Backtest Portfolio Asset Allocation

This portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs, and stocks. You can analyze and backtest portfolio returns, risk characteristics, style exposures, and drawdowns. The results cover both returns and fund fundamentals based portfolio style analysis along with risk and return decomposition by each portfolio asset. You can compare up to three different portfolios against the selected benchmark, and you can also specify any periodic contribution or withdrawal cashflows and the preferred portfolio rebalancing strategy.

The related asset class level portfolio modeling tool allows you to analyze and compare asset class level portfolios with a longer time horizon starting from 1972.

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Asset 6
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Asset 12
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Portfolio Analysis Results (Jan 2000 - Dec 2017)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
DFELX DFA Enhanced US Large Company I 20.00%
DFLVX DFA US Large Cap Value I 20.00%
DFSCX DFA US Micro Cap I 10.00%
DFSVX DFA US Small Cap Value I 10.00%
DFREX DFA Real Estate Securities I 10.00%
DFIVX DFA International Value I 10.00%
DFISX DFA International Small Company I 5.00%
DISVX DFA International Small Cap Value I 5.00%
DFEMX DFA Emerging Markets I 3.00%
DFEVX DFA Emerging Markets Value I 3.00%
DEMSX DFA Emerging Markets Small Cap I 4.00%
Save portfolio »
Portfolio 2
Ticker Name Allocation
DFELX DFA Enhanced US Large Company I 12.00%
DFLVX DFA US Large Cap Value I 12.00%
DFSCX DFA US Micro Cap I 6.00%
DFSVX DFA US Small Cap Value I 6.00%
DFREX DFA Real Estate Securities I 6.00%
DFIVX DFA International Value I 6.00%
DFISX DFA International Small Company I 3.00%
DISVX DFA International Small Cap Value I 3.00%
DFEMX DFA Emerging Markets I 1.80%
DFEVX DFA Emerging Markets Value I 1.80%
DEMSX DFA Emerging Markets Small Cap I 2.40%
DFGFX DFA Two-Year Global Fixed-Income I 20.00%
DFGBX DFA Five-Year Global Fixed-Income I 20.00%
Save portfolio »
Portfolio 3
Ticker Name Allocation
VTSMX Vanguard Total Stock Mkt Idx Inv 70.00%
VGTSX Vanguard Total Intl Stock Index Inv 30.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRTWRRMWRRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$1,000,000$2,489,810 5.20% 9.13%8.71%16.30%46.49%-40.89%-57.87%
(-61.19%)
0.520.750.94
Portfolio 2$1,000,000$1,748,832 3.15% 7.29%7.17%9.48%28.87%-22.91%-36.46%
(-41.54%)
0.620.910.94
Portfolio 3$1,000,000$503,749 -3.74% 5.28%2.85%15.20%34.05%-39.16%-53.26%
(-68.47%)
0.310.430.99
* The number in parentheses shows the calculated value taking into account the periodic withdrawals.
   

