This 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 |
|---|---|---|
| VFINX | Vanguard 500 Index Investor | 100.00% |
| Save portfolio » | ||
| Ticker | Name | Allocation |
|---|---|---|
| PRDGX | T. Rowe Price Dividend Growth | 25.00% |
| INUTX | Columbia Dividend Opportunity A | 25.00% |
| FRDPX | Franklin Rising Dividends A | 25.00% |
| VDIGX | Vanguard Dividend Growth Inv | 25.00% |
| Save portfolio » | ||
| Portfolio | Initial Balance | Final Balance | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | US Mkt Correlation |
|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio 1 | $10,000 | $72,391 | 8.99% | 14.60% | 37.45% | -37.02% | -50.97% | 0.49 | 0.71 | 0.99 |
| Portfolio 2 | $10,000 | $65,029 | 8.48% | 11.91% | 29.87% | -30.49% | -44.94% | 0.53 | 0.78 | 0.89 |
| Year | Inflation | Return | Balance | Income | Vanguard 500 Index Investor (VFINX) | T. Rowe Price Dividend Growth (PRDGX) | Columbia Dividend Opportunity A (INUTX) | Franklin Rising Dividends A (FRDPX) | Vanguard Dividend Growth Inv (VDIGX) | |||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio 1 | Portfolio 2 | Portfolio 1 | Portfolio 2 | Portfolio 1 | Portfolio 2 | |||||||
| 1993 | 2.75% | 9.89% | 12.43% | $10,989 | $11,243 | 2.86% [$286] | 6.61% [$661] | 9.89% | 19.41% | 18.77% | -3.50% | 15.06% |
| 1994 | 2.67% | 1.18% | -4.66% | $11,118 | $10,720 | 3.16% [$347] | 5.29% [$595] | 1.18% | 2.16% | -7.06% | -5.17% | -8.55% |
| 1995 | 2.54% | 37.45% | 29.87% | $15,282 | $13,922 | 3.17% [$352] | 4.90% [$525] | 37.45% | 31.75% | 23.47% | 30.25% | 34.03% |
| 1996 | 3.32% | 22.88% | 17.12% | $18,778 | $16,306 | 2.68% [$409] | 6.57% [$915] | 22.88% | 25.36% | 14.42% | 23.42% | 5.28% |
| 1997 | 1.70% | 33.19% | 29.31% | $25,010 | $21,085 | 2.78% [$522] | 11.88% [$1,936] | 33.19% | 30.77% | 29.04% | 32.35% | 25.09% |
| 1998 | 1.61% | 28.62% | 16.41% | $32,168 | $24,545 | 1.95% [$489] | 8.74% [$1,843] | 28.62% | 15.04% | 22.75% | 6.03% | 21.83% |
| 1999 | 2.68% | 21.07% | -1.84% | $38,945 | $24,094 | 2.13% [$684] | 8.46% [$2,077] | 21.07% | -2.82% | 8.72% | -10.28% | -2.96% |
| 2000 | 3.39% | -9.06% | 16.21% | $35,418 | $27,999 | 0.96% [$375] | 4.41% [$1,063] | -9.06% | 10.06% | 17.02% | 18.98% | 18.77% |
| 2001 | 1.55% | -12.02% | -8.24% | $31,160 | $25,692 | 1.05% [$372] | 3.66% [$1,025] | -12.02% | -3.64% | -22.98% | 13.11% | -19.45% |
| 2002 | 2.38% | -22.15% | -16.22% | $24,259 | $21,526 | 1.29% [$402] | 1.84% [$473] | -22.15% | -18.47% | -21.47% | -1.76% | -23.16% |
| 2003 | 1.88% | 28.50% | 23.66% | $31,174 | $26,620 | 1.77% [$430] | 1.97% [$424] | 28.50% | 25.17% | 16.59% | 23.70% | 29.20% |
| 2004 | 3.26% | 10.74% | 11.73% | $34,522 | $29,743 | 1.91% [$596] | 2.07% [$552] | 10.74% | 11.90% | 13.72% | 10.28% | 11.01% |
| 2005 | 3.42% | 4.77% | 4.33% | $36,170 | $31,030 | 1.79% [$616] | 2.70% [$803] | 4.77% | 3.35% | 7.41% | 2.32% | 4.23% |
| 2006 | 2.54% | 15.64% | 19.16% | $41,827 | $36,975 | 1.87% [$678] | 4.15% [$1,287] | 15.64% | 16.45% | 23.25% | 17.36% | 19.58% |
| 2007 | 4.08% | 5.39% | 4.12% | $44,081 | $38,498 | 1.92% [$803] | 3.77% [$1,394] | 5.39% | 7.07% | 5.36% | -2.95% | 7.00% |
| 2008 | 0.09% | -37.02% | -30.49% | $27,762 | $26,759 | 1.87% [$824] | 2.25% [$867] | -37.02% | -33.26% | -35.92% | -27.22% | -25.57% |
| 2009 | 2.72% | 26.49% | 23.41% | $35,114 | $33,024 | 2.56% [$710] | 2.56% [$685] | 26.49% | 26.15% | 28.71% | 17.05% | 21.74% |
| 2010 | 1.50% | 14.91% | 15.16% | $40,351 | $38,029 | 1.93% [$677] | 2.20% [$726] | 14.91% | 13.26% | 16.87% | 19.08% | 11.42% |
| 2011 | 2.96% | 1.97% | 6.68% | $41,145 | $40,570 | 1.95% [$788] | 2.17% [$826] | 1.97% | 3.53% | 6.57% | 7.21% | 9.43% |
| 2012 | 1.74% | 15.82% | 12.15% | $47,656 | $45,501 | 2.35% [$966] | 2.59% [$1,050] | 15.82% | 14.85% | 13.09% | 10.29% | 10.39% |
| 2013 | 1.50% | 32.18% | 29.24% | $62,989 | $58,806 | 2.26% [$1,077] | 3.73% [$1,697] | 32.18% | 30.35% | 25.78% | 29.30% | 31.53% |
| 2014 | 0.76% | 13.51% | 10.91% | $71,498 | $65,225 | 1.95% [$1,230] | 6.79% [$3,991] | 13.51% | 12.34% | 9.75% | 9.72% | 11.85% |
| 2015 | 0.73% | 1.25% | -0.30% | $72,391 | $65,029 | 1.99% [$1,421] | 5.81% [$3,788] | 1.25% | 2.36% | -2.64% | -3.54% | 2.62% |
| Year | Month | Return | Balance | Vanguard 500 Index Investor (VFINX) | T. Rowe Price Dividend Growth (PRDGX) | Columbia Dividend Opportunity A (INUTX) | Franklin Rising Dividends A (FRDPX) | Vanguard Dividend Growth Inv (VDIGX) | ||
|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio 1 | Portfolio 2 | Portfolio 1 | Portfolio 2 | |||||||
| 1993 | 1 | 0.81% | 1.53% | $10,081 | $10,153 | 0.81% | 3.00% | 2.02% | -0.99% | 2.10% |
| 1993 | 2 | 1.36% | 2.79% | $10,217 | $10,436 | 1.36% | 2.43% | 4.27% | -1.50% | 5.81% |
