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 |
|---|---|---|
| VFITX | Vanguard Interm-Term Treasury Inv | 100.00% |
| Save portfolio » | ||
| Ticker | Name | Allocation |
|---|---|---|
| VFITX | Vanguard Interm-Term Treasury Inv | 300.00% |
| CASHX | Cash | -200.00% |
| Save portfolio » | ||
| Ticker | Name | Allocation |
|---|---|---|
| VFINX | Vanguard 500 Index Investor | 50.00% |
| VFITX | Vanguard Interm-Term Treasury Inv | 150.00% |
| CASHX | Cash | -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 | $45,109 | 5.49% | 4.72% | 20.44% | -4.33% | -6.47% | 0.64 | 1.07 | -0.15 |
| Portfolio 2 | $10,000 | $189,612 | 11.01% | 14.04% | 54.95% | -20.02% | -24.16% | 0.64 | 1.07 | -0.15 |
| Portfolio 3 | $10,000 | $191,778 | 11.06% | 9.31% | 46.24% | -9.91% | -19.81% | 0.91 | 1.52 | 0.64 |
| Vanguard 500 Index Investor | $10,000 | $141,864 | 9.87% | 14.13% | 37.45% | -37.02% | -50.97% | 0.57 | 0.83 | 0.99 |
| Year | Inflation | Return | Balance | Vanguard Interm-Term Treasury Inv (VFITX) | Cash (CASHX) | Vanguard 500 Index Investor (VFINX) | ||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio 1 | Portfolio 2 | Portfolio 3 | Vanguard 500 Index Investor | Portfolio 1 | Portfolio 2 | Portfolio 3 | Vanguard 500 Index Investor | |||||
| 1991 | 0.36% | 4.77% | 12.88% | 9.93% | 6.94% | $10,477 | $11,288 | $10,993 | $10,694 | 4.77% | 0.77% | 6.94% |
| 1992 | 2.90% | 7.78% | 15.65% | 11.79% | 7.42% | $11,292 | $13,055 | $12,289 | $11,488 | 7.78% | 3.57% | 7.42% |
| 1993 | 2.75% | 11.43% | 29.48% | 19.54% | 9.89% | $12,583 | $16,904 | $14,689 | $12,625 | 11.43% | 3.05% | 9.89% |
| 1994 | 2.67% | -4.33% | -20.02% | -9.91% | 1.18% | $12,038 | $13,519 | $13,234 | $12,773 | -4.33% | 4.20% | 1.18% |
| 1995 | 2.54% | 20.44% | 54.95% | 46.24% | 37.45% | $14,499 | $20,948 | $19,353 | $17,556 | 20.44% | 5.71% | 37.45% |
| 1996 | 3.32% | 1.92% | -5.08% | 8.32% | 22.88% | $14,777 | $19,884 | $20,964 | $21,573 | 1.92% | 5.17% | 22.88% |
| 1997 | 1.70% | 8.96% | 16.29% | 24.70% | 33.19% | $16,101 | $23,123 | $26,141 | $28,733 | 8.96% | 5.22% | 33.19% |
| 1998 | 1.61% | 10.61% | 22.01% | 26.74% | 28.62% | $17,809 | $28,212 | $33,130 | $36,955 | 10.61% | 4.97% | 28.62% |
| 1999 | 2.68% | -3.52% | -18.68% | -0.39% | 21.07% | $17,182 | $22,941 | $33,000 | $44,741 | -3.52% | 4.77% | 21.07% |
| 2000 | 3.39% | 14.03% | 31.42% | 9.78% | -9.06% | $19,592 | $30,150 | $36,228 | $40,689 | 14.03% | 5.99% | -9.06% |
| 2001 | 1.55% | 7.55% | 14.76% | 1.74% | -12.02% | $21,071 | $34,601 | $36,858 | $35,797 | 7.55% | 3.70% | -12.02% |
| 2002 | 2.38% | 14.15% | 42.08% | 7.26% | -22.15% | $24,052 | $49,159 | $39,533 | $27,870 | 14.15% | 1.65% | -22.15% |
| 2003 | 1.88% | 2.37% | 3.87% | 16.28% | 28.50% | $24,622 | $51,060 | $45,971 | $35,813 | 2.37% | 1.04% | 28.50% |
| 2004 | 3.26% | 3.40% | 6.93% | 9.17% | 10.74% | $25,460 | $54,597 | $50,185 | $39,660 | 3.40% | 1.32% | 10.74% |
