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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Portfolio Assets 
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Asset 2
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Asset 3
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Asset 4
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Asset 5
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Asset 6
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Asset 7
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Asset 8
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Asset 9
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Asset 10
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Portfolio Analysis Results (Sep 1976 - Jul 2020)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
VFINX Vanguard 500 Index Investor 100.00%
Save portfolio »
Portfolio 2
Ticker Name Allocation
VFINX Vanguard 500 Index Investor 80.00%
FKUTX Franklin Utilities A1 20.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$1,000,861 11.06% 14.90%37.45%-37.02%-50.97% 0.480.700.99
Portfolio 2$10,000$1,020,282 11.11% 13.26%36.09%-34.74%-47.92% 0.530.770.97
   
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.
  • The annual results for 1976 are based on monthly returns from September to December
  • The annual results for 2020 are based on monthly returns from January to July
  • CAGR = Compound Annual Growth Rate
  • 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
  • Portfolio cashflows and rebalancing for quarterly and annual periods are aligned with calendar periods.
Annual returns for the configured portfolios
YearInflationReturnBalanceVanguard 500 Index Investor (VFINX)Franklin Utilities A1 (FKUTX)
Portfolio 1Portfolio 2Portfolio 1Portfolio 2
19761.39%5.38%6.97%$10,538$10,6975.38%13.33%
19776.70%-7.84%-4.62%$9,712$10,203-7.84%8.27%
19789.02%5.87%4.69%$10,282$10,6825.87%-0.01%
197913.29%18.05%14.37%$12,138$12,21718.05%-0.34%
198012.52%31.92%26.80%$16,012$15,49131.92%6.33%
19818.92%-5.21%0.05%$15,178$15,499-5.21%21.10%
19823.83%20.97%23.06%$18,361$19,07420.97%31.42%
19833.79%21.29%20.18%$22,271$22,92421.29%15.75%
19843.95%6.21%9.25%$23,654$25,0456.21%21.42%
19853.80%31.23%29.57%$31,041$32,45031.23%22.92%
19861.10%18.06%19.18%$36,647$38,67518.06%23.67%
19874.43%4.71%2.66%$38,372$39,7044.71%-5.52%
19884.42%16.22%15.30%$44,596$45,77816.22%11.62%
19894.65%31.36%30.28%$58,583$59,63831.36%25.92%
19906.11%-3.32%-2.58%$56,635$58,100-3.32%0.41%
19913.06%30.22%29.01%$73,751$74,95330.22%24.14%
19922.90%7.42%7.75%$79,226$80,7617.42%9.06%
19932.75%9.89%10.22%$87,064$89,0149.89%11.52%
19942.67%1.18%-1.39%$88,087$87,7751.18%-11.66%
19952.54%37.45%36.09%$121,072$119,45537.45%30.68%
19963.32%22.88%18.71%$148,770$141,80222.88%2.03%
19971.70%33.19%31.53%$198,148$186,51633.19%24.90%
19981.61%28.62%24.41%$254,852$232,04128.62%7.57%
19992.68%21.07%13.85%$308,545$264,18821.07%-15.00%
20003.39%-9.06%1.08%$280,603$267,036-9.06%41.61%
20011.55%-12.02%-11.24%$246,865$237,032-12.02%-8.09%
20022.38%-22.15%-19.81%$192,197$190,072-22.15%-10.48%
20031.88%28.50%26.66%$246,977$240,74828.50%19.30%
20043.26%10.74%13.22%$273,502$272,57610.74%23.14%
20053.42%4.77%5.97%$286,561$288,8454.77%10.74%
20062.54%15.64%17.29%$331,383$338,78915.64%23.89%
20074.08%5.39%7.59%$349,234$364,5155.39%16.42%
20080.09%-37.02%-34.74%$219,945$237,897-37.02%-25.60%
20092.72%26.49%23.95%$278,199$294,88026.49%13.82%
20101.50%14.91%13.30%$319,689$334,10114.91%6.85%
20112.96%1.97%5.46%$325,974$352,3471.97%19.44%
20121.74%15.82%13.79%$377,558$400,93315.82%5.65%
20131.50%32.18%28.48%$499,039$515,12632.18%13.71%
20140.76%13.51%15.84%$566,452$596,73813.51%25.18%
20150.73%1.25%-0.48%$573,523$593,8841.25%-7.38%
20162.07%11.82%13.01%$641,296$671,13711.82%17.77%
20172.11%21.67%19.45%$780,251$801,64921.67%10.56%
20181.91%-4.52%-3.08%$744,951$776,960-4.52%2.70%
20192.29%31.33%30.42%$978,322$1,013,32631.33%26.80%
20200.32%2.30%0.69%$1,000,861$1,020,2822.30%-5.78%