| 1993 | 3 | 2.11% | 2.18% | $10,433 | $10,664 | 2.11% | 3.23% | 2.90% | 0.79% | 1.70% |
| 1993 | 4 | -2.42% | -1.47% | $10,180 | $10,508 | -2.42% | -0.83% | -0.86% | -3.54% | -0.84% |
| 1993 | 5 | 2.65% | 0.75% | $10,450 | $10,587 | 2.65% | 1.31% | 0.43% | 1.24% | 0.09% |
| 1993 | 6 | 0.27% | 1.58% | $10,478 | $10,753 | 0.27% | 0.55% | 2.90% | -1.14% | 3.67% |
| 1993 | 7 | -0.42% | 0.99% | $10,433 | $10,859 | -0.42% | 0.00% | 1.56% | 0.07% | 2.15% |
| 1993 | 8 | 3.79% | 2.83% | $10,828 | $11,167 | 3.79% | 3.13% | 2.86% | 1.64% | 3.49% |
| 1993 | 9 | -0.79% | 0.57% | $10,742 | $11,230 | -0.79% | 0.18% | 2.04% | 0.03% | -0.08% |
| 1993 | 10 | 2.08% | 0.93% | $10,965 | $11,334 | 2.08% | 1.89% | 0.54% | 1.43% | 0.00% |
| 1993 | 11 | -1.00% | -2.96% | $10,856 | $10,999 | -1.00% | -0.53% | -4.55% | -2.56% | -4.04% |
| 1993 | 12 | 1.22% | 2.22% | $10,989 | $11,243 | 1.22% | 3.66% | 3.51% | 1.12% | 0.42% |
| 1994 | 1 | 3.38% | 1.28% | $11,360 | $11,388 | 3.38% | 2.26% | 1.16% | 1.37% | 0.34% |
| 1994 | 2 | -2.71% | -3.65% | $11,052 | $10,972 | -2.71% | -2.13% | -4.30% | -3.66% | -4.54% |
| 1994 | 3 | -4.39% | -3.54% | $10,567 | $10,584 | -4.39% | -3.06% | -3.34% | -4.89% | -2.87% |
| 1994 | 4 | 1.29% | 1.10% | $10,703 | $10,701 | 1.29% | 1.54% | 1.57% | 0.14% | 1.14% |
| 1994 | 5 | 1.60% | -0.32% | $10,875 | $10,667 | 1.60% | 0.71% | -1.54% | 1.34% | -1.79% |
| 1994 | 6 | -2.45% | -1.11% | $10,609 | $10,548 | -2.45% | -1.42% | -1.19% | -0.21% | -1.64% |
| 1994 | 7 | 3.28% | 2.26% | $10,956 | $10,786 | 3.28% | 2.35% | 2.57% | 0.91% | 3.25% |
| 1994 | 8 | 4.08% | 2.21% | $11,403 | $11,024 | 4.08% | 3.00% | 1.10% | 4.29% | 0.38% |
| 1994 | 9 | -2.45% | -1.88% | $11,124 | $10,817 | -2.45% | -1.46% | -1.60% | -2.33% | -2.17% |
| 1994 | 10 | 2.25% | 0.53% | $11,374 | $10,875 | 2.25% | 1.32% | 0.79% | -0.41% | 0.39% |
| 1994 | 11 | -3.65% | -2.78% | $10,958 | $10,572 | -3.65% | -2.68% | -4.10% | -2.46% | -1.86% |
| 1994 | 12 | 1.46% | 1.40% | $11,118 | $10,720 | 1.46% | 1.96% | 1.90% | 0.98% | 0.69% |
| 1995 | 1 | 2.58% | 2.50% | $11,406 | $10,987 | 2.58% | 1.72% | 0.84% | 2.59% | 4.83% |
| 1995 | 2 | 3.88% | 2.12% | $11,848 | $11,220 | 3.88% | 3.47% | 0.67% | 3.00% | 1.34% |
| 1995 | 3 | 2.95% | 1.49% | $12,198 | $11,387 | 2.95% | 2.75% | 0.72% | 2.16% | 0.30% |
| 1995 | 4 | 2.94% | 1.35% | $12,557 | $11,541 | 2.94% | 0.76% | 1.17% | 0.72% | 2.78% |
| 1995 | 5 | 3.95% | 3.32% | $13,053 | $11,924 | 3.95% | 2.94% | 2.97% | 3.62% | 3.73% |
| 1995 | 6 | 2.31% | 1.30% | $13,355 | $12,079 | 2.31% | 1.96% | 1.33% | 1.10% | 0.81% |
| 1995 | 7 | 3.30% | 1.87% | $13,796 | $12,304 | 3.30% | 2.17% | 1.60% | 2.42% | 1.26% |
| 1995 | 8 | 0.26% | 1.43% | $13,833 | $12,481 | 0.26% | 1.26% | 1.10% | 1.57% | 1.78% |
| 1995 | 9 | 4.21% | 3.89% | $14,415 | $12,967 | 4.21% | 3.19% | 4.22% | 3.53% | 4.65% |
| 1995 | 10 | -0.36% | 0.32% | $14,363 | $13,008 | -0.36% | 0.45% | -0.15% | -0.92% | 1.86% |
| 1995 | 11 | 4.38% | 3.12% | $14,992 | $13,414 | 4.38% | 3.55% | 1.97% | 5.13% | 1.83% |
| 1995 | 12 | 1.93% | 3.79% | $15,282 | $13,922 | 1.93% | 3.73% | 4.97% | 1.95% | 4.59% |
| 1996 | 1 | 3.39% | 1.70% | $15,799 | $14,160 | 3.39% | 2.10% | 1.43% | 2.03% | 1.26% |
| 1996 | 2 | 0.92% | -0.27% | $15,945 | $14,122 | 0.92% | 1.56% | -1.55% | 1.24% | -2.34% |
| 1996 | 3 | 0.98% | 0.35% | $16,101 | $14,172 | 0.98% | 0.77% | 1.34% | -0.22% | -0.49% |
| 1996 | 4 | 1.46% | 0.08% | $16,335 | $14,184 | 1.46% | 0.99% | -0.14% | -0.37% | -0.16% |
| 1996 | 5 | 2.54% | 1.38% | $16,751 | $14,380 | 2.54% | 1.89% | 0.57% | 2.84% | 0.16% |
| 1996 | 6 | 0.38% | 2.22% | $16,815 | $14,699 | 0.38% | 0.76% | 3.37% | 0.99% | 3.93% |
| 1996 | 7 | -4.42% | -3.63% | $16,072 | $14,165 | -4.42% | -2.26% | -4.70% | -3.21% | -4.42% |
| 1996 | 8 | 2.10% | 1.98% | $16,409 | $14,446 | 2.10% | 2.73% | 1.74% | 2.30% | 1.07% |
| 1996 | 9 | 5.61% | 3.27% | $17,329 | $14,918 | 5.61% | 4.84% | 2.56% | 5.09% | 0.32% |
| 1996 | 10 | 2.76% | 3.22% | $17,806 | $15,398 | 2.76% | 2.42% | 3.50% | 3.05% | 4.03% |
| 1996 | 11 | 7.56% | 5.31% | $19,153 | $16,215 | 7.56% | 6.45% | 4.33% | 6.93% | 3.24% |
| 1996 | 12 | -1.96% | 0.56% | $18,778 | $16,306 | -1.96% | 0.83% | 1.44% | 0.94% | -1.12% |
| 1997 | 1 | 6.22% | 2.13% | $19,945 | $16,654 | 6.22% | 3.36% | 1.72% | 1.96% | 1.49% |
| 1997 | 2 | 0.79% | 1.17% | $20,103 | $16,849 | 0.79% | 2.19% | -0.39% | 2.72% | 0.15% |
| 1997 | 3 | -4.14% | -2.73% | $19,271 | $16,390 | -4.14% | -2.70% | -2.12% | -3.11% | -2.96% |
| 1997 | 4 | 5.96% | 1.58% | $20,419 | $16,648 | 5.96% | 2.47% | 0.94% | 2.50% | 0.32% |
| 1997 | 5 | 6.09% | 5.35% | $21,662 | $17,538 | 6.09% | 5.24% | 4.81% | 7.61% | 3.62% |
| 1997 | 6 | 4.45% | 3.49% | $22,627 | $18,150 | 4.45% | 3.97% | 3.35% | 3.55% | 3.04% |
