 | 1.00 |
Beta(*) | 1.08 | 1.02 | 1.00 |
Alpha (annualized) | -3.92% | -3.74% | 0.11% |
R2 | 93.24% | 90.31% | 100.00% |
Sharpe Ratio | 0.27 | 0.26 | 0.51 |
Sortino Ratio | 0.38 | 0.37 | 0.73 |
Treynor Ratio (%) | 4.56 | 4.52 | 8.28 |
Calmar Ratio | 0.24 | 0.17 | 0.95 |
Active Return | -3.77% | -3.95% | 0.12% |
Tracking Error | 4.93% | 5.48% | 0.07% |
Information Ratio | -0.77 | -0.72 | 1.78 |
Skewness | -0.60 | -0.51 | -0.72 |
Excess Kurtosis | 1.63 | 1.68 | 1.52 |
Historical Value-at-Risk (5%) | -9.77% | -8.54% | -8.11% |
Analytical Value-at-Risk (5%) | -8.24% | -7.98% | -7.06% |
Conditional Value-at-Risk (5%) | -12.47% | -11.85% | -10.76% |
Upside Capture Ratio (%) | 95.91 | 89.94 | 100.36 |
Downside Capture Ratio (%) | 112.88 | 107.09 | 99.85 |
Sustainable Withdrawal Rate | 10.00% | 10.29% | 11.47% |
Positive Periods | 61 out of 108 (56.48%) | 59 out of 108 (54.63%) | 70 out of 108 (64.81%) |
Gain/Loss Ratio | 0.96 | 1.03 | 0.80 |
* US stock market is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values. |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Jan 2008 | Feb 2009 | 1 year 2 months | May 2014 | 5 years 3 months | 6 years 5 months | -54.15% |
2 | Sep 2014 | Feb 2016 | 1 year 6 months | -18.90% | |||
3 | Jul 2014 | Jul 2014 | 1 month | Aug 2014 | 1 month | 2 months | -1.74% |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Jan 2008 | Feb 2009 | 1 year 2 months | May 2014 | 5 years 3 months | 6 years 5 months | -51.36% |
2 | Sep 2014 | Feb 2016 | 1 year 6 months | -21.51% | |||
3 | Jul 2014 | Jul 2014 | 1 month | Aug 2014 | 1 month | 2 months | -1.16% |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Jan 2008 | Feb 2009 | 1 year 2 months | Mar 2013 | 4 years 1 month | 5 years 3 months | -50.30% |
2 | Dec 2014 | Feb 2016 | 1 year 3 months | Sep 2016 | 7 months | 1 year 10 months | -12.74% |
3 | Dec 2013 | Jan 2014 | 2 months | Feb 2014 | 1 month | 3 months | -4.51% |
4 | Aug 2013 | Aug 2013 | 1 month | Sep 2013 | 1 month | 2 months | -2.80% |
5 | Oct 2016 | Oct 2016 | 1 month | Nov 2016 | 1 month | 2 months | -2.21% |
6 | Dec 2016 | Dec 2016 | 1 month | -2.14% | |||
7 | Sep 2014 | Sep 2014 | 1 month | Oct 2014 | 1 month | 2 months | -2.11% |
8 | Jul 2014 | Jul 2014 | 1 month | Aug 2014 | 1 month | 2 months | -1.98% |
9 | Jun 2013 | Jun 2013 | 1 month | Jul 2013 | 1 month | 2 months | -1.24% |
Ticker | Name | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | US Mkt Correlation |
---|---|---|---|---|---|---|---|---|---|
VTI | Vanguard Total Stock Market ETF | 7.44% | 16.36% | 33.45% | -36.98% | -48.15% | 0.51 | 0.73 | 1.00 |
VTV | Vanguard Value ETF | 6.69% | 16.22% | 33.10% | -35.87% | -50.72% | 0.47 | 0.66 | 0.98 |
VOE | Vanguard Mid-Cap Value ETF | 9.10% | 18.55% | 38.23% | -36.65% | -49.53% | 0.55 | 0.80 | 0.98 |
VBR | Vanguard Small-Cap Value ETF | 9.55% | 20.62% | 36.55% | -32.20% | -49.75% | 0.54 | 0.79 | 0.95 |
VEA | Vanguard FTSE Developed Markets ETF | -0.02% | 19.94% | 27.49% | -40.65% | -54.11% | 0.09 | 0.12 | 0.90 |
VWO | Vanguard FTSE Emerging Markets ETF | -1.54% | 24.20% | 76.28% | -52.49% | -57.75% | 0.05 | 0.07 | 0.82 |
VIG | Vanguard Dividend Appreciation ETF | 7.12% | 13.67% | 28.87% | -26.69% | -39.40% | 0.55 | 0.80 | 0.97 |
XLE | Energy Select Sector SPDR ETF | 1.42% | 22.76% | 28.02% | -38.97% | -53.13% | 0.17 | 0.23 | 0.75 |
MUB | iShares National Muni Bond ETF | 3.79% | 5.59% | 12.98% | -3.44% | -8.79% | 0.65 | 1.01 | 0.12 |
