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.
Ticker | Name | Allocation |
---|---|---|
TLT | iShares 20+ Year Treasury Bond ETF | 8.41% |
TIP | iShares TIPS Bond ETF | 14.85% |
XLY | Consumer Discret Sel Sect SPDR ETF | 15.86% |
XLP | Consumer Staples Select Sector SPDR ETF | 14.36% |
XLK | Technology Select Sector SPDR ETF | 2.97% |
CWB | SPDR Blmbg Convert Secs ETF | 14.85% |
AAXJ | iShares MSCI All Country Asia ex Jpn ETF | 13.85% |
GLD | SPDR Gold Shares | 14.85% |
Save portfolio » |
Ticker | Name | Allocation |
---|---|---|
VTI | Vanguard Total Stock Market ETF | 43.50% |
VGK | Vanguard FTSE Europe ETF | 17.50% |
VPL | Vanguard FTSE Pacific ETF | 9.80% |
VWO | Vanguard FTSE Emerging Markets ETF | 9.20% |
IEF | iShares 7-10 Year Treasury Bond ETF | 6.90% |
IGOV | iShares International Treasury Bond ETF | 13.10% |
Save portfolio » |
Ticker | Name | Allocation |
---|---|---|
GLD | SPDR Gold Shares | 10.00% |
VTI | Vanguard Total Stock Market ETF | 10.00% |
VWO | Vanguard FTSE Emerging Markets ETF | 15.00% |
VEA | Vanguard FTSE Developed Markets ETF | 36.00% |
VIG | Vanguard Dividend Appreciation ETF | 29.00% |
Save portfolio » |
Portfolio | Initial Balance | Final Balance | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | Market Correlation |
---|---|---|---|---|---|---|---|---|---|---|
Portfolio 1 | $100,000 | $240,861 | 9.52% | 8.03% | 23.65% | -3.57% | -7.04% | 1.13 | 2.15 | 0.80 |
Portfolio 2 | $100,000 | $234,568 | 9.22% | 11.39% | 28.10% | -7.79% | -16.65% | 0.80 | 1.34 | 0.94 |
Portfolio 3 | $100,000 | $233,611 | 9.17% | 12.66% | 33.44% | -8.79% | -18.68% | 0.73 | 1.21 | 0.91 |
SPDR S&P 500 ETF Trust | $100,000 | $348,183 | 13.78% | 12.41% | 32.31% | -4.56% | -16.23% | 1.08 | 1.81 | 1.00 |
Name | Total Return | Annualized Return | Annualized Standard Deviation | |||||
---|---|---|---|---|---|---|---|---|
3 Month | Year To Date | 1 year | 3 year | 5 year | Full | 3 year | 5 year | |
Portfolio 1 | -4.85% | -3.57% | -3.57% | 6.54% | 5.45% | 9.52% | 6.94% | 6.94% |
Portfolio 2 | -10.02% | -7.79% | -7.79% | 6.31% | 4.09% | 9.22% | 8.82% | 8.94% |
Portfolio 3 | -9.68% | -8.79% | -8.79% | 7.15% | 3.75% | 9.17% | 9.38% | 9.78% |
SPDR S&P 500 ETF Trust | -13.52% | -4.56% | -4.56% | 9.17% | 8.37% | 13.78% | 10.86% | 10.91% |
Trailing return and volatility are as of last full calendar month ending December 2018 |
Year | Inflation | Portfolio 1 | Portfolio 2 | Portfolio 3 | SPDR S&P 500 ETF Trust | iShares 20+ Year Treasury Bond ETF (TLT) | iShares TIPS Bond ETF (TIP) | Consumer Discret Sel Sect SPDR ETF (XLY) | Consumer Staples Select Sector SPDR ETF (XLP) | Technology Select Sector SPDR ETF (XLK) | SPDR Blmbg Convert Secs ETF (CWB) | iShares MSCI All Country Asia ex Jpn ETF (AAXJ) | SPDR Gold Shares (GLD) | Vanguard Total Stock Market ETF (VTI) | Vanguard FTSE Europe ETF (VGK) | Vanguard FTSE Pacific ETF (VPL) | Vanguard FTSE Emerging Markets ETF (VWO) | iShares 7-10 Year Treasury Bond ETF (IEF) | iShares International Treasury Bond ETF (IGOV) | Vanguard FTSE Developed Markets ETF (VEA) | Vanguard Dividend Appreciation ETF (VIG) | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Return | Balance | Return | Balance | Return | Balance | Return | Balance | ||||||||||||||||||
2009 | 1.27% | 23.65% | $123,653 | 28.10% | $128,096 | 33.44% | $133,437 | 29.49% | $129,494 | -5.63% | 7.14% | 29.48% | 23.26% | 34.49% | 30.38% | 45.45% | 22.96% | 30.37% | 39.55% | 28.80% | 50.16% | -2.55% | 8.57% | 36.00% | 25.97% |
2010 | 1.50% | 17.59% | $145,409 | 13.21% | $145,014 | 15.19% | $153,699 | 15.06% | $148,992 | 9.05% | 6.14% | 27.46% | 13.78% | 11.39% | 14.02% | 16.20% | 29.27% | 17.42% | 6.05% | 15.58% | 19.47% | 9.37% | 1.78% | 8.35% | 14.74% |
2011 | 2.96% | 5.41% | $153,279 | -3.34% | $140,173 | -4.43% | $146,893 | 1.89% | $151,804 | 33.96% | 13.28% | 5.99% | 14.07% | 2.61% | -7.66% | -20.18% | 9.57% | 0.97% | -11.64% | -13.76% | -18.76% | 15.64% | 1.58% | -12.30% | 6.16% |
2012 | 1.74% | 13.80% | $174,427 | 15.36% | $161,706 | 15.43% | $169,565 | 15.99% | $176,080 | 2.63% | 6.39% | 23.60% | 10.74% | 15.30% | 15.90% | 23.61% | 6.60% | 16.45% | 21.57% | 15.91% | 19.20% | 3.66% | 5.29% | 18.56% | 11.65% |
2013 | 1.50% | 5.89% | $184,701 | 18.71% | $191,955 | 14.61% | $194,344 | 32.31% | $232,966 | -13.37% | -8.49% | 42.73% | 26.30% | 26.25% | 20.50% | 1.52% | -28.33% | 33.45% | 24.38% | 17.87% | -4.92% | -6.09% | -1.37% | 21.83% | 28.87% |
2014 | 0.76% | 8.40% | $200,216 | 3.94% | $199,511 | 1.74% | $197,726 | 13.46% | $264,329 | 27.30% | 3.59% | 9.46% | 15.72% | 17.85% | 7.70% | 2.85% | -2.19% | 12.54% | -7.10% | -4.82% | -0.07% | 9.07% | -2.22% | -5.98% | 10.08% |
2015 | 0.73% | -0.52% | $199,182 | -2.14% | $195,239 | -3.96% | $189,896 | 1.25% | $267,638 | -1.79% | -1.75% | 9.91% | 6.89% | 5.49% | -0.82% | -10.31% | -10.67% | 0.36% | -1.94% | 2.03% | -15.81% | 1.51% | -7.15% | -0.38% | -1.95% |
2016 | 2.07% | 6.85% | $212,831 | 7.49% | $209,858 | 8.68% | $206,380 | 12.00% | $299,758 | 1.18% | 4.68% | 5.97% | 4.98% | 15.02% | 10.74% | 4.69% | 8.03% | 12.83% | -0.37% | 5.35% | 12.21% | 1.00% | 0.86% | 2.67% | 11.97% |
2017 | 2.11% | 17.36% | $249,769 | 21.21% | $254,376 | 24.11% | $256,138 | 21.70% | $364,807 | 9.18% | 2.92% | 22.82% | 12.98% | 34.25% | 15.70% | 41.77% | 12.81% | 21.21% | 26.99% | 28.86% | 31.48% | 2.55% | 11.38% | 26.42% | 22.22% |
2018 | 1.91% | -3.57% | $240,861 | -7.79% | $234,568 | -8.79% | $233,611 | -4.56% | $348,183 | -1.61% | -1.42% | 1.59% | -8.07% | -1.66% | -1.96% | -15.03% | -1.94% | -5.21% | -14.91% | -14.40% | -14.77% | 0.99% | -2.60% | -14.75% | -2.08% |
Annual return for 2009 is from 05/01/2009 to 12/31/2009 |
Year | Month | Portfolio 1 | Portfolio 2 | Portfolio 3 | SPDR S&P 500 ETF Trust | iShares 20+ Year Treasury Bond ETF (TLT) | iShares TIPS Bond ETF (TIP) | Consumer Discret Sel Sect SPDR ETF (XLY) | Consumer Staples Select Sector SPDR ETF (XLP) | Technology Select Sector SPDR ETF (XLK) | SPDR Blmbg Convert Secs ETF (CWB) | iShares MSCI All Country Asia ex Jpn ETF (AAXJ) | SPDR Gold Shares (GLD) | Vanguard Total Stock Market ETF (VTI) | Vanguard FTSE Europe ETF (VGK) | Vanguard FTSE Pacific ETF (VPL) | Vanguard FTSE Emerging Markets ETF (VWO) | iShares 7-10 Year Treasury Bond ETF (IEF) | iShares International Treasury Bond ETF (IGOV) | Vanguard FTSE Developed Markets ETF (VEA) | Vanguard Dividend Appreciation ETF (VIG) | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Return | Balance | Return | Balance | Return | Balance | Return | Balance | ||||||||||||||||||