| 1997 | 7 | 7.97% | 4.81% | $24,429 | $19,023 | 7.97% | 5.41% | 2.74% | 8.54% | 2.21% |
| 1997 | 8 | -5.61% | -2.91% | $23,059 | $18,469 | -5.61% | -3.54% | -4.36% | -2.06% | -1.71% |
| 1997 | 9 | 5.47% | 5.46% | $24,320 | $19,477 | 5.47% | 6.01% | 6.47% | 5.16% | 4.17% |
| 1997 | 10 | -3.35% | -1.05% | $23,505 | $19,273 | -3.35% | -1.21% | -0.72% | -2.45% | 0.44% |
| 1997 | 11 | 4.60% | 5.15% | $24,586 | $20,264 | 4.60% | 3.42% | 7.90% | 2.40% | 7.38% |
| 1997 | 12 | 1.72% | 4.05% | $25,010 | $21,085 | 1.72% | 3.05% | 6.16% | 2.27% | 4.89% |
| 1998 | 1 | 1.11% | -0.20% | $25,288 | $21,043 | 1.11% | 0.55% | -0.83% | -0.45% | -0.07% |
| 1998 | 2 | 7.19% | 4.21% | $27,107 | $21,929 | 7.19% | 4.94% | 2.16% | 7.95% | 1.80% |
| 1998 | 3 | 5.10% | 5.69% | $28,490 | $23,177 | 5.10% | 4.43% | 8.95% | 2.75% | 6.84% |
| 1998 | 4 | 1.01% | -1.56% | $28,777 | $22,815 | 1.01% | -0.32% | -3.14% | -0.41% | -2.38% |
| 1998 | 5 | -1.74% | -1.91% | $28,276 | $22,379 | -1.74% | -1.65% | -1.23% | -3.83% | -0.90% |
| 1998 | 6 | 4.07% | 0.97% | $29,427 | $22,596 | 4.07% | 1.40% | 2.25% | -1.33% | 1.56% |
| 1998 | 7 | -1.05% | -2.14% | $29,117 | $22,113 | -1.05% | -2.07% | -1.45% | -3.40% | -1.67% |
| 1998 | 8 | -14.47% | -8.23% | $24,902 | $20,294 | -14.47% | -9.98% | -4.94% | -15.88% | -2.42% |
| 1998 | 9 | 6.41% | 6.72% | $26,499 | $21,658 | 6.41% | 5.38% | 7.64% | 5.00% | 8.52% |
| 1998 | 10 | 8.16% | 4.51% | $28,662 | $22,636 | 8.16% | 5.19% | 1.56% | 10.59% | 1.93% |
| 1998 | 11 | 6.07% | 3.08% | $30,403 | $23,333 | 6.07% | 3.94% | 2.74% | 3.61% | 2.14% |
| 1998 | 12 | 5.81% | 5.20% | $32,168 | $24,545 | 5.81% | 3.40% | 8.05% | 3.93% | 5.24% |
| 1999 | 1 | 4.20% | -2.43% | $33,520 | $23,949 | 4.20% | -2.50% | -0.32% | -5.27% | -1.63% |
| 1999 | 2 | -3.12% | -2.99% | $32,472 | $23,232 | -3.12% | -1.58% | -4.13% | -3.54% | -2.70% |
| 1999 | 3 | 4.00% | 0.28% | $33,770 | $23,298 | 4.00% | 1.17% | 0.98% | -0.64% | -0.42% |
| 1999 | 4 | 3.85% | 5.96% | $35,071 | $24,687 | 3.85% | 6.09% | 4.95% | 7.74% | 5.16% |
| 1999 | 5 | -2.39% | 1.42% | $34,233 | $25,036 | -2.39% | -1.29% | 3.04% | 1.04% | 2.92% |
| 1999 | 6 | 5.56% | 1.75% | $36,135 | $25,475 | 5.56% | 3.21% | 1.24% | 3.62% | -0.97% |
| 1999 | 7 | -3.13% | -1.52% | $35,004 | $25,088 | -3.13% | -2.37% | -1.21% | -1.62% | -0.86% |
| 1999 | 8 | -0.50% | -3.51% | $34,830 | $24,207 | -0.50% | -2.61% | -3.47% | -4.19% | -3.78% |
| 1999 | 9 | -2.74% | -2.71% | $33,876 | $23,550 | -2.74% | -3.60% | -0.64% | -5.81% | -0.89% |
| 1999 | 10 | 6.33% | 3.06% | $36,019 | $24,270 | 6.33% | 2.94% | 4.49% | 0.89% | 3.74% |
| 1999 | 11 | 2.02% | -1.50% | $36,748 | $23,906 | 2.02% | -0.89% | -0.51% | -1.21% | -3.41% |
| 1999 | 12 | 5.98% | 0.79% | $38,945 | $24,094 | 5.98% | -0.97% | 4.48% | -1.01% | 0.29% |
| 2000 | 1 | -5.03% | -0.85% | $36,985 | $23,891 | -5.03% | -3.02% | 0.21% | -4.77% | 4.19% |
| 2000 | 2 | -1.91% | -3.13% | $36,280 | $23,142 | -1.91% | -7.04% | -0.75% | -0.33% | -4.35% |
| 2000 | 3 | 9.76% | 7.51% | $39,821 | $24,880 | 9.76% | 10.16% | 4.01% | 8.54% | 7.62% |
| 2000 | 4 | -3.01% | -1.16% | $38,624 | $24,591 | -3.01% | 0.80% | -3.43% | -0.45% | -1.48% |
| 2000 | 5 | -2.04% | 1.31% | $37,837 | $24,912 | -2.04% | 1.84% | -0.75% | 1.67% | 2.39% |
| 2000 | 6 | 2.49% | -2.50% | $38,778 | $24,290 | 2.49% | 0.49% | -0.32% | -5.46% | -4.44% |
| 2000 | 7 | -1.49% | -0.48% | $38,200 | $24,174 | -1.49% | -0.44% | 0.11% | -0.95% | -0.63% |
| 2000 | 8 | 6.19% | 6.26% | $40,564 | $25,687 | 6.19% | 3.13% | 9.16% | 5.80% | 7.01% |
| 2000 | 9 | -5.29% | 4.09% | $38,419 | $26,737 | -5.29% | 0.62% | 7.61% | 0.99% | 6.85% |
| 2000 | 10 | -0.43% | -0.63% | $38,253 | $26,568 | -0.43% | 2.08% | -3.73% | 2.45% | -2.74% |
| 2000 | 11 | -7.88% | -1.57% | $35,240 | $26,150 | -7.88% | -2.64% | -3.48% | 1.61% | -1.67% |
| 2000 | 12 | 0.50% | 7.07% | $35,418 | $27,999 | 0.50% | 4.63% | 8.36% | 9.54% | 5.73% |
| 2001 | 1 | 3.55% | -2.70% | $36,673 | $27,243 | 3.55% | 0.50% | -6.95% | 1.72% | -6.07% |
| 2001 | 2 | -9.14% | -1.30% | $33,322 | $26,889 | -9.14% | -3.77% | -0.52% | -0.52% | -0.27% |
| 2001 | 3 | -6.36% | -1.17% | $31,204 | $26,573 | -6.36% | -3.40% | 1.22% | -1.83% | -0.54% |
| 2001 | 4 | 7.77% | 5.43% | $33,629 | $28,016 | 7.77% | 5.15% | 6.40% | 5.05% | 5.12% |
| 2001 | 5 | 0.65% | 0.07% | $33,848 | $28,034 | 0.65% | 1.59% | -2.82% | 3.54% | -2.23% |
| 2001 | 6 | -2.45% | -3.67% | $33,020 | $27,005 | -2.45% | -2.53% | -7.45% | 0.25% | -5.46% |
| 2001 | 7 | -1.00% | -1.88% | $32,690 | $26,499 | -1.00% | -0.61% | -4.33% | 2.08% | -5.53% |
| 2001 | 8 | -6.27% | -2.10% | $30,639 | $25,942 | -6.27% | -3.14% | -2.94% | -0.60% | -2.03% |