Trailing Returns

Trailing Returns
Name3 Month1 year3 year5 year10 yearFull
Portfolio 15.36%19.53%10.28%13.03%7.48%9.13%
Portfolio 23.31%12.30%6.76%8.37%6.05%7.29%
Portfolio 35.84%22.95%10.24%12.97%6.65%5.28%
Trailing returns are for full months ending in December 2017 excluding portfolio cashflows.
Notes on results:
  • Past performance is no guarantee of future results, which may vary. All use is subject to terms of service.
  • Investing involves risk, including possible loss of principal. The value of the investments and the income derived from them may fluctuate over time.
  • All portfolio returns presented are hypothetical and backtested. Hypothetical returns do not reflect trading costs, transaction fees, or taxes.
  • The results are based on information from a variety of sources we consider reliable, but we do not represent that the information is accurate or complete.
  • The results do not constitute investment advice or recommendation, are provided solely for informational purposes, and are not an offer to buy or sell any securities.
  • The results are based on the total return of assets and assume that all received dividends and distributions are reinvested.
  • CAGR = Compound Annual Growth Rate
  • TWRR = Annualized time weighted rate of return
  • MWRR = Annualized money weighted rate of return (internal rate of return) taking into account the periodic cashflows
  • Stdev = Annualized standard deviation of monthly returns
  • Sharpe and Sortino ratios are calculated and annualized from monthly excess returns over risk free rate (3-month treasury bill)
  • Stock market correlation is based on the correlation of monthly returns
  • Drawdown analysis is calculated based on monthly returns excluding cashflows
  • The results assume annual rebalancing of portfolio assets to match the specified allocation
  • Annual withdrawal of $50,000 was applied at the end of each period. This is reflected in the CAGR and maximum drawdown shown above.
Annual returns for the configured portfolios
YearInflationReturnBalanceDFA Enhanced US Large Company I (DFELX)DFA US Large Cap Value I (DFLVX)DFA US Micro Cap I (DFSCX)DFA US Small Cap Value I (DFSVX)DFA Real Estate Securities I (DFREX)DFA International Value I (DFIVX)DFA International Small Company I (DFISX)DFA International Small Cap Value I (DISVX)DFA Emerging Markets I (DFEMX)DFA Emerging Markets Value I (DFEVX)DFA Emerging Markets Small Cap I (DEMSX)DFA Two-Year Global Fixed-Income I (DFGFX)DFA Five-Year Global Fixed-Income I (DFGBX)Vanguard Total Stock Mkt Idx Inv (VTSMX)Vanguard Total Intl Stock Index Inv (VGTSX)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3Adjustment
20003.39%-0.12%2.55%-12.09%$948,786$975,514$829,135-$50,000-9.66%10.22%-3.60%9.01%28.39%-0.16%-5.41%-3.08%-29.15%-34.15%-31.84%6.47%6.66%-10.57%-15.61%
20011.55%1.73%3.44%-13.72%$915,207$959,060$665,360-$50,000-11.39%3.84%22.77%22.65%13.16%-15.26%-10.52%-4.59%-6.78%-0.99%-2.59%6.07%5.93%-10.97%-20.15%
20022.38%-9.79%-2.74%-19.20%$775,627$882,824$487,628-$50,000-20.80%-14.92%-13.27%-9.27%4.18%-8.52%1.91%5.79%-9.45%-1.70%-0.18%5.30%10.39%-20.96%-15.08%
20031.88%46.49%28.87%34.05%$1,086,190$1,087,692$603,663-$50,00028.86%34.42%60.72%59.40%35.59%49.93%58.78%66.48%60.17%76.21%72.80%1.91%2.97%31.35%40.34%
20043.26%22.65%14.31%15.01%$1,282,179$1,193,389$644,280-$50,00010.04%18.25%18.39%25.39%32.07%28.80%30.92%34.80%29.93%39.53%28.88%0.74%2.89%12.51%20.84%
20053.42%12.06%7.96%8.86%$1,386,855$1,238,407$651,347-$50,0003.58%10.24%5.69%7.79%13.15%15.27%21.96%23.23%29.86%30.81%25.75%1.90%1.72%5.98%15.57%
20062.54%23.92%16.02%18.85%$1,668,635$1,386,860$724,119-$50,00015.03%20.18%16.16%21.55%35.26%34.15%24.88%28.39%29.17%37.93%37.31%4.46%3.89%15.51%26.64%
20074.08%2.42%3.55%8.50%$1,659,039$1,386,055$735,664-$50,0005.07%-2.76%-5.22%-10.75%-18.67%10.24%5.66%2.95%36.02%45.64%38.02%5.25%5.22%5.49%15.52%
20080.09%-40.89%-22.91%-39.16%$930,680$1,018,476$397,602-$50,000-37.28%-40.80%-36.72%-36.79%-37.36%-46.33%-43.87%-41.68%-49.20%-53.94%-54.53%4.08%4.02%-37.04%-44.10%
20092.72%37.70%23.87%31.11%$1,231,529$1,211,621$471,283-$50,00028.73%30.19%28.06%33.62%28.17%39.45%41.96%39.51%71.77%92.28%99.74%2.08%4.19%28.70%36.73%
20101.50%21.93%14.57%15.30%$1,451,649$1,338,157$493,398-$50,00015.66%20.17%31.29%30.90%28.67%10.57%23.91%18.10%21.82%22.06%30.18%1.75%5.30%17.09%11.12%
20112.96%-5.88%-2.47%-3.70%$1,316,249$1,255,069$425,163-$50,0002.25%-3.14%-3.25%-7.55%8.95%-16.85%-15.35%-17.46%-17.41%-25.62%-22.62%0.78%4.51%0.96%-14.56%
20121.74%19.40%12.81%16.82%$1,521,574$1,365,781$446,673-$50,00016.96%22.05%18.24%21.72%17.48%16.61%18.86%22.26%19.16%19.36%24.44%1.03%4.80%16.25%18.14%
20131.50%28.41%17.06%27.86%$1,903,863$1,548,736$521,108-$50,00032.11%40.32%45.06%42.38%1.39%23.12%27.44%32.39%-3.12%-3.80%-1.38%0.46%-0.41%33.35%15.04%
20140.76%7.15%4.94%7.43%$1,989,927$1,575,217$509,822-$50,00013.54%10.07%2.92%3.48%31.11%-6.99%-6.30%-4.99%-1.71%-4.41%3.00%0.38%2.87%12.43%-4.24%
20150.73%-2.82%-1.34%-1.11%$1,883,721$1,504,112$454,181-$50,0001.08%-3.49%-3.62%-7.81%3.24%-6.31%5.91%3.99%-15.81%-18.77%-8.70%0.33%1.45%0.29%-4.37%
20162.07%15.45%9.82%10.17%$2,124,803$1,601,823$450,368-$50,00012.60%18.89%25.63%28.26%8.38%8.41%5.80%8.00%12.09%19.84%10.92%0.95%1.79%12.53%4.65%
20172.11%19.53%12.30%22.95%$2,489,810$1,748,832$503,749-$50,00021.44%18.97%11.18%7.21%5.71%26.09%30.24%27.98%36.57%33.76%35.26%0.93%1.97%21.05%27.40%
Monthly returns for the configured portfolios
YearMonthReturnBalanceDFA Enhanced US Large Company I (DFELX)DFA US Large Cap Value I (DFLVX)DFA US Micro Cap I (DFSCX)DFA US Small Cap Value I (DFSVX)DFA Real Estate Securities I (DFREX)DFA International Value I (DFIVX)DFA International Small Company I (DFISX)DFA International Small Cap Value I (DISVX)DFA Emerging Markets I (DFEMX)DFA Emerging Markets Value I (DFEVX)DFA Emerging Markets Small Cap I (DEMSX)DFA Two-Year Global Fixed-Income I (DFGFX)DFA Five-Year Global Fixed-Income I (DFGBX)Vanguard Total Stock Mkt Idx Inv (VTSMX)Vanguard Total Intl Stock Index Inv (VGTSX)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3
20001-2.72%-1.55%-4.79%$972,798$984,478$952,052-5.27%-7.05%5.95%-0.75%0.62%-7.72%-0.22%-1.56%-1.55%-0.29%1.91%0.20%0.20%-4.18%-6.22%
200020.83%0.71%2.63%$980,857$991,516$977,087-1.54%-8.98%23.58%9.28%-1.51%-2.49%1.20%-2.44%-2.66%-2.64%-1.28%0.61%0.49%2.54%2.83%
200034.46%2.86%5.03%$1,024,626$1,019,880$1,026,2559.59%14.14%-7.51%0.30%3.60%5.48%2.92%3.87%0.59%-1.40%-0.30%0.43%0.62%5.69%3.48%
20004-2.87%-1.55%-5.27%$995,226$1,004,047$972,210-3.17%2.99%-12.51%-3.51%6.42%-2.58%-8.10%-6.25%-6.45%-6.03%-7.30%0.41%0.49%-5.21%-5.41%
20005-1.93%-1.05%-3.19%$976,033$993,542$941,167-2.31%-0.22%-8.08%-4.16%1.47%1.85%0.34%1.54%-5.56%-7.05%-5.50%0.30%0.19%-3.41%-2.67%
200062.79%1.89%4.38%$1,003,245$1,012,345$982,3552.22%-6.96%13.68%4.98%2.89%6.99%8.32%8.71%1.99%0.17%-0.23%0.60%0.61%4.42%4.27%
