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 |
|---|---|---|
| SPY | SPDR S&P 500 ETF Trust | 100.00% |
| Save portfolio » | ||
| Ticker | Name | Allocation |
|---|---|---|
| MDY | SPDR S&P MIDCAP 400 ETF Trust | 100.00% |
| Save portfolio » | ||
| Ticker | Name | Allocation |
|---|---|---|
| DFSTX | DFA US Small Cap I | 100.00% |
| Save portfolio » | ||
| Portfolio | Initial Balance | Final Balance | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | US Mkt Correlation |
|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio 1 | $10,000 | $89,046 | 9.40% | 14.63% | 33.48% | -36.81% | -50.80% | 0.54 | 0.78 | 0.99 |
| Portfolio 2 | $10,000 | $123,262 | 10.87% | 17.02% | 37.58% | -36.44% | -49.73% | 0.56 | 0.83 | 0.94 |
| Portfolio 3 | $10,000 | $96,461 | 9.76% | 19.65% | 51.49% | -36.01% | -55.02% | 0.46 | 0.68 | 0.88 |
| Name | 3 Month | 1 year | 3 year | 5 year | 10 year | Full |
|---|---|---|---|---|---|---|
| Portfolio 1 | 8.99% | 31.22% | 15.08% | 11.57% | 13.44% | 9.40% |
| Portfolio 2 | 6.91% | 25.78% | 8.96% | 8.73% | 12.41% | 10.87% |
| Portfolio 3 | 8.46% | 21.75% | 5.66% | 7.10% | 12.11% | 9.76% |
| Trailing returns are for full months ending in December 2019 excluding portfolio cashflows. | ||||||
| Year | Inflation | Return | Balance | SPDR S&P 500 ETF Trust (SPY) | SPDR S&P MIDCAP 400 ETF Trust (MDY) | DFA US Small Cap I (DFSTX) | ||||
|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio 1 | Portfolio 2 | Portfolio 3 | Portfolio 1 | Portfolio 2 | Portfolio 3 | |||||
| 1995 | 0.39% | 10.26% | 3.31% | 1.78% | $11,026 | $10,331 | $10,178 | 10.26% | 3.31% | 1.78% |
| 1996 | 3.32% | 22.49% | 15.47% | 17.68% | $13,506 | $11,929 | $11,977 | 22.49% | 15.47% | 17.68% |
| 1997 | 1.70% | 33.48% | 31.15% | 24.24% | $18,027 | $15,645 | $14,880 | 33.48% | 31.15% | 24.24% |
| 1998 | 1.61% | 28.69% | 17.08% | -5.51% | $23,199 | $18,318 | $14,060 | 28.69% | 17.08% | -5.51% |
| 1999 | 2.68% | 20.39% | 15.51% | 25.42% | $27,929 | $21,158 | $17,634 | 20.39% | 15.51% | 25.42% |
| 2000 | 3.39% | -9.73% | 17.31% | 2.45% | $25,211 | $24,822 | $18,066 | -9.73% | 17.31% | 2.45% |
| 2001 | 1.55% | -11.75% | -0.84% | 12.69% | $22,248 | $24,612 | $20,358 | -11.75% | -0.84% | 12.69% |
| 2002 | 2.38% | -21.59% | -14.53% | -19.14% | $17,445 | $21,036 | $16,461 | -21.59% | -14.53% | -19.14% |
| 2003 | 1.88% | 28.18% | 35.29% | 51.49% | $22,361 | $28,459 | $24,937 | 28.18% | 35.29% | 51.49% |
| 2004 | 3.26% | 10.70% | 15.90% | 17.87% | $24,754 | $32,983 | $29,394 | 10.70% | 15.90% | 17.87% |
| 2005 | 3.42% | 4.83% | 12.53% | 6.08% | $25,949 | $37,117 | $31,182 | 4.83% | 12.53% | 6.08% |
| 2006 | 2.54% | 15.85% | 9.99% | 16.61% | $30,061 | $40,823 | $36,362 | 15.85% | 9.99% | 16.61% |
| 2007 | 4.08% | 5.14% | 7.22% | -3.06% | $31,605 | $43,771 | $35,250 | 5.14% | 7.22% | -3.06% |
| 2008 | 0.09% | -36.81% | -36.44% | -36.01% | $19,972 | $27,820 | $22,557 | -36.81% | -36.44% | -36.01% |
| 2009 | 2.72% | 26.36% | 37.58% | 36.34% | $25,238 | $38,274 | $30,754 | 26.36% | 37.58% | 36.34% |
| 2010 | 1.50% | 15.06% | 26.28% | 30.70% | $29,038 | $48,334 | $40,196 | 15.06% | 26.28% | 30.70% |
| 2011 | 2.96% | 1.89% | -2.13% | -3.15% | $29,586 | $47,304 | $38,930 | 1.89% | -2.13% | -3.15% |
| 2012 | 1.74% | 15.99% | 17.82% | 18.39% | $34,317 | $55,733 | $46,091 | 15.99% | 17.82% | 18.39% |
| 2013 | 1.50% | 32.31% | 33.06% | 42.21% | $45,404 | $74,157 | $65,545 | 32.31% | 33.06% | 42.21% |
| 2014 | 0.76% | 13.46% | 9.40% | 4.44% | $51,516 | $81,126 | $68,454 | 13.46% | 9.40% | 4.44% |
| 2015 | 0.73% | 1.25% | -2.50% | -3.29% | $52,161 | $79,096 | $66,205 | 1.25% | -2.50% | -3.29% |
| 2016 | 2.07% | 12.00% | 20.46% | 23.53% | $58,421 | $95,283 | $81,780 | 12.00% | 20.46% | 23.53% |
| 2017 | 2.11% | 21.70% | 15.92% | 11.52% | $71,099 | $110,456 | $91,204 | 21.70% | 15.92% | 11.52% |
| 2018 | 1.91% | -4.56% | -11.28% | -13.13% | $67,859 | $97,996 | $79,230 | -4.56% | -11.28% | -13.13% |
| 2019 | 2.29% | 31.22% | 25.78% | 21.75% | $89,046 | $123,262 | $96,461 | 31.22% | 25.78% | 21.75% |
| Annual returns for 1995 are based on partial year data | ||||||||||
| Year | Month | Return | Balance | SPDR S&P 500 ETF Trust (SPY) | SPDR S&P MIDCAP 400 ETF Trust (MDY) | DFA US Small Cap I (DFSTX) | ||||
|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio 1 | Portfolio 2 | Portfolio 3 | Portfolio 1 | Portfolio 2 | Portfolio 3 | |||||
| 1995 | 9 | 4.24% | 2.76% | 1.83% | $10,424 | $10,276 | $10,183 | 4.24% | 2.76% | 1.83% |
| 1995 | 10 | -0.29% | -3.17% | -5.17% | $10,393 | $9,950 | $9,657 | -0.29% | -3.17% | -5.17% |
| 1995 | 11 | 4.45% | 4.20% | 2.94% | $10,855 | $10,368 | $9,941 | 4.45% | 4.20% | 2.94% |
| 1995 | 12 | 1.57% | -0.36% | 2.39% | $11,026 | $10,331 | $10,178 | 1.57% | -0.36% | 2.39% |