Annual returns for 1976 and 2020 are based on partial years
Monthly returns for the configured portfolios
YearMonthReturnBalanceVanguard 500 Index Investor (VFINX)Franklin Utilities A1 (FKUTX)
Portfolio 1Portfolio 2Portfolio 1Portfolio 2
197692.40%2.61%$10,240$10,2612.40%3.45%
197610-2.07%-1.56%$10,028$10,101-2.07%0.45%
197611-0.14%0.48%$10,014$10,149-0.14%2.88%
1976125.23%5.40%$10,538$10,6975.23%6.01%
19771-4.96%-4.21%$10,016$10,247-4.96%-1.24%
19772-1.43%-1.82%$9,873$10,060-1.43%-3.35%
19773-1.32%-0.98%$9,743$9,961-1.32%0.32%
197740.00%0.18%$9,743$9,9790.00%0.88%
19775-1.48%-0.73%$9,598$9,906-1.48%2.17%
197764.52%4.82%$10,032$10,3844.52%5.93%
19777-1.53%-0.89%$9,879$10,291-1.53%1.43%
19778-1.40%-1.71%$9,741$10,115-1.40%-2.82%
197790.01%0.44%$9,741$10,1600.01%2.00%
197710-4.16%-3.83%$9,336$9,771-4.16%-2.68%
1977113.47%3.78%$9,660$10,1403.47%4.87%
1977120.53%0.62%$9,712$10,2030.53%0.92%
19781-6.00%-5.53%$9,130$9,639-6.00%-3.66%
19782-1.72%-1.32%$8,973$9,512-1.72%0.21%
197832.58%2.44%$9,204$9,7442.58%1.92%
197848.53%6.77%$9,989$10,4048.53%0.00%
197851.28%1.04%$10,118$10,5121.28%0.00%
19786-1.57%-0.82%$9,959$10,425-1.57%2.34%
197875.67%5.25%$10,524$10,9735.67%3.55%
197883.41%2.63%$10,882$11,2613.41%-0.60%
19789-0.56%-0.57%$10,822$11,197-0.56%-0.62%
197810-8.90%-8.32%$9,858$10,265-8.90%-5.81%
1978112.58%2.76%$10,113$10,5492.58%3.52%
1978121.67%1.26%$10,282$10,6821.67%-0.45%
197914.12%4.21%$10,706$11,1324.12%4.57%
19792-2.86%-2.62%$10,400$10,840-2.86%-1.66%
197935.73%4.74%$10,995$11,3545.73%0.85%
197940.36%-0.34%$11,035$11,3160.36%-3.21%
19795-1.65%-1.05%$10,852$11,198-1.65%1.55%
197964.02%3.97%$11,289$11,6424.02%3.77%
197971.14%1.08%$11,417$11,7681.14%0.85%
197986.11%5.05%$12,114$12,3626.11%0.64%
197990.20%-0.50%$12,138$12,3000.20%-3.54%
197910-6.53%-6.36%$11,345$11,518-6.53%-5.57%
1979115.14%5.40%$11,927$12,1405.14%6.60%
1979121.76%0.63%$12,138$12,2171.76%-4.40%
198015.94%4.14%$12,859$12,7235.94%-3.07%
198020.39%-0.77%$12,909$12,6240.39%-5.85%
19803-9.81%-8.43%$11,642$11,560-9.81%-1.98%
198044.32%6.58%$12,145$12,3214.32%16.26%
198055.52%5.35%$12,816$12,9795.52%4.66%
198062.80%2.90%$13,175$13,3562.80%3.31%
198076.62%4.81%$14,048$13,9986.62%-2.20%
198081.27%0.63%$14,226$14,0871.27%-2.03%
198092.68%1.69%$14,607$14,3262.68%-2.60%
1980101.99%1.46%$14,898$14,5351.99%-0.97%
19801110.96%8.88%$16,531$15,82610.96%-0.98%
198012-3.14%-2.12%$16,012$15,491-3.14%3.33%
19811-4.43%-3.40%$15,302$14,965-4.43%0.74%
198122.11%1.52%$15,626$15,1922.11%-0.73%
198133.74%3.90%$16,211$15,7853.74%4.53%
19814-2.18%-1.68%$15,857$15,519-2.18%0.24%
198150.63%1.10%$15,957$15,6900.63%2.88%
19816-0.85%0.25%$15,821$15,729-0.85%4.30%
198170.00%0.46%$15,821$15,8010.00%2.07%
19818-5.44%-4.67%$14,960$15,062-5.44%-2.03%
19819-5.02%-4.20%$14,208$14,430-5.02%-1.47%
1981105.22%5.40%$14,950$15,2095.22%5.98%
1981114.40%4.64%$15,608$15,9154.40%5.42%
198112-2.75%-2.61%$15,178$15,499-2.75%-2.17%
19821-1.48%-1.10%$14,953$15,330-1.48%0.45%
19822-5.10%-3.20%$14,190$14,838-5.10%4.24%
19823-0.69%0.30%$14,092$14,883-0.69%3.84%
198244.15%3.64%$14,676$15,4244.15%1.90%
19825-2.83%-2.16%$14,260$15,092-2.83%0.21%
19826-1.60%-1.48%$14,032$14,868-1.60%-1.06%
19827-2.22%-1.71%$13,721$14,614-2.22%0.00%
1982812.43%11.78%$15,426$16,33612.43%9.66%
198291.01%1.01%$15,582$16,5021.01%1.01%
19821011.13%9.40%$17,317$18,05311.13%3.57%
1982114.22%3.55%$18,047$18,6954.22%1.15%
1982121.74%2.03%$18,361$19,0741.74%3.10%
198313.42%3.33%$18,988$19,7103.42%3.01%
198322.48%2.31%$19,459$20,1652.48%1.64%
198333.50%2.95%$20,140$20,7603.50%0.71%
198347.60%6.87%$21,671$22,1867.60%3.83%
19835-0.88%-0.48%$21,481$22,079-0.88%1.23%
198363.75%2.45%$22,286$22,6213.75%-3.01%
19837-3.25%-2.23%$21,562$22,117-3.25%2.38%
198381.83%1.65%$21,956$22,4821.83%0.89%
198391.25%1.83%$22,231$22,8941.25%4.34%
198310-1.40%-0.19%$21,919$22,849-1.40%4.85%
1983112.25%1.63%$22,413$23,2222.25%-0.83%
198312-0.64%-1.28%$22,271$22,924-0.64%-3.91%
19841-0.51%-0.19%$22,158$22,879-0.51%1.06%