20007-0.02%0.21%-2.69%$1,003,053$1,014,463$955,963-1.51%4.38%-3.22%-0.10%8.36%-3.27%-4.21%-3.72%-5.86%-4.26%-3.32%0.51%0.58%-1.95%-4.46%
200084.01%2.60%5.48%$1,043,249$1,040,823$1,008,3066.37%5.84%9.25%7.40%-3.53%0.84%2.64%1.81%1.04%0.09%-0.36%0.60%0.48%7.28%1.00%
20009-2.53%-1.25%-4.76%$1,016,876$1,027,789$960,288-5.27%-1.61%-2.17%-1.85%3.59%-2.89%-3.32%-3.20%-7.19%-7.28%-6.29%0.68%0.67%-4.67%-5.00%
200010-2.21%-1.07%-2.32%$994,373$1,016,748$938,056-0.46%3.94%-7.06%-3.78%-4.26%-0.79%-6.20%-5.26%-6.36%-7.09%-7.98%0.50%0.68%-2.04%-3.03%
200011-4.18%-2.19%-8.42%$952,771$994,468$859,100-7.75%-3.27%-11.10%-5.44%1.81%-0.08%0.24%1.29%-6.30%-7.53%-6.47%0.70%0.57%-9.90%-4.44%
2000124.83%3.12%2.33%$948,786$975,514$829,1350.31%9.23%1.89%7.73%6.63%5.51%1.94%3.10%5.31%3.00%0.08%0.74%0.88%1.78%3.72%
200115.20%3.42%3.01%$998,104$1,008,897$854,0843.54%4.91%13.80%10.31%0.37%0.16%1.68%2.75%10.33%9.56%5.60%0.73%0.79%3.83%1.10%
20012-4.00%-2.27%-8.88%$958,170$986,035$778,220-9.16%-0.06%-7.02%-1.92%-1.61%-3.05%-0.82%1.02%-9.09%-8.12%-6.27%0.41%0.49%-9.41%-7.61%
20013-4.58%-2.55%-6.85%$914,242$960,877$724,925-6.47%-3.09%-4.80%-2.46%0.82%-6.05%-5.94%-5.18%-9.90%-9.61%-8.23%0.45%0.53%-6.72%-7.15%
200145.88%3.60%8.08%$968,021$995,452$783,5287.68%5.96%7.31%6.12%1.99%5.21%7.20%7.46%4.33%4.71%2.62%0.41%0.29%8.16%7.89%
200152.77%1.80%-0.34%$994,846$1,013,389$780,8970.61%2.87%9.60%6.16%2.46%-0.76%0.71%0.50%0.74%2.31%1.09%0.31%0.39%1.01%-3.52%
200160.31%0.27%-2.27%$997,905$1,016,152$763,177-2.65%-1.18%3.59%3.74%5.94%-1.93%-1.64%-0.86%-2.11%-1.13%0.18%0.37%0.07%-1.64%-3.84%
20017-1.55%-0.67%-1.92%$982,402$1,009,394$748,551-0.74%-0.16%-2.54%-1.63%-2.07%-2.09%-3.21%-2.24%-3.56%-2.74%-1.80%0.62%0.78%-1.71%-2.43%
20018-1.79%-0.82%-4.96%$964,812$1,001,142$711,418-6.14%-4.42%-2.95%-1.34%3.68%1.43%1.84%2.16%0.89%1.17%-0.73%0.51%0.78%-6.00%-2.30%
20019-10.83%-5.87%-9.50%$860,310$942,406$643,857-7.53%-11.14%-12.78%-14.56%-3.15%-12.74%-11.70%-10.96%-16.30%-16.22%-15.31%1.29%1.53%-9.00%-10.73%
2001101.90%1.52%2.65%$876,614$956,694$660,9262.22%-0.06%6.45%3.93%-3.19%0.61%3.83%2.80%2.91%4.01%5.01%0.81%1.24%2.52%2.97%
2001116.86%3.69%6.47%$936,784$992,024$703,6617.48%9.41%6.74%7.81%5.26%3.62%0.92%0.54%10.94%12.10%10.58%-0.10%-0.76%7.63%3.56%
2001123.03%1.72%1.66%$915,207$959,060$665,3600.90%2.34%6.72%7.02%2.46%0.42%-2.59%-1.50%7.82%6.88%7.64%0.10%-0.34%1.78%1.35%
200210.53%0.44%-2.26%$920,056$963,247$650,321-1.45%1.04%1.10%1.54%-0.34%-2.21%-1.23%-0.99%5.56%7.94%7.72%0.30%0.29%-1.24%-4.63%
200220.14%0.34%-1.18%$921,381$966,533$642,633-1.81%1.28%-2.77%-0.16%1.87%1.13%3.46%3.98%-1.34%-1.34%-0.98%0.40%0.87%-2.05%0.90%
200235.63%2.94%4.78%$973,218$994,922$673,3263.14%4.16%8.84%9.86%6.25%6.21%4.95%4.79%4.19%5.99%6.25%-0.58%-1.59%4.38%5.71%
200240.50%0.82%-3.29%$978,044$1,003,087$651,144-5.61%-0.91%2.43%4.53%0.64%3.35%3.57%3.92%1.01%2.77%2.79%0.91%1.77%-4.90%0.42%
200250.34%0.47%-0.47%$981,380$1,007,847$648,067-0.59%0.62%-2.73%-3.15%1.33%3.34%5.78%6.28%-2.49%-1.24%-0.90%0.50%0.87%-1.22%1.16%
20026-3.96%-2.05%-6.18%$942,516$987,199$608,041-6.79%-6.08%-3.56%-2.07%2.70%-2.81%-2.56%-1.77%-7.65%-7.14%-6.53%0.69%1.25%-7.06%-4.28%
20027-9.19%-4.90%-8.60%$855,923$938,845$555,756-7.22%-11.10%-14.48%-15.60%-5.07%-10.25%-5.25%-5.29%-4.86%-3.96%-4.72%1.09%1.99%-8.02%-9.80%
200280.30%0.53%0.32%$858,455$943,848$557,5420.83%1.62%-0.57%-1.25%0.26%-0.10%-0.88%-0.25%0.35%0.24%1.19%0.39%1.30%0.53%-0.12%
20029-9.03%-4.64%-10.33%$780,965$900,056$499,965-10.78%-11.13%-6.74%-7.28%-3.59%-11.89%-7.12%-6.62%-10.53%-11.99%-11.47%0.45%1.96%-10.07%-10.88%
2002102.66%1.52%7.03%$801,770$913,734$535,1099.01%3.92%2.57%1.62%-5.06%2.85%-1.23%-0.95%4.14%4.27%4.19%0.39%-0.09%7.65%5.70%
2002116.19%3.17%5.65%$851,415$942,661$565,3435.56%7.07%8.36%8.52%4.48%6.00%2.63%2.20%7.45%7.81%7.68%-0.20%-0.91%6.06%4.75%
200212-3.03%-1.04%-4.90%$775,627$882,824$487,628-5.54%-4.55%-4.29%-3.58%1.31%-2.57%0.67%1.23%-4.00%-2.98%-3.40%0.82%2.28%-5.57%-3.43%
20031-2.02%-1.27%-2.91%$759,928$871,631$473,459-2.59%-2.32%-2.23%-3.45%-2.52%-3.37%-0.27%0.27%-0.12%1.51%1.80%0.10%-0.37%-2.54%-3.76%
20032-1.62%-0.59%-1.91%$747,619$866,516$464,436-1.33%-2.93%-2.88%-4.11%1.80%-1.97%0.55%0.54%-1.59%-0.87%-1.06%0.40%1.47%-1.69%-2.42%
20033-0.05%0.02%0.19%$747,279$866,691$465,3350.90%-0.47%1.11%-0.21%2.40%-2.46%-0.41%-0.94%-1.61%-2.25%-0.89%0.17%0.06%1.09%-1.93%
200349.13%5.51%8.64%$815,503$914,460$505,5488.33%9.20%9.28%10.56%3.79%10.95%8.21%9.52%13.38%13.15%12.97%0.30%0.36%8.21%9.70%
200357.77%5.25%6.12%$878,896$962,514$536,4915.49%6.69%11.51%11.72%5.51%7.57%9.23%10.06%7.35%7.45%7.50%0.40%2.26%6.11%6.15%
200362.77%1.73%1.79%$903,227$979,137$546,1001.18%1.08%4.51%3.65%2.08%3.22%4.51%5.64%3.84%4.41%4.30%0.12%-0.11%1.43%2.66%
200373.79%1.76%2.60%$937,427$996,380$560,2901.29%2.52%7.38%7.04%5.12%4.50%3.43%4.06%2.00%2.31%1.99%-0.59%-2.76%2.36%3.18%
200383.58%2.27%2.42%$971,021$1,018,996$573,8751.91%3.55%4.73%5.14%0.70%2.59%5.14%5.54%4.51%6.59%6.00%0.00%-0.18%2.39%2.51%
200391.18%1.41%0.02%$982,514$1,033,396$573,991-0.63%-2.20%0.09%-0.78%3.44%3.84%5.70%5.64%4.40%4.89%3.82%0.94%2.75%-1.15%2.78%
2003106.68%4.04%6.23%$1,048,147$1,075,195$609,7555.30%6.69%8.94%10.00%1.35%7.85%5.39%5.71%7.63%8.88%8.62%-0.40%-1.27%6.12%6.49%
2003112.26%1.51%1.61%$1,071,867$1,091,395$619,5750.84%2.22%4.30%4.16%4.50%2.09%0.55%0.44%-1.00%1.13%1.98%0.00%0.00%1.38%2.13%
2003126.00%4.24%5.50%$1,086,190$1,087,692$603,6635.49%6.83%2.77%5.33%2.92%7.47%5.66%6.27%10.51%12.03%9.93%0.48%0.83%4.48%7.80%
200413.27%2.16%2.04%$1,121,731$1,111,142$615,9871.81%1.69%5.78%4.89%4.11%2.53%5.59%6.10%1.85%2.75%2.97%0.20%0.76%2.23%1.60%
200422.29%1.69%1.75%$1,147,368$1,129,919$626,7611.55%2.58%0.50%1.41%1.77%2.99%2.98%3.07%4.39%6.47%4.22%0.50%1.04%1.43%2.50%
200431.03%0.89%-0.61%$1,159,236$1,140,022$622,915-1.41%-0.40%0.14%0.94%5.72%1.56%4.02%4.20%0.65%1.25%1.68%0.25%1.10%-1.07%0.45%
20044-4.28%-3.39%-2.42%$1,109,667$1,101,391$607,825-2.22%-1.69%-4.09%-3.17%-14.35%-3.01%-3.01%-3.52%-6.34%-7.05%-5.63%-0.90%-3.07%-2.11%-3.14%
200450.76%0.33%1.08%$1,118,143$1,105,004$614,3841.25%0.57%0.00%0.38%7.22%0.96%-1.12%-0.99%-1.23%-2.95%-4.22%-0.20%-0.48%1.35%0.46%
200463.39%2.10%2.18%$1,156,082$1,128,176$627,7891.77%2.99%4.41%6.69%2.89%4.14%4.66%4.55%1.80%1.82%0.83%-0.11%0.29%2.09%2.40%
20047-3.23%-1.76%-3.66%$1,118,698$1,108,274$604,800-3.20%-3.27%-7.47%-5.33%0.41%-3.69%-3.65%-3.48%-0.08%1.29%0.64%0.40%0.78%-3.80%-3.34%
200481.24%1.25%0.44%$1,132,553$1,122,118$607,4710.68%0.00%-1.52%-1.49%7.96%1.25%0.89%1.23%2.78%4.44%3.30%0.60%1.92%0.31%0.75%
200492.90%1.79%2.11%$1,165,422$1,142,205$620,2891.00%3.08%5.01%4.93%-0.34%3.19%2.38%2.66%5.58%6.59%5.56%-0.05%0.20%1.74%2.96%
2004102.40%1.64%2.15%$1,193,338$1,160,901$633,6411.58%1.17%1.84%0.96%5.40%3.83%3.21%3.26%2.79%3.12%2.45%0.20%0.66%1.68%3.24%
2004116.90%4.02%5.47%$1,275,729$1,207,624$668,2933.66%6.55%8.97%10.00%4.35%7.37%7.21%8.75%8.70%10.82%9.47%-0.30%-0.94%4.68%7.23%