| 1996 | 1 | 3.56% | 1.69% | 0.24% | $11,418 | $10,505 | $10,203 | 3.56% | 1.69% | 0.24% |
| 1996 | 2 | 0.32% | 3.15% | 3.34% | $11,455 | $10,836 | $10,544 | 0.32% | 3.15% | 3.34% |
| 1996 | 3 | 1.72% | 0.75% | 2.16% | $11,652 | $10,917 | $10,771 | 1.72% | 0.75% | 2.16% |
| 1996 | 4 | 1.09% | 3.28% | 6.64% | $11,779 | $11,274 | $11,486 | 1.09% | 3.28% | 6.64% |
| 1996 | 5 | 2.27% | 0.76% | 5.16% | $12,046 | $11,360 | $12,079 | 2.27% | 0.76% | 5.16% |
| 1996 | 6 | 0.88% | -1.99% | -4.57% | $12,152 | $11,134 | $11,527 | 0.88% | -1.99% | -4.57% |
| 1996 | 7 | -4.49% | -6.11% | -8.32% | $11,606 | $10,454 | $10,568 | -4.49% | -6.11% | -8.32% |
| 1996 | 8 | 1.93% | 5.40% | 5.84% | $11,829 | $11,018 | $11,185 | 1.93% | 5.40% | 5.84% |
| 1996 | 9 | 5.59% | 4.48% | 3.12% | $12,490 | $11,511 | $11,535 | 5.59% | 4.48% | 3.12% |
| 1996 | 10 | 3.23% | 0.46% | -1.48% | $12,894 | $11,564 | $11,364 | 3.23% | 0.46% | -1.48% |
| 1996 | 11 | 7.30% | 5.94% | 3.86% | $13,835 | $12,250 | $11,803 | 7.30% | 5.94% | 3.86% |
| 1996 | 12 | -2.38% | -2.62% | 1.48% | $13,506 | $11,929 | $11,977 | -2.38% | -2.62% | 1.48% |
| 1997 | 1 | 6.18% | 4.55% | 3.31% | $14,340 | $12,471 | $12,374 | 6.18% | 4.55% | 3.31% |
| 1997 | 2 | 0.96% | -1.09% | -2.14% | $14,477 | $12,336 | $12,110 | 0.96% | -1.09% | -2.14% |
| 1997 | 3 | -4.41% | -4.11% | -4.73% | $13,838 | $11,829 | $11,537 | -4.41% | -4.11% | -4.73% |
| 1997 | 4 | 6.26% | 2.43% | -1.15% | $14,705 | $12,116 | $11,405 | 6.26% | 2.43% | -1.15% |
| 1997 | 5 | 6.32% | 8.42% | 11.36% | $15,634 | $13,135 | $12,700 | 6.32% | 8.42% | 11.36% |
| 1997 | 6 | 4.11% | 3.18% | 5.14% | $16,277 | $13,553 | $13,352 | 4.11% | 3.18% | 5.14% |
| 1997 | 7 | 7.93% | 9.56% | 5.94% | $17,567 | $14,848 | $14,146 | 7.93% | 9.56% | 5.94% |
| 1997 | 8 | -5.18% | 0.15% | 3.68% | $16,657 | $14,871 | $14,666 | -5.18% | 0.15% | 3.68% |
| 1997 | 9 | 4.81% | 5.37% | 7.69% | $17,458 | $15,669 | $15,794 | 4.81% | 5.37% | 7.69% |
| 1997 | 10 | -2.45% | -3.78% | -4.35% | $17,030 | $15,076 | $15,106 | -2.45% | -3.78% | -4.35% |
| 1997 | 11 | 3.87% | 1.64% | -1.52% | $17,689 | $15,323 | $14,877 | 3.87% | 1.64% | -1.52% |
| 1997 | 12 | 1.91% | 2.10% | 0.02% | $18,027 | $15,645 | $14,880 | 1.91% | 2.10% | 0.02% |
| 1998 | 1 | 1.29% | -1.44% | -1.19% | $18,259 | $15,420 | $14,704 | 1.29% | -1.44% | -1.19% |
| 1998 | 2 | 6.93% | 7.82% | 7.33% | $19,525 | $16,626 | $15,782 | 6.93% | 7.82% | 7.33% |
| 1998 | 3 | 4.88% | 4.93% | 4.16% | $20,477 | $17,445 | $16,439 | 4.88% | 4.93% | 4.16% |
| 1998 | 4 | 1.28% | 1.47% | 1.37% | $20,739 | $17,701 | $16,664 | 1.28% | 1.47% | 1.37% |
| 1998 | 5 | -2.08% | -4.97% | -5.24% | $20,308 | $16,821 | $15,792 | -2.08% | -4.97% | -5.24% |
| 1998 | 6 | 4.26% | 1.49% | -1.37% | $21,173 | $17,072 | $15,576 | 4.26% | 1.49% | -1.37% |
| 1998 | 7 | -1.35% | -4.29% | -7.68% | $20,887 | $16,340 | $14,380 | -1.35% | -4.29% | -7.68% |
| 1998 | 8 | -14.12% | -20.05% | -20.59% | $17,938 | $13,064 | $11,420 | -14.12% | -20.05% | -20.59% |
| 1998 | 9 | 6.36% | 12.53% | 6.27% | $19,079 | $14,702 | $12,136 | 6.36% | 12.53% | 6.27% |
| 1998 | 10 | 8.11% | 7.94% | 4.36% | $20,626 | $15,869 | $12,665 | 8.11% | 7.94% | 4.36% |
| 1998 | 11 | 5.57% | 3.58% | 6.58% | $21,775 | $16,438 | $13,498 | 5.57% | 3.58% | 6.58% |
| 1998 | 12 | 6.54% | 11.44% | 4.16% | $23,199 | $18,318 | $14,060 | 6.54% | 11.44% | 4.16% |
| 1999 | 1 | 3.52% | -2.49% | 1.62% | $24,016 | $17,861 | $14,288 | 3.52% | -2.49% | 1.62% |
| 1999 | 2 | -3.21% | -4.93% | -8.52% | $23,246 | $16,980 | $13,070 | -3.21% | -4.93% | -8.52% |
| 1999 | 3 | 4.15% | 2.49% | -0.92% | $24,211 | $17,403 | $12,950 | 4.15% | 2.49% | -0.92% |
| 1999 | 4 | 3.80% | 7.93% | 9.07% | $25,130 | $18,783 | $14,125 | 3.80% | 7.93% | 9.07% |
| 1999 | 5 | -2.29% | 0.46% | 3.93% | $24,556 | $18,870 | $14,679 | -2.29% | 0.46% | 3.93% |
| 1999 | 6 | 5.54% | 5.18% | 5.85% | $25,915 | $19,847 | $15,538 | 5.54% | 5.18% | 5.85% |
| 1999 | 7 | -3.10% | -2.31% | -0.84% | $25,112 | $19,388 | $15,408 | -3.10% | -2.31% | -0.84% |
| 1999 | 8 | -0.52% | -3.43% | -2.68% | $24,981 | $18,724 | $14,995 | -0.52% | -3.43% | -2.68% |
| 1999 | 9 | -2.24% | -2.74% | -0.51% | $24,423 | $18,211 | $14,919 | -2.24% | -2.74% | -0.51% |
| 1999 | 10 | 6.41% | 4.87% | -1.17% | $25,988 | $19,099 | $14,745 | 6.41% | 4.87% | -1.17% |
| 1999 | 11 | 1.67% | 5.29% | 8.33% | $26,420 | $20,109 | $15,973 | 1.67% | 5.29% | 8.33% |
| 1999 | 12 | 5.71% | 5.22% | 10.40% | $27,929 | $21,158 | $17,634 | 5.71% | 5.22% | 10.40% |
| 2000 | 1 | -4.98% | -2.23% | -0.13% | $26,538 | $20,686 | $17,610 | -4.98% | -2.23% | -0.13% |
| 2000 | 2 | -1.52% | 7.80% | 16.71% | $26,134 | $22,299 | $20,553 | -1.52% | 7.80% | 16.71% |
| 2000 | 3 | 9.69% | 6.94% | -4.33% | $28,666 | $23,846 | $19,663 | 9.69% | 6.94% | -4.33% |