19842-3.32%-3.28%$21,423$22,128-3.32%-3.16%
198431.63%1.19%$21,772$22,3901.63%-0.57%
198440.68%0.58%$21,921$22,5210.68%0.19%
19845-5.36%-4.59%$20,745$21,486-5.36%-1.49%
198462.20%1.91%$21,202$21,8962.20%0.76%
19847-1.47%-0.78%$20,891$21,725-1.47%1.92%
1984811.20%10.16%$23,230$23,93311.20%6.23%
19849-0.00%1.10%$23,230$24,195-0.00%5.46%
1984100.25%1.21%$23,288$24,4880.25%4.83%
198411-1.00%-0.28%$23,056$24,418-1.00%2.30%
1984122.60%2.57%$23,654$25,0452.60%2.46%
198517.58%6.45%$25,448$26,6607.58%1.92%
198521.38%1.09%$25,799$26,9501.38%-0.16%
198530.01%0.98%$25,800$27,2130.01%5.14%
19854-0.28%0.25%$25,727$27,282-0.28%2.45%
198556.03%5.66%$27,279$28,8266.03%4.18%
198561.43%1.99%$27,670$29,3991.43%4.23%
19857-0.22%-1.09%$27,609$29,080-0.22%-4.48%
19858-0.67%-0.45%$27,424$28,948-0.67%0.44%
19859-3.14%-3.26%$26,562$28,005-3.14%-3.72%
1985104.40%4.50%$27,729$29,2674.40%4.95%
1985116.94%6.04%$29,655$31,0346.94%2.36%
1985124.67%4.56%$31,041$32,4504.67%4.08%
198610.43%1.08%$31,176$32,8010.43%3.67%
198627.58%7.31%$33,539$35,1987.58%6.26%
198635.48%5.00%$35,375$36,9575.48%3.13%
19864-1.35%-1.63%$34,899$36,354-1.35%-2.78%
198655.45%4.79%$36,803$38,0955.45%2.08%
198661.67%2.27%$37,416$38,9601.67%4.81%
19867-5.74%-3.30%$35,267$37,675-5.74%6.68%
198687.45%7.19%$37,895$40,3857.45%6.26%
19869-8.31%-8.45%$34,747$36,973-8.31%-8.97%
1986105.63%5.50%$36,704$39,0055.63%4.99%
1986112.55%2.03%$37,642$39,7992.55%0.12%
198612-2.64%-2.83%$36,647$38,675-2.64%-3.52%
1987113.27%12.11%$41,510$43,35613.27%7.46%
198723.97%2.77%$43,155$44,5573.97%-2.28%
198732.86%1.91%$44,390$45,4072.86%-2.36%
19874-0.99%-1.43%$43,949$44,756-0.99%-3.52%
198751.04%0.60%$44,405$45,0261.04%-1.51%
198765.02%4.66%$46,635$47,1235.02%2.85%
198774.91%3.77%$48,927$48,9014.91%-2.02%
198783.84%3.75%$50,806$50,7333.84%3.22%
19879-2.29%-2.22%$49,645$49,604-2.29%-1.89%
198710-21.73%-18.78%$38,858$40,289-21.73%-2.72%
198711-8.19%-7.18%$35,678$37,394-8.19%-2.80%
1987127.55%6.18%$38,372$39,7047.55%0.48%
198814.17%5.40%$39,974$41,8474.17%10.29%
198824.59%3.08%$41,808$43,1344.59%-2.65%
19883-3.04%-3.09%$40,537$41,800-3.04%-3.30%
198841.01%0.73%$40,948$42,1071.01%-0.41%
198850.81%1.35%$41,279$42,6730.81%3.56%
198864.56%3.99%$43,160$44,3774.56%1.73%
19887-0.37%-0.48%$43,001$44,165-0.37%-0.93%
19888-3.40%-2.84%$41,538$42,909-3.40%-0.53%
198894.26%3.86%$43,306$44,5664.26%2.28%
1988102.73%2.54%$44,490$45,6982.73%1.74%
198811-1.47%-1.39%$43,834$45,062-1.47%-1.05%
1988121.74%1.59%$44,596$45,7781.74%0.98%
198917.32%6.15%$47,861$48,5957.32%1.48%
19892-2.47%-2.35%$46,679$47,453-2.47%-1.85%
198932.26%1.84%$47,734$48,3262.26%0.08%
198945.18%4.70%$50,209$50,5975.18%2.61%
198954.04%4.18%$52,235$52,7134.04%4.83%
19896-0.59%-0.00%$51,929$52,711-0.59%2.54%
198979.01%8.50%$56,606$57,1919.01%6.35%
198981.86%1.15%$57,658$57,8501.86%-1.91%
19899-0.40%-0.25%$57,425$57,704-0.40%0.43%
198910-2.34%-1.69%$56,082$56,731-2.34%1.23%
1989112.04%2.20%$57,224$57,9812.04%2.93%
1989122.38%2.86%$58,583$59,6382.38%4.92%
19901-6.72%-6.32%$54,647$55,870-6.72%-4.72%
199021.27%1.14%$55,344$56,5061.27%0.60%
199032.61%1.92%$56,787$57,5912.61%-0.79%
19904-2.50%-2.91%$55,366$55,917-2.50%-4.56%
199059.69%8.79%$60,733$60,8329.69%5.03%
19906-0.66%-0.39%$60,332$60,597-0.66%0.81%
19907-0.35%-0.12%$60,121$60,525-0.35%0.87%
19908-9.03%-8.41%$54,690$55,434-9.03%-5.78%
19909-4.89%-4.02%$52,016$53,206-4.89%-0.46%
199010-0.41%1.09%$51,803$53,786-0.41%6.95%
1990116.44%5.45%$55,138$56,7206.44%1.88%
1990122.72%2.43%$56,635$58,1002.72%1.36%
199114.35%3.29%$59,101$60,0094.35%-0.99%
199127.12%6.47%$63,307$63,8917.12%3.74%
199132.41%2.22%$64,830$65,3082.41%1.41%
199140.20%0.32%$64,957$65,5150.20%0.84%
199154.27%3.41%$67,732$67,7494.27%-0.36%
19916-4.56%-3.88%$64,644$65,119-4.56%-0.79%
199174.63%4.45%$67,635$68,0194.63%3.69%
199182.33%2.38%$69,213$69,6402.33%2.61%
19919-1.67%-0.69%$68,059$69,161-1.67%3.65%
1991101.33%1.31%$68,962$70,0691.33%1.25%
199111-4.01%-2.83%$66,196$68,086-4.01%2.13%
19911211.41%10.09%$73,751$74,95311.41%4.84%