2004124.42%2.96%3.89%$1,282,179$1,193,389$644,2803.39%3.99%4.58%3.62%5.01%4.98%4.71%5.16%6.40%6.43%5.30%0.15%0.69%3.63%4.44%
20051-2.29%-1.33%-2.37%$1,252,843$1,177,459$628,988-2.62%-2.49%-4.10%-3.57%-8.37%-1.04%2.37%2.79%0.79%1.64%2.78%0.00%0.19%-2.68%-1.67%
200523.29%1.84%2.86%$1,294,099$1,199,125$646,9771.93%3.02%0.83%2.70%3.14%3.95%4.43%4.74%7.46%9.11%6.33%-0.10%-0.47%2.07%4.68%
20053-2.25%-1.46%-2.11%$1,264,954$1,181,580$633,321-2.00%-0.26%-3.23%-1.95%-1.52%-2.50%-1.76%-0.94%-6.88%-7.31%-6.97%-0.06%-0.47%-1.75%-2.93%
20054-2.69%-1.24%-2.24%$1,230,942$1,166,982$619,107-1.72%-3.44%-6.22%-7.28%5.67%-3.05%-2.39%-1.95%-2.41%-3.56%-3.68%0.51%1.34%-2.32%-2.07%
200553.06%2.06%2.64%$1,268,649$1,191,056$635,4653.17%4.28%6.03%6.65%3.28%0.13%-1.70%-1.49%2.96%1.44%1.95%0.40%0.85%3.77%0.08%
200562.49%1.66%0.96%$1,300,232$1,210,771$641,5410.11%2.03%4.52%4.17%5.11%1.58%2.52%2.35%2.97%3.29%2.53%0.15%0.71%0.81%1.30%
200575.30%3.03%3.98%$1,369,206$1,247,440$667,0633.29%4.96%7.63%7.11%7.27%4.45%3.61%3.80%6.41%7.28%5.48%-0.10%-0.66%4.11%3.68%
20058-0.18%0.17%0.19%$1,366,801$1,249,609$668,320-0.72%-0.83%-1.39%-1.67%-3.73%3.30%4.41%3.90%0.61%1.59%0.65%0.51%0.95%-0.94%2.85%
200591.92%1.00%2.04%$1,392,975$1,262,087$681,9570.62%1.54%0.61%0.80%0.47%2.79%2.39%2.34%7.92%8.02%6.56%-0.10%-0.77%0.86%4.73%
200510-2.68%-1.70%-2.34%$1,355,667$1,240,573$666,028-2.07%-2.68%-2.81%-2.92%-2.26%-1.53%-1.98%-2.32%-5.02%-6.26%-4.88%0.10%-0.38%-1.86%-3.37%
2005113.98%2.52%3.57%$1,409,590$1,271,885$689,7813.81%3.98%4.53%4.21%4.50%1.79%1.95%1.86%7.22%7.38%7.13%0.30%0.19%3.97%2.67%
2005121.93%1.30%1.68%$1,386,855$1,238,407$651,3470.01%0.13%0.18%0.34%0.02%4.86%6.65%6.44%5.76%6.27%6.55%0.27%0.26%0.14%5.14%
200616.40%3.92%4.51%$1,475,621$1,286,968$680,7252.69%4.74%9.14%8.82%7.68%6.81%6.91%7.33%9.52%9.56%9.65%0.31%0.10%3.50%6.87%
200620.23%0.24%-0.22%$1,479,029$1,290,039$679,2190.00%-0.35%0.25%-0.35%1.89%0.93%-0.63%0.21%-0.31%0.38%1.05%0.31%0.20%0.00%-0.72%
200633.32%2.01%2.22%$1,528,168$1,315,969$694,2981.25%1.76%4.55%6.09%5.18%4.21%4.61%4.77%1.36%3.38%1.83%0.13%-0.29%1.80%3.17%
200642.18%1.45%2.35%$1,561,467$1,335,056$710,5921.20%2.82%-0.41%0.98%-3.78%5.03%4.73%4.15%5.96%8.72%8.12%0.30%0.20%1.11%5.12%
20065-4.36%-2.55%-3.62%$1,493,315$1,301,022$684,882-2.96%-1.86%-5.89%-4.39%-2.99%-4.04%-5.04%-4.80%-11.57%-10.84%-10.53%0.51%0.49%-3.23%-4.45%
200660.18%0.21%-0.00%$1,496,047$1,303,732$684,8670.10%0.87%-0.89%0.05%5.53%-0.69%-1.92%-1.86%-0.15%-0.91%-4.41%0.30%0.19%0.17%-0.38%
20067-0.24%0.08%0.27%$1,492,488$1,304,791$686,7200.61%-1.45%-3.45%-3.75%3.43%1.55%-1.08%-0.36%1.83%2.36%2.30%0.50%0.68%-0.13%1.15%
200682.51%1.80%2.38%$1,529,978$1,328,329$703,0722.32%1.61%2.78%1.95%3.52%3.40%2.65%2.55%3.13%1.82%3.47%0.50%0.87%2.31%2.53%
200691.87%1.30%1.63%$1,558,603$1,345,650$714,5242.56%2.76%0.56%1.19%2.00%1.40%0.74%0.95%1.35%2.03%2.77%0.40%0.38%2.27%0.25%
2006104.71%3.05%3.68%$1,632,083$1,386,750$740,7983.17%3.96%5.45%5.43%6.27%4.42%3.97%4.39%5.94%6.94%7.54%0.30%0.38%3.53%4.00%
2006113.33%2.26%2.70%$1,686,476$1,418,131$760,8031.96%1.89%2.25%3.03%4.75%3.27%4.52%4.83%6.37%7.24%7.61%0.49%0.38%2.23%3.73%
2006121.91%1.32%1.75%$1,668,635$1,386,860$724,1191.34%2.01%1.61%1.38%-2.13%3.89%3.64%3.75%4.03%3.57%4.54%0.33%0.26%1.13%3.09%
200712.69%1.79%1.60%$1,713,465$1,411,628$735,7251.42%2.89%1.15%2.20%8.66%1.86%2.80%2.67%1.45%1.54%1.88%0.39%0.47%1.88%0.96%
20072-0.85%-0.32%-1.12%$1,698,911$1,407,056$727,521-1.96%-1.50%-0.50%-0.23%-2.33%-0.08%1.41%1.81%-1.58%0.56%0.89%0.49%0.47%-1.61%0.06%
200731.51%1.06%1.62%$1,724,546$1,421,989$739,2981.14%0.66%1.02%1.09%-2.48%3.21%3.74%4.35%4.56%5.21%4.43%0.39%0.38%1.11%2.80%
200743.60%2.31%3.98%$1,786,570$1,454,805$768,7514.33%4.24%1.50%1.81%-0.09%5.02%3.31%2.97%6.34%7.97%7.64%0.39%0.28%4.01%3.92%
200753.50%2.28%3.51%$1,849,161$1,487,903$795,7113.43%4.10%3.15%3.65%0.00%3.41%2.04%1.91%6.69%7.60%7.93%0.39%0.28%3.69%3.09%
20076-1.55%-0.84%-0.98%$1,820,540$1,475,437$787,931-1.74%-1.62%-0.33%-1.55%-9.38%-0.73%-0.16%-0.42%1.63%2.84%2.99%0.39%0.25%-1.67%0.61%
20077-3.72%-2.10%-2.69%$1,752,907$1,444,387$766,771-3.02%-6.21%-6.51%-7.64%-7.87%-2.79%0.05%-0.25%2.37%4.74%4.86%0.39%0.56%-3.41%-1.06%
20078-0.52%-0.07%0.77%$1,743,846$1,443,346$772,6911.37%-1.91%1.16%-0.76%6.05%-1.16%-3.86%-4.10%-1.75%-3.23%-4.17%0.48%0.74%1.45%-0.72%
200793.45%2.24%4.46%$1,803,965$1,475,625$807,1153.72%2.58%1.48%-0.28%3.91%5.20%2.20%2.08%8.81%9.01%6.87%0.44%0.36%3.59%6.38%
2007102.99%2.05%3.13%$1,857,961$1,505,837$832,3441.60%0.54%1.70%1.11%1.13%4.82%5.40%3.94%10.92%10.97%7.50%0.58%0.56%1.85%5.90%
200711-6.77%-4.06%-4.51%$1,732,152$1,444,741$794,777-4.21%-5.60%-8.42%-8.72%-10.20%-6.08%-7.31%-8.12%-6.53%-7.30%-8.02%0.29%0.28%-4.49%-4.57%
200712-1.33%-0.60%-1.15%$1,659,039$1,386,055$735,664-0.71%-0.32%-0.06%-1.20%-5.86%-2.18%-3.34%-3.12%-0.41%-0.16%1.19%0.51%0.47%-0.60%-2.28%
20081-5.74%-3.25%-6.82%$1,563,826$1,340,959$685,489-6.27%-3.84%-7.65%-3.94%0.04%-8.10%-7.61%-6.60%-8.74%-9.96%-12.06%0.39%0.56%-6.08%-8.55%
20082-1.85%-0.97%-2.07%$1,534,840$1,328,005$671,300-3.24%-3.09%-3.14%-2.84%-3.80%-1.30%2.53%2.19%3.17%3.99%2.89%0.19%0.37%-3.07%0.33%
200830.28%0.20%-0.62%$1,539,188$1,330,713$667,126-0.45%-0.93%0.31%0.84%6.29%1.20%0.13%0.93%-3.12%-3.36%-4.74%0.10%0.09%-0.58%-0.71%
200844.48%2.50%5.27%$1,608,172$1,364,032$702,2934.70%6.27%2.07%1.66%5.90%4.44%2.13%1.70%7.11%7.71%6.12%0.29%-0.74%5.02%5.85%
200851.83%1.06%1.92%$1,637,529$1,378,511$715,7511.39%2.38%3.98%4.14%0.20%0.04%2.64%2.20%0.58%0.85%-0.64%0.19%-0.28%2.09%1.51%
20086-9.84%-5.75%-8.43%$1,476,383$1,299,266$655,396-8.49%-10.96%-9.05%-10.10%-10.98%-9.93%-7.40%-8.74%-10.29%-11.63%-11.52%0.27%0.28%-8.19%-8.99%
20087-0.33%-0.01%-1.64%$1,471,481$1,299,173$644,657-0.82%-1.12%4.48%2.07%2.90%-2.83%-4.81%-4.44%-1.33%-1.96%-1.57%0.29%0.56%-0.77%-3.67%
200880.35%0.38%-0.38%$1,476,633$1,304,120$642,2041.53%1.96%3.38%4.15%2.47%-4.22%-3.94%-3.22%-5.96%-8.57%-6.04%0.29%0.56%1.58%-5.10%
20089-9.08%-5.45%-10.33%$1,342,530$1,233,081$575,842-9.21%-9.00%-7.37%-6.89%-0.21%-11.67%-15.16%-14.39%-13.95%-17.25%-18.06%-0.32%-1.03%-9.26%-13.09%
200810-23.10%-12.33%-18.84%$1,032,346$1,081,083$467,363-17.05%-22.53%-20.71%-22.14%-31.53%-25.09%-23.42%-21.76%-26.35%-31.05%-30.34%0.68%0.56%-17.63%-22.09%
200811-10.47%-4.45%-7.48%$924,290$1,033,026$432,392-6.80%-9.81%-12.84%-12.99%-23.14%-6.14%-5.16%-5.55%-9.09%-7.59%-6.12%0.68%1.50%-7.90%-6.29%
2008126.10%3.43%3.52%$930,680$1,018,476$397,6021.17%3.25%5.66%5.25%17.07%7.48%8.21%9.09%7.79%12.21%14.08%0.97%1.55%1.86%8.16%
20091-11.44%-6.90%-9.37%$824,185$948,179$360,361-8.38%-11.86%-11.91%-14.28%-17.75%-13.77%-7.90%-8.43%-7.65%-9.03%-7.69%0.00%-0.18%-8.26%-11.96%
20092-12.50%-7.15%-10.20%$721,152$880,342$323,618-10.93%-14.04%-13.11%-12.71%-20.97%-12.28%-9.11%-10.99%-6.56%-8.50%-6.14%0.00%-0.09%-10.45%-9.58%
200939.50%5.26%8.85%$789,695$926,690$352,2519.11%9.83%9.58%10.40%3.54%10.86%6.62%6.52%14.45%17.30%13.76%0.29%0.37%8.65%9.31%
2009416.83%9.65%11.25%$922,633$1,016,078$391,8659.86%16.18%17.39%19.66%31.30%18.36%13.25%16.21%14.77%19.66%20.25%0.39%0.64%10.61%12.78%