| 2001 | 9 | -8.09% | -6.21% | $28,160 | $24,330 | -8.09% | -6.08% | -3.87% | -8.72% | -5.41% |
| 2001 | 10 | 1.90% | -0.14% | $28,693 | $24,297 | 1.90% | 1.47% | -3.30% | 1.54% | -0.85% |
| 2001 | 11 | 7.65% | 3.02% | $30,890 | $25,030 | 7.65% | 5.80% | -1.77% | 6.94% | -0.51% |
| 2001 | 12 | 0.87% | 2.65% | $31,160 | $25,692 | 0.87% | 2.06% | 1.30% | 3.83% | 3.02% |
| 2002 | 1 | -1.47% | -1.79% | $30,700 | $25,234 | -1.47% | -0.82% | -5.17% | 2.30% | -3.45% |
| 2002 | 2 | -1.94% | 0.06% | $30,106 | $25,249 | -1.94% | -0.68% | -1.68% | 2.52% | -0.09% |
| 2002 | 3 | 3.74% | 5.42% | $31,233 | $26,617 | 3.74% | 3.96% | 5.88% | 5.02% | 6.90% |
| 2002 | 4 | -6.07% | -2.29% | $29,336 | $26,008 | -6.07% | -4.37% | -3.78% | 1.25% | -2.55% |
| 2002 | 5 | -0.75% | -1.67% | $29,114 | $25,574 | -0.75% | -0.30% | -3.23% | -0.62% | -2.70% |
| 2002 | 6 | -7.13% | -4.52% | $27,037 | $24,419 | -7.13% | -6.76% | -3.68% | -3.55% | -4.16% |
| 2002 | 7 | -7.72% | -9.07% | $24,950 | $22,204 | -7.72% | -7.96% | -10.47% | -6.39% | -11.88% |
| 2002 | 8 | 0.65% | 1.86% | $25,113 | $22,617 | 0.65% | 0.98% | 2.20% | 1.45% | 2.90% |
| 2002 | 9 | -10.87% | -9.78% | $22,382 | $20,404 | -10.87% | -10.06% | -9.97% | -8.90% | -10.38% |
| 2002 | 10 | 8.78% | 4.93% | $24,348 | $21,409 | 8.78% | 6.50% | 4.83% | 4.77% | 3.64% |
| 2002 | 11 | 5.88% | 3.26% | $25,778 | $22,107 | 5.88% | 5.32% | 1.77% | 3.21% | 2.64% |
| 2002 | 12 | -5.89% | -2.63% | $24,259 | $21,526 | -5.89% | -4.49% | 0.93% | -1.77% | -5.14% |
| 2003 | 1 | -2.62% | -3.34% | $23,622 | $20,806 | -2.62% | -3.22% | -2.78% | -3.85% | -3.53% |
| 2003 | 2 | -1.52% | -2.28% | $23,264 | $20,332 | -1.52% | -2.28% | -3.39% | -1.90% | -1.53% |
| 2003 | 3 | 0.96% | 0.67% | $23,486 | $20,469 | 0.96% | 0.81% | 2.41% | -0.04% | -0.48% |
| 2003 | 4 | 8.25% | 7.33% | $25,425 | $21,969 | 8.25% | 8.16% | 5.10% | 8.39% | 7.70% |
| 2003 | 5 | 5.26% | 6.17% | $26,763 | $23,324 | 5.26% | 5.86% | 6.93% | 4.74% | 7.15% |
| 2003 | 6 | 1.26% | 1.23% | $27,100 | $23,611 | 1.26% | 0.87% | 1.78% | 0.19% | 2.07% |
| 2003 | 7 | 1.74% | 0.33% | $27,573 | $23,690 | 1.74% | 1.14% | -4.33% | 3.67% | 0.93% |
| 2003 | 8 | 1.93% | 1.59% | $28,106 | $24,067 | 1.93% | 1.67% | 1.01% | 1.30% | 2.35% |
| 2003 | 9 | -1.07% | -0.20% | $27,805 | $24,020 | -1.07% | -0.85% | 1.63% | -0.55% | -0.90% |
| 2003 | 10 | 5.64% | 4.59% | $29,373 | $25,123 | 5.64% | 5.04% | 1.32% | 6.95% | 4.93% |
| 2003 | 11 | 0.86% | 1.23% | $29,627 | $25,432 | 0.86% | 1.33% | 1.30% | 0.48% | 1.82% |
| 2003 | 12 | 5.22% | 4.67% | $31,174 | $26,620 | 5.22% | 4.75% | 5.13% | 2.76% | 6.07% |
| 2004 | 1 | 1.82% | 1.25% | $31,741 | $26,953 | 1.82% | 1.16% | 1.08% | 1.15% | 1.61% |
| 2004 | 2 | 1.38% | 1.39% | $32,179 | $27,327 | 1.38% | 1.72% | 0.30% | 1.77% | 1.77% |
| 2004 | 3 | -1.51% | -1.34% | $31,692 | $26,961 | -1.51% | -1.50% | -1.74% | -0.82% | -1.30% |
| 2004 | 4 | -1.58% | -1.66% | $31,192 | $26,513 | -1.58% | -1.62% | -2.02% | -1.78% | -1.23% |
| 2004 | 5 | 1.36% | 0.79% | $31,615 | $26,723 | 1.36% | 0.82% | 0.48% | 1.68% | 0.18% |
| 2004 | 6 | 1.93% | 2.18% | $32,225 | $27,305 | 1.93% | 2.21% | 1.88% | 2.22% | 2.39% |
| 2004 | 7 | -3.31% | -2.07% | $31,158 | $26,741 | -3.31% | -2.88% | -0.31% | -2.39% | -2.62% |
| 2004 | 8 | 0.38% | 1.28% | $31,278 | $27,083 | 0.38% | 0.97% | 2.20% | 1.33% | 0.63% |
| 2004 | 9 | 1.07% | 1.12% | $31,611 | $27,386 | 1.07% | 1.25% | 1.60% | 0.03% | 1.61% |
| 2004 | 10 | 1.51% | 0.96% | $32,090 | $27,649 | 1.51% | 1.90% | 1.68% | -0.52% | 0.79% |
| 2004 | 11 | 4.05% | 4.31% | $33,389 | $28,841 | 4.05% | 4.06% | 5.25% | 4.27% | 3.66% |
| 2004 | 12 | 3.39% | 3.13% | $34,522 | $29,743 | 3.39% | 3.42% | 2.76% | 3.12% | 3.21% |
| 2005 | 1 | -2.45% | -1.89% | $33,674 | $29,180 | -2.45% | -2.18% | -0.98% | -2.27% | -2.14% |
| 2005 | 2 | 2.09% | 2.48% | $34,379 | $29,902 | 2.09% | 1.61% | 4.09% | 1.50% | 2.69% |
| 2005 | 3 | -1.76% | -1.71% | $33,774 | $29,391 | -1.76% | -1.36% | -2.11% | -1.72% | -1.64% |
| 2005 | 4 | -1.91% | -1.27% | $33,129 | $29,016 | -1.91% | -2.23% | -0.42% | -1.82% | -0.67% |
| 2005 | 5 | 3.17% | 2.03% | $34,178 | $29,605 | 3.17% | 2.87% | 1.40% | 2.21% | 1.68% |
| 2005 | 6 | 0.13% | 0.12% | $34,221 | $29,640 | 0.13% | 0.44% | 1.57% | -0.67% | -0.91% |
| 2005 | 7 | 3.71% | 2.89% | $35,490 | $30,496 | 3.71% | 3.14% | 2.19% | 3.14% | 3.11% |
| 2005 | 8 | -0.91% | -1.15% | $35,166 | $30,145 | -0.91% | -1.20% | 0.00% | -2.98% | -0.49% |
| 2005 | 9 | 0.79% | 0.41% | $35,445 | $30,270 | 0.79% | 0.26% | 1.06% | -0.38% | 0.66% |
| 2005 | 10 | -1.68% | -1.21% | $34,850 | $29,903 | -1.68% | -1.43% | -2.27% | 0.45% | -1.46% |
| 2005 | 11 | 3.76% | 3.18% | $36,162 | $30,854 | 3.76% | 3.39% | 2.19% | 3.90% | 3.30% |