| 2005 | 3.42% | 2.32% | 0.27% | 2.79% | 4.77% | $26,049 | $54,746 | $51,586 | $41,553 | 2.32% | 3.14% | 4.77% |
| 2006 | 2.54% | 3.14% | -0.40% | 7.46% | 15.64% | $26,866 | $54,528 | $55,434 | $48,053 | 3.14% | 4.82% | 15.64% |
| 2007 | 4.08% | 9.98% | 20.97% | 13.47% | 5.39% | $29,548 | $65,965 | $62,902 | $50,641 | 9.98% | 4.56% | 5.39% |
| 2008 | 0.09% | 13.32% | 38.68% | -4.80% | -37.02% | $33,485 | $91,481 | $59,883 | $31,894 | 13.32% | 1.53% | -37.02% |
| 2009 | 2.72% | -1.69% | -6.31% | 9.63% | 26.49% | $32,920 | $85,708 | $65,649 | $40,341 | -1.69% | 0.16% | 26.49% |
| 2010 | 1.50% | 7.35% | 22.45% | 19.91% | 14.91% | $35,341 | $104,954 | $78,723 | $46,357 | 7.35% | 0.14% | 14.91% |
| 2011 | 2.96% | 9.80% | 31.44% | 16.56% | 1.97% | $38,803 | $137,951 | $91,762 | $47,269 | 9.80% | 0.07% | 1.97% |
| 2012 | 1.74% | 2.67% | 7.84% | 12.10% | 15.82% | $39,841 | $148,772 | $102,863 | $54,749 | 2.67% | 0.08% | 15.82% |
| 2013 | 1.50% | -3.09% | -9.45% | 9.72% | 32.18% | $38,611 | $134,721 | $112,863 | $72,364 | -3.09% | 0.05% | 32.18% |
| 2014 | 0.76% | 4.32% | 13.17% | 13.48% | 13.51% | $40,278 | $152,463 | $128,080 | $82,140 | 4.32% | 0.03% | 13.51% |
| 2015 | 0.73% | 1.50% | 4.06% | 3.18% | 1.25% | $40,884 | $158,658 | $132,151 | $83,165 | 1.50% | 0.05% | 1.25% |
| 2016 | 2.07% | 1.19% | 2.42% | 7.54% | 11.82% | $41,370 | $162,498 | $142,112 | $92,993 | 1.19% | 0.30% | 11.82% |
| 2017 | 2.11% | 1.57% | 2.86% | 11.97% | 21.67% | $42,019 | $167,144 | $159,124 | $113,142 | 1.57% | 0.88% | 21.67% |
| 2018 | 1.91% | 1.00% | -1.08% | -2.28% | -4.52% | $42,440 | $165,342 | $155,503 | $108,023 | 1.00% | 1.90% | -4.52% |
| 2019 | 2.29% | 6.29% | 14.68% | 23.33% | 31.33% | $45,109 | $189,612 | $191,778 | $141,864 | 6.29% | 2.13% | 31.33% |
| Annual returns for 1991 are based on partial year data | ||||||||||||
| Year | Month | Return | Balance | Vanguard Interm-Term Treasury Inv (VFITX) | Cash (CASHX) | Vanguard 500 Index Investor (VFINX) | ||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio 1 | Portfolio 2 | Portfolio 3 | Vanguard 500 Index Investor | Portfolio 1 | Portfolio 2 | Portfolio 3 | Vanguard 500 Index Investor | |||||
| 1991 | 11 | 1.00% | 2.18% | -0.91% | -4.01% | $10,100 | $10,218 | $9,909 | $9,599 | 1.00% | 0.40% | -4.01% |
| 1991 | 12 | 3.73% | 10.47% | 10.94% | 11.41% | $10,477 | $11,288 | $10,993 | $10,694 | 3.73% | 0.37% | 11.41% |
| 1992 | 1 | -2.15% | -7.10% | -4.49% | -1.88% | $10,251 | $10,486 | $10,499 | $10,493 | -2.15% | 0.33% | -1.88% |
| 1992 | 2 | 0.52% | 0.91% | 1.08% | 1.24% | $10,305 | $10,581 | $10,612 | $10,624 | 0.52% | 0.32% | 1.24% |
| 1992 | 3 | -0.91% | -3.39% | -2.66% | -1.93% | $10,211 | $10,222 | $10,330 | $10,419 | -0.91% | 0.33% | -1.93% |
| 1992 | 4 | 0.57% | 1.02% | 1.97% | 2.91% | $10,268 | $10,326 | $10,533 | $10,723 | 0.57% | 0.34% | 2.91% |
| 1992 | 5 | 2.18% | 5.91% | 3.20% | 0.48% | $10,492 | $10,936 | $10,869 | $10,775 | 2.18% | 0.31% | 0.48% |