200958.99%5.48%8.06%$1,005,608$1,071,731$423,4495.98%7.67%3.43%3.22%2.60%14.87%14.89%13.77%17.04%22.50%22.91%0.39%0.18%5.38%14.35%
20096-0.36%-0.07%-0.18%$1,001,995$1,070,993$422,6720.35%-1.21%2.76%0.35%-3.10%-1.50%1.05%-0.33%-0.88%-1.23%-0.50%0.19%0.61%0.34%-1.32%
2009710.18%6.43%8.49%$1,104,037$1,139,885$458,5567.91%9.43%9.82%13.44%10.49%11.83%7.50%9.31%11.40%13.41%12.68%0.10%0.82%7.82%9.96%
200985.41%3.66%3.59%$1,163,736$1,181,565$475,0063.91%6.80%2.73%5.14%13.53%5.68%6.35%8.66%0.34%0.74%1.19%0.29%0.90%3.63%3.50%
200995.52%3.73%4.52%$1,227,938$1,225,660$496,4663.93%4.35%5.76%6.33%6.69%5.14%5.32%4.71%8.76%9.23%8.34%0.25%0.67%4.23%5.15%
200910-3.88%-2.44%-2.44%$1,180,277$1,195,701$484,349-1.82%-4.30%-7.27%-7.53%-4.56%-4.02%-1.82%-3.62%-2.10%-2.36%-0.11%0.10%0.54%-2.57%-2.17%
2009114.54%3.23%5.06%$1,233,837$1,234,323$508,8666.33%5.63%1.78%3.11%6.87%2.92%1.36%0.54%5.95%6.37%5.85%0.39%1.24%5.63%3.86%
2009123.87%2.21%2.44%$1,231,529$1,211,621$471,2831.72%2.70%8.69%7.92%6.87%1.17%0.97%1.17%3.58%4.95%5.51%-0.33%-1.54%2.86%1.53%
20101-3.55%-1.80%-3.97%$1,187,752$1,189,811$452,583-3.44%-2.34%-2.94%-3.16%-5.22%-5.81%-1.55%-1.92%-5.48%-5.69%-4.43%0.39%1.27%-3.50%-5.07%
201023.23%2.07%2.43%$1,226,138$1,214,486$463,5743.26%4.32%4.39%6.15%5.51%0.31%-0.14%-0.95%1.21%0.78%1.72%0.20%0.63%3.36%0.22%
201037.87%4.68%6.40%$1,322,592$1,271,270$493,2365.89%7.80%8.08%8.86%10.17%7.97%7.14%8.12%8.34%8.80%8.54%0.01%-0.07%6.27%6.71%
201043.34%2.21%1.04%$1,366,825$1,299,384$498,3831.63%3.16%7.27%8.11%7.03%-1.73%1.54%1.26%0.57%0.65%1.61%0.10%0.71%2.17%-1.71%
20105-8.93%-5.41%-8.79%$1,244,802$1,229,137$454,587-7.88%-8.56%-7.42%-9.90%-5.34%-11.77%-11.83%-13.46%-9.33%-10.48%-10.09%0.10%0.62%-8.00%-10.78%
20106-5.13%-2.88%-4.42%$1,180,911$1,193,780$434,503-5.14%-7.56%-7.24%-10.14%-5.18%-1.74%-0.23%-2.01%0.15%0.62%2.65%0.29%0.66%-5.66%-1.17%
201078.62%5.41%7.95%$1,282,666$1,258,336$469,0477.06%7.82%7.14%8.69%9.87%12.47%9.14%9.73%8.78%9.25%9.18%0.29%1.50%6.99%10.33%
20108-4.83%-2.62%-4.30%$1,220,738$1,225,365$448,879-4.44%-6.11%-7.98%-8.38%-1.26%-4.94%-2.98%-4.67%-2.34%-1.81%0.48%0.19%1.22%-4.75%-3.22%
201099.97%5.96%9.75%$1,342,506$1,298,431$492,6388.94%9.80%12.16%12.93%4.33%10.71%11.00%11.23%11.34%12.01%12.11%0.09%0.37%9.47%10.41%
2010103.90%2.54%3.82%$1,394,864$1,331,366$511,4773.86%3.68%4.34%4.17%4.68%3.55%3.93%3.13%2.97%3.42%3.99%0.10%0.69%3.94%3.55%
201011-0.55%-0.56%-0.94%$1,387,217$1,323,930$506,679-0.13%-0.75%4.24%4.49%-1.98%-5.11%-2.79%-2.85%-2.23%-3.25%-2.72%-0.10%-1.03%0.58%-4.52%
2010128.25%4.85%7.25%$1,451,649$1,338,157$493,3986.69%9.72%8.19%9.18%4.68%9.37%10.92%12.32%8.09%8.31%5.75%0.07%-1.35%6.81%8.34%
201111.67%1.08%1.74%$1,475,876$1,352,558$501,9822.50%3.23%-1.09%0.31%3.53%4.24%1.22%2.09%-2.61%-3.13%-4.24%0.10%0.28%2.19%0.70%
201123.86%2.31%3.33%$1,532,901$1,383,852$518,7153.29%5.39%5.87%6.28%4.53%3.29%3.05%2.90%-0.74%-1.68%-2.95%0.00%-0.09%3.60%2.71%
201130.71%0.47%0.19%$1,543,754$1,390,365$519,7000.00%0.45%3.25%2.05%-1.50%-2.76%-0.16%0.50%5.53%5.75%5.55%0.10%0.09%0.45%-0.43%
201143.39%2.37%3.65%$1,596,148$1,423,314$538,6693.18%2.51%1.68%1.26%5.79%5.32%4.75%4.30%3.48%3.57%5.25%0.20%1.28%2.99%5.24%
20115-1.78%-0.84%-1.67%$1,567,674$1,411,291$529,673-0.91%-1.42%-1.92%-3.12%1.36%-3.61%-2.78%-3.43%-2.78%-3.82%-2.29%0.20%1.18%-1.16%-2.87%
20116-1.93%-1.18%-1.70%$1,537,458$1,394,578$520,643-1.73%-1.82%-2.16%-1.81%-3.29%-1.40%-2.03%-2.18%-1.22%-2.05%-0.81%0.00%0.00%-1.79%-1.51%
20117-2.16%-0.98%-2.06%$1,504,264$1,380,911$509,912-1.88%-4.57%-2.69%-2.88%1.64%-3.23%-0.96%-1.92%-0.81%-0.85%1.13%0.10%1.61%-2.28%-1.53%
20118-8.11%-4.70%-6.72%$1,382,340$1,315,971$475,631-5.50%-8.46%-8.93%-10.58%-5.38%-10.72%-7.84%-9.51%-8.12%-10.15%-9.51%0.20%0.70%-5.99%-8.45%
20119-10.77%-6.30%-9.07%$1,233,510$1,233,042$432,481-7.09%-10.10%-10.58%-12.58%-10.98%-10.94%-11.82%-11.80%-15.14%-17.95%-17.79%-0.03%-0.19%-7.75%-12.29%
20111012.47%6.96%11.14%$1,387,306$1,318,851$480,68011.04%13.81%15.43%15.82%14.42%9.56%7.64%7.61%12.44%13.14%11.02%0.00%0.27%11.51%10.22%
201111-1.85%-1.42%-1.01%$1,361,618$1,300,150$475,832-0.61%-0.83%-0.60%-0.68%-3.78%-3.29%-3.16%-3.23%-3.49%-5.07%-4.89%-0.10%-1.50%-0.29%-2.88%
2011120.34%0.38%-0.14%$1,316,249$1,255,069$425,1631.12%0.79%0.86%1.01%4.59%-2.67%-2.91%-2.66%-2.95%-3.59%-2.65%0.02%0.83%0.80%-2.64%
201216.79%4.31%5.74%$1,405,613$1,309,224$449,5644.69%4.96%6.96%7.43%6.32%6.72%8.53%10.01%10.73%13.87%11.27%0.20%1.01%5.08%7.27%
201224.18%2.62%4.53%$1,464,329$1,343,525$469,9124.36%5.77%1.91%3.18%-1.06%5.15%5.06%5.96%5.40%6.09%8.17%0.10%0.18%4.26%5.14%
201231.65%1.10%1.90%$1,488,509$1,358,298$478,8343.39%1.83%2.98%2.30%5.15%-0.78%0.39%0.13%-2.63%-4.30%-2.61%0.10%0.27%3.07%-0.75%
20124-1.36%-0.77%-0.99%$1,468,263$1,347,884$474,099-0.55%-2.09%-1.42%-1.60%2.86%-3.60%-1.20%-2.78%-1.81%-3.27%-2.39%0.10%0.36%-0.65%-1.78%
20125-7.95%-4.84%-7.69%$1,351,476$1,282,679$437,654-6.04%-7.10%-6.97%-7.12%-4.57%-12.35%-11.64%-12.72%-10.78%-11.06%-9.17%0.00%0.63%-6.24%-11.14%
201264.99%3.04%4.51%$1,418,934$1,321,710$457,4124.20%5.37%5.12%4.38%5.64%7.04%3.91%4.93%4.89%4.52%3.83%0.11%0.06%3.91%6.03%
201270.52%0.60%0.86%$1,426,360$1,329,693$461,3561.69%0.97%-0.91%-0.24%1.97%-0.41%-0.28%-0.29%0.81%-0.63%-1.26%0.20%1.26%1.03%0.44%
201282.87%1.85%2.55%$1,467,257$1,354,264$473,1262.33%3.95%3.12%4.21%-0.15%4.08%3.47%3.67%0.60%1.39%2.60%0.10%0.35%2.48%2.72%
201293.15%1.99%2.88%$1,513,545$1,381,217$486,7442.57%3.65%4.19%3.31%-1.87%3.55%4.17%4.67%5.58%6.43%5.85%0.02%0.16%2.58%3.62%
201210-0.55%-0.33%-1.08%$1,505,255$1,376,708$481,465-1.80%0.27%-2.05%-0.82%-0.77%1.29%0.66%0.93%-0.57%-1.29%-0.39%0.00%0.09%-1.76%0.56%
2012110.82%0.60%1.06%$1,517,547$1,384,919$486,5530.65%0.22%0.94%1.84%-0.35%1.53%0.85%1.39%1.30%1.10%1.72%0.10%0.35%0.74%1.82%
2012123.56%2.23%2.08%$1,521,574$1,365,781$446,6730.82%3.03%3.80%3.72%3.66%4.92%4.91%6.24%5.81%7.31%6.15%0.01%-0.03%1.19%4.17%
201315.07%2.95%4.85%$1,598,693$1,406,089$468,3415.12%6.94%5.68%6.56%3.53%4.64%4.39%5.13%0.51%1.61%1.84%0.00%-0.45%5.50%3.34%
201320.62%0.52%0.54%$1,608,676$1,413,453$470,8521.42%1.27%1.10%1.75%1.10%-2.99%-0.06%0.60%-1.19%-1.68%1.02%0.10%0.63%1.28%-1.23%
201333.14%1.98%2.98%$1,659,128$1,441,387$484,8713.70%4.81%4.87%4.91%2.76%0.29%1.82%2.04%-1.45%-0.86%-0.47%0.10%0.18%3.88%0.77%
201341.93%1.32%2.23%$1,691,121$1,460,359$495,7061.93%1.00%-0.79%-1.11%6.75%4.92%2.66%2.84%1.08%0.88%2.03%0.10%0.54%1.70%3.58%
201351.22%0.57%0.80%$1,711,682$1,468,711$499,6852.27%4.13%5.18%5.39%-5.96%-1.24%-2.19%-1.97%-3.27%-2.85%-1.45%-0.10%-0.89%2.32%-2.95%
20136-2.06%-1.54%-1.96%$1,676,358$1,446,048$489,896-1.53%-1.15%0.46%-0.70%-1.87%-3.53%-2.65%-3.04%-6.30%-8.42%-8.65%-0.10%-1.23%-1.27%-3.75%
201375.43%3.53%5.23%$1,767,342$1,497,043$515,5395.28%6.00%7.41%7.34%0.87%6.83%6.62%7.46%1.43%1.94%0.46%0.10%0.64%5.49%4.56%
20138-3.12%-2.08%-2.50%$1,712,238$1,465,891$502,649-2.95%-2.99%-3.48%-4.17%-7.04%-0.74%-0.34%-1.23%-2.38%-2.13%-4.18%0.00%-0.54%-2.82%-1.63%