19921-1.88%-2.31%$72,363$73,218-1.88%-4.04%
199221.24%0.96%$73,264$73,9181.24%-0.22%
19923-1.93%-1.64%$71,853$72,704-1.93%-0.47%
199242.91%2.83%$73,947$74,7632.91%2.49%
199250.48%0.89%$74,305$75,4270.48%2.54%
19926-1.49%-0.94%$73,197$74,720-1.49%1.29%
199274.04%4.30%$76,157$77,9324.04%5.30%
19928-2.07%-1.71%$74,582$76,602-2.07%-0.31%
199291.17%1.05%$75,454$77,4081.17%0.61%
1992100.33%0.05%$75,702$77,4430.33%-1.04%
1992113.40%2.73%$78,278$79,5543.40%0.10%
1992121.21%1.52%$79,226$80,7611.21%2.74%
199310.81%1.02%$79,864$81,5830.81%1.86%
199321.36%2.17%$80,947$83,3521.36%5.39%
199332.11%1.83%$82,653$84,8752.11%0.76%
19934-2.42%-1.93%$80,650$83,241-2.42%0.00%
199352.65%2.08%$82,789$84,9692.65%-0.10%
199360.27%0.71%$83,011$85,5740.27%2.43%
19937-0.42%0.11%$82,659$85,665-0.42%2.11%
199383.79%3.62%$85,788$88,7663.79%3.01%
19939-0.79%-0.70%$85,106$88,142-0.79%-0.36%
1993102.08%1.52%$86,875$89,4802.08%-0.56%
199311-1.00%-1.74%$86,010$87,923-1.00%-4.57%
1993121.22%1.24%$87,064$89,0141.22%1.30%
199413.38%2.31%$90,004$91,0693.38%-1.96%
19942-2.71%-3.13%$87,560$88,215-2.71%-4.90%
19943-4.39%-4.20%$83,718$84,508-4.39%-3.40%
199441.29%1.32%$84,798$85,6221.29%1.44%
199451.60%0.24%$86,158$85,8311.60%-5.56%
19946-2.45%-2.59%$84,050$83,604-2.45%-3.27%
199473.28%3.49%$86,804$86,5223.28%4.48%
199484.08%3.45%$90,342$89,5064.08%0.58%
19949-2.45%-2.46%$88,132$87,301-2.45%-2.55%
1994102.25%2.17%$90,112$89,1942.25%1.80%
199411-3.65%-2.82%$86,819$86,683-3.65%1.18%
1994121.46%1.26%$88,087$87,7751.46%0.35%
199512.58%3.25%$90,363$90,6262.58%5.90%
199523.88%3.06%$93,868$93,3993.88%-0.11%
199532.95%2.08%$96,641$95,3412.95%-1.44%
199542.94%2.80%$99,483$98,0072.94%2.18%
199553.95%4.29%$103,417$102,2163.95%5.74%
199562.31%1.87%$105,807$104,1242.31%0.01%
199573.30%2.61%$109,303$106,8473.30%-0.32%
199580.26%0.50%$109,593$107,3760.26%1.52%
199594.21%4.44%$114,208$112,1394.21%5.42%
199510-0.36%0.09%$113,793$112,241-0.36%2.05%
1995114.38%3.85%$118,777$116,5614.38%1.61%
1995121.93%2.48%$121,072$119,4551.93%4.87%
199613.39%3.04%$125,171$123,0813.39%1.64%
199620.92%0.24%$126,327$123,3730.92%-2.56%
199630.98%0.77%$127,561$124,3250.98%-0.09%
199641.46%0.54%$129,419$124,9991.46%-3.35%
199652.54%2.28%$132,712$127,8552.54%1.12%
199660.38%1.28%$133,220$129,4870.38%5.33%
19967-4.42%-4.63%$127,331$123,493-4.42%-5.53%
199682.10%1.97%$130,000$125,9302.10%1.44%
199695.61%4.53%$137,288$131,6405.61%-0.19%
1996102.76%2.85%$141,072$135,3922.76%3.29%
1996117.56%6.47%$151,742$144,1497.56%1.39%
199612-1.96%-1.63%$148,770$141,802-1.96%-0.00%
199716.22%5.08%$158,019$149,0026.22%0.52%
199720.79%0.80%$159,266$150,1890.79%0.83%
19973-4.14%-3.88%$152,679$144,363-4.14%-2.79%
199745.96%4.66%$161,772$151,0885.96%-0.75%
199756.09%5.54%$171,621$159,4636.09%3.12%
199764.45%4.25%$179,264$166,2344.45%3.29%
199777.97%6.97%$193,544$177,8187.97%2.36%
19978-5.61%-5.03%$182,688$168,875-5.61%-2.20%
199795.47%5.24%$192,679$177,7205.47%4.15%
199710-3.35%-2.68%$186,224$172,951-3.35%0.50%
1997114.60%4.96%$194,788$181,5364.60%6.64%
1997121.72%2.74%$198,148$186,5161.72%7.33%
199811.11%0.12%$200,347$186,7321.11%-3.86%
199827.19%6.12%$214,757$198,1527.19%1.59%
199835.10%5.31%$225,718$208,6825.10%6.25%
199841.01%0.15%$227,992$209,0041.01%-3.59%
19985-1.74%-1.66%$224,017$205,536-1.74%-1.27%
199864.07%3.77%$233,138$213,2904.07%2.41%
19987-1.05%-1.51%$230,681$210,067-1.05%-3.64%
19988-14.47%-11.38%$197,293$186,160-14.47%3.40%
199896.41%6.13%$209,942$197,5666.41%5.00%
1998108.16%6.16%$227,081$209,7438.16%-1.85%
1998116.07%5.15%$240,869$220,5426.07%1.08%
1998125.81%5.21%$254,852$232,0415.81%2.47%
199914.20%2.30%$265,565$237,3734.20%-5.32%
19992-3.12%-3.43%$257,267$229,235-3.12%-4.77%
199934.00%2.96%$267,549$236,0094.00%-1.71%
199943.85%4.28%$277,855$246,1053.85%6.30%
19995-2.39%-1.15%$271,217$243,265-2.39%4.56%
199965.56%3.84%$286,285$252,6185.56%-3.55%
19997-3.13%-2.84%$277,324$245,446-3.13%-1.46%
19998-0.50%-0.44%$275,947$244,357-0.50%-0.20%