| 1992 | 6 | 1.82% | 4.85% | 1.68% | -1.49% | $10,683 | $11,467 | $11,052 | $10,614 | 1.82% | 0.31% | -1.49% |
| 1992 | 7 | 3.07% | 8.63% | 6.33% | 4.04% | $11,012 | $12,456 | $11,752 | $11,043 | 3.07% | 0.30% | 4.04% |
| 1992 | 8 | 1.20% | 3.07% | 0.50% | -2.07% | $11,144 | $12,839 | $11,811 | $10,815 | 1.20% | 0.27% | -2.07% |
| 1992 | 9 | 1.73% | 4.67% | 2.92% | 1.17% | $11,337 | $13,439 | $12,156 | $10,941 | 1.73% | 0.26% | 1.17% |
| 1992 | 10 | -1.71% | -5.59% | -2.63% | 0.33% | $11,143 | $12,688 | $11,836 | $10,977 | -1.71% | 0.23% | 0.33% |
| 1992 | 11 | -0.46% | -1.87% | 0.77% | 3.40% | $11,092 | $12,450 | $11,927 | $11,351 | -0.46% | 0.25% | 3.40% |
| 1992 | 12 | 1.80% | 4.85% | 3.03% | 1.21% | $11,292 | $13,055 | $12,289 | $11,488 | 1.80% | 0.27% | 1.21% |
| 1993 | 1 | 2.72% | 7.65% | 4.23% | 0.81% | $11,599 | $14,053 | $12,808 | $11,581 | 2.72% | 0.26% | 0.81% |
| 1993 | 2 | 2.53% | 7.11% | 4.23% | 1.36% | $11,893 | $15,052 | $13,350 | $11,738 | 2.53% | 0.24% | 1.36% |
| 1993 | 3 | 0.40% | 0.71% | 1.41% | 2.11% | $11,940 | $15,158 | $13,538 | $11,985 | 0.40% | 0.25% | 2.11% |
| 1993 | 4 | 0.93% | 2.31% | -0.06% | -2.42% | $12,051 | $15,508 | $13,530 | $11,695 | 0.93% | 0.24% | -2.42% |
| 1993 | 5 | -0.15% | -0.93% | 0.86% | 2.65% | $12,033 | $15,364 | $13,647 | $12,005 | -0.15% | 0.24% | 2.65% |
| 1993 | 6 | 2.20% | 6.09% | 3.18% | 0.27% | $12,298 | $16,299 | $14,080 | $12,037 | 2.20% | 0.26% | 0.27% |
| 1993 | 7 | 0.02% | -0.44% | -0.43% | -0.42% | $12,301 | $16,227 | $14,019 | $11,986 | 0.02% | 0.25% | -0.42% |
| 1993 | 8 | 2.18% | 6.04% | 4.91% | 3.79% | $12,569 | $17,206 | $14,708 | $12,440 | 2.18% | 0.25% | 3.79% |
| 1993 | 9 | 0.62% | 1.36% | 0.28% | -0.79% | $12,647 | $17,440 | $14,749 | $12,341 | 0.62% | 0.25% | -0.79% |
| 1993 | 10 | 0.09% | -0.21% | 0.94% | 2.08% | $12,659 | $17,404 | $14,887 | $12,598 | 0.09% | 0.24% | 2.08% |
| 1993 | 11 | -1.16% | -3.98% | -2.49% | -1.00% | $12,513 | $16,711 | $14,517 | $12,472 | -1.16% | 0.25% | -1.00% |
| 1993 | 12 | 0.56% | 1.15% | 1.19% | 1.22% | $12,583 | $16,904 | $14,689 | $12,625 | 0.56% | 0.26% | 1.22% |
| 1994 | 1 | 1.49% | 3.95% | 3.66% | 3.38% | $12,769 | $17,572 | $15,228 | $13,051 | 1.49% | 0.25% | 3.38% |
| 1994 | 2 | -2.46% | -7.88% | -5.30% | -2.71% | $12,455 | $16,187 | $14,421 | $12,697 | -2.46% | 0.25% | -2.71% |
| 1994 | 3 | -2.62% | -8.42% | -6.40% | -4.39% | $12,129 | $14,825 | $13,498 | $12,140 | -2.62% | 0.28% | -4.39% |
| 1994 | 4 | -0.92% | -3.35% | -1.03% | 1.29% | $12,017 | $14,328 | $13,359 | $12,296 | -0.92% | 0.29% | 1.29% |
| 1994 | 5 | 0.18% | -0.12% | 0.74% | 1.60% | $12,038 | $14,311 | $13,458 | $12,493 | 0.18% | 0.32% | 1.60% |
| 1994 | 6 | -0.33% | -1.70% | -2.07% | -2.45% | $11,998 | $14,067 | $13,179 | $12,188 | -0.33% | 0.35% | -2.45% |
| 1994 | 7 | 1.70% | 4.41% | 3.85% | 3.28% | $12,203 | $14,688 | $13,685 | $12,587 | 1.70% | 0.35% | 3.28% |