201395.07%3.36%4.63%$1,799,106$1,515,161$525,9383.14%2.95%7.05%5.24%3.12%7.54%8.24%9.69%7.13%7.39%7.30%0.10%0.82%3.66%7.21%
2013104.21%2.82%4.00%$1,874,832$1,557,938$546,9574.65%5.05%3.48%3.51%4.20%3.46%3.41%4.18%4.53%4.53%3.84%0.10%0.63%4.22%3.41%
2013112.13%1.43%2.11%$1,914,709$1,580,179$558,5193.08%4.17%5.55%5.08%-5.33%0.36%0.46%0.15%-1.52%-2.42%-1.42%0.10%0.18%2.88%0.12%
2013122.04%1.17%2.25%$1,903,863$1,548,736$521,1082.41%2.64%1.89%2.72%0.32%2.17%2.73%3.33%-1.06%-0.98%-0.83%-0.04%-0.88%2.63%1.25%
20141-3.10%-1.62%-3.61%$1,844,789$1,523,642$502,308-3.32%-3.95%-4.43%-5.14%4.24%-3.68%-1.77%-1.38%-6.97%-6.99%-4.28%0.10%1.11%-3.11%-4.78%
201424.64%2.78%4.93%$1,930,382$1,565,989$527,0614.53%3.36%4.21%5.45%5.07%5.71%6.25%6.88%3.60%2.22%4.42%0.00%0.18%4.73%5.39%
201431.21%0.63%0.48%$1,953,727$1,575,882$529,6030.77%2.34%0.97%1.19%0.65%-0.72%-0.15%0.65%3.48%4.46%3.43%0.01%-0.49%0.51%0.41%
201440.37%0.35%0.43%$1,960,899$1,581,411$531,9060.80%0.66%-3.41%-1.93%3.62%1.67%0.05%-0.42%0.58%0.66%0.82%0.10%0.55%0.06%1.31%
201451.81%1.26%2.09%$1,996,378$1,601,329$542,9982.45%2.17%0.10%0.83%2.37%1.10%0.65%0.79%3.38%4.06%3.39%0.10%0.73%2.17%1.88%
201462.43%1.44%2.30%$2,044,831$1,624,418$555,4811.92%2.72%4.34%4.44%1.04%1.21%1.85%1.57%2.75%2.61%2.57%-0.06%-0.12%2.54%1.74%
20147-2.00%-1.30%-1.87%$2,004,032$1,603,332$545,100-1.44%-0.74%-5.84%-5.76%0.07%-2.23%-3.18%-3.51%1.16%1.87%0.23%-0.10%-0.27%-1.98%-1.61%
201483.09%2.03%3.25%$2,066,053$1,635,926$562,8034.08%3.17%4.54%5.83%2.84%0.00%0.66%0.66%3.09%2.24%3.06%0.10%0.64%4.18%1.05%
20149-4.35%-2.77%-2.98%$1,976,205$1,590,635$546,049-1.48%-2.49%-5.69%-6.98%-6.01%-4.38%-6.08%-5.82%-7.39%-8.20%-4.98%0.00%-0.45%-2.14%-5.01%
2014102.47%1.68%1.87%$2,025,065$1,617,403$556,2522.48%0.78%6.52%4.61%10.37%-1.70%-2.04%-2.20%1.06%-0.07%-0.88%0.20%0.73%2.74%-0.31%
2014110.78%0.62%1.67%$2,040,818$1,627,414$565,5222.86%1.16%-0.75%-0.28%2.08%0.00%-0.99%-0.72%-1.01%-1.69%-1.17%0.10%0.63%2.41%-0.25%
201412-0.04%-0.14%-1.01%$1,989,927$1,575,217$509,822-0.55%0.74%3.37%2.29%1.83%-3.75%-1.26%-1.10%-4.52%-4.65%-3.08%-0.17%-0.38%-0.01%-3.65%
20151-1.91%-0.76%-1.90%$1,951,849$1,563,275$500,125-2.70%-4.97%-4.90%-4.95%6.89%-0.68%-0.82%-0.65%0.64%-0.82%1.61%0.30%1.65%-2.77%0.13%
201524.95%2.77%5.69%$2,048,556$1,606,582$528,5795.56%7.06%6.03%5.90%-3.71%7.13%6.41%7.47%3.02%3.56%2.57%-0.10%-0.72%5.76%5.52%
20153-0.67%-0.30%-1.19%$2,034,763$1,601,791$522,284-1.44%-1.92%2.29%1.78%1.77%-2.13%-1.56%-1.96%-2.12%-2.84%-0.77%0.10%0.45%-1.04%-1.54%
201541.52%0.94%1.84%$2,065,697$1,616,771$531,9010.89%2.04%-1.95%-1.34%-5.88%5.50%5.61%5.03%6.65%9.96%7.10%0.00%0.09%0.42%5.08%
201550.55%0.35%0.66%$2,076,968$1,622,443$535,3961.36%1.07%1.38%1.36%-0.25%0.05%1.18%1.56%-4.02%-4.46%-1.41%0.10%0.00%1.39%-0.94%
20156-1.76%-1.16%-2.01%$2,040,395$1,603,546$524,616-2.11%-1.62%1.63%0.05%-4.38%-2.91%-1.52%-1.39%-2.44%-3.19%-3.43%0.02%-0.50%-1.71%-2.69%
20157-0.59%-0.28%0.88%$2,028,353$1,598,986$529,2512.19%-0.26%-2.44%-3.67%5.74%-0.97%-0.65%-1.23%-6.45%-8.03%-6.11%0.00%0.36%1.63%-0.80%
20158-5.99%-3.63%-6.41%$1,906,837$1,540,981$495,332-6.26%-6.08%-4.43%-4.04%-6.08%-7.48%-4.19%-4.27%-8.28%-9.07%-9.81%0.00%-0.09%-6.03%-7.29%
20159-2.96%-1.53%-3.22%$1,850,461$1,517,451$479,374-2.37%-3.23%-4.31%-4.51%3.17%-6.84%-3.32%-3.99%-2.72%-3.34%-0.16%0.20%0.82%-2.93%-3.90%
2015106.91%3.98%7.37%$1,978,336$1,577,896$514,7198.57%8.16%6.03%5.28%5.73%7.63%5.02%5.25%6.03%6.21%5.53%0.00%-0.09%7.84%6.26%
2015110.20%0.04%-0.01%$1,982,239$1,578,533$514,6790.16%0.36%2.84%3.17%-0.54%-1.30%0.11%-0.77%-3.47%-3.92%-2.05%-0.20%-0.18%0.54%-1.32%
201512-2.45%-1.55%-2.04%$1,883,721$1,504,112$454,181-1.92%-3.13%-4.90%-6.20%1.89%-3.19%0.13%-0.39%-2.76%-3.01%-0.92%-0.10%-0.33%-2.03%-2.07%
20161-6.07%-3.32%-5.65%$1,769,381$1,454,133$428,533-4.77%-6.81%-6.80%-7.18%-3.38%-7.86%-6.51%-7.39%-4.26%-5.64%-5.97%0.40%1.19%-5.67%-5.59%
20162-0.18%-0.05%-0.71%$1,766,220$1,453,446$425,4930.00%0.17%1.10%1.17%-0.34%-3.18%-0.62%-0.87%-0.61%0.62%-0.42%0.00%0.27%-0.04%-2.27%
201638.39%5.10%7.36%$1,914,413$1,527,612$456,8027.12%7.26%7.08%8.77%10.32%7.55%8.04%8.04%13.19%14.69%12.31%0.20%0.84%7.01%8.19%
201641.61%1.00%1.10%$1,945,231$1,542,957$461,8320.51%2.71%1.08%1.80%-2.50%4.83%2.33%3.41%0.59%2.71%2.50%0.10%0.09%0.63%2.22%
201650.27%0.13%0.95%$1,950,558$1,544,955$466,2031.70%1.33%1.07%0.47%2.21%-1.87%0.57%-0.79%-3.94%-6.50%-4.18%0.00%-0.18%1.79%-1.02%
201660.38%0.54%-0.12%$1,957,963$1,553,335$465,6460.45%-0.10%-0.17%-1.16%7.04%-3.67%-3.93%-5.61%5.29%5.47%5.53%0.30%1.28%0.23%-0.94%
201674.51%2.78%4.09%$2,046,286$1,596,484$484,6693.74%3.44%5.02%4.85%4.26%4.50%5.77%7.20%5.12%6.29%5.81%0.00%0.27%3.95%4.41%
201680.57%0.26%0.40%$2,057,969$1,600,691$486,6030.00%1.16%1.59%1.74%-3.38%2.63%-0.06%0.37%1.19%1.82%0.60%0.00%-0.45%0.26%0.74%
201690.63%0.42%0.51%$2,070,856$1,607,421$489,077-0.01%0.48%0.72%1.21%-1.88%1.17%2.95%2.74%1.25%1.38%1.63%0.00%0.18%0.15%1.37%
201610-1.96%-1.26%-2.07%$2,030,205$1,587,138$478,968-1.85%-1.72%-3.53%-3.14%-5.82%1.24%-2.63%-0.82%0.21%2.18%-0.39%0.10%-0.36%-2.21%-1.72%
2016114.25%2.29%2.47%$2,116,585$1,623,463$490,8063.52%7.85%13.19%14.87%-1.81%0.49%-1.80%-0.57%-5.22%-3.50%-6.08%-0.20%-1.43%4.44%-2.15%
2016122.75%1.75%1.95%$2,124,803$1,601,823$450,3682.00%2.49%4.06%3.41%4.64%3.29%2.44%3.15%0.00%0.44%0.57%0.04%0.11%1.92%2.02%
201711.92%1.23%2.50%$2,165,549$1,621,460$461,6131.92%1.45%-1.44%-0.53%-0.14%4.30%4.17%4.31%5.98%6.30%5.82%0.10%0.28%1.91%3.87%
201722.35%1.53%3.04%$2,216,430$1,646,298$475,6453.92%3.01%0.68%0.32%3.34%-0.69%1.61%1.31%3.32%4.56%5.25%0.20%0.37%3.71%1.50%
201730.30%0.22%0.89%$2,223,044$1,649,928$479,8850.20%-0.93%0.17%-1.14%-2.32%2.27%2.41%1.94%3.21%2.74%3.10%0.08%0.12%0.07%2.82%
201741.15%0.86%1.40%$2,248,562$1,664,188$486,6061.13%0.66%1.59%0.46%0.09%1.41%3.26%2.54%1.91%0.73%1.27%0.20%0.64%1.05%2.20%
201750.22%0.23%1.62%$2,253,535$1,667,944$494,5031.49%-0.11%-2.99%-3.51%-0.49%1.73%2.95%1.86%2.98%1.81%0.37%0.10%0.36%1.01%3.01%
201761.53%0.90%0.80%$2,288,050$1,682,919$498,4470.51%1.65%3.72%2.59%2.10%1.06%1.01%1.81%0.93%0.26%0.62%0.02%-0.21%0.92%0.52%
201772.43%1.62%2.35%$2,343,685$1,710,219$510,1562.28%1.68%0.47%0.77%1.26%4.68%3.50%3.77%5.28%5.35%4.19%0.20%0.46%1.87%3.42%
20178-0.24%-0.01%0.30%$2,338,040$1,710,097$511,6890.29%-0.94%-2.16%-2.55%0.11%-0.11%0.53%0.49%2.07%2.50%2.30%0.20%0.55%0.15%0.64%
201793.11%1.82%2.25%$2,410,704$1,741,154$523,2011.81%3.85%8.39%7.92%-0.32%3.57%2.81%3.18%-0.98%-2.24%-0.49%-0.10%-0.45%2.45%1.81%
2017101.54%1.02%2.09%$2,447,827$1,758,864$534,1252.32%1.44%1.11%0.96%-0.54%1.79%1.03%0.86%3.39%3.55%2.85%0.10%0.18%2.16%1.94%
2017112.20%1.33%2.33%$2,501,762$1,782,342$546,5962.82%3.55%2.64%2.12%2.80%0.95%0.79%0.09%0.30%0.49%1.53%-0.10%-0.18%3.04%0.78%
2017121.52%0.93%1.31%$2,489,810$1,748,832$503,7490.96%2.31%-1.03%0.03%-0.18%2.60%2.73%2.86%3.38%3.70%3.99%-0.08%-0.14%0.99%2.01%
* End-of-month balance includes the annual contribution/withdrawal