19999-2.74%-2.91%$268,389$237,244-2.74%-3.71%
1999106.33%5.53%$285,369$250,3516.33%1.77%
1999112.02%0.69%$291,142$252,0752.02%-5.84%
1999125.98%4.81%$308,545$264,1885.98%-1.41%
20001-5.03%-2.88%$293,018$256,566-5.03%5.70%
20002-1.91%-3.10%$287,433$248,619-1.91%-7.38%
200039.76%8.44%$315,486$269,5959.76%3.40%
20004-3.01%-1.23%$306,004$266,279-3.01%5.94%
20005-2.04%-1.32%$299,766$262,755-2.04%1.32%
200062.49%0.96%$307,222$265,2842.49%-4.49%
20007-1.49%-0.33%$302,641$264,418-1.49%4.14%
200086.19%7.14%$321,375$283,3096.19%10.61%
20009-5.29%-1.88%$304,376$277,992-5.29%10.02%
200010-0.43%-0.44%$303,067$276,776-0.43%-0.46%
200011-7.88%-5.01%$279,193$262,912-7.88%3.60%
2000120.50%1.57%$280,603$267,0360.50%4.41%
200113.55%0.78%$290,550$269,1253.55%-10.27%
20012-9.14%-6.47%$264,000$251,723-9.14%5.87%
20013-6.36%-4.81%$247,220$239,607-6.36%1.30%
200147.77%7.00%$266,430$256,3747.77%4.17%
200150.65%0.62%$268,162$257,9720.65%0.52%
20016-2.45%-2.99%$261,604$250,266-2.45%-5.04%
20017-1.00%-1.51%$258,989$246,488-1.00%-3.50%
20018-6.27%-4.75%$242,740$234,776-6.27%1.33%
20019-8.09%-7.38%$223,100$217,454-8.09%-4.74%
2001101.90%1.50%$227,327$220,7211.90%0.10%
2001117.65%5.81%$244,727$233,5397.65%-0.90%
2001120.87%1.50%$246,865$237,0320.87%3.95%
20021-1.47%-1.43%$243,228$233,654-1.47%-1.23%
20022-1.94%-1.61%$238,519$229,890-1.94%-0.31%
200233.74%4.14%$247,448$239,4133.74%5.71%
20024-6.07%-4.97%$232,416$227,522-6.07%-0.70%
20025-0.75%-1.11%$230,663$224,992-0.75%-2.41%
20026-7.13%-6.56%$214,206$210,227-7.13%-4.44%
20027-7.72%-7.92%$197,671$193,585-7.72%-8.62%
200280.65%1.36%$198,961$196,2220.65%3.94%
20029-10.87%-10.08%$177,324$176,441-10.87%-7.29%
2002108.78%6.78%$192,898$188,4048.78%0.00%
2002115.88%5.05%$204,232$197,9185.88%2.01%
200212-5.89%-3.96%$192,197$190,072-5.89%3.41%
20031-2.62%-2.92%$187,152$184,520-2.62%-4.11%
20032-1.52%-1.77%$184,310$181,261-1.52%-2.77%
200330.96%1.47%$186,074$183,9210.96%3.57%
200348.25%7.70%$201,431$198,0748.25%5.46%
200355.26%5.95%$212,034$209,8635.26%8.78%
200361.26%1.07%$214,706$212,1191.26%0.34%
200371.74%0.49%$218,450$213,1501.74%-4.57%
200381.93%1.59%$222,672$216,5371.93%0.12%
20039-1.07%-0.15%$220,286$216,221-1.07%3.89%
2003105.64%4.90%$232,713$226,8155.64%1.82%
2003110.86%0.89%$234,724$228,8350.86%1.00%
2003125.22%5.21%$246,977$240,7485.22%5.14%
200411.82%1.80%$251,475$245,0751.82%1.70%
200421.38%1.62%$254,939$249,0551.38%2.61%
20043-1.51%-1.06%$251,080$246,408-1.51%0.72%
20044-1.58%-1.86%$247,121$241,822-1.58%-2.96%
200451.36%1.32%$250,477$245,0071.36%1.16%
200461.93%1.86%$255,310$249,5661.93%1.59%
20047-3.31%-2.43%$246,857$243,497-3.31%1.04%
200480.38%1.14%$247,802$246,2710.38%4.00%
200491.07%1.07%$250,446$248,9171.07%1.10%
2004101.51%2.08%$254,239$254,0921.51%4.13%
2004114.05%3.78%$264,526$263,6964.05%2.84%
2004123.39%3.37%$273,502$272,5763.39%3.27%
20051-2.45%-1.78%$266,790$267,716-2.45%0.90%
200522.09%1.83%$272,375$272,6122.09%0.80%
20053-1.76%-1.35%$267,581$268,941-1.76%0.27%
20054-1.91%-1.06%$262,465$266,102-1.91%2.23%
200553.17%2.88%$270,779$273,7723.17%1.83%
200560.13%1.03%$271,123$276,5980.13%4.41%
200573.71%3.24%$281,172$285,5603.71%1.57%
20058-0.91%-0.52%$278,605$284,063-0.91%0.90%
200590.79%1.17%$280,817$287,3900.79%2.52%
200510-1.68%-2.57%$276,103$280,001-1.68%-5.72%
2005113.76%3.01%$286,498$288,4393.76%0.25%
2005120.02%0.14%$286,561$288,8450.02%0.59%
200612.65%2.64%$294,141$296,4792.65%2.63%
200620.26%0.54%$294,914$298,0840.26%1.66%
200631.23%0.34%$298,543$299,0871.23%-3.19%
200641.33%1.29%$302,524$302,9401.33%1.10%
20065-2.90%-2.10%$293,761$296,567-2.90%1.17%
200660.13%0.54%$294,137$298,1670.13%2.17%
200670.61%1.40%$295,922$302,3510.61%4.50%
200682.36%2.41%$302,911$309,6342.36%2.58%
200692.56%1.85%$310,676$315,3482.56%-0.84%
2006103.25%3.65%$320,776$326,8613.25%5.20%
2006111.89%2.20%$326,836$334,0621.89%3.39%
2006121.39%1.42%$331,383$338,7891.39%1.50%
200711.49%1.17%$336,332$342,7361.49%-0.15%
20072-1.97%-0.84%$329,709$339,849-1.97%3.74%
200731.11%1.72%$333,374$345,6981.11%4.06%