| 1994 | 8 | 0.30% | 0.18% | 2.13% | 4.08% | $12,239 | $14,715 | $13,977 | $13,100 | 0.30% | 0.36% | 4.08% |
| 1994 | 9 | -1.79% | -6.12% | -4.28% | -2.45% | $12,021 | $13,814 | $13,378 | $12,780 | -1.79% | 0.38% | -2.45% |
| 1994 | 10 | -0.26% | -1.57% | 0.34% | 2.25% | $11,989 | $13,597 | $13,423 | $13,067 | -0.26% | 0.39% | 2.25% |
| 1994 | 11 | -0.38% | -1.99% | -2.82% | -3.65% | $11,943 | $13,327 | $13,044 | $12,589 | -0.38% | 0.42% | -3.65% |
| 1994 | 12 | 0.79% | 1.45% | 1.45% | 1.46% | $12,038 | $13,519 | $13,234 | $12,773 | 0.79% | 0.47% | 1.46% |
| 1995 | 1 | 1.94% | 4.89% | 3.74% | 2.58% | $12,272 | $14,181 | $13,729 | $13,103 | 1.94% | 0.47% | 2.58% |
| 1995 | 2 | 2.58% | 6.76% | 5.32% | 3.88% | $12,589 | $15,140 | $14,459 | $13,612 | 2.58% | 0.49% | 3.88% |
| 1995 | 3 | 0.57% | 0.75% | 1.85% | 2.95% | $12,661 | $15,253 | $14,727 | $14,014 | 0.57% | 0.48% | 2.95% |
| 1995 | 4 | 1.56% | 3.71% | 3.33% | 2.94% | $12,858 | $15,819 | $15,217 | $14,426 | 1.56% | 0.48% | 2.94% |
| 1995 | 5 | 4.74% | 13.26% | 8.61% | 3.95% | $13,467 | $17,917 | $16,527 | $14,996 | 4.74% | 0.48% | 3.95% |
| 1995 | 6 | 0.81% | 1.48% | 1.89% | 2.31% | $13,576 | $18,182 | $16,840 | $15,343 | 0.81% | 0.47% | 2.31% |
| 1995 | 7 | -0.61% | -2.73% | 0.29% | 3.30% | $13,494 | $17,686 | $16,888 | $15,850 | -0.61% | 0.46% | 3.30% |
| 1995 | 8 | 1.31% | 3.02% | 1.64% | 0.26% | $13,671 | $18,220 | $17,165 | $15,892 | 1.31% | 0.46% | 0.26% |
| 1995 | 9 | 0.90% | 1.81% | 3.01% | 4.21% | $13,794 | $18,550 | $17,682 | $16,561 | 0.90% | 0.44% | 4.21% |
| 1995 | 10 | 1.76% | 4.41% | 2.03% | -0.36% | $14,037 | $19,368 | $18,040 | $16,501 | 1.76% | 0.44% | -0.36% |
| 1995 | 11 | 1.82% | 4.57% | 4.47% | 4.38% | $14,293 | $20,253 | $18,847 | $17,224 | 1.82% | 0.45% | 4.38% |
| 1995 | 12 | 1.44% | 3.43% | 2.68% | 1.93% | $14,499 | $20,948 | $19,353 | $17,556 | 1.44% | 0.45% | 1.93% |
| 1996 | 1 | 0.69% | 1.24% | 2.31% | 3.39% | $14,599 | $21,207 | $19,800 | $18,151 | 0.69% | 0.42% | 3.39% |
| 1996 | 2 | -2.38% | -7.96% | -3.52% | 0.92% | $14,252 | $19,520 | $19,104 | $18,318 | -2.38% | 0.41% | 0.92% |
| 1996 | 3 | -1.09% | -4.10% | -1.56% | 0.98% | $14,096 | $18,720 | $18,806 | $18,497 | -1.09% | 0.41% | 0.98% |
| 1996 | 4 | -1.03% | -3.93% | -1.24% | 1.46% | $13,951 | $17,985 | $18,573 | $18,767 | -1.03% | 0.42% | 1.46% |
| 1996 | 5 | -0.44% | -2.16% | 0.19% | 2.54% | $13,890 | $17,596 | $18,609 | $19,244 | -0.44% | 0.42% | 2.54% |
| 1996 | 6 | 1.51% | 3.68% | 2.03% | 0.38% | $14,099 | $18,243 | $18,987 | $19,318 | 1.51% | 0.42% | 0.38% |
| 1996 | 7 | 0.14% | -0.42% | -2.42% | -4.42% | $14,120 | $18,166 | $18,527 | $18,464 | 0.14% | 0.42% | -4.42% |
| 1996 | 8 | -0.35% | -1.91% | 0.09% | 2.10% | $14,071 | $17,820 | $18,545 | $18,851 | -0.35% | 0.44% | 2.10% |
| 1996 | 9 | 1.91% | 4.85% | 5.23% | 5.61% | $14,339 | $18,684 | $19,514 | $19,908 | 1.91% | 0.43% | 5.61% |