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1Portfolio 2Portfolio 3
Large-cap Value23.16%17.03%25.98%
Large-cap Growth0.00%3.78%30.86%
Mid-cap Value13.88%7.60%5.52%
Mid-cap Growth3.56%3.15%5.38%
Small-cap Value23.33%12.37%1.64%
Small-cap Growth0.00%0.00%0.61%
Global ex-US Developed Markets24.87%13.33%22.97%
Emerging Markets11.20%6.21%6.80%
Corporate Bonds0.00%8.34%0.25%
Long-Term Treasuries0.00%0.00%0.00%
Intermediate-Term Treasuries0.00%0.00%0.00%
Short-Term Treasuries0.00%28.20%0.00%
R Squared98.63%98.72%99.86%
Style analysis is based on monthly returns from Apr 2005 to Dec 2017 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.

Holdings Based Style Analysis for Portfolio 1

Holdings Based Style Analysis for Portfolio 1
TickerNameCategoryWeightERP/EReturn ContributionRisk Contribution
DFELXDFA Enhanced US Large Company ILarge Blend20.00%0.15%22.70$367,05316.49%
DFLVXDFA US Large Cap Value ILarge Value20.00%0.26%17.16$484,84520.01%
DFSCXDFA US Micro Cap ISmall Blend10.00%0.51%16.53$255,88910.91%
DFSVXDFA US Small Cap Value ISmall Value10.00%0.51%13.17$267,71011.49%
DFREXDFA Real Estate Securities IReal Estate10.00%0.18%31.78$273,0219.54%
DFIVXDFA International Value IForeign Large Value10.00%0.39%13.68$182,44710.65%
DFISXDFA International Small Company IForeign Small/Mid Blend5.00%0.52%15.05$126,2974.52%
DISVXDFA International Small Cap Value IForeign Small/Mid Value5.00%0.64%11.31$138,7064.76%
DFEMXDFA Emerging Markets IDiversified Emerging Mkts3.00%0.43%14.89$74,0323.33%
DFEVXDFA Emerging Markets Value IDiversified Emerging Mkts3.00%0.51%9.18$90,9293.72%
DEMSXDFA Emerging Markets Small Cap IDiversified Emerging Mkts4.00%0.67%12.34$128,8814.58%
100.00%0.35%18.02$2,389,810100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Style Analysis for Portfolio 2

Holdings Based Style Analysis for Portfolio 2
TickerNameCategoryWeightERP/EDurationReturn ContributionRisk Contribution
DFELXDFA Enhanced US Large Company ILarge Blend12.00%0.15%22.70$199,53616.53%
DFLVXDFA US Large Cap Value ILarge Value12.00%0.26%17.16$275,22819.97%
DFSCXDFA US Micro Cap ISmall Blend6.00%0.51%16.53$150,00310.89%
DFSVXDFA US Small Cap Value ISmall Value6.00%0.51%13.17$159,75511.48%
DFREXDFA Real Estate Securities IReal Estate6.00%0.18%31.78$160,5119.62%
DFIVXDFA International Value IForeign Large Value6.00%0.39%13.68$107,52610.76%
DFISXDFA International Small Company IForeign Small/Mid Blend3.00%0.52%15.05$73,4314.60%
DISVXDFA International Small Cap Value IForeign Small/Mid Value3.00%0.64%11.31$81,0364.84%
DFEMXDFA Emerging Markets IDiversified Emerging Mkts1.80%0.43%14.89$43,1243.36%
DFEVXDFA Emerging Markets Value IDiversified Emerging Mkts1.80%0.51%9.18$53,7963.76%
DEMSXDFA Emerging Markets Small Cap IDiversified Emerging Mkts2.40%0.67%12.34$75,7744.64%
DFGFXDFA Two-Year Global Fixed-Income IWorld Bond-USD Hedged20.00%0.17%0.35$103,846-0.21%
DFGBXDFA Five-Year Global Fixed-Income IWorld Bond-USD Hedged20.00%0.26%1.15$165,267-0.25%
100.00%0.30%18.020.75$1,648,832100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Style Analysis for Portfolio 3

Holdings Based Style Analysis for Portfolio 3
TickerNameCategoryWeightERP/EReturn ContributionRisk Contribution
VTSMXVanguard Total Stock Mkt Idx InvLarge Blend70.00%0.14%25.59$304,23167.79%
VGTSXVanguard Total Intl Stock Index InvForeign Large Blend30.00%0.17%18.00$99,51832.21%
100.00%0.15%23.31$403,749100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Maturity

Fund fundamentals data as of 10/27/2020. (c) 2020 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.

Portfolio return and risk metrics
MetricPortfolio 1Portfolio 2Portfolio 3
Arithmetic Mean (monthly)0.84%0.63%0.53%
Arithmetic Mean (annualized)10.61%7.77%6.52%
Geometric Mean (monthly)0.73%0.59%0.43%
Geometric Mean (annualized)9.13%7.29%5.28%
Volatility (monthly)4.70%2.74%4.39%
Volatility (annualized)16.30%9.48%15.20%
Downside Deviation (monthly)3.23%1.81%3.11%
Max. Drawdown-57.87%-36.46%-53.26%
US Market Correlation0.940.940.99
Beta(*)1.030.591.01
Alpha (annualized)3.18%3.50%-0.45%
R289.00%87.49%97.40%
Sharpe Ratio0.520.620.31
Sortino Ratio0.750.910.43
Treynor Ratio (%)8.269.924.69
Calmar Ratio0.810.910.87
Active Return3.37%1.53%-0.48%
Tracking Error5.42%6.93%2.45%
Information Ratio0.620.22-0.19
Skewness-0.83-0.72-0.69
Excess Kurtosis3.472.611.56
Historical Value-at-Risk (5%)-8.94%-4.72%-8.46%
Analytical Value-at-Risk (5%)-6.90%-4.00%-6.68%
Conditional Value-at-Risk (5%)-11.62%-6.49%-10.39%
Upside Capture Ratio (%)111.0866.7799.27
Downside Capture Ratio (%)95.4153.41101.52
Safe Withdrawal Rate8.65%8.18%5.15%
Perpetual Withdrawal Rate6.41%4.79%2.98%
Positive Periods140 out of 216 (64.81%)144 out of 216 (66.67%)132 out of 216 (61.11%)
Gain/Loss Ratio0.880.910.87
* US stock market is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.