200744.42%4.15%$348,102$360,0424.42%3.15%
200753.48%2.93%$360,205$370,5913.48%0.86%
20076-1.68%-2.31%$354,167$362,038-1.68%-4.76%
20077-3.08%-3.19%$343,242$350,487-3.08%-3.61%
200781.50%1.67%$348,385$356,3531.50%2.38%
200793.72%3.66%$361,359$369,3933.72%3.40%
2007101.58%2.51%$367,064$378,6681.58%6.24%
200711-4.19%-3.31%$351,696$366,149-4.19%0.06%
200712-0.70%-0.45%$349,234$364,515-0.70%0.48%
20081-6.02%-6.17%$328,226$342,027-6.02%-6.78%
20082-3.25%-3.57%$317,553$329,802-3.25%-4.88%
20083-0.44%-0.13%$316,155$329,384-0.44%1.16%
200844.85%4.90%$331,501$345,5384.85%5.11%
200851.29%1.67%$335,786$351,3091.29%3.19%
20086-8.44%-7.16%$307,452$326,153-8.44%-2.11%
20087-0.83%-1.55%$304,895$321,107-0.83%-4.19%
200881.45%1.07%$309,304$324,5381.45%-0.38%
20089-8.91%-8.92%$281,758$295,577-8.91%-8.99%
200810-16.79%-15.68%$234,444$249,239-16.79%-11.33%
200811-7.17%-5.05%$217,623$236,661-7.17%2.74%
2008121.07%0.52%$219,945$237,8971.07%-1.28%
20091-8.41%-6.94%$201,442$221,389-8.41%-1.05%
20092-10.66%-10.92%$179,974$197,204-10.66%-11.91%
200938.76%7.44%$195,740$211,8768.76%2.48%
200949.56%8.03%$214,451$228,8909.56%1.94%
200955.62%5.21%$226,498$240,8245.62%3.48%
200960.22%1.16%$226,996$243,6220.22%5.28%
200977.58%6.91%$244,198$260,4487.58%4.11%
200983.60%3.15%$252,986$268,6543.60%1.22%
200993.72%3.18%$262,389$277,1913.72%0.81%
200910-1.87%-1.97%$257,488$271,737-1.87%-2.42%
2009115.98%5.76%$272,890$287,3985.98%4.77%
2009121.95%2.60%$278,199$294,8801.95%5.63%
20101-3.60%-3.80%$268,173$283,663-3.60%-4.61%
201023.09%2.28%$276,465$290,1193.09%-1.02%
201036.01%5.48%$293,090$306,0316.01%3.26%
201041.58%1.54%$297,715$310,7441.58%1.38%
20105-8.01%-7.59%$273,883$287,159-8.01%-5.79%
20106-5.24%-4.26%$259,533$274,920-5.24%-0.13%
201077.00%7.04%$277,690$294,2617.00%7.19%
20108-4.53%-3.34%$265,111$284,448-4.53%1.45%
201098.92%7.72%$288,756$306,3958.92%3.18%
2010103.79%3.41%$299,695$316,8553.79%1.92%
2010110.00%-0.53%$299,695$315,1870.00%-2.66%
2010126.67%6.00%$319,689$334,1016.67%3.21%
201112.36%2.11%$327,224$341,1502.36%1.12%
201123.42%3.11%$338,403$351,7633.42%1.88%
201130.03%0.16%$338,490$352,3350.03%0.72%
201142.95%3.19%$348,468$363,5832.95%4.19%
20115-1.15%-0.53%$344,477$361,641-1.15%1.93%
20116-1.67%-1.47%$338,716$356,333-1.67%-0.67%
20117-2.05%-1.92%$331,783$349,482-2.05%-1.44%
20118-5.45%-3.90%$313,713$335,839-5.45%2.03%
20119-7.04%-5.54%$291,619$317,223-7.04%-0.20%
20111010.91%9.39%$323,446$347,02410.91%4.35%
201111-0.23%0.01%$322,690$347,043-0.23%0.85%
2011121.02%1.53%$325,974$352,3471.02%3.31%
201214.46%3.11%$340,527$363,2984.46%-2.32%
201224.31%3.68%$355,193$376,6654.31%1.00%
201233.28%2.99%$366,849$387,9113.28%1.68%
20124-0.64%-0.13%$364,502$387,424-0.64%2.18%
20125-6.02%-4.88%$342,567$368,509-6.02%0.07%
201264.11%4.00%$356,643$383,2574.11%3.56%
201271.37%1.68%$361,529$389,6791.37%2.93%
201282.24%1.18%$369,625$394,2682.24%-3.13%
201292.58%2.39%$379,148$403,6892.58%1.59%
201210-1.86%-1.26%$372,098$398,619-1.86%1.35%
2012110.56%-0.21%$374,182$397,7740.56%-3.44%
2012120.90%0.79%$377,558$400,9330.90%0.32%
201315.18%5.05%$397,101$421,1865.18%4.55%
201321.34%1.51%$402,418$427,5281.34%2.18%
201333.74%3.94%$417,463$444,3733.74%4.74%
201341.91%2.60%$425,431$455,9481.91%5.36%
201352.33%0.36%$435,333$457,5952.33%-7.16%
20136-1.35%-0.97%$429,453$453,167-1.35%0.65%
201375.07%4.85%$451,236$475,1415.07%3.93%
20138-2.91%-3.33%$438,097$459,314-2.91%-5.08%
201393.12%2.75%$451,773$471,9343.12%1.15%
2013104.59%4.43%$472,493$492,8524.59%3.76%
2013113.03%2.15%$486,802$503,4413.03%-1.71%
2013122.51%2.32%$499,039$515,1262.51%1.43%
20141-3.47%-2.33%$481,727$503,106-3.47%2.21%
201424.56%4.36%$503,697$525,0414.56%3.60%
201430.82%1.19%$507,846$531,2880.82%2.59%
201440.72%1.33%$511,524$538,3540.72%3.60%
201452.33%1.84%$523,467$548,2872.33%0.06%
201462.05%2.67%$534,209$562,9272.05%4.97%
20147-1.39%-2.29%$526,794$550,019-1.39%-5.57%
201483.98%4.13%$547,769$572,7263.98%4.68%
20149-1.41%-1.75%$540,031$562,715-1.41%-3.01%