2009 | 5 | 4.94% | $104,942 | 8.19% | $108,187 | 10.39% | $110,388 | 5.85% | $105,845 | -3.69% | 2.00% | -0.73% | 5.09% | 2.32% | 3.62% | 15.99% | 10.23% | 5.46% | 14.27% | 11.97% | 17.89% | -2.08% | 4.88% | 13.06% | 4.95% |
2009 | 6 | -0.38% | $104,548 | -0.41% | $107,742 | -1.37% | $108,880 | -0.07% | $105,774 | 0.76% | 0.20% | 0.25% | 0.21% | 3.63% | 3.08% | -2.37% | -5.22% | 0.36% | -2.35% | 0.87% | -2.45% | -0.55% | 0.15% | -1.82% | 0.49% |
2009 | 7 | 6.13% | $110,953 | 7.53% | $115,857 | 8.36% | $117,979 | 7.46% | $113,665 | 0.58% | 0.09% | 9.49% | 6.66% | 8.18% | 6.55% | 14.69% | 2.38% | 7.74% | 11.35% | 7.37% | 10.91% | 0.83% | 3.03% | 10.57% | 6.56% |
2009 | 8 | 1.01% | $112,068 | 3.02% | $119,351 | 2.59% | $121,033 | 3.69% | $117,864 | 2.24% | 0.84% | 3.52% | 1.22% | 1.62% | 2.96% | -3.88% | 0.05% | 3.71% | 5.48% | 3.24% | -0.71% | 0.77% | 1.04% | 4.50% | 2.41% |
2009 | 9 | 4.85% | $117,509 | 4.16% | $124,316 | 4.82% | $126,871 | 3.55% | $122,043 | 2.46% | 2.02% | 5.35% | 3.30% | 4.63% | 4.41% | 9.86% | 5.84% | 4.14% | 4.82% | 1.95% | 9.96% | 1.12% | 2.53% | 3.94% | 3.15% |
2009 | 10 | -0.40% | $117,039 | -2.18% | $121,602 | -1.37% | $125,127 | -1.92% | $119,696 | -2.62% | 1.14% | -2.37% | 1.45% | -1.25% | -1.01% | -3.96% | 3.72% | -2.63% | -2.58% | -3.21% | -2.41% | -0.14% | -0.31% | -2.77% | -0.43% |
2009 | 11 | 5.80% | $123,831 | 4.61% | $127,212 | 6.08% | $132,739 | 6.16% | $127,070 | 1.21% | 2.80% | 6.71% | 3.68% | 5.53% | 4.33% | 7.13% | 12.79% | 5.69% | 4.53% | 2.08% | 7.18% | 2.02% | 2.60% | 4.11% | 5.79% |
2009 | 12 | -0.14% | $123,653 | 0.70% | $128,096 | 0.53% | $133,437 | 1.91% | $129,494 | -6.34% | -2.09% | 4.58% | -0.22% | 5.80% | 3.20% | 3.08% | -7.20% | 2.86% | -0.24% | 2.13% | 3.10% | -4.40% | -5.32% | 0.79% | 0.73% |
2010 | 1 | -1.93% | $121,261 | -3.42% | $123,715 | -4.12% | $127,941 | -3.63% | $124,788 | 2.69% | 1.53% | -2.89% | -1.02% | -8.59% | -2.94% | -6.53% | -1.26% | -3.57% | -6.27% | -1.85% | -6.73% | 2.37% | -1.03% | -5.44% | -2.30% |
2010 | 2 | 2.31% | $124,060 | 1.82% | $125,964 | 1.92% | $130,403 | 3.12% | $128,680 | -0.34% | -1.30% | 5.57% | 3.17% | 3.48% | 2.93% | 1.21% | 3.27% | 3.44% | -0.55% | 2.28% | 1.88% | 0.33% | -0.02% | 0.74% | 2.42% |
2010 | 3 | 3.44% | $128,325 | 5.02% | $132,291 | 5.43% | $137,484 | 6.09% | $136,517 | -2.06% | -0.01% | 7.81% | 3.77% | 6.84% | 4.30% | 7.63% | -0.44% | 6.40% | 6.51% | 5.94% | 8.19% | -1.06% | -1.23% | 6.30% | 4.62% |
2010 | 4 | 2.62% | $131,690 | 0.09% | $132,413 | 0.41% | $138,042 | 1.55% | $138,629 | 3.32% | 2.52% | 6.03% | -1.07% | 1.26% | 1.35% | 0.41% | 5.88% | 2.18% | -3.80% | -1.10% | -0.21% | 1.65% | -1.36% | -2.77% | 2.17% |
2010 | 5 | -3.19% | $127,483 | -7.50% | $122,482 | -8.11% | $126,850 | -7.95% | $127,614 | 5.11% | 0.19% | -7.04% | -4.63% | -7.48% | -6.50% | -8.22% | 3.05% | -7.88% | -11.75% | -9.60% | -9.18% | 2.93% | -3.30% | -11.53% | -7.24% |
2010 | 6 | -1.26% | $125,878 | -2.81% | $119,038 | -2.34% | $123,880 | -5.17% | $121,011 | 5.80% | 1.28% | -9.72% | -2.53% | -5.40% | -1.75% | 0.28% | 2.36% | -5.83% | -1.64% | -2.54% | -0.55% | 3.05% | 0.77% | -1.81% | -4.34% |
2010 | 7 | 3.27% | $129,992 | 8.00% | $128,562 | 7.77% | $133,511 | 6.83% | $129,276 | -0.95% | -0.24% | 7.93% | 5.80% | 7.45% | 4.98% | 7.85% | -5.09% | 7.02% | 14.18% | 7.55% | 10.21% | 0.91% | 5.52% | 11.66% | 6.38% |
2010 | 8 | 0.28% | $130,362 | -3.00% | $124,706 | -2.57% | $130,079 | -4.50% | $123,461 | 8.40% | 1.94% | -3.98% | -1.85% | -5.61% | -0.44% | -3.10% | 5.71% | -4.71% | -4.58% | -2.42% | -2.56% | 3.36% | 0.70% | -3.58% | -3.44% |
2010 | 9 | 5.79% | $137,908 | 8.53% | $135,343 | 9.02% | $141,814 | 8.96% | $134,517 | -2.51% | 0.79% | 11.02% | 6.04% | 11.66% | 4.48% | 11.17% | 4.78% | 9.45% | 11.26% | 7.89% | 11.42% | -0.00% | 4.76% | 9.66% | 8.31% |
2010 | 10 | 2.96% | $141,994 | 3.27% | $139,766 | 3.52% | $146,802 | 3.82% | $139,656 | -4.47% | 2.47% | 5.54% | 3.19% | 5.78% | 3.43% | 2.94% | 3.68% | 4.03% | 4.89% | 1.99% | 3.10% | -0.01% | 1.39% | 4.06% | 2.83% |
2010 | 11 | -0.22% | $141,685 | -2.29% | $136,569 | -1.84% | $144,100 | 0.00% | $139,656 | -1.69% | -1.69% | 2.52% | -1.56% | -1.64% | 0.33% | -2.26% | 2.11% | 0.51% | -7.81% | 0.64% | -2.84% | -0.90% | -6.74% | -4.90% | 0.30% |
2010 | 12 | 2.63% | $145,409 | 6.18% | $145,014 | 6.66% | $153,699 | 6.68% | $148,992 | -3.68% | -1.38% | 4.09% | 4.40% | 5.55% | 3.73% | 5.65% | 2.44% | 6.96% | 9.13% | 7.32% | 7.56% | -3.43% | 2.91% | 8.44% | 5.34% |
2011 | 1 | -1.72% | $142,901 | 1.34% | $146,954 | 0.24% | $154,067 | 2.33% | $152,463 | -3.08% | 0.02% | -0.61% | -1.47% | 3.18% | 1.10% | -3.39% | -6.38% | 2.05% | 3.69% | -0.12% | -3.45% | -0.02% | 1.01% | 2.16% | 1.43% |
2011 | 2 | 2.53% | $146,520 | 2.64% | $150,838 | 3.25% | $159,072 | 3.47% | $157,759 | 1.65% | 0.72% | 6.00% | 2.91% | 2.19% | 1.88% | -2.29% | 6.00% | 3.70% | 3.12% | 4.27% | -0.17% | -0.21% | 0.77% | 3.66% | 3.41% |
2011 | 3 | 1.11% | $148,153 | 0.01% | $150,849 | 0.43% | $159,755 | 0.01% | $157,776 | 0.03% | 1.19% | -0.58% | 1.24% | -1.55% | 0.01% | 4.74% | 1.60% | 0.42% | -1.03% | -6.01% | 5.47% | -0.15% | 0.78% | -2.50% | 1.06% |
2011 | 4 | 4.00% | $154,082 | 4.04% | $156,943 | 4.93% | $167,634 | 2.90% | $162,345 | 2.34% | 2.38% | 3.84% | 5.35% | 2.61% | 1.76% | 2.95% | 8.94% | 2.90% | 8.32% | 3.51% | 3.37% | 1.84% | 4.15% | 6.19% | 3.49% |
2011 | 5 | 0.14% | $154,306 | -1.56% | $154,487 | -2.07% | $164,168 | -1.12% | $160,525 | 3.42% | 0.27% | -0.27% | 2.51% | -1.05% | 0.01% | -1.47% | -1.79% | -1.06% | -2.84% | -2.87% | -2.94% | 2.51% | -1.73% | -2.70% | -1.27% |
2011 | 6 | -1.56% | $151,897 | -1.17% | $152,685 | -1.23% | $162,141 | -1.69% | $157,814 | -2.33% | 0.75% | -0.22% | -2.67% | -2.48% | -2.45% | -1.87% | -2.43% | -1.79% | -2.09% | 0.73% | -1.00% | -0.51% | 0.26% | -1.22% | -0.77% |