| 1996 | 10 | 2.48% | 6.61% | 4.68% | 2.76% | $14,694 | $19,920 | $20,428 | $20,456 | 2.48% | 0.41% | 2.76% |
| 1996 | 11 | 2.04% | 5.28% | 6.42% | 7.56% | $14,994 | $20,971 | $21,740 | $22,004 | 2.04% | 0.42% | 7.56% |
| 1996 | 12 | -1.45% | -5.18% | -3.57% | -1.96% | $14,777 | $19,884 | $20,964 | $21,573 | -1.45% | 0.42% | -1.96% |
| 1997 | 1 | 0.06% | -0.68% | 2.77% | 6.22% | $14,785 | $19,748 | $21,544 | $22,914 | 0.06% | 0.43% | 6.22% |
| 1997 | 2 | 0.10% | -0.55% | 0.12% | 0.79% | $14,800 | $19,639 | $21,569 | $23,095 | 0.10% | 0.42% | 0.79% |
| 1997 | 3 | -1.30% | -4.76% | -4.45% | -4.14% | $14,607 | $18,703 | $20,609 | $22,140 | -1.30% | 0.43% | -4.14% |
| 1997 | 4 | 1.61% | 3.96% | 4.96% | 5.96% | $14,842 | $19,444 | $21,631 | $23,458 | 1.61% | 0.44% | 5.96% |
| 1997 | 5 | 0.83% | 1.64% | 3.86% | 6.09% | $14,966 | $19,762 | $22,466 | $24,886 | 0.83% | 0.43% | 6.09% |
| 1997 | 6 | 1.00% | 2.20% | 3.33% | 4.45% | $15,116 | $20,198 | $23,214 | $25,995 | 1.00% | 0.40% | 4.45% |
| 1997 | 7 | 2.85% | 7.70% | 7.83% | 7.97% | $15,547 | $21,753 | $25,033 | $28,065 | 2.85% | 0.43% | 7.97% |
| 1997 | 8 | -0.99% | -3.84% | -4.73% | -5.61% | $15,393 | $20,917 | $23,850 | $26,491 | -0.99% | 0.43% | -5.61% |
| 1997 | 9 | 1.47% | 3.55% | 4.51% | 5.47% | $15,619 | $21,659 | $24,925 | $27,940 | 1.47% | 0.43% | 5.47% |
| 1997 | 10 | 1.66% | 4.15% | 0.40% | -3.35% | $15,878 | $22,558 | $25,025 | $27,004 | 1.66% | 0.41% | -3.35% |
| 1997 | 11 | 0.31% | 0.09% | 2.34% | 4.60% | $15,928 | $22,578 | $25,611 | $28,246 | 0.31% | 0.43% | 4.60% |
| 1997 | 12 | 1.09% | 2.41% | 2.07% | 1.72% | $16,101 | $23,123 | $26,141 | $28,733 | 1.09% | 0.43% | 1.72% |
| 1998 | 1 | 1.73% | 4.30% | 2.71% | 1.11% | $16,379 | $24,118 | $26,848 | $29,052 | 1.73% | 0.44% | 1.11% |
| 1998 | 2 | -0.38% | -2.00% | 2.59% | 7.19% | $16,316 | $23,634 | $27,545 | $31,141 | -0.38% | 0.43% | 7.19% |
| 1998 | 3 | 0.14% | -0.46% | 2.32% | 5.10% | $16,338 | $23,525 | $28,184 | $32,731 | 0.14% | 0.44% | 5.10% |
| 1998 | 4 | 0.49% | 0.63% | 0.82% | 1.01% | $16,419 | $23,673 | $28,415 | $33,060 | 0.49% | 0.42% | 1.01% |
| 1998 | 5 | 0.98% | 2.11% | 0.18% | -1.74% | $16,579 | $24,173 | $28,467 | $32,484 | 0.98% | 0.41% | -1.74% |
| 1998 | 6 | 0.95% | 2.04% | 3.06% | 4.07% | $16,737 | $24,666 | $29,337 | $33,807 | 0.95% | 0.41% | 4.07% |
| 1998 | 7 | 0.22% | -0.18% | -0.61% | -1.05% | $16,774 | $24,623 | $29,157 | $33,450 | 0.22% | 0.42% | -1.05% |
| 1998 | 8 | 3.20% | 8.75% | -2.86% | -14.47% | $17,310 | $26,778 | $28,323 | $28,609 | 3.20% | 0.42% | -14.47% |
| 1998 | 9 | 3.64% | 10.12% | 8.26% | 6.41% | $17,940 | $29,487 | $30,663 | $30,443 | 3.64% | 0.40% | 6.41% |
| 1998 | 10 | -0.77% | -3.02% | 2.57% | 8.16% | $17,802 | $28,597 | $31,452 | $32,928 | -0.77% | 0.36% | 8.16% |
| 1998 | 11 | -0.35% | -1.75% | 2.16% | 6.07% | $17,741 | $28,096 | $32,132 | $34,928 | -0.35% | 0.36% | 6.07% |