| 2005 | 12 | 0.02% | 0.57% | $36,170 | $31,030 | 0.02% | 0.22% | 0.64% | 1.22% | 0.23% |
| 2006 | 1 | 2.65% | 2.85% | $37,127 | $31,913 | 2.65% | 2.06% | 3.49% | 3.18% | 2.66% |
| 2006 | 2 | 0.26% | 1.21% | $37,224 | $32,300 | 0.26% | 0.90% | 0.52% | 2.24% | 1.18% |
| 2006 | 3 | 1.23% | 1.38% | $37,682 | $32,746 | 1.23% | 1.79% | 0.69% | 1.73% | 1.32% |
| 2006 | 4 | 1.33% | 1.70% | $38,185 | $33,301 | 1.33% | 1.69% | 3.09% | 0.95% | 1.07% |
| 2006 | 5 | -2.90% | -2.33% | $37,079 | $32,524 | -2.90% | -2.25% | -2.50% | -2.54% | -2.04% |
| 2006 | 6 | 0.13% | 0.02% | $37,126 | $32,529 | 0.13% | -0.55% | 0.98% | -0.47% | 0.10% |
| 2006 | 7 | 0.61% | 1.61% | $37,351 | $33,052 | 0.61% | 0.30% | 3.45% | 0.15% | 2.50% |
| 2006 | 8 | 2.36% | 2.55% | $38,234 | $33,893 | 2.36% | 1.97% | 1.85% | 3.87% | 2.51% |
| 2006 | 9 | 2.56% | 2.10% | $39,214 | $34,607 | 2.56% | 2.82% | 1.46% | 2.40% | 1.78% |
| 2006 | 10 | 3.25% | 2.89% | $40,489 | $35,606 | 3.25% | 2.88% | 3.49% | 2.26% | 2.92% |
| 2006 | 11 | 1.89% | 1.86% | $41,254 | $36,269 | 1.89% | 1.76% | 2.21% | 1.83% | 1.63% |
| 2006 | 12 | 1.39% | 1.95% | $41,827 | $36,975 | 1.39% | 2.07% | 2.53% | 0.66% | 2.51% |
| 2007 | 1 | 1.49% | 1.45% | $42,452 | $37,512 | 1.49% | 1.58% | 1.34% | 1.73% | 1.17% |
| 2007 | 2 | -1.97% | -1.63% | $41,616 | $36,900 | -1.97% | -1.59% | -0.99% | -1.97% | -1.97% |
| 2007 | 3 | 1.11% | 1.02% | $42,079 | $37,277 | 1.11% | 0.91% | 2.69% | -0.36% | 0.83% |
| 2007 | 4 | 4.42% | 3.90% | $43,938 | $38,731 | 4.42% | 4.77% | 3.60% | 2.64% | 4.60% |
| 2007 | 5 | 3.48% | 3.65% | $45,465 | $40,144 | 3.48% | 3.76% | 3.48% | 3.88% | 3.48% |
| 2007 | 6 | -1.68% | -1.10% | $44,703 | $39,704 | -1.68% | -0.83% | -1.09% | -1.39% | -1.07% |
| 2007 | 7 | -3.08% | -3.42% | $43,324 | $38,347 | -3.08% | -3.48% | -3.94% | -3.66% | -2.59% |
| 2007 | 8 | 1.50% | 1.25% | $43,973 | $38,827 | 1.50% | 0.84% | 1.73% | 1.66% | 0.80% |
| 2007 | 9 | 3.72% | 2.94% | $45,611 | $39,969 | 3.72% | 3.32% | 2.81% | 2.13% | 3.49% |
| 2007 | 10 | 1.58% | 0.69% | $46,331 | $40,245 | 1.58% | 1.61% | 2.08% | -1.73% | 0.70% |
| 2007 | 11 | -4.19% | -3.24% | $44,391 | $38,942 | -4.19% | -3.20% | -4.17% | -3.69% | -1.90% |
| 2007 | 12 | -0.70% | -1.14% | $44,081 | $38,498 | -0.70% | -0.43% | -1.87% | -1.85% | -0.46% |
| 2008 | 1 | -6.02% | -4.75% | $41,429 | $36,670 | -6.02% | -4.90% | -5.34% | -3.29% | -5.46% |
| 2008 | 2 | -3.25% | -2.67% | $40,082 | $35,691 | -3.25% | -3.38% | -3.45% | -2.45% | -1.39% |
| 2008 | 3 | -0.44% | 0.24% | $39,905 | $35,775 | -0.44% | 0.42% | -1.83% | 1.45% | 0.85% |
| 2008 | 4 | 4.85% | 3.53% | $41,842 | $37,037 | 4.85% | 4.06% | 3.79% | 2.73% | 3.57% |
| 2008 | 5 | 1.29% | 1.56% | $42,383 | $37,613 | 1.29% | 1.54% | 1.18% | 1.60% | 1.89% |
| 2008 | 6 | -8.44% | -7.98% | $38,807 | $34,610 | -8.44% | -6.99% | -9.17% | -9.39% | -6.43% |
| 2008 | 7 | -0.83% | 0.64% | $38,484 | $34,831 | -0.83% | 0.22% | -0.52% | 2.36% | 0.43% |
| 2008 | 8 | 1.45% | 1.27% | $39,041 | $35,271 | 1.45% | 1.45% | 0.78% | 0.58% | 2.21% |
| 2008 | 9 | -8.91% | -7.23% | $35,564 | $32,720 | -8.91% | -8.82% | -6.97% | -7.39% | -5.78% |
| 2008 | 10 | -16.79% | -14.91% | $29,592 | $27,842 | -16.79% | -17.34% | -14.73% | -12.83% | -14.79% |
| 2008 | 11 | -7.17% | -5.66% | $27,469 | $26,268 | -7.17% | -5.89% | -7.57% | -5.84% | -3.56% |
| 2008 | 12 | 1.07% | 1.87% | $27,762 | $26,759 | 1.07% | 2.06% | 1.84% | 2.75% | 0.88% |
| 2009 | 1 | -8.41% | -8.55% | $25,426 | $24,471 | -8.41% | -7.09% | -10.27% | -10.90% | -5.96% |
| 2009 | 2 | -10.66% | -9.45% | $22,716 | $22,158 | -10.66% | -8.41% | -10.06% | -10.17% | -9.21% |
| 2009 | 3 | 8.76% | 7.96% | $24,706 | $23,921 | 8.76% | 7.32% | 8.36% | 8.82% | 7.40% |
| 2009 | 4 | 9.56% | 8.28% | $27,068 | $25,901 | 9.56% | 10.33% | 8.42% | 8.58% | 5.81% |
| 2009 | 5 | 5.62% | 5.16% | $28,589 | $27,237 | 5.62% | 4.71% | 6.44% | 4.11% | 5.40% |
| 2009 | 6 | 0.22% | 0.24% | $28,652 | $27,304 | 0.22% | 0.40% | 0.61% | 0.85% | -0.87% |
| 2009 | 7 | 7.58% | 6.66% | $30,823 | $29,122 | 7.58% | 5.83% | 9.14% | 6.64% | 5.05% |
| 2009 | 8 | 3.60% | 3.26% | $31,932 | $30,071 | 3.60% | 3.06% | 3.94% | 3.12% | 2.92% |
| 2009 | 9 | 3.72% | 3.19% | $33,119 | $31,032 | 3.72% | 3.44% | 3.69% | 2.18% | 3.42% |
| 2009 | 10 | -1.87% | -1.22% | $32,500 | $30,652 | -1.87% | -1.39% | -1.54% | -1.87% | -0.08% |
| 2009 | 11 | 5.98% | 6.00% | $34,444 | $32,490 | 5.98% | 5.47% | 6.26% | 5.64% | 6.62% |
| 2009 | 12 | 1.95% | 1.64% | $35,114 | $33,024 | 1.95% | 1.48% | 3.00% | 1.20% | 0.82% |
| 2010 | 1 | -3.60% | -2.76% | $33,849 | $32,111 | -3.60% | -3.03% | -3.90% | -1.47% | -2.66% |
| 2010 | 2 | 3.09% | 2.25% | $34,896 | $32,834 | 3.09% | 2.47% | 1.95% | 3.02% | 1.56% |
| 2010 | 3 | 6.01% | 5.27% | $36,994 | $34,564 | 6.01% | 5.36% | 6.05% | 5.29% | 4.38% |