| 2000 | 4 | -3.51% | -3.15% | -7.85% | $27,660 | $23,095 | $18,121 | -3.51% | -3.15% | -7.85% |
| 2000 | 5 | -1.57% | -0.78% | -5.30% | $27,225 | $22,915 | $17,160 | -1.57% | -0.78% | -5.30% |
| 2000 | 6 | 1.97% | 1.44% | 10.24% | $27,761 | $23,246 | $18,916 | 1.97% | 1.44% | 10.24% |
| 2000 | 7 | -1.57% | 1.41% | -2.76% | $27,325 | $23,573 | $18,394 | -1.57% | 1.41% | -2.76% |
| 2000 | 8 | 6.53% | 10.83% | 8.19% | $29,111 | $26,127 | $19,901 | 6.53% | 10.83% | 8.19% |
| 2000 | 9 | -5.48% | -1.31% | -1.97% | $27,515 | $25,786 | $19,509 | -5.48% | -1.31% | -1.97% |
| 2000 | 10 | -0.47% | -3.31% | -4.44% | $27,386 | $24,933 | $18,643 | -0.47% | -3.31% | -4.44% |
| 2000 | 11 | -7.47% | -7.17% | -9.17% | $25,342 | $23,145 | $16,934 | -7.47% | -7.17% | -9.17% |
| 2000 | 12 | -0.52% | 7.24% | 6.69% | $25,211 | $24,822 | $18,066 | -0.52% | 7.24% | 6.69% |
| 2001 | 1 | 4.45% | 2.52% | 8.71% | $26,332 | $25,446 | $19,640 | 4.45% | 2.52% | 8.71% |
| 2001 | 2 | -9.54% | -6.20% | -6.67% | $23,820 | $23,868 | $18,331 | -9.54% | -6.20% | -6.67% |
| 2001 | 3 | -5.60% | -6.81% | -4.55% | $22,487 | $22,242 | $17,498 | -5.60% | -6.81% | -4.55% |
| 2001 | 4 | 8.54% | 10.55% | 7.79% | $24,408 | $24,587 | $18,860 | 8.54% | 10.55% | 7.79% |
| 2001 | 5 | -0.56% | 2.41% | 4.70% | $24,271 | $25,180 | $19,746 | -0.56% | 2.41% | 4.70% |
| 2001 | 6 | -2.38% | -0.12% | 5.02% | $23,693 | $25,150 | $20,738 | -2.38% | -0.12% | 5.02% |
| 2001 | 7 | -1.02% | -1.85% | -3.76% | $23,451 | $24,685 | $19,958 | -1.02% | -1.85% | -3.76% |
| 2001 | 8 | -5.93% | -3.08% | -2.98% | $22,060 | $23,925 | $19,362 | -5.93% | -3.08% | -2.98% |
| 2001 | 9 | -8.16% | -12.45% | -14.28% | $20,260 | $20,947 | $16,598 | -8.16% | -12.45% | -14.28% |
| 2001 | 10 | 1.30% | 4.42% | 6.69% | $20,524 | $21,873 | $17,709 | 1.30% | 4.42% | 6.69% |
| 2001 | 11 | 7.80% | 7.20% | 7.77% | $22,124 | $23,448 | $19,085 | 7.80% | 7.20% | 7.77% |
| 2001 | 12 | 0.56% | 4.96% | 6.67% | $22,248 | $24,612 | $20,358 | 0.56% | 4.96% | 6.67% |
| 2002 | 1 | -0.98% | -0.05% | -0.71% | $22,030 | $24,599 | $20,213 | -0.98% | -0.05% | -0.71% |
| 2002 | 2 | -1.79% | -0.22% | -2.66% | $21,635 | $24,546 | $19,675 | -1.79% | -0.22% | -2.66% |
| 2002 | 3 | 3.32% | 6.94% | 8.51% | $22,354 | $26,249 | $21,348 | 3.32% | 6.94% | 8.51% |
| 2002 | 4 | -5.82% | -0.21% | 0.27% | $21,054 | $26,193 | $21,406 | -5.82% | -0.21% | 0.27% |
| 2002 | 5 | -0.59% | -1.61% | -4.21% | $20,929 | $25,771 | $20,504 | -0.59% | -1.61% | -4.21% |
| 2002 | 6 | -7.38% | -7.50% | -5.11% | $19,386 | $23,839 | $19,456 | -7.38% | -7.50% | -5.11% |
| 2002 | 7 | -7.88% | -9.55% | -14.36% | $17,858 | $21,563 | $16,662 | -7.88% | -9.55% | -14.36% |
| 2002 | 8 | 0.68% | 0.15% | 0.09% | $17,979 | $21,595 | $16,677 | 0.68% | 0.15% | 0.09% |
| 2002 | 9 | -10.49% | -8.26% | -7.59% | $16,094 | $19,812 | $15,411 | -10.49% | -8.26% | -7.59% |
| 2002 | 10 | 8.23% | 4.53% | 3.78% | $17,418 | $20,708 | $15,993 | 8.23% | 4.53% | 3.78% |
| 2002 | 11 | 6.17% | 6.17% | 8.92% | $18,493 | $21,986 | $17,419 | 6.17% | 6.17% | 8.92% |
| 2002 | 12 | -5.66% | -4.32% | -5.50% | $17,445 | $21,036 | $16,461 | -5.66% | -4.32% | -5.50% |
| 2003 | 1 | -2.46% | -2.62% | -2.69% | $17,016 | $20,485 | $16,019 | -2.46% | -2.62% | -2.69% |
| 2003 | 2 | -1.35% | -2.59% | -3.22% | $16,787 | $19,956 | $15,503 | -1.35% | -2.59% | -3.22% |
| 2003 | 3 | 0.21% | 0.34% | 0.95% | $16,821 | $20,024 | $15,650 | 0.21% | 0.34% | 0.95% |
| 2003 | 4 | 8.46% | 7.45% | 10.08% | $18,245 | $21,515 | $17,228 | 8.46% | 7.45% | 10.08% |
| 2003 | 5 | 5.48% | 8.63% | 11.22% | $19,245 | $23,371 | $19,161 | 5.48% | 8.63% | 11.22% |
| 2003 | 6 | 1.07% | 0.90% | 2.69% | $19,450 | $23,582 | $19,677 | 1.07% | 0.90% | 2.69% |
| 2003 | 7 | 1.80% | 3.57% | 6.30% | $19,801 | $24,424 | $20,916 | 1.80% | 3.57% | 6.30% |
| 2003 | 8 | 2.06% | 4.46% | 5.01% | $20,209 | $25,513 | $21,963 | 2.06% | 4.46% | 5.01% |
| 2003 | 9 | -1.09% | -1.43% | -1.54% | $19,989 | $25,148 | $21,624 | -1.09% | -1.43% | -1.54% |
| 2003 | 10 | 5.35% | 7.66% | 8.73% | $21,059 | $27,074 | $23,512 | 5.35% | 7.66% | 8.73% |
| 2003 | 11 | 1.09% | 3.63% | 3.64% | $21,289 | $28,058 | $24,367 | 1.09% | 3.63% | 3.64% |
| 2003 | 12 | 5.03% | 1.43% | 2.34% | $22,361 | $28,459 | $24,937 | 5.03% | 1.43% | 2.34% |
| 2004 | 1 | 1.98% | 2.18% | 4.46% | $22,803 | $29,080 | $26,048 | 1.98% | 2.18% | 4.46% |
| 2004 | 2 | 1.36% | 2.41% | 0.85% | $23,112 | $29,782 | $26,271 | 1.36% | 2.41% | 0.85% |
| 2004 | 3 | -1.32% | 0.41% | 0.51% | $22,807 | $29,904 | $26,404 | -1.32% | 0.41% | 0.51% |
| 2004 | 4 | -1.89% | -3.62% | -4.10% | $22,376 | $28,822 | $25,322 | -1.89% | -3.62% | -4.10% |
| 2004 | 5 | 1.71% | 2.54% | 1.05% | $22,759 | $29,552 | $25,589 | 1.71% | 2.54% | 1.05% |