VTSAX | Vanguard Total Stock Mkt Idx Adm | 7.41% | 16.36% | 33.52% | -36.99% | -48.23% | 0.51 | 0.73 | 1.00 |
Ticker | Name | VTI | VTV | VOE | VBR | VEA | VWO | VIG | XLE | MUB | VTSAX | Portfolio 1 | Portfolio 2 | Portfolio 3 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTI | Vanguard Total Stock Market ETF | - | 0.98 | 0.98 | 0.95 | 0.90 | 0.82 | 0.96 | 0.75 | 0.12 | 1.00 | 0.97 | 0.95 | 1.00 |
VTV | Vanguard Value ETF | 0.98 | - | 0.96 | 0.94 | 0.89 | 0.78 | 0.96 | 0.72 | 0.10 | 0.98 | 0.95 | 0.92 | 0.98 |
VOE | Vanguard Mid-Cap Value ETF | 0.98 | 0.96 | - | 0.98 | 0.88 | 0.81 | 0.93 | 0.72 | 0.18 | 0.98 | 0.95 | 0.93 | 0.98 |
VBR | Vanguard Small-Cap Value ETF | 0.95 | 0.94 | 0.98 | - | 0.83 | 0.77 | 0.91 | 0.69 | 0.11 | 0.95 | 0.91 | 0.89 | 0.95 |
VEA | Vanguard FTSE Developed Markets ETF | 0.90 | 0.89 | 0.88 | 0.83 | - | 0.89 | 0.87 | 0.73 | 0.20 | 0.90 | 0.98 | 0.97 | 0.90 |
VWO | Vanguard FTSE Emerging Markets ETF | 0.82 | 0.78 | 0.81 | 0.77 | 0.89 | - | 0.78 | 0.74 | 0.18 | 0.82 | 0.91 | 0.95 | 0.82 |
VIG | Vanguard Dividend Appreciation ETF | 0.96 | 0.96 | 0.93 | 0.91 | 0.87 | 0.78 | - | 0.72 | 0.14 | 0.97 | 0.93 | 0.91 | 0.97 |
XLE | Energy Select Sector SPDR ETF | 0.75 | 0.72 | 0.72 | 0.69 | 0.73 | 0.74 | 0.72 | - | -0.09 | 0.75 | 0.76 | 0.80 | 0.75 |
MUB | iShares National Muni Bond ETF | 0.12 | 0.10 | 0.18 | 0.11 | 0.20 | 0.18 | 0.14 | -0.09 | - | 0.12 | 0.17 | 0.17 | 0.12 |
VTSAX | Vanguard Total Stock Mkt Idx Adm | 1.00 | 0.98 | 0.98 | 0.95 | 0.90 | 0.82 | 0.97 | 0.75 | 0.12 | - | 0.97 | 0.95 | 1.00 |
Ticker | Name | Portfolio 1 | Portfolio 2 | Portfolio 3 |
---|---|---|---|---|
VTI | Vanguard Total Stock Market ETF | $100,998 | $207,704 | |
VTV | Vanguard Value ETF | $93,526 | ||
VOE | Vanguard Mid-Cap Value ETF | $34,302 | ||
VBR | Vanguard Small-Cap Value ETF | $35,914 | ||
VEA | Vanguard FTSE Developed Markets ETF | -$5,475 | $876 | |
VWO | Vanguard FTSE Emerging Markets ETF | -$4,993 | -$9,698 | |
VIG | Vanguard Dividend Appreciation ETF | $26,799 | ||
XLE | Energy Select Sector SPDR ETF | $7,472 | ||
MUB | iShares National Muni Bond ETF | $14,630 | ||
VTSAX | Vanguard Total Stock Mkt Idx Adm | $688,869 |
Ticker | Name | Portfolio 1 | Portfolio 2 | Portfolio 3 |
---|---|---|---|---|
VTI | Vanguard Total Stock Market ETF | 15.53% | 30.75% | |
VTV | Vanguard Value ETF | 15.18% | ||
VOE | Vanguard Mid-Cap Value ETF | 4.81% | ||
VBR | Vanguard Small-Cap Value ETF | 5.15% | ||
VEA | Vanguard FTSE Developed Markets ETF | 43.67% | 23.94% | |
VWO | Vanguard FTSE Emerging Markets ETF | 15.68% | 36.39% | |
VIG | Vanguard Dividend Appreciation ETF | 3.53% | ||
XLE | Energy Select Sector SPDR ETF | 5.13% | ||
MUB | iShares National Muni Bond ETF | 0.27% | ||
VTSAX | Vanguard Total Stock Mkt Idx Adm | 100.00% |
Roll Period | Portfolio 1 | Portfolio 2 | Portfolio 3 | ||||||
---|---|---|---|---|---|---|---|---|---|
Average | High | Low | Average | High | Low | Average | High | Low | |
1 year | 5.83% | 33.42% | -40.05% | 5.73% | 39.94% | -39.81% | 9.52% | 33.52% | -36.99% |
3 years | 7.56% | 14.65% | -3.01% | 7.14% | 14.65% | -0.99% | 12.09% | 20.49% | -1.63% |
5 years | 8.30% | 15.50% | -0.13% | 7.67% | 15.59% | 1.08% | 12.73% | 18.86% | 2.29% |
7 years | 7.47% | 10.94% | 3.52% | 7.06% | 10.58% | 3.67% | 11.93% | 15.13% | 7.72% |
Result statistics are based on annualized rolling returns over full calendar year periods |