| 2010 | 4 | 1.58% | 1.68% | $37,578 | $35,146 | 1.58% | 2.01% | 0.42% | 2.65% | 1.62% |
| 2010 | 5 | -8.01% | -7.36% | $34,570 | $32,557 | -8.01% | -8.58% | -7.82% | -5.52% | -7.60% |
| 2010 | 6 | -5.24% | -4.22% | $32,758 | $31,184 | -5.24% | -4.98% | -3.54% | -4.39% | -3.94% |
| 2010 | 7 | 7.00% | 6.75% | $35,050 | $33,288 | 7.00% | 6.47% | 8.08% | 6.36% | 6.10% |
| 2010 | 8 | -4.53% | -3.09% | $33,463 | $32,259 | -4.53% | -4.48% | -1.91% | -2.75% | -3.26% |
| 2010 | 9 | 8.92% | 8.23% | $36,447 | $34,914 | 8.92% | 8.28% | 8.61% | 8.07% | 7.95% |
| 2010 | 10 | 3.79% | 3.11% | $37,828 | $36,000 | 3.79% | 3.38% | 3.62% | 2.72% | 2.75% |
| 2010 | 11 | 0.00% | -0.25% | $37,828 | $35,909 | 0.00% | 0.37% | -0.81% | -0.06% | -0.51% |
| 2010 | 12 | 6.67% | 5.90% | $40,351 | $38,029 | 6.67% | 6.84% | 6.43% | 4.71% | 5.69% |
| 2011 | 1 | 2.36% | 1.26% | $41,302 | $38,509 | 2.36% | 2.10% | 0.90% | -0.03% | 2.09% |
| 2011 | 2 | 3.42% | 3.35% | $42,713 | $39,798 | 3.42% | 3.77% | 3.82% | 3.50% | 2.32% |
| 2011 | 3 | 0.03% | 0.83% | $42,724 | $40,130 | 0.03% | -0.04% | 2.48% | 0.50% | 0.40% |
| 2011 | 4 | 2.95% | 3.60% | $43,984 | $41,573 | 2.95% | 2.90% | 3.50% | 4.36% | 3.65% |
| 2011 | 5 | -1.15% | -0.14% | $43,480 | $41,514 | -1.15% | -0.52% | -0.23% | 0.00% | 0.19% |
| 2011 | 6 | -1.67% | -1.31% | $42,753 | $40,971 | -1.67% | -1.37% | -2.06% | -1.12% | -0.66% |
| 2011 | 7 | -2.05% | -3.02% | $41,878 | $39,735 | -2.05% | -2.84% | -3.37% | -2.81% | -3.05% |
| 2011 | 8 | -5.45% | -3.47% | $39,597 | $38,358 | -5.45% | -5.00% | -3.24% | -3.09% | -2.55% |
| 2011 | 9 | -7.04% | -5.58% | $36,808 | $36,217 | -7.04% | -6.42% | -6.17% | -5.42% | -4.33% |
| 2011 | 10 | 10.91% | 9.61% | $40,826 | $39,697 | 10.91% | 10.86% | 9.70% | 9.39% | 8.55% |
| 2011 | 11 | -0.23% | 0.66% | $40,730 | $39,960 | -0.23% | 0.13% | 0.25% | 0.99% | 1.26% |
| 2011 | 12 | 1.02% | 1.53% | $41,145 | $40,570 | 1.02% | 1.00% | 1.76% | 1.52% | 1.81% |
| 2012 | 1 | 4.46% | 2.91% | $42,982 | $41,750 | 4.46% | 3.90% | 2.50% | 2.70% | 2.53% |
| 2012 | 2 | 4.31% | 2.86% | $44,833 | $42,945 | 4.31% | 3.01% | 4.27% | 1.51% | 2.66% |
| 2012 | 3 | 3.28% | 2.44% | $46,304 | $43,994 | 3.28% | 2.92% | 1.63% | 2.95% | 2.28% |
| 2012 | 4 | -0.64% | -0.20% | $46,008 | $43,904 | -0.64% | 0.08% | -0.23% | -0.67% | 0.00% |
| 2012 | 5 | -6.02% | -4.96% | $43,239 | $41,726 | -6.02% | -5.54% | -5.46% | -3.69% | -5.12% |
| 2012 | 6 | 4.11% | 3.42% | $45,016 | $43,154 | 4.11% | 3.77% | 4.22% | 1.62% | 4.08% |
| 2012 | 7 | 1.37% | 1.33% | $45,632 | $43,730 | 1.37% | 1.36% | 2.26% | 0.72% | 0.99% |
| 2012 | 8 | 2.24% | 1.27% | $46,654 | $44,286 | 2.24% | 1.81% | 0.70% | 1.04% | 1.53% |
| 2012 | 9 | 2.58% | 2.18% | $47,856 | $45,250 | 2.58% | 2.36% | 2.20% | 2.46% | 1.68% |
| 2012 | 10 | -1.86% | -1.18% | $46,967 | $44,717 | -1.86% | -0.95% | -0.91% | -1.69% | -1.18% |
| 2012 | 11 | 0.56% | 0.82% | $47,230 | $45,085 | 0.56% | 0.73% | 0.11% | 2.26% | 0.24% |
| 2012 | 12 | 0.90% | 0.92% | $47,656 | $45,501 | 0.90% | 0.84% | 1.45% | 0.85% | 0.55% |
| 2013 | 1 | 5.18% | 5.29% | $50,122 | $47,909 | 5.18% | 5.28% | 5.52% | 5.08% | 5.29% |
| 2013 | 2 | 1.34% | 1.54% | $50,794 | $48,648 | 1.34% | 1.41% | 0.98% | 2.19% | 1.60% |
| 2013 | 3 | 3.74% | 3.68% | $52,693 | $50,439 | 3.74% | 3.49% | 3.93% | 3.55% | 3.76% |
| 2013 | 4 | 1.91% | 2.01% | $53,698 | $51,454 | 1.91% | 1.76% | 2.19% | 1.02% | 3.09% |
| 2013 | 5 | 2.33% | 1.23% | $54,948 | $52,089 | 2.33% | 1.69% | 0.10% | 1.88% | 1.26% |
| 2013 | 6 | -1.35% | -0.68% | $54,206 | $51,734 | -1.35% | -0.70% | -0.59% | -0.88% | -0.56% |
| 2013 | 7 | 5.07% | 4.67% | $56,955 | $54,151 | 5.07% | 4.58% | 4.12% | 5.83% | 4.16% |
| 2013 | 8 | -2.91% | -3.01% | $55,297 | $52,521 | -2.91% | -3.09% | -3.27% | -3.06% | -2.63% |
| 2013 | 9 | 3.12% | 3.21% | $57,023 | $54,205 | 3.12% | 3.65% | 2.76% | 3.29% | 3.12% |
| 2013 | 10 | 4.59% | 3.94% | $59,638 | $56,342 | 4.59% | 4.02% | 4.21% | 3.87% | 3.68% |
| 2013 | 11 | 3.03% | 2.40% | $61,445 | $57,692 | 3.03% | 2.72% | 1.44% | 2.10% | 3.30% |
| 2013 | 12 | 2.51% | 1.93% | $62,989 | $58,806 | 2.51% | 2.30% | 2.08% | 1.44% | 1.91% |
| 2014 | 1 | -3.47% | -3.90% | $60,804 | $56,515 | -3.47% | -3.48% | -3.64% | -4.21% | -4.26% |
| 2014 | 2 | 4.56% | 4.42% | $63,577 | $59,015 | 4.56% | 4.13% | 3.98% | 4.85% | 4.74% |
| 2014 | 3 | 0.82% | 1.32% | $64,101 | $59,796 | 0.82% | 0.98% | 1.88% | 0.85% | 1.60% |
| 2014 | 4 | 0.72% | 0.59% | $64,565 | $60,147 | 0.72% | -0.44% | 2.04% | 0.33% | 0.41% |
| 2014 | 5 | 2.33% | 1.65% | $66,072 | $61,141 | 2.33% | 2.60% | 1.43% | 1.36% | 1.24% |
| 2014 | 6 | 2.05% | 1.61% | $67,428 | $62,124 | 2.05% | 1.75% | 2.08% | 1.60% | 0.99% |