| 2004 | 6 | 1.85% | 1.99% | 4.37% | $23,180 | $30,141 | $26,707 | 1.85% | 1.99% | 4.37% |
| 2004 | 7 | -3.22% | -4.59% | -7.17% | $22,433 | $28,758 | $24,793 | -3.22% | -4.59% | -7.17% |
| 2004 | 8 | 0.24% | -0.02% | -1.44% | $22,488 | $28,752 | $24,437 | 0.24% | -0.02% | -1.44% |
| 2004 | 9 | 1.00% | 2.46% | 4.89% | $22,713 | $29,459 | $25,632 | 1.00% | 2.46% | 4.89% |
| 2004 | 10 | 1.29% | 1.71% | 1.91% | $23,006 | $29,962 | $26,122 | 1.29% | 1.71% | 1.91% |
| 2004 | 11 | 4.45% | 6.10% | 8.75% | $24,030 | $31,789 | $28,409 | 4.45% | 6.10% | 8.75% |
| 2004 | 12 | 3.02% | 3.76% | 3.47% | $24,754 | $32,983 | $29,394 | 3.02% | 3.76% | 3.47% |
| 2005 | 1 | -2.24% | -2.40% | -3.93% | $24,199 | $32,193 | $28,238 | -2.24% | -2.40% | -3.93% |
| 2005 | 2 | 2.09% | 3.64% | 1.75% | $24,705 | $33,365 | $28,733 | 2.09% | 3.64% | 1.75% |
| 2005 | 3 | -1.83% | -1.45% | -2.89% | $24,253 | $32,882 | $27,904 | -1.83% | -1.45% | -2.89% |
| 2005 | 4 | -1.87% | -3.71% | -6.24% | $23,799 | $31,662 | $26,162 | -1.87% | -3.71% | -6.24% |
| 2005 | 5 | 3.22% | 5.71% | 6.89% | $24,566 | $33,470 | $27,964 | 3.22% | 5.71% | 6.89% |
| 2005 | 6 | 0.15% | 2.60% | 3.77% | $24,603 | $34,339 | $29,020 | 0.15% | 2.60% | 3.77% |
| 2005 | 7 | 3.83% | 5.13% | 6.84% | $25,544 | $36,102 | $31,005 | 3.83% | 5.13% | 6.84% |
| 2005 | 8 | -0.94% | -0.96% | -1.41% | $25,305 | $35,754 | $30,568 | -0.94% | -0.96% | -1.41% |
| 2005 | 9 | 0.80% | 0.64% | 0.64% | $25,507 | $35,981 | $30,764 | 0.80% | 0.64% | 0.64% |
| 2005 | 10 | -2.37% | -2.99% | -3.09% | $24,904 | $34,904 | $29,815 | -2.37% | -2.99% | -3.09% |
| 2005 | 11 | 4.40% | 5.67% | 4.85% | $25,998 | $36,882 | $31,261 | 4.40% | 5.67% | 4.85% |
| 2005 | 12 | -0.19% | 0.64% | -0.25% | $25,949 | $37,117 | $31,182 | -0.19% | 0.64% | -0.25% |
| 2006 | 1 | 2.40% | 5.33% | 9.09% | $26,572 | $39,095 | $34,015 | 2.40% | 5.33% | 9.09% |
| 2006 | 2 | 0.57% | -0.28% | -0.19% | $26,724 | $38,985 | $33,951 | 0.57% | -0.28% | -0.19% |
| 2006 | 3 | 1.65% | 2.60% | 4.59% | $27,165 | $39,998 | $35,508 | 1.65% | 2.60% | 4.59% |
| 2006 | 4 | 1.26% | 1.35% | 0.23% | $27,508 | $40,536 | $35,589 | 1.26% | 1.35% | 0.23% |
| 2006 | 5 | -3.01% | -4.34% | -5.45% | $26,680 | $38,779 | $33,651 | -3.01% | -4.34% | -5.45% |
| 2006 | 6 | 0.26% | -0.54% | -0.59% | $26,750 | $38,569 | $33,453 | 0.26% | -0.54% | -0.59% |
| 2006 | 7 | 0.45% | -2.74% | -3.84% | $26,870 | $37,510 | $32,169 | 0.45% | -2.74% | -3.84% |
| 2006 | 8 | 2.18% | 1.20% | 2.79% | $27,456 | $37,962 | $33,068 | 2.18% | 1.20% | 2.79% |
| 2006 | 9 | 2.70% | 0.73% | 0.82% | $28,198 | $38,239 | $33,340 | 2.70% | 0.73% | 0.82% |
| 2006 | 10 | 3.15% | 4.08% | 5.64% | $29,086 | $39,798 | $35,221 | 3.15% | 4.08% | 5.64% |
| 2006 | 11 | 1.99% | 3.12% | 2.51% | $29,665 | $41,040 | $36,105 | 1.99% | 3.12% | 2.51% |
| 2006 | 12 | 1.34% | -0.53% | 0.71% | $30,061 | $40,823 | $36,362 | 1.34% | -0.53% | 0.71% |
| 2007 | 1 | 1.50% | 3.53% | 1.50% | $30,513 | $42,265 | $36,906 | 1.50% | 3.53% | 1.50% |
| 2007 | 2 | -1.96% | 1.10% | -0.51% | $29,915 | $42,731 | $36,719 | -1.96% | 1.10% | -0.51% |
| 2007 | 3 | 1.16% | 1.31% | 1.05% | $30,262 | $43,293 | $37,104 | 1.16% | 1.31% | 1.05% |
| 2007 | 4 | 4.43% | 2.77% | 1.83% | $31,602 | $44,491 | $37,785 | 4.43% | 2.77% | 1.83% |
| 2007 | 5 | 3.39% | 5.13% | 3.78% | $32,674 | $46,774 | $39,214 | 3.39% | 5.13% | 3.78% |
| 2007 | 6 | -1.46% | -2.18% | -1.09% | $32,196 | $45,757 | $38,785 | -1.46% | -2.18% | -1.09% |
| 2007 | 7 | -3.13% | -4.69% | -6.02% | $31,188 | $43,608 | $36,448 | -3.13% | -4.69% | -6.02% |
| 2007 | 8 | 1.28% | 1.13% | 1.40% | $31,588 | $44,100 | $36,960 | 1.28% | 1.13% | 1.40% |
| 2007 | 9 | 3.87% | 2.64% | 1.26% | $32,810 | $45,266 | $37,427 | 3.87% | 2.64% | 1.26% |
| 2007 | 10 | 1.36% | 2.57% | 1.97% | $33,255 | $46,431 | $38,163 | 1.36% | 2.57% | 1.97% |
| 2007 | 11 | -3.87% | -4.93% | -7.44% | $31,967 | $44,143 | $35,322 | -3.87% | -4.93% | -7.44% |
| 2007 | 12 | -1.13% | -0.84% | -0.20% | $31,605 | $43,771 | $35,250 | -1.13% | -0.84% | -0.20% |
| 2008 | 1 | -6.05% | -6.00% | -6.92% | $29,694 | $41,144 | $32,811 | -6.05% | -6.00% | -6.92% |
| 2008 | 2 | -2.58% | -1.06% | -3.22% | $28,927 | $40,709 | $31,756 | -2.58% | -1.06% | -3.22% |
| 2008 | 3 | -0.90% | -1.87% | 0.36% | $28,666 | $39,950 | $31,870 | -0.90% | -1.87% | 0.36% |
| 2008 | 4 | 4.77% | 7.92% | 3.15% | $30,032 | $43,114 | $32,873 | 4.77% | 7.92% | 3.15% |
| 2008 | 5 | 1.51% | 5.44% | 4.77% | $30,486 | $45,457 | $34,442 | 1.51% | 5.44% | 4.77% |
| 2008 | 6 | -8.35% | -7.10% | -8.95% | $27,940 | $42,230 | $31,359 | -8.35% | -7.10% | -8.95% |
| 2008 | 7 | -0.90% | -1.82% | 3.15% | $27,689 | $41,461 | $32,347 | -0.90% | -1.82% | 3.15% |
| 2008 | 8 | 1.55% | 1.44% | 3.62% | $28,117 | $42,060 | $33,517 | 1.55% | 1.44% | 3.62% |