2011 | 7 | 1.51% | $154,184 | -1.30% | $150,696 | -1.34% | $159,964 | -2.00% | $154,657 | 4.42% | 3.90% | -1.39% | -1.28% | 0.43% | -2.51% | 0.50% | 8.42% | -2.27% | -4.60% | 0.97% | -0.62% | 3.17% | 1.76% | -2.39% | -3.46% |
2011 | 8 | -0.45% | $153,484 | -5.17% | $142,901 | -4.76% | $152,347 | -5.50% | $146,155 | 9.66% | 0.64% | -5.25% | 0.19% | -5.31% | -5.75% | -9.88% | 12.27% | -6.09% | -9.28% | -6.57% | -9.09% | 4.65% | 1.97% | -8.58% | -3.20% |
2011 | 9 | -5.40% | $145,194 | -8.46% | $130,808 | -10.52% | $136,316 | -6.94% | $136,005 | 13.20% | -0.01% | -6.90% | -3.30% | -3.07% | -5.79% | -16.95% | -11.06% | -7.57% | -12.24% | -9.15% | -18.44% | 2.24% | -4.48% | -11.33% | -6.26% |
2011 | 10 | 6.85% | $155,134 | 9.10% | $142,714 | 10.41% | $150,501 | 10.91% | $150,849 | -3.84% | 2.07% | 11.93% | 4.65% | 10.21% | 7.21% | 14.84% | 5.87% | 11.37% | 12.42% | 5.43% | 15.91% | -1.29% | 0.60% | 9.76% | 9.60% |
2011 | 11 | 0.03% | $155,187 | -1.46% | $140,636 | -0.34% | $149,997 | -0.41% | $150,236 | 1.98% | 0.52% | -0.72% | 2.77% | -1.50% | -2.80% | -2.04% | 1.67% | -0.37% | -2.87% | -0.51% | -1.71% | 0.58% | -4.77% | -2.09% | 1.87% |
2011 | 12 | -1.23% | $153,279 | -0.33% | $140,173 | -2.07% | $146,893 | 1.04% | $151,804 | 3.44% | 0.16% | 1.31% | 2.77% | -0.23% | 0.11% | -4.15% | -10.66% | 0.98% | -2.31% | -3.23% | -4.17% | 1.99% | 1.63% | -2.12% | 1.00% |
2012 | 1 | 5.28% | $161,374 | 4.70% | $146,758 | 6.04% | $155,764 | 4.64% | $158,844 | -0.33% | 2.29% | 5.89% | -1.42% | 6.21% | 6.22% | 10.38% | 11.40% | 5.07% | 5.45% | 6.66% | 10.78% | 0.86% | -1.27% | 5.62% | 2.60% |
2012 | 2 | 2.02% | $164,636 | 3.97% | $152,591 | 3.50% | $161,216 | 4.34% | $165,739 | -2.59% | -0.58% | 4.53% | 3.75% | 7.10% | 3.58% | 5.54% | -2.96% | 4.22% | 5.42% | 4.18% | 5.43% | -1.10% | 2.72% | 4.88% | 2.76% |
2012 | 3 | 0.34% | $165,197 | 0.90% | $153,961 | 0.51% | $162,033 | 3.22% | $171,069 | -4.23% | -0.86% | 4.72% | 3.10% | 4.51% | 0.64% | -2.91% | -1.32% | 3.06% | 0.07% | 0.49% | -2.60% | -1.59% | -1.10% | 0.33% | 2.09% |
2012 | 4 | 0.48% | $165,985 | -0.79% | $152,751 | -1.35% | $159,848 | -0.67% | $169,927 | 4.83% | 1.78% | 1.15% | 0.29% | -1.13% | -2.05% | -0.43% | -0.15% | -0.64% | -2.50% | -2.24% | -2.09% | 2.51% | 1.27% | -2.38% | -0.34% |
2012 | 5 | -3.21% | $160,657 | -6.96% | $142,112 | -8.14% | $146,830 | -6.01% | $159,722 | 9.03% | 1.95% | -5.50% | -1.17% | -6.34% | -4.95% | -9.77% | -6.34% | -6.23% | -11.97% | -9.55% | -10.67% | 2.87% | -3.38% | -11.17% | -4.37% |
2012 | 6 | 2.00% | $163,874 | 4.42% | $148,398 | 4.54% | $153,496 | 4.05% | $166,195 | -1.68% | -0.67% | 1.93% | 3.64% | 3.26% | 2.06% | 4.78% | 2.35% | 4.05% | 8.27% | 6.66% | 5.02% | -0.42% | 0.97% | 6.98% | 2.18% |
2012 | 7 | 1.29% | $165,995 | 0.60% | $149,293 | 0.86% | $154,817 | 1.18% | $168,161 | 3.82% | 1.75% | -0.55% | 2.47% | 1.84% | 1.13% | 0.70% | 0.84% | 0.88% | 0.33% | -0.90% | 0.20% | 1.40% | 1.05% | 0.25% | 1.96% |
2012 | 8 | 1.75% | $168,898 | 2.41% | $152,890 | 2.54% | $158,744 | 2.51% | $172,374 | -1.32% | -0.25% | 4.62% | -0.48% | 4.20% | 2.31% | 0.23% | 4.94% | 2.70% | 4.68% | 1.11% | 0.25% | -0.12% | 2.23% | 3.29% | 1.90% |
2012 | 9 | 2.57% | $173,242 | 2.46% | $156,646 | 3.00% | $163,511 | 2.54% | $176,744 | -2.53% | 0.51% | 3.08% | 1.76% | 1.53% | 2.73% | 5.95% | 4.67% | 2.49% | 2.94% | 1.77% | 5.31% | -0.35% | 1.68% | 2.64% | 1.87% |
2012 | 10 | -0.95% | $171,595 | -0.34% | $156,120 | -0.54% | $162,630 | -1.82% | $173,527 | -0.48% | 0.62% | -1.54% | -1.23% | -6.36% | 0.23% | 0.07% | -2.94% | -1.81% | 1.77% | 0.32% | -0.55% | -0.40% | 1.43% | 1.06% | -1.26% |
2012 | 11 | 1.53% | $174,224 | 1.09% | $157,825 | 1.62% | $165,257 | 0.57% | $174,510 | 1.38% | 0.56% | 3.17% | 1.84% | 0.90% | 0.96% | 3.37% | -0.47% | 0.77% | 2.48% | 2.57% | 1.28% | 0.98% | -0.88% | 2.71% | 1.44% |
2012 | 12 | 0.12% | $174,427 | 2.46% | $161,706 | 2.61% | $169,565 | 0.90% | $176,080 | -2.49% | -0.82% | 0.46% | -2.07% | -0.39% | 2.43% | 4.93% | -2.43% | 1.29% | 4.30% | 4.89% | 7.06% | -0.94% | 0.62% | 4.24% | 0.47% |
2013 | 1 | 1.77% | $177,520 | 3.35% | $167,119 | 3.60% | $175,668 | 5.12% | $185,094 | -3.19% | -0.52% | 5.67% | 5.64% | 1.91% | 2.95% | -0.08% | -0.51% | 5.42% | 4.28% | 3.11% | 0.07% | -1.29% | 0.16% | 3.83% | 5.93% |
2013 | 2 | 0.13% | $177,748 | -0.33% | $166,570 | -0.81% | $174,242 | 1.28% | $187,455 | 1.24% | 0.19% | 1.60% | 3.31% | 0.78% | 0.54% | -0.58% | -5.09% | 1.28% | -3.40% | 2.02% | -2.36% | 1.13% | -2.67% | -1.15% | 1.16% |
2013 | 3 | 1.72% | $180,799 | 1.97% | $169,845 | 1.71% | $177,219 | 3.80% | $194,574 | -0.42% | 0.21% | 4.38% | 4.93% | 2.58% | 2.29% | -1.73% | 0.95% | 3.95% | 0.33% | 3.57% | -1.27% | 0.29% | -0.47% | 1.19% | 3.38% |
2013 | 4 | 0.91% | $182,452 | 2.62% | $174,292 | 2.07% | $180,884 | 1.92% | $198,312 | 4.68% | 0.79% | 3.04% | 2.94% | 1.75% | 1.72% | 2.27% | -7.56% | 1.61% | 4.54% | 5.43% | 2.00% | 1.52% | 2.32% | 5.22% | 1.67% |
2013 | 5 | -2.12% | $178,584 | -0.78% | $172,932 | -1.87% | $177,496 | 2.36% | $202,995 | -6.76% | -4.19% | 2.77% | -2.17% | 2.79% | 2.06% | -3.77% | -6.20% | 2.44% | 0.02% | -7.70% | -5.07% | -3.11% | -3.14% | -2.97% | 1.15% |
2013 | 6 | -3.50% | $172,336 | -2.39% | $168,794 | -3.48% | $171,315 | -1.34% | $200,282 | -3.27% | -3.80% | 0.82% | -0.31% | -2.89% | -2.27% | -4.90% | -11.06% | -1.43% | -4.42% | -0.38% | -5.33% | -2.55% | -2.24% | -2.77% | -1.51% |
2013 | 7 | 3.58% | $178,510 | 4.39% | $176,200 | 4.86% | $179,642 | 5.17% | $210,632 | -2.26% | 0.90% | 5.27% | 4.34% | 3.73% | 4.60% | 2.04% | 7.43% | 5.75% | 7.63% | 1.86% | 0.70% | -0.35% | 2.53% | 5.20% | 5.41% |
2013 | 8 | -1.17% | $176,419 | -2.23% | $172,272 | -1.91% | $176,213 | -3.00% | $204,315 | -1.34% | -1.83% | -2.85% | -4.54% | -1.04% | -0.80% | -2.22% | 5.20% | -3.03% | -1.47% | -1.48% | -3.43% | -1.42% | -0.73% | -1.60% | -3.57% |
2013 | 9 | 2.07% | $180,076 | 4.99% | $180,860 | 4.98% | $184,989 | 3.17% | $210,788 | 0.66% | 1.76% | 5.42% | 1.38% | 2.54% | 2.79% | 6.64% | -4.78% | 3.90% | 7.18% | 8.76% | 7.27% | 1.85% | 2.89% | 7.85% | 3.97% |