2014102.42%3.41%$553,117$581,9022.42%7.18%
2014112.68%2.19%$567,953$594,6472.68%0.39%
201412-0.26%0.35%$566,452$596,738-0.26%2.65%
20151-3.02%-2.04%$549,359$584,552-3.02%1.86%
201525.74%3.58%$580,890$605,4775.74%-4.65%
20153-1.59%-1.48%$571,633$596,503-1.59%-1.01%
201540.95%0.79%$577,058$601,2110.95%0.12%
201551.27%1.01%$584,402$607,2651.27%-0.12%
20156-1.93%-2.70%$573,106$590,895-1.93%-5.97%
201572.08%2.55%$585,028$605,9862.08%4.67%
20158-6.04%-5.70%$549,683$571,427-6.04%-4.22%
20159-2.49%-1.62%$535,995$562,146-2.49%2.08%
2015108.42%7.12%$581,141$602,1858.42%1.80%
2015110.29%-0.21%$582,805$600,9090.29%-2.38%
201512-1.59%-1.17%$573,523$593,884-1.59%0.73%
20161-4.98%-3.18%$544,981$575,015-4.98%4.02%
20162-0.15%0.35%$544,190$577,056-0.15%2.18%
201636.78%7.03%$581,061$617,6496.78%7.96%
201640.37%-0.07%$583,233$617,1980.37%-1.65%
201651.78%1.84%$593,631$628,5271.78%2.03%
201660.25%1.78%$595,115$639,7090.25%7.28%
201673.68%2.67%$616,994$656,8183.68%-0.69%
201680.13%-0.99%$617,792$650,2970.13%-4.93%
201690.01%0.28%$617,843$652,1100.01%1.28%
201610-1.83%-1.40%$606,517$642,963-1.83%0.17%
2016113.70%1.94%$628,953$655,4183.70%-4.36%
2016121.96%2.40%$641,296$671,1371.96%4.09%
201711.88%1.73%$653,373$682,7691.88%1.13%
201723.96%4.11%$679,265$710,8343.96%4.71%
201730.10%0.14%$679,944$711,8290.10%0.30%
201741.02%0.96%$686,867$718,6961.02%0.75%
201751.39%1.80%$696,440$731,6091.39%3.41%
201760.61%-0.02%$700,699$731,4730.61%-2.49%
201772.04%2.07%$715,011$746,6122.04%2.18%
201780.29%0.84%$717,109$752,9110.29%3.07%
201792.06%1.12%$731,875$761,3252.06%-2.59%
2017102.32%2.53%$748,837$780,5612.32%3.39%
2017113.06%2.99%$771,746$803,9253.06%2.72%
2017121.10%-0.28%$780,251$801,6491.10%-5.95%
201815.71%3.93%$824,824$833,1415.71%-3.21%
20182-3.69%-3.83%$794,350$801,234-3.69%-4.42%
20183-2.56%-1.36%$774,051$790,334-2.56%3.90%
201840.37%0.72%$776,940$795,9890.37%2.13%
201852.39%1.80%$795,544$810,3312.39%-0.60%
201860.61%1.03%$800,358$818,6500.61%2.79%
201873.71%3.29%$830,045$845,5723.71%1.57%
201883.25%2.80%$856,991$869,2853.25%0.96%
201890.55%0.26%$861,741$871,5230.55%-1.01%
201810-6.85%-5.33%$802,721$825,111-6.85%1.29%
2018112.03%2.45%$818,989$845,3052.03%4.13%
201812-9.04%-8.09%$744,951$776,960-9.04%-4.35%
201918.00%7.49%$804,563$835,1848.00%5.46%
201923.20%3.29%$830,313$862,6693.20%3.66%
201931.94%2.13%$846,393$881,0851.94%2.94%
201944.04%3.43%$880,597$911,2624.04%0.94%
20195-6.36%-5.22%$824,551$863,722-6.36%-0.44%
201967.03%6.31%$882,541$918,2557.03%3.50%
201971.43%1.07%$895,125$928,0601.43%-0.38%
20198-1.59%-0.36%$880,882$924,677-1.59%4.69%
201991.86%2.22%$897,256$945,2121.86%3.62%
2019102.15%1.41%$916,592$958,5552.15%-1.42%
2019113.62%2.47%$949,777$982,2323.62%-2.07%
2019123.01%3.17%$978,322$1,013,3263.01%3.83%
20201-0.05%1.18%$977,830$1,025,321-0.05%6.12%
20202-8.24%-8.59%$897,244$937,231-8.24%-9.91%
20203-12.37%-12.06%$786,236$824,223-12.37%-10.85%
2020412.81%10.88%$886,983$913,89312.81%3.58%
202054.76%4.58%$929,167$955,7754.76%3.87%
202061.98%0.81%$947,543$963,5581.98%-4.01%
202075.63%5.89%$1,000,861$1,020,2825.63%7.03%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1Portfolio 2
Large-cap Value46.59%39.04%
Large-cap Growth53.34%47.85%
Mid-cap Value0.00%2.96%
Mid-cap Growth0.00%0.00%
Small-cap Value0.00%0.00%
Small-cap Growth0.00%0.00%
Global ex-US Developed Markets0.00%0.53%
Emerging Markets0.00%0.00%
Corporate Bonds0.00%3.24%
Long-Term Treasuries0.06%5.10%
Intermediate-Term Treasuries0.01%1.29%
Short-Term Treasuries0.00%0.00%
R Squared99.92%97.76%
Style analysis is based on monthly returns from Apr 2005 to Jul 2020 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
VFINXVanguard 500 Index InvestorLarge Blend100.00%0.14%22.72$990,861100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Maturity

Holdings Based Style Analysis for Portfolio 2

Holdings Based Style Analysis for Portfolio 2
TickerNameCategoryWeightERP/EReturn ContributionRisk Contribution
VFINXVanguard 500 Index InvestorLarge Blend80.00%0.14%22.72$819,58988.95%