| 2008 | 9 | -9.44% | -10.80% | -7.99% | $25,464 | $37,518 | $30,837 | -9.44% | -10.80% | -7.99% |
| 2008 | 10 | -16.52% | -21.55% | -20.58% | $21,257 | $29,434 | $24,490 | -16.52% | -21.55% | -20.58% |
| 2008 | 11 | -6.96% | -9.49% | -12.21% | $19,778 | $26,641 | $21,500 | -6.96% | -9.49% | -12.21% |
| 2008 | 12 | 0.98% | 4.42% | 4.91% | $19,972 | $27,820 | $22,557 | 0.98% | 4.42% | 4.91% |
| 2009 | 1 | -8.21% | -6.66% | -11.07% | $18,332 | $25,967 | $20,061 | -8.21% | -6.66% | -11.07% |
| 2009 | 2 | -10.74% | -9.45% | -12.07% | $16,362 | $23,513 | $17,639 | -10.74% | -9.45% | -12.07% |
| 2009 | 3 | 8.35% | 8.31% | 10.30% | $17,728 | $25,467 | $19,455 | 8.35% | 8.31% | 10.30% |
| 2009 | 4 | 9.93% | 14.78% | 18.57% | $19,490 | $29,230 | $23,068 | 9.93% | 14.78% | 18.57% |
| 2009 | 5 | 5.85% | 2.94% | 3.53% | $20,629 | $30,090 | $23,883 | 5.85% | 2.94% | 3.53% |
| 2009 | 6 | -0.07% | 0.88% | 2.59% | $20,615 | $30,356 | $24,502 | -0.07% | 0.88% | 2.59% |
| 2009 | 7 | 7.46% | 8.33% | 10.39% | $22,153 | $32,884 | $27,047 | 7.46% | 8.33% | 10.39% |
| 2009 | 8 | 3.69% | 4.36% | 3.57% | $22,971 | $34,318 | $28,013 | 3.69% | 4.36% | 3.57% |
| 2009 | 9 | 3.55% | 5.65% | 6.23% | $23,786 | $36,258 | $29,758 | 3.55% | 5.65% | 6.23% |
| 2009 | 10 | -1.92% | -4.51% | -6.94% | $23,328 | $34,622 | $27,694 | -1.92% | -4.51% | -6.94% |
| 2009 | 11 | 6.16% | 4.20% | 2.55% | $24,765 | $36,075 | $28,400 | 6.16% | 4.20% | 2.55% |
| 2009 | 12 | 1.91% | 6.09% | 8.29% | $25,238 | $38,274 | $30,754 | 1.91% | 6.09% | 8.29% |
| 2010 | 1 | -3.63% | -3.22% | -3.03% | $24,320 | $37,042 | $29,821 | -3.63% | -3.22% | -3.03% |
| 2010 | 2 | 3.12% | 5.06% | 4.88% | $25,079 | $38,916 | $31,277 | 3.12% | 5.06% | 4.88% |
| 2010 | 3 | 6.09% | 7.17% | 8.19% | $26,607 | $41,707 | $33,839 | 6.09% | 7.17% | 8.19% |
| 2010 | 4 | 1.55% | 4.17% | 6.79% | $27,018 | $43,447 | $36,136 | 1.55% | 4.17% | 6.79% |
| 2010 | 5 | -7.95% | -7.05% | -7.80% | $24,871 | $40,382 | $33,316 | -7.95% | -7.05% | -7.80% |
| 2010 | 6 | -5.17% | -6.57% | -7.99% | $23,584 | $37,728 | $30,653 | -5.17% | -6.57% | -7.99% |
| 2010 | 7 | 6.83% | 6.81% | 7.20% | $25,195 | $40,296 | $32,860 | 6.83% | 6.81% | 7.20% |
| 2010 | 8 | -4.50% | -4.96% | -7.63% | $24,062 | $38,298 | $30,353 | -4.50% | -4.96% | -7.63% |
| 2010 | 9 | 8.96% | 11.27% | 13.05% | $26,217 | $42,612 | $34,316 | 8.96% | 11.27% | 13.05% |
| 2010 | 10 | 3.82% | 3.39% | 4.10% | $27,218 | $44,058 | $35,721 | 3.82% | 3.39% | 4.10% |
| 2010 | 11 | 0.00% | 2.96% | 4.20% | $27,218 | $45,363 | $37,221 | 0.00% | 2.96% | 4.20% |
| 2010 | 12 | 6.68% | 6.55% | 7.99% | $29,038 | $48,334 | $40,196 | 6.68% | 6.55% | 7.99% |
| 2011 | 1 | 2.33% | 1.92% | 0.09% | $29,714 | $49,264 | $40,234 | 2.33% | 1.92% | 0.09% |
| 2011 | 2 | 3.47% | 4.54% | 5.61% | $30,747 | $51,501 | $42,492 | 3.47% | 4.54% | 5.61% |
| 2011 | 3 | 0.01% | 2.59% | 2.86% | $30,750 | $52,835 | $43,708 | 0.01% | 2.59% | 2.86% |
| 2011 | 4 | 2.90% | 2.63% | 2.37% | $31,640 | $54,224 | $44,744 | 2.90% | 2.63% | 2.37% |
| 2011 | 5 | -1.12% | -0.92% | -2.02% | $31,285 | $53,727 | $43,840 | -1.12% | -0.92% | -2.02% |
| 2011 | 6 | -1.69% | -2.54% | -1.60% | $30,757 | $52,362 | $43,140 | -1.69% | -2.54% | -1.60% |
| 2011 | 7 | -2.00% | -3.46% | -3.50% | $30,142 | $50,550 | $41,631 | -2.00% | -3.46% | -3.50% |
| 2011 | 8 | -5.50% | -7.16% | -8.97% | $28,485 | $46,929 | $37,896 | -5.50% | -7.16% | -8.97% |
| 2011 | 9 | -6.94% | -10.48% | -11.10% | $26,507 | $42,012 | $33,688 | -6.94% | -10.48% | -11.10% |
| 2011 | 10 | 10.91% | 13.56% | 15.32% | $29,400 | $47,708 | $38,849 | 10.91% | 13.56% | 15.32% |
| 2011 | 11 | -0.41% | -0.24% | -0.34% | $29,280 | $47,593 | $38,716 | -0.41% | -0.24% | -0.34% |
| 2011 | 12 | 1.04% | -0.61% | 0.55% | $29,586 | $47,304 | $38,930 | 1.04% | -0.61% | 0.55% |
| 2012 | 1 | 4.64% | 6.59% | 6.73% | $30,958 | $50,421 | $41,548 | 4.64% | 6.59% | 6.73% |
| 2012 | 2 | 4.34% | 4.51% | 2.88% | $32,302 | $52,696 | $42,744 | 4.34% | 4.51% | 2.88% |
| 2012 | 3 | 3.22% | 1.93% | 2.61% | $33,340 | $53,711 | $43,860 | 3.22% | 1.93% | 2.61% |
| 2012 | 4 | -0.67% | -0.28% | -1.38% | $33,118 | $53,559 | $43,252 | -0.67% | -0.28% | -1.38% |
| 2012 | 5 | -6.01% | -6.45% | -6.49% | $31,129 | $50,103 | $40,444 | -6.01% | -6.45% | -6.49% |
| 2012 | 6 | 4.05% | 1.93% | 4.22% | $32,391 | $51,069 | $42,152 | 4.05% | 1.93% | 4.22% |
| 2012 | 7 | 1.18% | -0.02% | -0.81% | $32,774 | $51,057 | $41,809 | 1.18% | -0.02% | -0.81% |
| 2012 | 8 | 2.51% | 3.54% | 3.51% | $33,595 | $52,867 | $43,276 | 2.51% | 3.54% | 3.51% |
| 2012 | 9 | 2.54% | 1.69% | 3.26% | $34,446 | $53,760 | $44,688 | 2.54% | 1.69% | 3.26% |
| 2012 | 10 | -1.82% | -0.93% | -1.24% | $33,820 | $53,261 | $44,134 | -1.82% | -0.93% | -1.24% |