2013 | 10 | 2.79% | $185,097 | 3.38% | $186,969 | 3.41% | $191,289 | 4.63% | $220,549 | 1.43% | 0.34% | 4.59% | 6.41% | 5.02% | 2.78% | 3.31% | -0.34% | 4.27% | 4.18% | 1.60% | 4.34% | 0.78% | 1.38% | 3.21% | 4.17% |
2013 | 11 | 0.02% | $185,136 | 1.07% | $188,967 | 0.49% | $192,225 | 2.96% | $227,085 | -2.70% | -1.06% | 3.45% | 1.56% | 3.09% | 1.00% | 1.53% | -5.51% | 2.70% | 1.02% | 0.03% | -0.93% | -0.88% | -1.09% | 0.66% | 2.32% |
2013 | 12 | -0.24% | $184,701 | 1.58% | $191,955 | 1.10% | $194,344 | 2.59% | $232,966 | -1.87% | -1.45% | 2.28% | 0.69% | 3.53% | 1.32% | -0.43% | -3.79% | 2.73% | 2.94% | 0.61% | -0.28% | -2.09% | -0.08% | 1.90% | 1.96% |
2014 | 1 | -1.25% | $182,396 | -3.34% | $185,543 | -4.57% | $185,467 | -3.52% | $224,754 | 6.30% | 2.10% | -6.00% | -5.17% | -2.57% | 1.20% | -7.26% | 3.42% | -3.17% | -4.57% | -6.82% | -8.43% | 3.06% | 0.55% | -5.21% | -5.01% |
2014 | 2 | 3.99% | $189,674 | 4.41% | $193,722 | 5.16% | $195,039 | 4.55% | $234,984 | 0.52% | 0.44% | 6.40% | 3.90% | 4.39% | 4.68% | 3.97% | 6.27% | 4.87% | 7.34% | 4.03% | 3.24% | 0.36% | 2.21% | 5.95% | 4.90% |
2014 | 3 | -0.67% | $188,395 | 0.49% | $194,664 | 0.53% | $196,069 | 0.83% | $236,937 | 0.73% | -0.53% | -2.87% | 2.19% | 0.43% | -1.93% | 1.62% | -3.14% | 0.51% | -0.65% | -0.37% | 4.62% | -0.56% | 0.22% | -0.37% | 0.79% |
2014 | 4 | 0.85% | $189,995 | 0.80% | $196,222 | 1.05% | $198,125 | 0.70% | $238,584 | 2.10% | 1.32% | -1.36% | 2.74% | 0.28% | 0.63% | 0.90% | 0.49% | 0.06% | 2.65% | -0.07% | 0.89% | 0.76% | 1.40% | 1.57% | 1.01% |
2014 | 5 | 1.73% | $193,287 | 1.77% | $199,701 | 1.47% | $201,040 | 2.32% | $244,121 | 2.95% | 2.00% | 2.88% | 1.81% | 3.76% | 2.06% | 3.66% | -3.05% | 2.10% | 0.78% | 3.22% | 3.10% | 1.82% | -0.03% | 1.77% | 1.61% |
2014 | 6 | 1.95% | $197,063 | 1.85% | $203,394 | 2.18% | $205,416 | 2.06% | $249,158 | -0.25% | 0.37% | 1.94% | -0.25% | 1.87% | 2.29% | 2.26% | 6.32% | 2.62% | -0.08% | 2.91% | 3.17% | -0.22% | 1.21% | 1.04% | 1.49% |
2014 | 7 | -0.95% | $195,190 | -1.60% | $200,137 | -2.17% | $200,956 | -1.34% | $245,810 | 0.67% | -0.09% | -1.27% | -3.32% | 1.69% | -1.50% | 2.87% | -3.63% | -1.99% | -4.32% | 0.92% | 1.37% | -0.22% | -1.36% | -2.37% | -3.31% |
2014 | 8 | 2.75% | $200,565 | 2.40% | $204,937 | 2.18% | $205,343 | 3.95% | $255,511 | 4.72% | 0.61% | 4.45% | 4.61% | 3.28% | 3.24% | 1.91% | 0.38% | 4.15% | 0.73% | -0.45% | 3.84% | 1.88% | 0.19% | 0.26% | 3.65% |
2014 | 9 | -3.19% | $194,176 | -3.36% | $198,055 | -3.69% | $197,762 | -1.38% | $251,987 | -2.11% | -2.59% | -2.77% | 0.59% | -0.52% | -2.74% | -6.70% | -6.18% | -2.10% | -3.98% | -4.68% | -7.18% | -1.05% | -4.25% | -4.16% | -1.00% |
2014 | 10 | 1.24% | $196,591 | 1.39% | $200,798 | 0.95% | $199,632 | 2.36% | $257,921 | 2.81% | 0.90% | 2.11% | 3.55% | 1.60% | 0.54% | 2.56% | -3.05% | 2.75% | -1.90% | 3.07% | 2.23% | 1.53% | -0.68% | -0.35% | 2.65% |
2014 | 11 | 2.18% | $200,881 | 0.97% | $202,752 | 0.97% | $201,561 | 2.75% | $265,007 | 2.97% | 0.16% | 5.45% | 5.54% | 4.81% | 1.20% | 0.00% | -0.49% | 2.48% | 2.07% | -3.78% | -1.10% | 1.29% | -0.65% | 0.00% | 3.22% |
2014 | 12 | -0.33% | $200,216 | -1.60% | $199,511 | -1.90% | $197,726 | -0.26% | $264,329 | 3.25% | -1.05% | 0.89% | -0.93% | -2.18% | -1.93% | -2.16% | 1.31% | -0.04% | -4.69% | -2.24% | -4.69% | 0.13% | -0.90% | -3.77% | 0.11% |
2015 | 1 | 1.89% | $203,997 | -1.08% | $197,366 | -0.16% | $197,416 | -2.96% | $256,497 | 9.82% | 3.23% | -2.99% | -0.97% | -3.51% | -1.43% | 1.61% | 8.69% | -2.74% | 0.52% | 1.18% | -0.20% | 4.30% | -2.82% | 0.71% | -3.38% |
2015 | 2 | 1.59% | $207,241 | 4.31% | $205,870 | 4.52% | $206,338 | 5.62% | $270,913 | -6.14% | -1.29% | 8.54% | 4.14% | 7.99% | 3.75% | 3.10% | -5.91% | 5.74% | 6.09% | 6.07% | 4.66% | -2.47% | -0.82% | 6.16% | 5.59% |
2015 | 3 | -0.73% | $205,724 | -1.23% | $203,335 | -1.73% | $202,760 | -1.57% | $266,648 | 1.10% | -0.48% | -0.49% | -1.95% | -3.44% | -0.07% | 0.27% | -2.15% | -1.16% | -2.43% | 0.59% | -2.05% | 0.86% | -1.76% | -1.22% | -2.27% |
2015 | 4 | 0.86% | $207,503 | 2.28% | $207,976 | 2.49% | $207,803 | 0.98% | $269,270 | -3.43% | 0.68% | -0.05% | -0.76% | 2.75% | 1.50% | 6.42% | -0.17% | 0.62% | 4.24% | 3.46% | 7.41% | -0.63% | 2.25% | 3.87% | -0.21% |
2015 | 5 | -0.02% | $207,461 | -0.26% | $207,436 | -0.09% | $207,622 | 1.29% | $272,732 | -2.37% | -1.01% | 1.31% | 0.87% | 1.86% | 1.89% | -3.05% | 0.56% | 1.30% | 0.28% | -0.58% | -3.55% | -0.42% | -3.52% | -0.05% | 0.96% |
2015 | 6 | -2.03% | $203,240 | -1.96% | $203,370 | -2.48% | $202,465 | -2.03% | $267,198 | -4.07% | -1.02% | 0.56% | -1.83% | -4.11% | -3.13% | -3.99% | -1.52% | -1.67% | -3.28% | -2.47% | -2.54% | -1.63% | -0.53% | -2.91% | -2.54% |
2015 | 7 | 0.27% | $203,783 | 0.69% | $204,770 | -0.28% | $201,904 | 2.26% | $273,234 | 4.55% | 0.54% | 4.89% | 5.69% | 2.85% | -0.47% | -5.92% | -6.62% | 1.70% | 2.67% | -0.54% | -6.26% | 1.52% | 0.04% | 1.46% | 2.16% |
2015 | 8 | -3.48% | $196,698 | -5.45% | $193,602 | -6.02% | $189,742 | -6.10% | $256,580 | -0.69% | -0.95% | -6.53% | -5.96% | -5.52% | -2.60% | -10.01% | 3.71% | -6.09% | -7.02% | -7.68% | -9.86% | 0.08% | 0.60% | -7.23% | -5.87% |
2015 | 9 | -0.76% | $195,201 | -2.42% | $188,911 | -2.91% | $184,227 | -2.54% | $250,055 | 1.97% | -0.52% | -0.58% | 0.40% | -1.34% | -2.38% | -1.11% | -1.80% | -2.92% | -4.12% | -3.85% | -2.88% | 1.58% | 0.79% | -4.08% | -1.84% |
2015 | 10 | 4.56% | $204,092 | 5.60% | $199,495 | 6.19% | $195,633 | 8.51% | $271,324 | -0.41% | 0.30% | 9.04% | 5.70% | 10.48% | 4.45% | 7.09% | 2.28% | 7.91% | 5.90% | 7.56% | 5.29% | -0.64% | -0.42% | 6.73% | 6.74% |
2015 | 11 | -1.59% | $200,842 | -0.53% | $198,447 | -1.16% | $193,371 | 0.37% | $272,316 | -0.87% | -0.14% | -0.23% | -0.92% | 0.71% | -0.67% | -1.79% | -6.75% | 0.60% | -1.25% | 0.03% | -2.30% | -0.43% | -2.53% | -0.76% | 0.27% |
2015 | 12 | -0.83% | $199,182 | -1.62% | $195,239 | -1.80% | $189,896 | -1.72% | $267,638 | -0.30% | -1.01% | -2.84% | 2.93% | -2.07% | -1.35% | -2.12% | -0.45% | -2.13% | -2.62% | -0.81% | -3.44% | -0.45% | 1.49% | -2.14% | -0.87% |