FKUTXFranklin Utilities A1Utilities20.00%0.73%21.76$190,69411.05%
100.00%0.26%22.53$1,010,282100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Maturity

Fund fundamentals data as of 08/12/2020. (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 2
Arithmetic Mean (monthly)0.97%0.96%
Arithmetic Mean (annualized)12.30%12.09%
Geometric Mean (monthly)0.88%0.88%
Geometric Mean (annualized)11.06%11.11%
Volatility (monthly)4.30%3.83%
Volatility (annualized)14.90%13.26%
Downside Deviation (monthly)2.79%2.45%
Max. Drawdown-50.97%-47.92%
US Market Correlation0.990.97
Beta(*)0.970.85
Alpha (annualized)0.21%1.44%
R297.87%94.89%
Sharpe Ratio0.480.53
Sortino Ratio0.700.77
Treynor Ratio (%)7.448.27
Calmar Ratio0.600.56
Active Return-0.14%-0.10%
Tracking Error2.23%3.80%
Information Ratio-0.06-0.03
Skewness-0.62-0.67
Excess Kurtosis2.152.21
Historical Value-at-Risk (5%)-6.64%-5.54%
Analytical Value-at-Risk (5%)-6.11%-5.32%
Conditional Value-at-Risk (5%)-9.61%-8.67%
Upside Capture Ratio (%)96.3486.28
Downside Capture Ratio (%)95.7781.22
Safe Withdrawal Rate6.33%6.45%
Perpetual Withdrawal Rate6.81%6.85%
Positive Periods339 out of 527 (64.33%)344 out of 527 (65.28%)
Gain/Loss Ratio0.981.02
* 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 2
Black Monday PeriodSep 1987Nov 1987-29.78%-26.29%
Asian CrisisJul 1997Jan 1998-5.61%-5.03%
Russian Debt DefaultJul 1998Oct 1998-15.38%-12.72%
Dotcom CrashMar 2000Oct 2002-44.82%-37.72%
Subprime CrisisNov 2007Mar 2009-50.97%-47.92%

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsAug 20123 years 6 months4 years 10 months-50.97%
2Sep 2000Sep 20022 years 1 monthNov 20064 years 2 months6 years 3 months-44.82%
3Sep 1987Nov 19873 monthsMay 19891 year 6 months1 year 9 months-29.78%
4Jan 2020Mar 20203 monthsJul 20204 months7 months-19.63%
5Dec 1980Jul 19821 year 8 monthsOct 19823 months1 year 11 months-17.00%
6Jul 1998Aug 19982 monthsNov 19983 months5 months-15.38%
7Jan 1977Feb 19781 year 2 monthsAug 19786 months1 year 8 months-14.85%
8Jun 1990Oct 19905 monthsFeb 19914 months9 months-14.70%
9Oct 2018Dec 20183 monthsApr 20194 months7 months-13.55%
10Mar 1980Mar 19801 monthJun 19803 months4 months-9.81%
Worst 10 drawdowns included above

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsMar 20123 years 1 month4 years 5 months-47.92%
2Sep 2000Sep 20022 years 1 monthJul 20052 years 10 months4 years 11 months-37.72%
3Sep 1987Nov 19873 monthsMay 19891 year 6 months1 year 9 months-26.29%
4Feb 2020Mar 20202 months-19.61%
5Jul 1998Aug 19982 monthsNov 19983 months5 months-12.72%
6Jun 1990Sep 19904 monthsFeb 19915 months9 months-12.54%
7Jan 1977Feb 19781 year 2 monthsJul 19785 months1 year 7 months-11.08%
8Oct 2018Dec 20183 monthsMar 20193 months6 months-10.85%
9Feb 1980Mar 19802 monthsMay 19802 months4 months-9.14%
10Sep 1978Oct 19782 monthsMar 19795 months7 months-8.84%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
VFINXVanguard 500 Index Investor11.06%14.90%37.45%-37.02%-50.97%0.480.700.99
FKUTXFranklin Utilities A110.45%12.32%41.61%-25.60%-35.15%0.510.760.44

Monthly Correlations

Correlations for the portfolio assets
TickerNameVFINXFKUTXPortfolio 1Portfolio 2
VFINXVanguard 500 Index Investor1.000.451.000.99
FKUTXFranklin Utilities A10.451.000.450.59

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2
VFINXVanguard 500 Index Investor$990,861$819,589
FKUTXFranklin Utilities A1$190,694

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2
VFINXVanguard 500 Index Investor100.00%88.95%
FKUTXFranklin Utilities A111.05%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2
AverageHighLowAverageHighLow
1 year12.39%37.45%-37.02%12.20%36.09%-34.74%
3 years11.74%31.03%-14.60%11.65%28.56%-10.39%
5 years11.49%28.49%-2.38%11.49%24.65%-0.24%
7 years11.44%21.44%-1.64%11.45%18.45%0.05%
10 years11.13%19.04%-1.46%11.15%17.62%0.25%
15 years10.89%18.68%4.13%10.93%17.01%5.23%
Result statistics are based on annualized rolling returns over full calendar year periods