| 2012 | 11 | 0.57% | 2.30% | 1.17% | $34,011 | $54,486 | $44,650 | 0.57% | 2.30% | 1.17% |
| 2012 | 12 | 0.90% | 2.29% | 3.23% | $34,317 | $55,733 | $46,091 | 0.90% | 2.29% | 3.23% |
| 2013 | 1 | 5.12% | 7.08% | 6.26% | $36,074 | $59,679 | $48,978 | 5.12% | 7.08% | 6.26% |
| 2013 | 2 | 1.28% | 0.83% | 1.00% | $36,534 | $60,174 | $49,466 | 1.28% | 0.83% | 1.00% |
| 2013 | 3 | 3.80% | 4.84% | 4.83% | $37,922 | $63,089 | $51,855 | 3.80% | 4.84% | 4.83% |
| 2013 | 4 | 1.92% | 0.60% | -0.82% | $38,650 | $63,465 | $51,428 | 1.92% | 0.60% | -0.82% |
| 2013 | 5 | 2.36% | 2.29% | 5.14% | $39,563 | $64,918 | $54,071 | 2.36% | 2.29% | 5.14% |
| 2013 | 6 | -1.34% | -2.29% | -0.11% | $39,034 | $63,428 | $54,011 | -1.34% | -2.29% | -0.11% |
| 2013 | 7 | 5.17% | 6.67% | 7.21% | $41,051 | $67,658 | $57,904 | 5.17% | 6.67% | 7.21% |
| 2013 | 8 | -3.00% | -3.86% | -3.38% | $39,820 | $65,043 | $55,947 | -3.00% | -3.86% | -3.38% |
| 2013 | 9 | 3.17% | 5.36% | 6.20% | $41,082 | $68,528 | $59,417 | 3.17% | 5.36% | 6.20% |
| 2013 | 10 | 4.63% | 3.62% | 3.27% | $42,984 | $71,008 | $61,358 | 4.63% | 3.62% | 3.27% |
| 2013 | 11 | 2.96% | 1.24% | 4.70% | $44,258 | $71,889 | $64,239 | 2.96% | 1.24% | 4.70% |
| 2013 | 12 | 2.59% | 3.16% | 2.03% | $45,404 | $74,157 | $65,545 | 2.59% | 3.16% | 2.03% |
| 2014 | 1 | -3.52% | -2.22% | -4.10% | $43,803 | $72,512 | $62,859 | -3.52% | -2.22% | -4.10% |
| 2014 | 2 | 4.55% | 4.86% | 4.57% | $45,797 | $76,037 | $65,735 | 4.55% | 4.86% | 4.57% |
| 2014 | 3 | 0.83% | 0.35% | 0.54% | $46,178 | $76,300 | $66,088 | 0.83% | 0.35% | 0.54% |
| 2014 | 4 | 0.70% | -1.49% | -2.95% | $46,499 | $75,164 | $64,141 | 0.70% | -1.49% | -2.95% |
| 2014 | 5 | 2.32% | 1.64% | 0.56% | $47,578 | $76,394 | $64,500 | 2.32% | 1.64% | 0.56% |
| 2014 | 6 | 2.06% | 4.17% | 4.75% | $48,560 | $79,580 | $67,566 | 2.06% | 4.17% | 4.75% |
| 2014 | 7 | -1.34% | -4.39% | -5.99% | $47,907 | $76,089 | $63,515 | -1.34% | -4.39% | -5.99% |
| 2014 | 8 | 3.95% | 5.06% | 4.74% | $49,798 | $79,941 | $66,527 | 3.95% | 5.06% | 4.74% |
| 2014 | 9 | -1.38% | -4.54% | -5.39% | $49,111 | $76,313 | $62,938 | -1.38% | -4.54% | -5.39% |
| 2014 | 10 | 2.36% | 3.53% | 5.94% | $50,268 | $79,006 | $66,678 | 2.36% | 3.53% | 5.94% |
| 2014 | 11 | 2.75% | 1.84% | 0.35% | $51,649 | $80,457 | $66,911 | 2.75% | 1.84% | 0.35% |
| 2014 | 12 | -0.26% | 0.83% | 2.31% | $51,516 | $81,126 | $68,454 | -0.26% | 0.83% | 2.31% |
| 2015 | 1 | -2.96% | -1.10% | -4.14% | $49,990 | $80,235 | $65,619 | -2.96% | -1.10% | -4.14% |
| 2015 | 2 | 5.62% | 5.03% | 6.60% | $52,800 | $84,270 | $69,949 | 5.62% | 5.03% | 6.60% |
| 2015 | 3 | -1.57% | 1.33% | 1.77% | $51,968 | $85,392 | $71,186 | -1.57% | 1.33% | 1.77% |
| 2015 | 4 | 0.98% | -1.48% | -2.32% | $52,479 | $84,132 | $69,535 | 0.98% | -1.48% | -2.32% |
| 2015 | 5 | 1.29% | 1.66% | 1.74% | $53,154 | $85,530 | $70,746 | 1.29% | 1.66% | 1.74% |
| 2015 | 6 | -2.03% | -1.29% | 1.01% | $52,076 | $84,425 | $71,459 | -2.03% | -1.29% | 1.01% |
| 2015 | 7 | 2.26% | 0.11% | -1.27% | $53,252 | $84,515 | $70,554 | 2.26% | 0.11% | -1.27% |
| 2015 | 8 | -6.10% | -5.66% | -5.00% | $50,006 | $79,728 | $67,023 | -6.10% | -5.66% | -5.00% |
| 2015 | 9 | -2.54% | -3.19% | -3.83% | $48,734 | $77,183 | $64,456 | -2.54% | -3.19% | -3.83% |
| 2015 | 10 | 8.51% | 5.55% | 5.87% | $52,880 | $81,469 | $68,240 | 8.51% | 5.55% | 5.87% |
| 2015 | 11 | 0.37% | 1.34% | 2.53% | $53,073 | $82,557 | $69,966 | 0.37% | 1.34% | 2.53% |
| 2015 | 12 | -1.72% | -4.19% | -5.38% | $52,161 | $79,096 | $66,205 | -1.72% | -4.19% | -5.38% |
| 2016 | 1 | -4.98% | -5.54% | -6.35% | $49,564 | $74,716 | $62,003 | -4.98% | -5.54% | -6.35% |
| 2016 | 2 | -0.08% | 1.24% | 1.05% | $49,523 | $75,640 | $62,657 | -0.08% | 1.24% | 1.05% |
| 2016 | 3 | 6.72% | 8.48% | 7.61% | $52,854 | $82,056 | $67,422 | 6.72% | 8.48% | 7.61% |
| 2016 | 4 | 0.39% | 1.19% | 0.94% | $53,062 | $83,033 | $68,054 | 0.39% | 1.19% | 0.94% |
| 2016 | 5 | 1.70% | 2.25% | 1.27% | $53,965 | $84,898 | $68,920 | 1.70% | 2.25% | 1.27% |
| 2016 | 6 | 0.35% | 0.47% | -0.52% | $54,153 | $85,294 | $68,564 | 0.35% | 0.47% | -0.52% |
| 2016 | 7 | 3.65% | 4.24% | 5.00% | $56,128 | $88,913 | $71,991 | 3.65% | 4.24% | 5.00% |
| 2016 | 8 | 0.12% | 0.46% | 1.50% | $56,196 | $89,320 | $73,071 | 0.12% | 0.46% | 1.50% |
| 2016 | 9 | 0.01% | -0.59% | 0.40% | $56,200 | $88,796 | $73,365 | 0.01% | -0.59% | 0.40% |
| 2016 | 10 | -1.73% | -2.66% | -3.40% | $55,226 | $86,437 | $70,872 | -1.73% | -2.66% | -3.40% |
| 2016 | 11 | 3.68% | 7.88% | 12.11% | $57,260 | $93,251 | $79,457 | 3.68% | 7.88% | 12.11% |
| 2016 | 12 | 2.03% | 2.18% | 2.92% | $58,421 | $95,283 | $81,780 | 2.03% | 2.18% | 2.92% |
| 2017 | 1 | 1.79% | 1.65% | 0.00% | $59,467 | $96,852 | $81,780 | 1.79% | 1.65% | 0.00% |