2016 | 1 | -1.09% | $197,014 | -4.19% | $187,052 | -3.55% | $183,160 | -4.98% | $254,313 | 5.57% | 1.57% | -5.18% | 0.53% | -3.71% | -5.31% | -6.85% | 5.41% | -5.72% | -5.55% | -5.96% | -5.75% | 3.33% | 1.16% | -5.53% | -2.29% |
2016 | 2 | 2.16% | $201,263 | -0.44% | $186,229 | 0.26% | $183,638 | -0.08% | $254,103 | 3.09% | 1.22% | 0.45% | 0.32% | -0.65% | 0.80% | -0.88% | 10.93% | -0.01% | -3.23% | -3.51% | -0.32% | 1.49% | 3.05% | -3.08% | 1.13% |
2016 | 3 | 4.40% | $210,127 | 6.77% | $198,830 | 6.95% | $196,394 | 6.72% | $271,190 | -0.09% | 1.67% | 6.70% | 4.74% | 8.82% | 5.32% | 10.79% | -0.84% | 7.11% | 7.03% | 7.72% | 12.72% | -0.06% | 3.97% | 7.20% | 6.28% |
2016 | 4 | 0.37% | $210,894 | 1.12% | $201,054 | 1.46% | $199,271 | 0.39% | $272,259 | -0.74% | 0.21% | 0.13% | -1.43% | -5.03% | 0.87% | -1.13% | 5.11% | 0.66% | 2.76% | 0.47% | 1.01% | -0.16% | 1.68% | 2.31% | -0.33% |
2016 | 5 | -0.72% | $209,379 | 0.16% | $201,385 | -0.76% | $197,761 | 1.70% | $276,891 | 0.81% | -0.64% | 0.05% | 0.69% | 4.89% | 1.00% | -1.30% | -6.14% | 1.73% | -0.50% | 1.06% | -3.24% | -0.10% | -2.30% | -0.30% | 0.95% |
2016 | 6 | 3.32% | $216,333 | 0.51% | $202,408 | 1.62% | $200,959 | 0.35% | $277,859 | 6.93% | 2.25% | -1.14% | 5.36% | -1.37% | 0.54% | 3.21% | 8.97% | 0.27% | -4.04% | 0.14% | 4.93% | 3.09% | 3.17% | -2.04% | 2.37% |
2016 | 7 | 2.80% | $222,383 | 3.56% | $209,614 | 3.53% | $208,051 | 3.65% | $287,993 | 2.10% | 0.64% | 4.56% | -0.82% | 7.10% | 4.47% | 5.41% | 1.98% | 3.98% | 3.47% | 5.76% | 5.14% | 0.25% | 1.29% | 4.16% | 2.29% |
2016 | 8 | -0.47% | $221,349 | 0.07% | $209,760 | -0.04% | $207,972 | 0.12% | $288,337 | -1.01% | -0.34% | -1.30% | -0.59% | 1.16% | 1.07% | 1.80% | -3.26% | 0.21% | 0.68% | 0.19% | 0.78% | -1.01% | -1.22% | 0.41% | 0.01% |
2016 | 9 | 0.50% | $222,451 | 0.84% | $211,513 | 0.71% | $209,445 | 0.01% | $288,360 | -1.51% | 0.75% | -0.27% | -1.54% | 2.10% | 1.20% | 3.14% | 0.69% | 0.21% | 0.80% | 2.97% | 2.05% | 0.24% | 0.84% | 1.65% | -0.97% |
2016 | 10 | -1.93% | $218,152 | -2.29% | $206,672 | -1.89% | $205,483 | -1.73% | $283,360 | -4.38% | -0.54% | -2.42% | -0.77% | -0.75% | -1.10% | -2.64% | -2.94% | -2.19% | -3.53% | -0.92% | 0.32% | -1.49% | -4.23% | -2.41% | -1.93% |
2016 | 11 | -2.44% | $212,839 | 0.06% | $206,795 | -0.67% | $204,099 | 3.68% | $293,799 | -8.21% | -2.07% | 4.80% | -4.20% | 0.17% | 0.50% | -3.12% | -8.36% | 4.49% | -2.34% | -1.37% | -4.05% | -4.23% | -5.23% | -1.51% | 2.98% |
2016 | 12 | -0.00% | $212,831 | 1.48% | $209,858 | 1.12% | $206,380 | 2.03% | $299,758 | -0.46% | -0.04% | 0.04% | 2.99% | 2.26% | 1.26% | -2.64% | -1.91% | 1.98% | 4.92% | -0.57% | -0.74% | -0.12% | -0.85% | 2.45% | 1.17% |
2017 | 1 | 3.47% | $220,225 | 2.53% | $215,171 | 3.42% | $213,443 | 1.79% | $305,122 | 0.81% | 0.89% | 4.21% | 1.70% | 3.56% | 2.87% | 7.39% | 5.42% | 1.86% | 2.96% | 4.92% | 5.76% | 0.22% | 1.37% | 3.67% | 1.76% |
2017 | 2 | 2.47% | $225,653 | 2.17% | $219,848 | 2.66% | $219,119 | 3.93% | $317,111 | 1.59% | 0.41% | 1.82% | 4.77% | 4.53% | 2.07% | 2.76% | 3.18% | 3.69% | 0.59% | 2.15% | 2.25% | 0.72% | -0.03% | 1.06% | 4.33% |
2017 | 3 | 0.88% | $227,642 | 1.30% | $222,713 | 1.47% | $222,339 | 0.13% | $317,510 | -0.65% | 0.00% | 2.13% | -0.42% | 2.23% | 0.84% | 3.83% | -0.43% | 0.06% | 4.43% | 1.79% | 2.84% | 0.08% | 0.47% | 3.06% | -0.07% |
2017 | 4 | 1.58% | $231,249 | 1.67% | $226,439 | 1.81% | $226,363 | 0.99% | $320,662 | 1.57% | 0.45% | 2.40% | 1.10% | 2.01% | 1.70% | 2.02% | 1.73% | 1.06% | 3.90% | 0.76% | 1.56% | 1.11% | 1.79% | 2.21% | 1.72% |
2017 | 5 | 1.49% | $234,696 | 1.96% | $230,883 | 1.92% | $230,713 | 1.41% | $325,187 | 1.89% | -0.04% | 1.10% | 2.65% | 3.95% | 0.91% | 3.97% | -0.12% | 1.01% | 4.91% | 2.21% | 0.99% | 0.83% | 2.28% | 3.41% | 1.57% |
2017 | 6 | -0.59% | $233,311 | 0.62% | $232,304 | 0.32% | $231,443 | 0.64% | $327,260 | 0.79% | -0.87% | -1.26% | -2.25% | -2.81% | 1.31% | 1.46% | -2.16% | 0.95% | -0.51% | 1.72% | 0.85% | -0.51% | 0.62% | 0.64% | 0.28% |
2017 | 7 | 2.04% | $238,070 | 2.52% | $238,158 | 2.47% | $237,159 | 2.06% | $333,986 | -0.66% | 0.46% | 1.93% | 0.69% | 4.46% | 3.02% | 5.03% | 2.31% | 1.88% | 2.83% | 2.75% | 5.34% | 0.38% | 3.21% | 2.88% | 0.73% |
2017 | 8 | 0.98% | $240,392 | 0.61% | $239,621 | 0.79% | $239,027 | 0.29% | $334,961 | 3.41% | 1.04% | -1.86% | -1.10% | 2.92% | 0.25% | 1.74% | 4.20% | 0.15% | 0.07% | 0.16% | 3.00% | 1.46% | 1.10% | 0.02% | -0.36% |
2017 | 9 | -0.65% | $238,841 | 1.42% | $243,022 | 1.43% | $242,441 | 2.01% | $341,708 | -2.32% | -0.70% | 0.82% | -0.72% | 0.82% | 0.50% | 0.21% | -3.37% | 2.44% | 3.21% | 1.14% | -0.49% | -1.44% | -1.30% | 2.52% | 2.38% |
2017 | 10 | 1.06% | $241,365 | 1.53% | $246,732 | 1.75% | $246,694 | 2.36% | $349,760 | -0.04% | 0.24% | 2.12% | -1.65% | 6.51% | 1.69% | 4.28% | -0.75% | 2.17% | 0.46% | 4.33% | 2.43% | -0.19% | -1.02% | 1.77% | 2.10% |
2017 | 11 | 1.82% | $245,757 | 1.69% | $250,909 | 1.90% | $251,378 | 3.06% | $360,450 | 0.74% | 0.09% | 5.07% | 5.58% | 1.41% | -0.09% | 0.42% | 0.36% | 3.03% | -0.05% | 2.23% | -0.34% | -0.28% | 1.64% | 0.86% | 4.48% |
2017 | 12 | 1.63% | $249,769 | 1.38% | $254,376 | 1.89% | $256,138 | 1.21% | $364,807 | 1.81% | 0.93% | 2.46% | 2.24% | 0.54% | -0.33% | 2.53% | 2.11% | 1.16% | 1.53% | 1.56% | 3.70% | 0.18% | 0.79% | 1.65% | 1.44% |
2018 | 1 | 3.74% | $259,103 | 4.70% | $266,334 | 5.30% | $269,701 | 5.64% | $385,367 | -3.26% | -0.85% | 9.24% | 1.63% | 7.04% | 5.04% | 7.21% | 3.23% | 5.23% | 5.63% | 4.75% | 8.56% | -2.15% | 2.56% | 4.75% | 5.02% |
2018 | 2 | -3.58% | $249,819 | -3.76% | $256,332 | -4.40% | $257,848 | -3.64% | $371,355 | -3.04% | -1.03% | -3.47% | -7.63% | -0.41% | -2.39% | -6.16% | -2.08% | -3.76% | -6.15% | -4.01% | -5.36% | -0.93% | -0.72% | -5.11% | -4.03% |
2018 | 3 | 0.01% | $249,836 | -0.68% | $254,581 | -0.70% | $256,050 | -2.74% | $361,174 | 2.86% | 1.01% | -2.38% | -0.91% | -3.73% | -0.00% | 1.03% | 0.63% | -1.95% | -0.36% | -0.32% | -0.21% | 1.16% | 1.53% | -0.40% | -1.35% |
2018 | 4 | -0.80% | $247,825 | -0.06% | $254,429 | -0.28% | $255,334 | 0.52% | $363,041 | -2.09% | -0.13% | 2.38% | -4.14% | 0.06% | -0.16% | -1.65% | -0.95% | 0.45% | 2.15% | 0.34% | -2.77% | -1.28% | -2.46% | 1.27% | -0.93% |