| 1998 | 12 | 0.38% | 0.41% | 3.11% | 5.81% | $17,809 | $28,212 | $33,130 | $36,955 | 0.38% | 0.37% | 5.81% |
| 1999 | 1 | 0.65% | 1.23% | 2.72% | 4.20% | $17,925 | $28,559 | $34,030 | $38,509 | 0.65% | 0.37% | 4.20% |
| 1999 | 2 | -3.07% | -9.94% | -6.53% | -3.12% | $17,375 | $25,721 | $31,808 | $37,306 | -3.07% | 0.37% | -3.12% |
| 1999 | 3 | 0.58% | 0.98% | 2.49% | 4.00% | $17,477 | $25,973 | $32,600 | $38,796 | 0.58% | 0.38% | 4.00% |
| 1999 | 4 | 0.28% | 0.12% | 1.99% | 3.85% | $17,526 | $26,005 | $33,247 | $40,291 | 0.28% | 0.37% | 3.85% |
| 1999 | 5 | -1.37% | -4.85% | -3.62% | -2.39% | $17,287 | $24,744 | $32,044 | $39,328 | -1.37% | 0.37% | -2.39% |
| 1999 | 6 | -0.26% | -1.55% | 2.00% | 5.56% | $17,241 | $24,360 | $32,686 | $41,513 | -0.26% | 0.38% | 5.56% |
| 1999 | 7 | -0.45% | -2.14% | -2.63% | -3.13% | $17,163 | $23,840 | $31,825 | $40,214 | -0.45% | 0.39% | -3.13% |
| 1999 | 8 | -0.07% | -0.99% | -0.74% | -0.50% | $17,151 | $23,605 | $31,589 | $40,014 | -0.07% | 0.39% | -0.50% |
| 1999 | 9 | 1.08% | 2.43% | -0.16% | -2.74% | $17,336 | $24,178 | $31,540 | $38,918 | 1.08% | 0.41% | -2.74% |
| 1999 | 10 | 0.12% | -0.42% | 2.95% | 6.33% | $17,358 | $24,076 | $32,471 | $41,380 | 0.12% | 0.40% | 6.33% |
| 1999 | 11 | -0.08% | -1.07% | 0.48% | 2.02% | $17,344 | $23,818 | $32,626 | $42,218 | -0.08% | 0.42% | 2.02% |
| 1999 | 12 | -0.94% | -3.68% | 1.15% | 5.98% | $17,182 | $22,941 | $33,000 | $44,741 | -0.94% | 0.43% | 5.98% |
| 2000 | 1 | -0.46% | -2.25% | -3.64% | -5.03% | $17,103 | $22,426 | $31,799 | $42,490 | -0.46% | 0.43% | -5.03% |
| 2000 | 2 | 1.00% | 2.07% | 0.08% | -1.91% | $17,274 | $22,891 | $31,826 | $41,680 | 1.00% | 0.47% | -1.91% |
| 2000 | 3 | 2.04% | 5.16% | 7.46% | 9.76% | $17,626 | $24,073 | $34,201 | $45,748 | 2.04% | 0.47% | 9.76% |
| 2000 | 4 | -0.26% | -1.73% | -2.37% | -3.01% | $17,581 | $23,657 | $33,391 | $44,373 | -0.26% | 0.48% | -3.01% |
| 2000 | 5 | 0.16% | -0.48% | -1.26% | -2.04% | $17,609 | $23,544 | $32,971 | $43,468 | 0.16% | 0.48% | -2.04% |
| 2000 | 6 | 2.20% | 5.68% | 4.09% | 2.49% | $17,996 | $24,882 | $34,318 | $44,549 | 2.20% | 0.46% | 2.49% |
| 2000 | 7 | 0.62% | 0.91% | -0.29% | -1.49% | $18,109 | $25,109 | $34,219 | $43,885 | 0.62% | 0.48% | -1.49% |
| 2000 | 8 | 1.62% | 3.83% | 5.01% | 6.19% | $18,401 | $26,070 | $35,933 | $46,602 | 1.62% | 0.51% | 6.19% |
| 2000 | 9 | 0.89% | 1.65% | -1.82% | -5.29% | $18,565 | $26,500 | $35,279 | $44,137 | 0.89% | 0.52% | -5.29% |
| 2000 | 10 | 0.90% | 1.69% | 0.63% | -0.43% | $18,733 | $26,947 | $35,501 | $43,947 | 0.90% | 0.51% | -0.43% |
| 2000 | 11 | 2.14% | 5.38% | -1.25% | -7.88% | $19,134 | $28,398 | $35,058 | $40,485 | 2.14% | 0.52% | -7.88% |
| 2000 | 12 | 2.39% | 6.17% | 3.34% | 0.50% | $19,592 | $30,150 | $36,228 | $40,689 | 2.39% | 0.51% | 0.50% |
| 2001 | 1 | 1.33% | 3.01% | 3.28% | 3.55% | $19,852 | $31,058 | $37,416 | $42,132 | 1.33% | 0.48% | 3.55% |