| 2017 | 2 | 3.93% | 2.60% | 1.18% | $61,803 | $99,366 | $82,747 | 3.93% | 2.60% | 1.18% |
| 2017 | 3 | 0.13% | -0.45% | -0.19% | $61,881 | $98,917 | $82,586 | 0.13% | -0.45% | -0.19% |
| 2017 | 4 | 0.99% | 0.78% | 0.88% | $62,495 | $99,686 | $83,312 | 0.99% | 0.78% | 0.88% |
| 2017 | 5 | 1.41% | -0.47% | -2.50% | $63,377 | $99,218 | $81,229 | 1.41% | -0.47% | -2.50% |
| 2017 | 6 | 0.64% | 1.52% | 2.60% | $63,781 | $100,729 | $83,345 | 0.64% | 1.52% | 2.60% |
| 2017 | 7 | 2.06% | 0.91% | 0.79% | $65,092 | $101,642 | $84,000 | 2.06% | 0.91% | 0.79% |
| 2017 | 8 | 0.29% | -1.54% | -2.31% | $65,282 | $100,082 | $82,058 | 0.29% | -1.54% | -2.31% |
| 2017 | 9 | 2.01% | 3.88% | 7.08% | $66,597 | $103,960 | $87,866 | 2.01% | 3.88% | 7.08% |
| 2017 | 10 | 2.36% | 2.23% | 1.02% | $68,166 | $106,283 | $88,766 | 2.36% | 2.23% | 1.02% |
| 2017 | 11 | 3.06% | 3.68% | 3.07% | $70,250 | $110,198 | $91,492 | 3.06% | 3.68% | 3.07% |
| 2017 | 12 | 1.21% | 0.23% | -0.31% | $71,099 | $110,456 | $91,204 | 1.21% | 0.23% | -0.31% |
| 2018 | 1 | 5.64% | 2.78% | 2.20% | $75,106 | $113,523 | $93,209 | 5.64% | 2.78% | 2.20% |
| 2018 | 2 | -3.64% | -4.43% | -4.49% | $72,375 | $108,489 | $89,022 | -3.64% | -4.43% | -4.49% |
| 2018 | 3 | -2.74% | 0.97% | 0.89% | $70,391 | $109,547 | $89,816 | -2.74% | 0.97% | 0.89% |
| 2018 | 4 | 0.52% | -0.36% | 0.82% | $70,755 | $109,156 | $90,553 | 0.52% | -0.36% | 0.82% |
| 2018 | 5 | 2.43% | 4.12% | 5.22% | $72,475 | $113,653 | $95,281 | 2.43% | 4.12% | 5.22% |
| 2018 | 6 | 0.58% | 0.41% | 0.86% | $72,892 | $114,125 | $96,105 | 0.58% | 0.41% | 0.86% |
| 2018 | 7 | 3.70% | 1.70% | 2.12% | $75,592 | $116,069 | $98,143 | 3.70% | 1.70% | 2.12% |
| 2018 | 8 | 3.19% | 3.16% | 3.69% | $78,005 | $119,741 | $101,761 | 3.19% | 3.16% | 3.69% |
| 2018 | 9 | 0.59% | -1.07% | -2.49% | $78,469 | $118,460 | $99,229 | 0.59% | -1.07% | -2.49% |
| 2018 | 10 | -6.91% | -9.61% | -9.86% | $73,047 | $107,077 | $89,446 | -6.91% | -9.61% | -9.86% |
| 2018 | 11 | 1.85% | 3.19% | 1.00% | $74,402 | $110,491 | $90,340 | 1.85% | 3.19% | 1.00% |
| 2018 | 12 | -8.79% | -11.31% | -12.30% | $67,859 | $97,996 | $79,230 | -8.79% | -11.31% | -12.30% |
| 2019 | 1 | 8.01% | 10.28% | 10.66% | $73,292 | $108,071 | $87,673 | 8.01% | 10.28% | 10.66% |
| 2019 | 2 | 3.24% | 4.32% | 4.77% | $75,668 | $112,743 | $91,854 | 3.24% | 4.32% | 4.77% |
| 2019 | 3 | 1.81% | -0.56% | -3.03% | $77,036 | $112,117 | $89,068 | 1.81% | -0.56% | -3.03% |
| 2019 | 4 | 4.09% | 3.97% | 4.26% | $80,183 | $116,564 | $92,858 | 4.09% | 3.97% | 4.26% |
| 2019 | 5 | -6.38% | -8.07% | -9.14% | $75,070 | $107,160 | $84,370 | -6.38% | -8.07% | -9.14% |
| 2019 | 6 | 6.96% | 7.82% | 7.61% | $80,294 | $115,539 | $90,792 | 6.96% | 7.82% | 7.61% |
| 2019 | 7 | 1.51% | 0.94% | 0.62% | $81,508 | $116,624 | $91,354 | 1.51% | 0.94% | 0.62% |
| 2019 | 8 | -1.67% | -4.13% | -5.98% | $80,144 | $111,808 | $85,894 | -1.67% | -4.13% | -5.98% |
| 2019 | 9 | 1.95% | 3.12% | 3.54% | $81,705 | $115,294 | $88,938 | 1.95% | 3.12% | 3.54% |
| 2019 | 10 | 2.21% | 1.07% | 1.99% | $83,511 | $116,524 | $90,709 | 2.21% | 1.07% | 1.99% |
| 2019 | 11 | 3.62% | 2.92% | 3.11% | $86,534 | $119,929 | $93,527 | 3.62% | 2.92% | 3.11% |
| 2019 | 12 | 2.90% | 2.78% | 3.14% | $89,046 | $123,262 | $96,461 | 2.90% | 2.78% | 3.14% |
| Style Category | Portfolio 1 | Portfolio 2 | Portfolio 3 |
|---|---|---|---|
| Large-cap Value | 46.27% | 0.50% | 0.00% |
| Large-cap Growth | 52.82% | 0.32% | 0.00% |
| Mid-cap Value | 0.00% | 47.51% | 0.00% |
| Mid-cap Growth | 0.55% | 51.45% | 9.38% |
| Small-cap Value | 0.00% | 0.00% | 62.11% |
| Small-cap Growth | 0.00% | 0.00% | 26.89% |
| Global ex-US Developed Markets | 0.00% | 0.00% | 0.00% |
| Emerging Markets | 0.03% | 0.21% | 1.62% |
| Corporate Bonds | 0.33% | 0.00% | 0.00% |
| Long-Term Treasuries | 0.00% | 0.00% | 0.00% |
| Intermediate-Term Treasuries | 0.00% | 0.00% | 0.00% |
| Short-Term Treasuries | 0.00% | 0.01% | 0.00% |
| R Squared | 99.90% | 99.88% | 98.55% |
| Style analysis is based on monthly returns from Apr 2005 to Dec 2019 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 | ER | P/E | Return Contribution | Risk Contribution |
|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF Trust | Large Blend | 100.00% | 0.09% | 25.89 | $79,046 | 100.00% |
| Ticker | Name | Category | Weight | ER | Return Contribution | Risk Contribution |
|---|---|---|---|---|---|---|
| MDY | SPDR S&P MIDCAP 400 ETF Trust | Mid-Cap Blend | 100.00% | 0.23% | $113,262 | 100.00% |
| Ticker | Name | Category | Weight | ER | P/E | Return Contribution | Risk Contribution |
|---|---|---|---|---|---|---|---|
| DFSTX | DFA US Small Cap I | Small Blend | 100.00% | 0.35% | 18.29 | $86,461 | 100.00% |
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.