Drawdowns for Historical Market Stress Periods

Drawdowns for Historical Market Stress Periods
Stress PeriodStartEndPortfolio 1Portfolio 2Portfolio 3
Dotcom CrashMar 2000Oct 2002-20.42%-10.70%-44.46%
Subprime CrisisNov 2007Mar 2009-57.87%-36.46%-53.26%

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsApr 20112 years 2 months3 years 6 months-57.87%
2May 2011Sep 20115 monthsDec 20121 year 3 months1 year 8 months-22.72%
3Jun 2002Sep 20024 monthsJul 200310 months1 year 2 months-20.42%
4Feb 2001Sep 20018 monthsMar 20026 months1 year 2 months-13.81%
5Jun 2015Feb 20169 monthsJul 20165 months1 year 2 months-12.70%
6Sep 2000Nov 20003 monthsJan 20012 months5 months-8.67%
7Jun 2007Aug 20073 monthsOct 20072 months5 months-5.70%
8Mar 2005Apr 20052 monthsJun 20052 months4 months-4.88%
9Apr 2000May 20002 monthsAug 20003 months5 months-4.74%
10May 2006Jul 20063 monthsOct 20063 months6 months-4.42%
Worst 10 drawdowns included above

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsOct 20101 year 8 months3 years-36.46%
2May 2011Sep 20115 monthsSep 20121 year1 year 5 months-13.37%
3Jun 2002Sep 20024 monthsMay 20038 months1 year-10.70%
4Jun 2015Feb 20169 monthsJul 20165 months1 year 2 months-7.44%
5Jul 2001Sep 20013 monthsFeb 20025 months8 months-7.26%
6Feb 2001Mar 20012 monthsMay 20012 months4 months-4.76%
7Sep 2000Nov 20003 monthsJan 20012 months5 months-4.45%
8Apr 2004Apr 20041 monthSep 20045 months6 months-3.39%
9Jun 2007Aug 20073 monthsOct 20072 months5 months-2.99%
10Sep 2014Sep 20141 monthFeb 20155 months6 months-2.77%
Worst 10 drawdowns included above

Drawdowns for Portfolio 3

Drawdowns for Portfolio 3 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsJan 20133 years 11 months5 years 3 months-53.26%
2Apr 2000Sep 20022 years 6 monthsDec 20053 years 3 months5 years 9 months-44.46%
3Jun 2015Feb 20169 monthsJul 20165 months1 year 2 months-11.78%
4Jan 2000Jan 20001 monthMar 20002 months3 months-4.79%
5Jun 2007Jul 20072 monthsSep 20072 months4 months-3.64%
6May 2006Jun 20062 monthsSep 20063 months5 months-3.62%
7Jan 2014Jan 20141 monthFeb 20141 month2 months-3.61%
8Sep 2014Sep 20141 monthNov 20142 months3 months-2.98%
9Dec 2014Jan 20152 monthsFeb 20151 month3 months-2.89%
10Aug 2013Aug 20131 monthSep 20131 month2 months-2.50%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
DFELXDFA Enhanced US Large Company I5.47%14.53%32.11%-37.28%-51.32%0.330.460.99
DFLVXDFA US Large Cap Value I8.85%17.53%40.32%-40.80%-60.60%0.480.690.89
DFSCXDFA US Micro Cap I10.00%20.90%60.72%-36.72%-56.88%0.480.740.84
DFSVXDFA US Small Cap Value I11.04%20.31%59.40%-36.79%-61.18%0.540.820.87
DFREXDFA Real Estate Securities I11.43%21.15%35.59%-37.36%-69.53%0.550.790.61
DFIVXDFA International Value I6.29%18.75%49.93%-46.33%-62.70%0.340.480.84
DFISXDFA International Small Company I9.35%16.84%58.78%-43.87%-57.90%0.520.750.78
DISVXDFA International Small Cap Value I10.74%17.61%66.48%-41.68%-57.69%0.580.870.77
DFEMXDFA Emerging Markets I7.45%20.87%71.77%-49.20%-59.19%0.370.550.80
DFEVXDFA Emerging Markets Value I9.05%23.65%92.28%-53.94%-64.51%0.420.620.77
DEMSXDFA Emerging Markets Small Cap I10.01%22.09%99.74%-54.53%-63.34%0.470.690.76
DFGFXDFA Two-Year Global Fixed-Income I2.47%0.99%6.47%0.33%-1.20%0.971.76-0.24
DFGBXDFA Five-Year Global Fixed-Income I3.87%2.68%10.39%-0.41%-3.54%0.831.35-0.19
VTSMXVanguard Total Stock Mkt Idx Inv5.76%14.93%33.35%-37.04%-50.89%0.340.481.00
VGTSXVanguard Total Intl Stock Index Inv3.85%17.32%40.34%-44.10%-58.50%0.210.300.88

Monthly Correlations

Correlations for the portfolio assets
TickerNameDFELXDFLVXDFSCXDFSVXDFREXDFIVXDFISXDISVXDFEMXDFEVXDEMSXDFGFXDFGBXVTSMXVGTSXPortfolio 1Portfolio 2Portfolio 3
DFELXDFA Enhanced US Large Company I1.000.910.760.810.600.840.760.750.790.760.75-0.21-0.150.990.870.930.920.98
DFLVXDFA US Large Cap Value I0.911.000.710.860.650.850.740.770.740.730.72-0.21-0.190.890.820.930.920.89
DFSCXDFA US Micro Cap I0.760.711.000.940.570.700.700.690.680.660.66-0.21-0.200.840.720.850.840.82
DFSVXDFA US Small Cap Value I0.810.860.941.000.650.790.740.760.720.700.69-0.23-0.210.870.770.920.920.86
DFREXDFA Real Estate Securities I0.600.650.570.651.000.630.570.590.550.540.540.010.140.610.600.740.740.62
DFIVXDFA International Value I0.840.850.700.790.631.000.930.940.850.850.84-0.10-0.080.840.960.930.930.90
DFISXDFA International Small Company I0.760.740.700.740.570.931.000.990.840.850.85-0.07-0.000.780.930.880.880.85
DISVXDFA International Small Cap Value I0.750.770.690.760.590.940.991.000.820.830.83-0.06-0.010.770.910.880.890.84
DFEMXDFA Emerging Markets I0.790.740.680.720.550.850.840.821.000.990.97-0.07-0.020.800.910.870.870.86
DFEVXDFA Emerging Markets Value I0.760.730.660.700.540.850.850.830.991.000.98-0.05-0.010.770.900.860.860.83
DEMSXDFA Emerging Markets Small Cap I0.750.720.660.690.540.840.850.830.970.981.00-0.060.010.760.890.850.850.83
DFGFXDFA Two-Year Global Fixed-Income I-0.21-0.21-0.21-0.230.01-0.10-0.07-0.06-0.07-0.05-0.061.000.76-0.24-0.10-0.16-0.10-0.20
DFGBXDFA Five-Year Global Fixed-Income I-0.15-0.19-0.20-0.210.14-0.08-0.00-0.01-0.02-0.010.010.761.00-0.19-0.06-0.11-0.05-0.15
VTSMXVanguard Total Stock Mkt Idx Inv0.990.890.840.870.610.840.780.770.800.770.76-0.24-0.191.000.880.940.940.99
VGTSXVanguard Total Intl Stock Index Inv0.870.820.720.770.600.960.930.910.910.900.89-0.10-0.060.881.000.920.930.94

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
DFELXDFA Enhanced US Large Company I$367,053$199,536
DFLVXDFA US Large Cap Value I$484,845$275,228
DFSCXDFA US Micro Cap I$255,889$150,003
DFSVXDFA US Small Cap Value I$267,710$159,755
DFREXDFA Real Estate Securities I$273,021$160,511
DFIVXDFA International Value I$182,447$107,526
DFISXDFA International Small Company I$126,297$73,431
DISVXDFA International Small Cap Value I$138,706$81,036
DFEMXDFA Emerging Markets I$74,032$43,124
DFEVXDFA Emerging Markets Value I$90,929$53,796
DEMSXDFA Emerging Markets Small Cap I$128,881$75,774
DFGFXDFA Two-Year Global Fixed-Income I$103,846
DFGBXDFA Five-Year Global Fixed-Income I$165,267
VTSMXVanguard Total Stock Mkt Idx Inv$304,231
VGTSXVanguard Total Intl Stock Index Inv$99,518

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
DFELXDFA Enhanced US Large Company I16.49%16.53%
DFLVXDFA US Large Cap Value I20.01%19.97%
DFSCXDFA US Micro Cap I10.91%10.89%
DFSVXDFA US Small Cap Value I11.49%11.48%
DFREXDFA Real Estate Securities I9.54%9.62%
DFIVXDFA International Value I10.65%10.76%
DFISXDFA International Small Company I4.52%4.60%
DISVXDFA International Small Cap Value I4.76%4.84%
DFEMXDFA Emerging Markets I3.33%3.36%
DFEVXDFA Emerging Markets Value I3.72%3.76%
DEMSXDFA Emerging Markets Small Cap I4.58%4.64%
DFGFXDFA Two-Year Global Fixed-Income I-0.21%
DFGBXDFA Five-Year Global Fixed-Income I-0.25%
VTSMXVanguard Total Stock Mkt Idx Inv67.79%
VGTSXVanguard Total Intl Stock Index Inv32.21%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2Portfolio 3
AverageHighLowAverageHighLowAverageHighLow
1 year11.07%46.49%-40.89%7.92%28.87%-22.91%7.11%34.05%-39.16%
3 years9.57%26.27%-9.13%7.44%16.73%-2.53%6.17%18.84%-15.06%
5 years9.92%20.64%-0.88%7.72%13.83%2.01%6.91%16.81%-1.13%
7 years8.90%14.13%4.14%7.24%9.79%4.75%6.27%12.71%0.89%
10 years8.01%11.04%5.84%6.82%8.69%5.19%5.54%8.40%0.57%
15 years9.73%11.70%8.70%7.66%8.58%7.12%6.56%9.90%4.32%
Result statistics are based on annualized rolling returns over full calendar year periods