| 2001 | 2 | 1.26% | 2.97% | -3.09% | -9.14% | $20,102 | $31,979 | $36,261 | $38,282 | 1.26% | 0.41% | -9.14% |
| 2001 | 3 | 0.50% | 0.72% | -2.82% | -6.36% | $20,204 | $32,209 | $35,239 | $35,849 | 0.50% | 0.40% | -6.36% |
| 2001 | 4 | -1.16% | -4.18% | 1.80% | 7.77% | $19,970 | $30,863 | $35,872 | $38,634 | -1.16% | 0.35% | 7.77% |
| 2001 | 5 | 0.22% | 0.01% | 0.33% | 0.65% | $20,013 | $30,865 | $35,989 | $38,885 | 0.22% | 0.32% | 0.65% |
| 2001 | 6 | 0.30% | 0.31% | -1.07% | -2.45% | $20,074 | $30,960 | $35,605 | $37,934 | 0.30% | 0.30% | -2.45% |
| 2001 | 7 | 2.73% | 7.58% | 3.29% | -1.00% | $20,621 | $33,307 | $36,777 | $37,555 | 2.73% | 0.30% | -1.00% |
| 2001 | 8 | 1.11% | 2.75% | -1.76% | -6.27% | $20,850 | $34,224 | $36,129 | $35,199 | 1.11% | 0.29% | -6.27% |
| 2001 | 9 | 2.41% | 6.68% | -0.71% | -8.09% | $21,353 | $36,509 | $35,874 | $32,351 | 2.41% | 0.28% | -8.09% |
| 2001 | 10 | 2.22% | 6.26% | 4.08% | 1.90% | $21,826 | $38,793 | $37,336 | $32,964 | 2.22% | 0.20% | 1.90% |
| 2001 | 11 | -2.32% | -7.31% | 0.17% | 7.65% | $21,319 | $35,959 | $37,401 | $35,487 | -2.32% | 0.17% | 7.65% |
| 2001 | 12 | -1.16% | -3.78% | -1.45% | 0.87% | $21,071 | $34,601 | $36,858 | $35,797 | -1.16% | 0.15% | 0.87% |
| 2002 | 1 | 0.45% | 1.07% | -0.20% | -1.47% | $21,166 | $34,970 | $36,783 | $35,270 | 0.45% | 0.14% | -1.47% |
| 2002 | 2 | 1.29% | 3.58% | 0.82% | -1.94% | $21,439 | $36,224 | $37,086 | $34,587 | 1.29% | 0.14% | -1.94% |
| 2002 | 3 | -2.30% | -7.19% | -1.73% | 3.74% | $20,946 | $33,618 | $36,446 | $35,882 | -2.30% | 0.15% | 3.74% |
| 2002 | 4 | 2.62% | 7.56% | 0.74% | -6.07% | $21,495 | $36,159 | $36,717 | $33,702 | 2.62% | 0.15% | -6.07% |
| 2002 | 5 | 1.04% | 2.83% | 1.04% | -0.75% | $21,718 | $37,181 | $37,097 | $33,448 | 1.04% | 0.15% | -0.75% |
| 2002 | 6 | 1.72% | 4.87% | -1.13% | -7.13% | $22,091 | $38,993 | $36,678 | $31,061 | 1.72% | 0.14% | -7.13% |
| 2002 | 7 | 2.66% | 7.69% | -0.02% | -7.72% | $22,678 | $41,990 | $36,672 | $28,664 | 2.66% | 0.14% | -7.72% |
| 2002 | 8 | 2.42% | 6.98% | 3.82% | 0.65% | $23,227 | $44,920 | $38,071 | $28,851 | 2.42% | 0.14% | 0.65% |
| 2002 | 9 | 3.03% | 8.80% | -1.04% | -10.87% | $23,930 | $48,874 | $37,676 | $25,713 | 3.03% | 0.14% | -10.87% |
| 2002 | 10 | -0.70% | -2.36% | 3.21% | 8.78% | $23,762 | $47,719 | $38,886 | $27,972 | -0.70% | 0.13% | 8.78% |
| 2002 | 11 | -1.32% | -4.20% | 0.84% | 5.88% | $23,448 | $45,713 | $39,211 | $29,615 | -1.32% | 0.12% | 5.88% |
| 2002 | 12 | 2.58% | 7.54% | 0.82% | -5.89% | $24,052 | $49,159 | $39,533 | $27,870 | 2.58% | 0.10% | -5.89% |
| 2003 | 1 | -0.49% | -1.68% | -2.15% | -2.62% | $23,933 | $48,331 | $38,681 | $27,138 | -0.49% | 0.10% | -2.62% |
| 2003 | 2 | 1.77% | 5.12% | 1.80% | -1.52% | $24,357 | $50,805 | $39,378 | $26,726 | 1.77% | 0.10% | -1.52% |
| 2003 | 3 | -0.19% | -0.75% | 0.10% | 0.96% | $24,312 | $50,422 | $39,418 | $26,982 | -0.19% | 0.10% | 0.96% |