| Metric | Portfolio 1 | Portfolio 2 | Portfolio 3 |
|---|---|---|---|
| Arithmetic Mean (monthly) | 0.84% | 0.99% | 0.94% |
| Arithmetic Mean (annualized) | 10.58% | 12.50% | 11.90% |
| Geometric Mean (monthly) | 0.75% | 0.86% | 0.78% |
| Geometric Mean (annualized) | 9.40% | 10.87% | 9.76% |
| Volatility (monthly) | 4.22% | 4.91% | 5.67% |
| Volatility (annualized) | 14.63% | 17.02% | 19.65% |
| Downside Deviation (monthly) | 2.82% | 3.25% | 3.77% |
| Max. Drawdown | -50.80% | -49.73% | -55.02% |
| US Market Correlation | 0.99 | 0.94 | 0.88 |
| Beta(*) | 0.96 | 1.06 | 1.14 |
| Alpha (annualized) | 0.36% | 1.07% | -0.31% |
| R2 | 97.43% | 88.04% | 76.81% |
| Sharpe Ratio | 0.54 | 0.56 | 0.46 |
| Sortino Ratio | 0.78 | 0.83 | 0.68 |
| Treynor Ratio (%) | 8.20 | 9.05 | 7.93 |
| Calmar Ratio | 1.12 | 0.49 | 0.26 |
| Active Return | 0.01% | 1.48% | 0.37% |
| Tracking Error | 2.43% | 5.95% | 9.70% |
| Information Ratio | 0.00 | 0.25 | 0.04 |
| Skewness | -0.65 | -0.68 | -0.44 |
| Excess Kurtosis | 1.12 | 2.22 | 1.16 |
| Historical Value-at-Risk (5%) | -7.11% | -7.17% | -8.67% |
| Analytical Value-at-Risk (5%) | -6.10% | -7.09% | -8.39% |
| Conditional Value-at-Risk (5%) | -9.64% | -11.12% | -12.47% |
| Upside Capture Ratio (%) | 95.42 | 108.41 | 116.08 |
| Downside Capture Ratio (%) | 94.27 | 102.87 | 117.59 |
| Safe Withdrawal Rate | 8.54% | 10.16% | 8.69% |
| Perpetual Withdrawal Rate | 6.45% | 7.66% | 6.75% |
| Positive Periods | 189 out of 292 (64.73%) | 183 out of 292 (62.67%) | 180 out of 292 (61.64%) |
| Gain/Loss Ratio | 0.90 | 1.00 | 0.94 |
| * US stock market is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values. | |||
| Stress Period | Start | End | Portfolio 1 | Portfolio 2 | Portfolio 3 |
|---|---|---|---|---|---|
| Asian Crisis | Jul 1997 | Jan 1998 | -5.18% | -3.78% | -6.90% |
| Russian Debt Default | Jul 1998 | Oct 1998 | -15.28% | -23.47% | -26.68% |
| Dotcom Crash | Mar 2000 | Oct 2002 | -44.71% | -24.52% | -28.01% |
| Subprime Crisis | Nov 2007 | Mar 2009 | -50.80% | -49.36% | -53.78% |
| Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
|---|---|---|---|---|---|---|---|
| 1 | Nov 2007 | Feb 2009 | 1 year 4 months | Mar 2012 | 3 years 1 month | 4 years 5 months | -50.80% |
| 2 | Sep 2000 | Sep 2002 | 2 years 1 month | Nov 2006 | 4 years 2 months | 6 years 3 months | -44.71% |
| 3 | Jul 1998 | Aug 1998 | 2 months | Nov 1998 | 3 months | 5 months | -15.28% |
| 4 | Oct 2018 | Dec 2018 | 3 months | Apr 2019 | 4 months | 7 months | -13.52% |
| 5 | Aug 2015 | Sep 2015 | 2 months | May 2016 | 8 months | 10 months | -8.48% |
| 6 | Apr 2012 | May 2012 | 2 months | Aug 2012 | 3 months | 5 months | -6.63% |
| 7 | Jan 2000 | Feb 2000 | 2 months | Mar 2000 | 1 month | 3 months | -6.43% |
| 8 | May 2019 | May 2019 | 1 month | Jun 2019 | 1 month | 2 months | -6.38% |
| 9 | Feb 2018 | Mar 2018 | 2 months | Jul 2018 | 4 months | 6 months | -6.28% |
| 10 | Jul 1999 | Sep 1999 | 3 months | Oct 1999 | 1 month | 4 months | -5.76% |
| Worst 10 drawdowns included above | |||||||
| Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
|---|---|---|---|---|---|---|---|
| 1 | Jun 2007 | Feb 2009 | 1 year 9 months | Dec 2010 | 1 year 10 months | 3 years 7 months | -49.73% |
| 2 | May 1998 | Aug 1998 | 4 months | Dec 1998 | 4 months | 8 months | -26.19% |
| 3 | Apr 2002 | Sep 2002 | 6 months | Oct 2003 | 1 year 1 month | 1 year 7 months | -24.52% |
| 4 | May 2011 | Sep 2011 | 5 months | Nov 2012 | 1 year 2 months | 1 year 7 months | -22.52% |
| 5 | Sep 2000 | Sep 2001 | 1 year 1 month | Mar 2002 | 6 months | 1 year 7 months | -19.83% |
| 6 | Sep 2018 | Dec 2018 | 4 months | Nov 2019 | 11 months | 1 year 3 months | -18.16% |
| 7 | Jun 2015 | Jan 2016 | 8 months | Jul 2016 | 6 months | 1 year 2 months | -12.64% |
| 8 | Jul 1999 | Sep 1999 | 3 months | Nov 1999 | 2 months | 5 months | -8.24% |
| 9 | Jun 1996 | Jul 1996 | 2 months | Sep 1996 | 2 months | 4 months | -7.98% |
| 10 | May 2006 | Jul 2006 | 3 months | Nov 2006 | 4 months | 7 months | -7.47% |
| Worst 10 drawdowns included above | |||||||
| Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
|---|---|---|---|---|---|---|---|
| 1 | Jun 2007 | Feb 2009 | 1 year 9 months | Dec 2010 | 1 year 10 months | 3 years 7 months | -55.02% |
| 2 | May 1998 | Aug 1998 | 4 months | Dec 1999 | 1 year 4 months | 1 year 8 months | -31.47% |
| 3 | May 2002 | Sep 2002 | 5 months | Aug 2003 | 11 months | 1 year 4 months | -28.01% |
| 4 | May 2011 | Sep 2011 | 5 months | Dec 2012 | 1 year 3 months | 1 year 8 months | -24.71% |
| 5 | Sep 2018 | Dec 2018 | 4 months | -22.14% | |||
| 6 | Jul 2001 | Sep 2001 | 3 months | Mar 2002 | 6 months | 9 months | -19.96% |
| 7 | Mar 2000 | Nov 2000 | 9 months | Jun 2001 | 7 months | 1 year 4 months | -17.61% |
| 8 | Jul 2015 | Jan 2016 | 7 months | Jul 2016 | 6 months | 1 year 1 month | -13.23% |
| 9 | Jun 1996 | Jul 1996 | 2 months | Jan 1997 | 6 months | 8 months | -12.51% |
| 10 | Jan 2005 | Apr 2005 | 4 months | Jul 2005 | 3 months | 7 months | -10.99% |
| Worst 10 drawdowns included above | |||||||
| Ticker | Name | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | US Mkt Correlation |
|---|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF Trust | 9.40% | 14.63% | 33.48% | -36.81% | -50.80% | 0.54 | 0.78 | 0.99 |
| MDY | SPDR S&P MIDCAP 400 ETF Trust | 10.87% | 17.02% | 37.58% | -36.44% | -49.73% | 0.56 | 0.83 | 0.94 |
| DFSTX | DFA US Small Cap I | 9.76% | 19.65% | 51.49% | -36.01% | -55.02% | 0.46 | 0.68 | 0.88 |
| Ticker | Name | SPY | MDY | DFSTX | Portfolio 1 | Portfolio 2 | Portfolio 3 |
|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF Trust | 1.00 | 0.90 | 0.81 | 1.00 | 0.90 | 0.81 |
| MDY | SPDR S&P MIDCAP 400 ETF Trust | 0.90 | 1.00 | 0.92 | 0.90 | 1.00 | 0.92 |
| DFSTX | DFA US Small Cap I | 0.81 | 0.92 | 1.00 | 0.81 | 0.92 | 1.00 |
| Ticker | Name | Portfolio 1 | Portfolio 2 | Portfolio 3 |
|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF Trust | $79,046 | ||
| MDY | SPDR S&P MIDCAP 400 ETF Trust | $113,262 | ||
| DFSTX | DFA US Small Cap I | $86,461 |
| Ticker | Name | Portfolio 1 | Portfolio 2 | Portfolio 3 |
|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF Trust | 100.00% | ||
| MDY | SPDR S&P MIDCAP 400 ETF Trust | 100.00% | ||
| DFSTX | DFA US Small Cap I | 100.00% |
| Roll Period | Portfolio 1 | Portfolio 2 | Portfolio 3 | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Average | High | Low | Average | High | Low | Average | High | Low | |
| 1 year | 10.69% | 33.48% | -36.81% | 12.33% | 37.58% | -36.44% | 11.67% | 51.49% | -36.01% |
| 3 years | 8.54% | 28.14% | -14.52% | 10.70% | 21.05% | -9.16% | 9.74% | 23.73% | -10.23% |
| 5 years | 7.09% | 17.99% | -2.38% | 10.12% | 21.66% | -0.45% | 9.64% | 23.78% | -1.99% |
| 7 years | 6.71% | 14.70% | -1.53% | 9.86% | 16.10% | 1.77% | 9.65% | 16.63% | 1.48% |
| 10 years | 6.39% | 13.44% | -1.49% | 9.57% | 13.64% | 4.27% | 9.32% | 13.39% | 4.84% |
| 15 years | 6.32% | 9.82% | 4.17% | 9.54% | 11.69% | 8.03% | 9.30% | 12.09% | 7.83% |
| Result statistics are based on annualized rolling returns over full calendar year periods | |||||||||