2018 | 5 | 0.85% | $249,933 | 0.25% | $255,055 | -0.20% | $254,823 | 2.43% | $371,866 | 2.01% | 0.33% | 1.99% | -1.57% | 6.78% | 3.80% | -0.33% | -1.20% | 2.72% | -2.42% | -1.11% | -2.34% | 0.99% | -1.97% | -1.43% | 1.77% |
2018 | 6 | 0.07% | $250,098 | -0.64% | $253,432 | -1.52% | $250,943 | 0.58% | $374,007 | 0.65% | 0.65% | 3.62% | 4.56% | -0.26% | -0.35% | -5.17% | -3.61% | 0.70% | -1.26% | -2.61% | -4.79% | 0.20% | -0.28% | -1.67% | 0.30% |
2018 | 7 | 0.73% | $251,917 | 2.38% | $259,459 | 2.89% | $258,184 | 3.70% | $387,862 | -1.44% | -0.53% | 1.80% | 3.96% | 2.09% | 0.52% | 1.93% | -2.24% | 3.32% | 3.40% | 0.80% | 3.98% | -0.53% | -0.53% | 2.28% | 4.68% |
2018 | 8 | 0.99% | $254,421 | 0.49% | $260,718 | -0.31% | $257,382 | 3.19% | $400,243 | 1.31% | 0.65% | 5.10% | 0.39% | 6.60% | 2.36% | -2.22% | -2.14% | 3.43% | -2.83% | -0.95% | -4.19% | 1.01% | -0.80% | -1.73% | 2.80% |
2018 | 9 | -0.51% | $253,132 | -0.01% | $260,689 | 0.49% | $258,655 | 0.59% | $402,624 | -2.86% | -0.97% | 0.53% | 0.99% | -0.02% | -0.61% | -1.15% | -0.66% | 0.20% | 0.07% | 2.11% | -1.35% | -1.20% | -0.82% | 0.71% | 1.68% |
2018 | 10 | -4.19% | $242,526 | -6.50% | $243,751 | -6.62% | $241,539 | -6.91% | $374,801 | -2.93% | -1.52% | -10.10% | 2.00% | -8.00% | -6.64% | -10.79% | 2.12% | -7.41% | -7.90% | -9.90% | -7.66% | -0.30% | -1.50% | -8.60% | -6.36% |
2018 | 11 | 2.14% | $247,723 | 1.59% | $247,638 | 2.34% | $247,197 | 1.85% | $381,753 | 1.79% | 0.48% | 2.48% | 2.27% | -1.96% | 2.55% | 6.00% | 0.34% | 2.01% | -0.68% | 2.42% | 4.83% | 1.33% | 0.48% | 0.51% | 4.14% |
2018 | 12 | -2.77% | $240,861 | -5.28% | $234,568 | -5.50% | $233,611 | -8.79% | $348,183 | 5.85% | 0.53% | -7.95% | -8.91% | -8.36% | -5.43% | -3.47% | 4.94% | -9.16% | -4.84% | -6.06% | -3.34% | 2.80% | 2.00% | -5.67% | -8.73% |
Style Category | Portfolio 1 | Portfolio 2 | Portfolio 3 | SPDR S&P 500 ETF Trust |
---|---|---|---|---|
Large-cap Value | 1.91% | 15.22% | 15.57% | 46.94% |
Large-cap Growth | 26.24% | 18.99% | 14.20% | 52.96% |
Mid-cap Value | 0.00% | 4.64% | 0.00% | 0.00% |
Mid-cap Growth | 9.01% | 0.00% | 5.44% | 0.00% |
Small-cap Value | 0.00% | 0.56% | 0.00% | 0.00% |
Small-cap Growth | 0.00% | 0.75% | 0.00% | 0.00% |
Global ex-US Developed Markets | 0.00% | 32.50% | 30.96% | 0.00% |
Emerging Markets | 20.79% | 10.85% | 22.37% | 0.02% |
Corporate Bonds | 0.00% | 3.14% | 0.00% | 0.00% |
Long-Term Treasuries | 6.98% | 0.00% | 0.28% | 0.00% |
Intermediate-Term Treasuries | 35.07% | 10.71% | 11.18% | 0.09% |
Short-Term Treasuries | 0.00% | 2.64% | 0.00% | 0.00% |
R Squared | 90.60% | 99.51% | 98.22% | 99.95% |
Style analysis is based on monthly returns from May 2009 to December 2018 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 | Weight | Yield | Expense Ratio | P/E | Duration | Contribution | |||
---|---|---|---|---|---|---|---|---|---|---|---|
SEC | TTM | Net | Gross | Return | Risk | ||||||
TLT | iShares 20+ Year Treasury Bond ETF | Long Government | 8.41% | 3.92% | 2.68% | 0.15% | 0.15% | 17.40 | $8,168 | -1.02% | |
TIP | iShares TIPS Bond ETF | Inflation-Protected Bond | 14.85% | 6.62% | 6.96% | 0.19% | 0.19% | 6.59 | $6,440 | 3.89% | |
XLY | Consumer Discret Sel Sect SPDR ETF | Consumer Cyclical | 15.86% | 0.95% | 1.00% | 0.10% | 0.10% | 23.67 | $45,110 | 21.85% | |
XLP | Consumer Staples Select Sector SPDR ETF | Consumer Defensive | 14.36% | 2.46% | 2.47% | 0.10% | 0.10% | 24.92 | $26,457 | 12.85% | |
XLK | Technology Select Sector SPDR ETF | Technology | 2.97% | 1.04% | 1.04% | 0.10% | 0.10% | 23.98 | $7,955 | 3.80% | |
CWB | SPDR Blmbg Convert Secs ETF | Convertibles | 14.85% | 4.29% | 2.20% | 0.40% | 0.40% | 2.07 | $23,676 | 14.49% | |
AAXJ | iShares MSCI All Country Asia ex Jpn ETF | Pacific/Asia ex-Japan Stk | 13.85% | 1.73% | 1.73% | 0.69% | 0.69% | 12.24 | $16,212 | 27.12% | |
GLD | SPDR Gold Shares | Commodities Focused | 14.85% | 0.40% | 0.40% | $6,843 | 17.02% | ||||
100.00% | 2.72% | 2.37% | 0.29% | 0.29% | 20.71 | 7.21 | $140,861 | 100.00% |
Ticker | Name | Category | Weight | Yield | Expense Ratio | P/E | Duration | Contribution | |||
---|---|---|---|---|---|---|---|---|---|---|---|
SEC | TTM | Net | Gross | Return | Risk | ||||||
VTI | Vanguard Total Stock Market ETF | Large Blend | 43.50% | 1.65% | 1.66% | 0.03% | 0.03% | 17.97 | $92,401 | 46.16% | |
VGK | Vanguard FTSE Europe ETF | Europe Stock | 17.50% | 3.24% | 0.08% | 0.08% | 12.29 | $17,610 | 25.52% | ||
VPL | Vanguard FTSE Pacific ETF | Diversified Pacific/Asia | 9.80% | 2.75% | 0.08% | 0.08% | 11.51 | $10,604 | 10.88% | ||
VWO | Vanguard FTSE Emerging Markets ETF | Diversified Emerging Mkts | 9.20% | 4.11% | 0.08% | 0.08% | 11.11 | $7,691 | 13.71% | ||
IEF | iShares 7-10 Year Treasury Bond ETF | Long Government | 6.90% | 3.58% | 1.96% | 0.15% | 0.15% | 7.70 | $3,819 | -1.07% | |
IGOV | iShares International Treasury Bond ETF | Global Bond | 13.10% | 2.23% | 0.11% | 0.35% | 0.35% | 8.26 | $2,444 | 4.80% | |
100.00% | 1.26% | 2.09% | 0.10% | 0.10% | 15.14 | 8.07 | $134,568 | 100.00% |
Ticker | Name | Category | Weight | Yield | Expense Ratio | P/E | Contribution | |||
---|---|---|---|---|---|---|---|---|---|---|
SEC | TTM | Net | Gross | Return | Risk | |||||
GLD | SPDR Gold Shares | Commodities Focused | 10.00% | 0.40% | 0.40% | $4,856 | 4.18% | |||
VTI | Vanguard Total Stock Market ETF | Large Blend | 10.00% | 1.65% | 1.66% | 0.03% | 0.03% | 17.97 | $21,607 | 9.22% |
VWO | Vanguard FTSE Emerging Markets ETF | Diversified Emerging Mkts | 15.00% | 4.11% | 0.08% | 0.08% | 11.11 | $12,557 | 20.80% | |
VEA | Vanguard FTSE Developed Markets ETF | Foreign Large Blend | 36.00% | 2.91% | 0.05% | 0.05% | 11.90 | $36,556 | 42.70% | |
VIG | Vanguard Dividend Appreciation ETF | Large Blend | 29.00% | 1.92% | 1.96% | 0.06% | 0.06% | 21.19 | $58,036 | 23.10% |
100.00% | 0.72% | 2.40% | 0.09% | 0.09% | 15.44 | $133,611 | 100.00% |
Fund fundamentals data as of 01/27/2023. (c) 2023 Morningstar. All Rights Reserved. The fund fundamentals information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.