| 2014 | 7 | -1.39% | -2.13% | $66,492 | $60,801 | -1.39% | -2.18% | -1.85% | -2.63% | -1.86% |
| 2014 | 8 | 3.98% | 3.45% | $69,140 | $62,897 | 3.98% | 3.39% | 3.20% | 3.42% | 3.78% |
| 2014 | 9 | -1.41% | -1.11% | $68,163 | $62,198 | -1.41% | -1.04% | -1.00% | -1.93% | -0.49% |
| 2014 | 10 | 2.42% | 2.33% | $69,815 | $63,650 | 2.42% | 2.81% | 1.02% | 2.78% | 2.77% |
| 2014 | 11 | 2.68% | 2.77% | $71,688 | $65,413 | 2.68% | 3.34% | 2.02% | 2.90% | 2.82% |
| 2014 | 12 | -0.26% | -0.29% | $71,498 | $65,225 | -0.26% | 0.15% | -1.53% | 0.41% | -0.16% |
| 2015 | 1 | -3.02% | -2.84% | $69,341 | $63,375 | -3.02% | -2.91% | -1.58% | -4.17% | -2.69% |
| 2015 | 2 | 5.74% | 5.06% | $73,320 | $66,581 | 5.74% | 5.99% | 3.64% | 5.69% | 4.94% |
| 2015 | 3 | -1.59% | -1.62% | $72,152 | $65,505 | -1.59% | -1.10% | -2.96% | -1.17% | -1.24% |
| 2015 | 4 | 0.95% | 0.75% | $72,837 | $65,997 | 0.95% | -0.14% | 2.90% | 0.33% | -0.04% |
| 2015 | 5 | 1.27% | 0.99% | $73,764 | $66,648 | 1.27% | 1.73% | 0.00% | 1.40% | 0.83% |
| 2015 | 6 | -1.93% | -2.39% | $72,338 | $65,058 | -1.93% | -1.97% | -3.18% | -2.09% | -2.31% |
| 2015 | 7 | 2.08% | 1.62% | $73,843 | $66,110 | 2.08% | 1.96% | 0.65% | 0.27% | 3.58% |
| 2015 | 8 | -6.04% | -6.02% | $69,381 | $62,132 | -6.04% | -5.73% | -6.05% | -6.25% | -6.04% |
| 2015 | 9 | -2.49% | -1.85% | $67,654 | $60,983 | -2.49% | -2.00% | -1.94% | -2.89% | -0.60% |
| 2015 | 10 | 8.42% | 8.17% | $73,352 | $65,967 | 8.42% | 7.76% | 8.88% | 8.53% | 7.58% |
| 2015 | 11 | 0.29% | 0.11% | $73,562 | $66,037 | 0.29% | 0.76% | -0.76% | 0.00% | 0.39% |
| 2015 | 12 | -1.59% | -1.53% | $72,391 | $65,029 | -1.59% | -1.24% | -1.47% | -2.36% | -1.08% |
| Style Category | Portfolio 1 | Portfolio 2 |
|---|---|---|
| Large-cap Value | 47.54% | 49.80% |
| Large-cap Growth | 52.01% | 37.74% |
| Mid-cap Value | 0.00% | 0.00% |
| Mid-cap Growth | 0.00% | 0.00% |
| Small-cap Value | 0.00% | 0.00% |
| Small-cap Growth | 0.00% | 0.00% |
| Global ex-US Developed Markets | 0.00% | 0.85% |
| Emerging Markets | 0.07% | 0.00% |
| Corporate Bonds | 0.00% | 0.00% |
| Long-Term Treasuries | 0.00% | 3.82% |
| Intermediate-Term Treasuries | 0.39% | 1.67% |
| Short-Term Treasuries | 0.00% | 6.10% |
| R Squared | 99.90% | 98.35% |
| Style analysis is based on monthly returns from Apr 2005 to Dec 2015 and uses total portfolio return with monthly rebalancing. Returns based style analysis aims to explain the portfolio returns based on asset class exposures, it does not identify the actual portfolio holdings. | ||
| Ticker | Name | Category | ER | Weight | Return Contribution | Risk Contribution |
|---|---|---|---|---|---|---|
| VFINX | Vanguard 500 Index Investor | Large Blend | 0.14% | 100.00% | $62,391 | 100.00% |
| Ticker | Name | Category | ER | Weight | Return Contribution | Risk Contribution |
|---|---|---|---|---|---|---|
| PRDGX | T. Rowe Price Dividend Growth | Large Blend | 0.64% | 25.00% | $14,780 | 25.33% |
| INUTX | Columbia Dividend Opportunity A | Large Value | 0.98% | 25.00% | $12,755 | 25.85% |
| FRDPX | Franklin Rising Dividends A | Large Blend | 0.88% | 25.00% | $13,563 | 24.99% |
| VDIGX | Vanguard Dividend Growth Inv | Large Blend | 0.26% | 25.00% | $13,931 | 23.83% |
Fund fundamentals data as of 05/03/2019. © 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 |
|---|---|---|
| Arithmetic Mean (monthly) | 0.81% | 0.74% |
| Arithmetic Mean (annualized) | 10.16% | 9.25% |
| Geometric Mean (monthly) | 0.72% | 0.68% |
| Geometric Mean (annualized) | 8.99% | 8.48% |
| Volatility (monthly) | 4.22% | 3.44% |
| Volatility (annualized) | 14.60% | 11.91% |
| Downside Deviation (monthly) | 2.83% | 2.25% |
| Max. Drawdown | -50.97% | -44.94% |
| US Market Correlation | 0.99 | 0.89 |
| Beta(*) | 0.96 | 0.71 |
| Alpha (annualized) | 0.26% | 1.93% |
| R2 | 97.53% | 79.28% |
| Sharpe Ratio | 0.49 | 0.53 |
| Sortino Ratio | 0.71 | 0.78 |
| Treynor Ratio (%) | 7.40 | 8.90 |
| Calmar Ratio | 1.78 | 1.49 |
| Active Return | -0.04% | -0.54% |
| Tracking Error | 2.36% | 6.95% |
| Information Ratio | -0.02 | -0.08 |
| Skewness | -0.68 | -0.64 |
| Excess Kurtosis | 1.28 | 1.76 |
| Historical Value-at-Risk (5%) | -7.14% | -5.05% |
| Analytical Value-at-Risk (5%) | -6.12% | -4.91% |
| Conditional Value-at-Risk (5%) | -9.74% | -8.16% |
| Upside Capture Ratio (%) | 96.01 | 73.49 |
| Downside Capture Ratio (%) | 95.26 | 68.40 |
| Safe Withdrawal Rate | 9.77% | 8.70% |
| Perpetual Withdrawal Rate | 6.19% | 5.75% |
| Positive Periods | 177 out of 276 (64.13%) | 179 out of 276 (64.86%) |
| Gain/Loss Ratio | 0.90 | 0.94 |
| * US stock market is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values. | ||
| Stress Period | Start | End | Portfolio 1 | Portfolio 2 |