Metric | Portfolio 1 | Portfolio 2 | Portfolio 3 | SPDR S&P 500 ETF Trust |
---|---|---|---|---|
Arithmetic Mean (monthly) | 0.79% | 0.79% | 0.80% | 1.14% |
Arithmetic Mean (annualized) | 9.87% | 9.92% | 10.03% | 14.64% |
Geometric Mean (monthly) | 0.76% | 0.74% | 0.73% | 1.08% |
Geometric Mean (annualized) | 9.52% | 9.22% | 9.17% | 13.78% |
Standard Deviation (monthly) | 2.32% | 3.29% | 3.66% | 3.58% |
Standard Deviation (annualized) | 8.03% | 11.39% | 12.66% | 12.41% |
Downside Deviation (monthly) | 1.20% | 1.95% | 2.18% | 2.11% |
Maximum Drawdown | -7.04% | -16.65% | -18.68% | -16.23% |
Stock Market Correlation | 0.80 | 0.94 | 0.91 | 1.00 |
Beta(*) | 0.52 | 0.86 | 0.93 | 1.00 |
Alpha (annualized) | 2.33% | -2.39% | -3.18% | 0.00% |
R2 | 63.92% | 88.72% | 83.13% | 100.00% |
Sharpe Ratio | 1.13 | 0.80 | 0.73 | 1.08 |
Sortino Ratio | 2.15 | 1.34 | 1.21 | 1.81 |
Treynor Ratio (%) | 17.53 | 10.55 | 9.92 | 13.37 |
Calmar Ratio | 0.93 | 0.53 | 0.53 | 0.68 |
Active Return | -4.26% | -4.56% | -4.60% | N/A |
Tracking Error | 7.69% | 4.18% | 5.27% | N/A |
Information Ratio | -0.55 | -1.09 | -0.87 | N/A |
Skewness | 0.10 | -0.10 | -0.06 | -0.32 |
Excess Kurtosis | 0.12 | 0.62 | 0.86 | 0.50 |
Historical Value-at-Risk (5%) | -3.20% | -5.20% | -4.95% | -5.62% |
Analytical Value-at-Risk (5%) | -3.01% | -4.59% | -5.19% | -4.75% |
Conditional Value-at-Risk (5%) | -3.89% | -6.69% | -7.49% | -7.12% |
Upside Capture Ratio (%) | 53.97 | 78.49 | 81.76 | 100.00 |
Downside Capture Ratio (%) | 42.59 | 92.58 | 99.53 | 100.00 |
Safe Withdrawal Rate | 16.62% | 16.38% | 16.69% | 19.55% |
Perpetual Withdrawal Rate | 6.90% | 6.66% | 6.62% | 10.27% |
Positive Periods | 73 out of 116 (62.93%) | 73 out of 116 (62.93%) | 69 out of 116 (59.48%) | 81 out of 116 (69.83%) |
Gain/Loss Ratio | 1.42 | 1.11 | 1.22 | 0.95 |
* SPDR S&P 500 ETF Trust is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values. |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Feb 2018 | Dec 2018 | 11 months | -7.04% | |||
2 | May 2015 | Sep 2015 | 5 months | Mar 2016 | 6 months | 11 months | -5.93% |
3 | Jun 2011 | Sep 2011 | 4 months | Oct 2011 | 1 month | 5 months | -5.90% |
4 | May 2013 | Jun 2013 | 2 months | Oct 2013 | 4 months | 6 months | -5.54% |
5 | May 2010 | Jun 2010 | 2 months | Sep 2010 | 3 months | 5 months | -4.41% |
6 | Oct 2016 | Dec 2016 | 3 months | Feb 2017 | 2 months | 5 months | -4.32% |
7 | May 2012 | May 2012 | 1 month | Jul 2012 | 2 months | 3 months | -3.21% |
8 | Sep 2014 | Sep 2014 | 1 month | Nov 2014 | 2 months | 3 months | -3.19% |
9 | Dec 2009 | Jan 2010 | 2 months | Feb 2010 | 1 month | 3 months | -2.08% |
10 | Jan 2011 | Jan 2011 | 1 month | Feb 2011 | 1 month | 2 months | -1.72% |
Worst 10 drawdowns included above |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | May 2011 | Sep 2011 | 5 months | Nov 2012 | 1 year 2 months | 1 year 7 months | -16.65% |
2 | Feb 2018 | Dec 2018 | 11 months | -11.93% | |||
3 | May 2015 | Feb 2016 | 10 months | Jul 2016 | 5 months | 1 year 3 months | -10.46% |
4 | May 2010 | Jun 2010 | 2 months | Sep 2010 | 3 months | 5 months | -10.10% |
5 | Sep 2014 | Jan 2015 | 5 months | Feb 2015 | 1 month | 6 months | -3.69% |
6 | Jan 2010 | Jan 2010 | 1 month | Mar 2010 | 2 months | 3 months | -3.42% |
7 | Jan 2014 | Jan 2014 | 1 month | Feb 2014 | 1 month | 2 months | -3.34% |
8 | May 2013 | Jun 2013 | 2 months | Jul 2013 | 1 month | 3 months | -3.15% |
9 | Oct 2016 | Oct 2016 | 1 month | Jan 2017 | 3 months | 4 months | -2.29% |
10 | Nov 2010 | Nov 2010 | 1 month | Dec 2010 | 1 month | 2 months | -2.29% |
Worst 10 drawdowns included above |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | May 2011 | Sep 2011 | 5 months | Dec 2012 | 1 year 3 months | 1 year 8 months | -18.68% |
2 | Feb 2018 | Dec 2018 | 11 months | -13.38% | |||
3 | May 2015 | Jan 2016 | 9 months | Jul 2016 | 6 months | 1 year 3 months | -11.86% |
4 | May 2010 | Jun 2010 | 2 months | Sep 2010 | 3 months | 5 months | -10.26% |
5 | May 2013 | Jun 2013 | 2 months | Sep 2013 | 3 months | 5 months | -5.29% |
6 | Jan 2014 | Jan 2014 | 1 month | Feb 2014 | 1 month | 2 months | -4.57% |
7 | Jan 2010 | Jan 2010 | 1 month | Mar 2010 | 2 months | 3 months | -4.12% |
8 | Jul 2014 | Jan 2015 | 7 months | Feb 2015 | 1 month | 8 months | -3.89% |
9 | Oct 2016 | Nov 2016 | 2 months | Jan 2017 | 2 months | 4 months | -2.55% |
10 | Nov 2010 | Nov 2010 | 1 month | Dec 2010 | 1 month | 2 months | -1.84% |
Worst 10 drawdowns included above |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | May 2011 | Sep 2011 | 5 months | Feb 2012 | 5 months | 10 months | -16.23% |
2 | Oct 2018 | Dec 2018 | 3 months | -13.52% | |||
3 | May 2010 | Jun 2010 | 2 months | Oct 2010 | 4 months | 6 months | -12.71% |
4 | Aug 2015 | Sep 2015 | 2 months | May 2016 | 8 months | 10 months | -8.48% |
5 | Apr 2012 | May 2012 | 2 months | Aug 2012 | 3 months | 5 months | -6.63% |
6 | Feb 2018 | Mar 2018 | 2 months | Jul 2018 | 4 months | 6 months | -6.28% |
7 | Jan 2010 | Jan 2010 | 1 month | Mar 2010 | 2 months | 3 months | -3.63% |
8 | Jan 2014 | Jan 2014 | 1 month | Feb 2014 | 1 month | 2 months | -3.52% |
9 | Dec 2014 | Jan 2015 | 2 months | Feb 2015 | 1 month | 3 months | -3.21% |
10 | Aug 2013 | Aug 2013 | 1 month | Sep 2013 | 1 month | 2 months | -3.00% |
Worst 10 drawdowns included above |
Ticker | Name | CAGR | Stdev | Best Year | Worst Year | Max Drawdown | Sharpe Ratio | Sortino Ratio | Market Correlation |
---|---|---|---|---|---|---|---|---|---|
TLT | iShares 20+ Year Treasury Bond ETF | 5.42% | 12.43% | 33.96% | -13.37% | -18.03% | 0.46 | 0.80 | -0.47 |
TIP | iShares TIPS Bond ETF | 3.20% | 4.56% | 13.28% | -8.49% | -9.24% | 0.63 | 1.00 | 0.02 |
XLY | Consumer Discret Sel Sect SPDR ETF | 17.89% | 14.54% | 42.73% | 1.59% | -16.07% | 1.18 | 2.11 | 0.92 |
XLP | Consumer Staples Select Sector SPDR ETF | 12.11% | 10.78% | 26.30% | -8.07% | -13.63% | 1.08 | 1.87 | 0.66 |
XLK | Technology Select Sector SPDR ETF | 16.07% | 14.37% | 34.49% | -1.66% | -17.37% | 1.09 | 1.93 | 0.87 |
CWB | SPDR Blmbg Convert Secs ETF | 10.27% | 9.63% | 30.38% | -7.66% | -15.56% | 1.03 | 1.68 | 0.90 |
AAXJ | iShares MSCI All Country Asia ex Jpn ETF | 7.26% | 18.47% | 45.45% | -20.18% | -27.27% | 0.45 | 0.72 | 0.75 |
GLD | SPDR Gold Shares | 3.46% | 17.11% | 29.27% | -28.33% | -42.91% | 0.26 | 0.41 | 0.06 |
VTI | Vanguard Total Stock Market ETF | 13.89% | 12.86% | 33.45% | -5.21% | -17.58% | 1.05 | 1.75 | 1.00 |
VGK | Vanguard FTSE Europe ETF | 7.09% | 17.62% | 39.55% | -14.91% | -27.74% | 0.46 | 0.73 | 0.82 |
VPL | Vanguard FTSE Pacific ETF | 7.32% | 14.20% | 28.86% | -14.40% | -18.42% | 0.54 | 0.82 | 0.79 |
VWO | Vanguard FTSE Emerging Markets ETF | 5.95% | 19.19% | 50.16% | -18.76% | -30.74% | 0.38 | 0.61 | 0.74 |
IEF | iShares 7-10 Year Treasury Bond ETF | 3.46% | 5.70% | 15.64% | -6.09% | -7.60% | 0.56 | 0.92 | -0.42 |
IGOV | iShares International Treasury Bond ETF | 1.53% | 7.75% | 11.38% | -7.15% | -15.34% | 0.19 | 0.26 | 0.31 |
VEA | Vanguard FTSE Developed Markets ETF | 7.06% | 15.66% | 36.00% | -14.75% | -23.95% | 0.49 | 0.77 | 0.85 |
VIG | Vanguard Dividend Appreciation ETF | 12.76% | 11.31% | 28.87% | -2.08% | -14.18% | 1.09 | 1.83 | 0.96 |
Name | Total Return | Annualized Return | Expense Ratio | ||||
---|---|---|---|---|---|---|---|
3 Month | Year To Date | 1 year | 3 year | 5 year | Net | Gross | |
iShares 20+ Year Treasury Bond ETF | 4.59% | -1.61% | -1.61% | 2.82% | 6.33% | 0.15% | 0.15% |