|---|---|---|---|---|
| Asian Crisis | Jul 1997 | Jan 1998 | -5.61% | -2.91% |
| Russian Debt Default | Jul 1998 | Oct 1998 | -15.38% | -10.19% |
| Dotcom Crash | Mar 2000 | Oct 2002 | -44.82% | -27.22% |
| Subprime Crisis | Nov 2007 | Mar 2009 | -50.97% | -44.94% |
| Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
|---|---|---|---|---|---|---|---|
| 1 | Nov 2007 | Feb 2009 | 1 year 4 months | Aug 2012 | 3 years 6 months | 4 years 10 months | -50.97% |
| 2 | Sep 2000 | Sep 2002 | 2 years 1 month | Nov 2006 | 4 years 2 months | 6 years 3 months | -44.82% |
| 3 | Jul 1998 | Aug 1998 | 2 months | Nov 1998 | 3 months | 5 months | -15.38% |
| 4 | Aug 2015 | Sep 2015 | 2 months | -8.38% | |||
| 5 | Feb 1994 | Mar 1994 | 2 months | Aug 1994 | 5 months | 7 months | -6.98% |
| 6 | Jan 2000 | Feb 2000 | 2 months | Mar 2000 | 1 month | 3 months | -6.84% |
| 7 | Jul 1999 | Sep 1999 | 3 months | Nov 1999 | 2 months | 5 months | -6.25% |
| 8 | Aug 1997 | Aug 1997 | 1 month | Nov 1997 | 3 months | 4 months | -5.61% |
| 9 | Apr 2000 | May 2000 | 2 months | Aug 2000 | 3 months | 5 months | -4.98% |
| 10 | Jun 2007 | Jul 2007 | 2 months | Sep 2007 | 2 months | 4 months | -4.71% |
| Worst 10 drawdowns included above | |||||||
| Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
|---|---|---|---|---|---|---|---|
| 1 | Nov 2007 | Feb 2009 | 1 year 4 months | Apr 2011 | 2 years 2 months | 3 years 6 months | -44.94% |
| 2 | Jun 2001 | Feb 2003 | 1 year 9 months | Nov 2004 | 1 year 9 months | 3 years 6 months | -27.47% |
| 3 | May 2011 | Sep 2011 | 5 months | Jan 2012 | 4 months | 9 months | -12.88% |
| 4 | Apr 1998 | Aug 1998 | 5 months | Nov 1998 | 3 months | 8 months | -12.44% |
| 5 | Jul 1999 | Feb 2000 | 8 months | Aug 2000 | 6 months | 1 year 2 months | -9.16% |
| 6 | Jun 2015 | Sep 2015 | 4 months | -8.50% | |||
| 7 | Feb 1994 | Jun 1994 | 5 months | Apr 1995 | 10 months | 1 year 3 months | -7.38% |
| 8 | Jan 1999 | Feb 1999 | 2 months | Apr 1999 | 2 months | 4 months | -5.35% |
| 9 | Apr 2012 | May 2012 | 2 months | Aug 2012 | 3 months | 5 months | -5.15% |
| 10 | Jan 2001 | Mar 2001 | 3 months | Apr 2001 | 1 month | 4 months | -5.09% |
| Worst 10 drawdowns included above | |||||||
| Ticker | Name | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | US Mkt Correlation |
|---|---|---|---|---|---|---|---|---|---|
| VFINX | Vanguard 500 Index Investor | 8.99% | 14.60% | 37.45% | -37.02% | -50.97% | 0.49 | 0.71 | 0.99 |
| PRDGX | T. Rowe Price Dividend Growth | 9.35% | 12.57% | 31.75% | -33.26% | -45.26% | 0.57 | 0.83 | 0.92 |
| INUTX | Columbia Dividend Opportunity A | 7.68% | 13.15% | 29.04% | -35.92% | -51.37% | 0.44 | 0.64 | 0.80 |
| FRDPX | Franklin Rising Dividends A | 8.40% | 12.99% | 32.35% | -27.22% | -46.63% | 0.49 | 0.72 | 0.85 |
| VDIGX | Vanguard Dividend Growth Inv | 7.85% | 12.03% | 34.03% | -25.57% | -41.48% | 0.48 | 0.70 | 0.77 |
| Ticker | Name | VFINX | PRDGX | INUTX | FRDPX | VDIGX | Portfolio 1 | Portfolio 2 |
|---|---|---|---|---|---|---|---|---|
| VFINX | Vanguard 500 Index Investor | - | 0.94 | 0.80 | 0.86 | 0.78 | 1.00 | 0.90 |
| PRDGX | T. Rowe Price Dividend Growth | 0.94 | - | 0.84 | 0.90 | 0.86 | 0.94 | 0.96 |
| INUTX | Columbia Dividend Opportunity A | 0.80 | 0.84 | - | 0.76 | 0.92 | 0.80 | 0.94 |
| FRDPX | Franklin Rising Dividends A | 0.86 | 0.90 | 0.76 | - | 0.78 | 0.86 | 0.92 |
| VDIGX | Vanguard Dividend Growth Inv | 0.78 | 0.86 | 0.92 | 0.78 | - | 0.78 | 0.94 |
| Ticker | Name | Portfolio 1 | Portfolio 2 |
|---|---|---|---|
| VFINX | Vanguard 500 Index Investor | $62,391 | |
| PRDGX | T. Rowe Price Dividend Growth | $14,780 | |
| INUTX | Columbia Dividend Opportunity A | $12,755 | |
| FRDPX | Franklin Rising Dividends A | $13,563 | |
| VDIGX | Vanguard Dividend Growth Inv | $13,931 |
| Ticker | Name | Portfolio 1 | Portfolio 2 |
|---|---|---|---|
| VFINX | Vanguard 500 Index Investor | 100.00% | |
| PRDGX | T. Rowe Price Dividend Growth | 25.33% | |
| INUTX | Columbia Dividend Opportunity A | 25.85% | |
| FRDPX | Franklin Rising Dividends A | 24.99% | |
| VDIGX | Vanguard Dividend Growth Inv | 23.83% |
| Roll Period | Portfolio 1 | Portfolio 2 | ||||
|---|---|---|---|---|---|---|
| Average | High | Low | Average | High | Low | |
| 1 year | 10.66% | 37.45% | -37.02% | 9.57% | 29.87% | -30.49% |
| 3 years | 9.97% | 31.03% | -14.60% | 9.15% | 25.29% | -4.82% |
| 5 years | 8.64% | 28.49% | -2.38% | 8.32% | 17.58% | 0.10% |
| 7 years | 7.20% | 21.44% | -1.64% | 7.30% | 13.92% | 0.58% |
| 10 years | 6.15% | 12.00% | -1.46% | 6.75% | 10.74% | 0.87% |
| 15 years | 6.09% | 10.40% | 4.13% | 6.69% | 9.40% | 5.26% |
| Result statistics are based on annualized rolling returns over full calendar year periods | ||||||