iShares TIPS Bond ETF | -0.52% | -1.42% | -1.42% | 2.03% | 1.57% | 0.19% | 0.19% |
Consumer Discret Sel Sect SPDR ETF | -15.20% | 1.59% | 1.59% | 9.76% | 9.73% | 0.10% | 0.10% |
Consumer Staples Select Sector SPDR ETF | -4.97% | -8.07% | -8.07% | 2.93% | 6.17% | 0.10% | 0.10% |
Technology Select Sector SPDR ETF | -17.35% | -1.66% | -1.66% | 14.94% | 13.55% | 0.10% | 0.10% |
SPDR Blmbg Convert Secs ETF | -9.45% | -1.96% | -1.96% | 7.90% | 6.06% | 0.40% | 0.40% |
iShares MSCI All Country Asia ex Jpn ETF | -8.72% | -15.03% | -15.03% | 8.04% | 3.07% | 0.69% | 0.69% |
SPDR Gold Shares | 7.53% | -1.94% | -1.94% | 6.12% | 0.87% | 0.40% | 0.40% |
Vanguard Total Stock Market ETF | -14.20% | -5.21% | -5.21% | 9.04% | 7.92% | 0.03% | 0.03% |
Vanguard FTSE Europe ETF | -12.95% | -14.91% | -14.91% | 2.49% | -0.39% | 0.08% | 0.08% |
Vanguard FTSE Pacific ETF | -13.31% | -14.40% | -14.40% | 5.14% | 2.45% | 0.08% | 0.08% |
Vanguard FTSE Emerging Markets ETF | -6.43% | -14.77% | -14.77% | 7.94% | 1.13% | 0.08% | 0.08% |
iShares 7-10 Year Treasury Bond ETF | 3.86% | 0.99% | 0.99% | 1.51% | 2.98% | 0.15% | 0.15% |
iShares International Treasury Bond ETF | 0.96% | -2.60% | -2.60% | 3.04% | -0.13% | 0.35% | 0.35% |
Vanguard FTSE Developed Markets ETF | -13.34% | -14.75% | -14.75% | 3.43% | 0.72% | 0.05% | 0.05% |
Vanguard Dividend Appreciation ETF | -11.00% | -2.08% | -2.08% | 10.25% | 7.66% | 0.06% | 0.06% |
Trailing returns as of last calendar month ending December 2018 |
Ticker | Name | TLT | TIP | XLY | XLP | XLK | CWB | AAXJ | GLD | VTI | VGK | VPL | VWO | IEF | IGOV | VEA | VIG | Portfolio 1 | Portfolio 2 | Portfolio 3 | SPDR S&P 500 ETF Trust |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLT | iShares 20+ Year Treasury Bond ETF | 1.00 | 0.55 | -0.41 | -0.09 | -0.38 | -0.39 | -0.30 | 0.20 | -0.47 | -0.42 | -0.36 | -0.34 | 0.89 | 0.08 | -0.42 | -0.39 | -0.08 | -0.40 | -0.38 | -0.46 |
TIP | iShares TIPS Bond ETF | 0.55 | 1.00 | 0.01 | 0.15 | 0.01 | 0.11 | 0.27 | 0.53 | 0.02 | 0.11 | 0.14 | 0.26 | 0.69 | 0.42 | 0.13 | 0.06 | 0.46 | 0.16 | 0.21 | 0.02 |
XLY | Consumer Discret Sel Sect SPDR ETF | -0.41 | 0.01 | 1.00 | 0.61 | 0.83 | 0.82 | 0.65 | 0.03 | 0.92 | 0.71 | 0.71 | 0.63 | -0.35 | 0.24 | 0.75 | 0.89 | 0.76 | 0.84 | 0.80 | 0.91 |
XLP | Consumer Staples Select Sector SPDR ETF | -0.09 | 0.15 | 0.61 | 1.00 | 0.55 | 0.51 | 0.47 | 0.09 | 0.66 | 0.58 | 0.51 | 0.50 | -0.04 | 0.37 | 0.58 | 0.77 | 0.67 | 0.65 | 0.65 | 0.69 |
XLK | Technology Select Sector SPDR ETF | -0.38 | 0.01 | 0.83 | 0.55 | 1.00 | 0.83 | 0.67 | 0.01 | 0.87 | 0.72 | 0.69 | 0.65 | -0.35 | 0.26 | 0.75 | 0.81 | 0.71 | 0.82 | 0.78 | 0.89 |
CWB | SPDR Blmbg Convert Secs ETF | -0.39 | 0.11 | 0.82 | 0.51 | 0.83 | 1.00 | 0.79 | 0.15 | 0.90 | 0.81 | 0.78 | 0.77 | -0.32 | 0.38 | 0.84 | 0.83 | 0.81 | 0.90 | 0.88 | 0.89 |
AAXJ | iShares MSCI All Country Asia ex Jpn ETF | -0.30 | 0.27 | 0.65 | 0.47 | 0.67 | 0.79 | 1.00 | 0.30 | 0.75 | 0.80 | 0.83 | 0.97 | -0.20 | 0.51 | 0.85 | 0.71 | 0.85 | 0.87 | 0.90 | 0.75 |
GLD | SPDR Gold Shares | 0.20 | 0.53 | 0.03 | 0.09 | 0.01 | 0.15 | 0.30 | 1.00 | 0.06 | 0.17 | 0.13 | 0.33 | 0.33 | 0.43 | 0.16 | 0.09 | 0.54 | 0.19 | 0.31 | 0.06 |
VTI | Vanguard Total Stock Market ETF | -0.47 | 0.02 | 0.92 | 0.66 | 0.87 | 0.90 | 0.75 | 0.06 | 1.00 | 0.82 | 0.79 | 0.74 | -0.42 | 0.31 | 0.86 | 0.96 | 0.80 | 0.94 | 0.91 | 1.00 |
VGK | Vanguard FTSE Europe ETF | -0.42 | 0.11 | 0.71 | 0.58 | 0.72 | 0.81 | 0.80 | 0.17 | 0.82 | 1.00 | 0.83 | 0.82 | -0.32 | 0.57 | 0.98 | 0.79 | 0.76 | 0.94 | 0.93 | 0.83 |
VPL | Vanguard FTSE Pacific ETF | -0.36 | 0.14 | 0.71 | 0.51 | 0.69 | 0.78 | 0.83 | 0.13 | 0.79 | 0.83 | 1.00 | 0.83 | -0.30 | 0.42 | 0.92 | 0.75 | 0.75 | 0.89 | 0.89 | 0.79 |
VWO | Vanguard FTSE Emerging Markets ETF | -0.34 | 0.26 | 0.63 | 0.50 | 0.65 | 0.77 | 0.97 | 0.33 | 0.74 | 0.82 | 0.83 | 1.00 | -0.23 | 0.55 | 0.86 | 0.71 | 0.84 | 0.88 | 0.91 | 0.75 |
IEF | iShares 7-10 Year Treasury Bond ETF | 0.89 | 0.69 | -0.35 | -0.04 | -0.35 | -0.32 | -0.20 | 0.33 | -0.42 | -0.32 | -0.30 | -0.23 | 1.00 | 0.22 | -0.33 | -0.33 | 0.04 | -0.31 | -0.28 | -0.41 |
IGOV | iShares International Treasury Bond ETF | 0.08 | 0.42 | 0.24 | 0.37 | 0.26 | 0.38 | 0.51 | 0.43 | 0.31 | 0.57 | 0.42 | 0.55 | 0.22 | 1.00 | 0.54 | 0.35 | 0.57 | 0.54 | 0.55 | 0.33 |
VEA | Vanguard FTSE Developed Markets ETF | -0.42 | 0.13 | 0.75 | 0.58 | 0.75 | 0.84 | 0.85 | 0.16 | 0.86 | 0.98 | 0.92 | 0.86 | -0.33 | 0.54 | 1.00 | 0.81 | 0.79 | 0.97 | 0.96 | 0.86 |
VIG | Vanguard Dividend Appreciation ETF | -0.39 | 0.06 | 0.89 | 0.77 | 0.81 | 0.83 | 0.71 | 0.09 | 0.96 | 0.79 | 0.75 | 0.71 | -0.33 | 0.35 | 0.81 | 1.00 | 0.80 | 0.91 | 0.89 | 0.96 |
Ticker | Name | Portfolio 1 | Portfolio 2 | Portfolio 3 |
---|---|---|---|---|
TLT | iShares 20+ Year Treasury Bond ETF | $8,168 | ||
TIP | iShares TIPS Bond ETF | $6,440 | ||
XLY | Consumer Discret Sel Sect SPDR ETF | $45,110 | ||
XLP | Consumer Staples Select Sector SPDR ETF | $26,457 | ||
XLK | Technology Select Sector SPDR ETF | $7,955 | ||
CWB | SPDR Blmbg Convert Secs ETF | $23,676 | ||
AAXJ | iShares MSCI All Country Asia ex Jpn ETF | $16,212 | ||
GLD | SPDR Gold Shares | $6,843 | $4,856 | |
VTI | Vanguard Total Stock Market ETF | $92,401 | $21,607 | |
VGK | Vanguard FTSE Europe ETF | $17,610 | ||
VPL | Vanguard FTSE Pacific ETF | $10,604 | ||
VWO | Vanguard FTSE Emerging Markets ETF | $7,691 | $12,557 | |
IEF | iShares 7-10 Year Treasury Bond ETF | $3,819 | ||
IGOV | iShares International Treasury Bond ETF | $2,444 | ||
VEA | Vanguard FTSE Developed Markets ETF | $36,556 | ||
VIG | Vanguard Dividend Appreciation ETF | $58,036 | ||
Return attribution decomposes portfolio gains into its constituent parts and identifies the contribution to returns by each of the assets. |
Ticker | Name | Portfolio 1 | Portfolio 2 | Portfolio 3 |
---|---|---|---|---|
TLT | iShares 20+ Year Treasury Bond ETF | -1.02% | ||
TIP | iShares TIPS Bond ETF | 3.89% | ||
XLY | Consumer Discret Sel Sect SPDR ETF | 21.85% | ||
XLP | Consumer Staples Select Sector SPDR ETF | 12.85% | ||
XLK | Technology Select Sector SPDR ETF | 3.80% | ||
CWB | SPDR Blmbg Convert Secs ETF | 14.49% | ||
AAXJ | iShares MSCI All Country Asia ex Jpn ETF | 27.12% | ||
GLD | SPDR Gold Shares | 17.02% | 4.18% | |
VTI | Vanguard Total Stock Market ETF | 46.16% | 9.22% | |
VGK | Vanguard FTSE Europe ETF | 25.52% | ||
VPL | Vanguard FTSE Pacific ETF | 10.88% | ||
VWO | Vanguard FTSE Emerging Markets ETF | 13.71% | 20.80% | |
IEF | iShares 7-10 Year Treasury Bond ETF | -1.07% | ||
IGOV | iShares International Treasury Bond ETF | 4.80% | ||
VEA | Vanguard FTSE Developed Markets ETF | 42.70% | ||
VIG | Vanguard Dividend Appreciation ETF | 23.10% | ||
Risk attribution decomposes portfolio risk into its constituent parts and identifies the contribution to overall volatility by each of the assets. |
Roll Period | Portfolio 1 | Portfolio 2 | Portfolio 3 | SPDR S&P 500 ETF Trust | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Average | High | Low | Average | High | Low | Average | High | Low | Average | High | Low | |
1 year | 9.40% | 31.69% | -3.57% | 9.37% | 32.41% | -9.54% | 9.11% | 38.04% | -11.00% | 14.42% | 38.63% | -6.20% |
3 years | 8.40% | 18.40% | 3.53% | 8.39% | 15.17% | 3.02% | 7.63% | 16.92% | 1.40% | 13.83% | 22.82% | 8.71% |
5 years | 8.16% | 13.70% | 5.45% | 8.61% | 14.43% | 4.09% | 7.65% | 14.65% | 2.91% | 14.27% | 18.99% | 8.37% |
7 years | 8.51% | 11.25% | 6.59% | 8.48% | 10.49% | 7.15% | 7.77% | 10.35% | 6.20% | 13.88% | 16.77% | 12.18% |