| 2003 | 4 | 0.24% | 0.54% | 4.39% | 8.25% | $24,371 | $50,692 | $41,150 | $29,209 | 0.24% | 0.09% | 8.25% |
| 2003 | 5 | 2.74% | 8.02% | 6.64% | 5.26% | $25,037 | $54,759 | $43,884 | $30,746 | 2.74% | 0.09% | 5.26% |
| 2003 | 6 | -0.43% | -1.48% | -0.11% | 1.26% | $24,929 | $53,950 | $43,836 | $31,134 | -0.43% | 0.09% | 1.26% |
| 2003 | 7 | -3.87% | -11.77% | -5.01% | 1.74% | $23,964 | $47,601 | $41,639 | $31,677 | -3.87% | 0.07% | 1.74% |
| 2003 | 8 | 0.19% | 0.40% | 1.17% | 1.93% | $24,008 | $47,792 | $42,125 | $32,289 | 0.19% | 0.08% | 1.93% |
| 2003 | 9 | 3.09% | 9.10% | 4.02% | -1.07% | $24,750 | $52,142 | $43,816 | $31,943 | 3.09% | 0.08% | -1.07% |
| 2003 | 10 | -1.36% | -4.22% | 0.71% | 5.64% | $24,414 | $49,939 | $44,126 | $33,745 | -1.36% | 0.08% | 5.64% |
| 2003 | 11 | 0.01% | -0.14% | 0.36% | 0.86% | $24,415 | $49,871 | $44,287 | $34,037 | 0.01% | 0.08% | 0.86% |
| 2003 | 12 | 0.85% | 2.39% | 3.80% | 5.22% | $24,622 | $51,060 | $45,971 | $35,813 | 0.85% | 0.08% | 5.22% |
| 2004 | 1 | 0.81% | 2.29% | 2.05% | 1.82% | $24,822 | $52,228 | $46,915 | $36,466 | 0.81% | 0.08% | 1.82% |
| 2004 | 2 | 1.23% | 3.53% | 2.45% | 1.38% | $25,127 | $54,070 | $48,066 | $36,968 | 1.23% | 0.08% | 1.38% |
| 2004 | 3 | 1.06% | 3.04% | 0.76% | -1.51% | $25,394 | $55,713 | $48,432 | $36,408 | 1.06% | 0.08% | -1.51% |
| 2004 | 4 | -3.25% | -9.91% | -5.74% | -1.58% | $24,569 | $50,192 | $45,651 | $35,834 | -3.25% | 0.08% | -1.58% |
| 2004 | 5 | -0.51% | -1.69% | -0.16% | 1.36% | $24,444 | $49,346 | $45,576 | $36,321 | -0.51% | 0.08% | 1.36% |
| 2004 | 6 | 0.54% | 1.45% | 1.69% | 1.93% | $24,576 | $50,059 | $46,345 | $37,022 | 0.54% | 0.09% | 1.93% |
| 2004 | 7 | 0.91% | 2.51% | -0.40% | -3.31% | $24,799 | $51,315 | $46,159 | $35,796 | 0.91% | 0.11% | -3.31% |
| 2004 | 8 | 2.07% | 5.98% | 3.18% | 0.38% | $25,314 | $54,386 | $47,629 | $35,933 | 2.07% | 0.12% | 0.38% |
| 2004 | 9 | 0.19% | 0.30% | 0.69% | 1.07% | $25,361 | $54,551 | $47,955 | $36,316 | 0.19% | 0.13% | 1.07% |
| 2004 | 10 | 0.91% | 2.45% | 1.98% | 1.51% | $25,592 | $55,886 | $48,905 | $36,867 | 0.91% | 0.14% | 1.51% |
| 2004 | 11 | -1.48% | -4.74% | -0.35% | 4.05% | $25,214 | $53,235 | $48,734 | $38,358 | -1.48% | 0.16% | 4.05% |
| 2004 | 12 | 0.97% | 2.56% | 2.98% | 3.39% | $25,460 | $54,597 | $50,185 | $39,660 | 0.97% | 0.18% | 3.39% |
| 2005 | 1 | 0.56% | 1.31% | -0.57% | -2.45% | $25,602 | $55,313 | $49,898 | $38,686 | 0.56% | 0.18% | -2.45% |
| 2005 | 2 | -0.98% | -3.36% | -0.63% | 2.09% | $25,351 | $53,456 | $49,583 | $39,496 | -0.98% | 0.21% | 2.09% |
| 2005 | 3 | -0.51% | -1.98% | -1.87% | -1.76% | $25,222 | $52,396 | $48,655 | $38,801 | -0.51% | 0.23% | -1.76% |
| 2005 | 4 | 1.75% | 4.79% | 1.44% | -1.91% | $25,663 | $54,906 | $49,355 | $38,059 | 1.75% | 0.23% | -1.91% |
| 2005 | 5 | 1.20% | 3.11% | 3.14% | 3.17% | $25,970 | $56,614 | $50,904 | $39,265 | 1.20% | 0.24% | 3.17% |
| 2005 | 6 | 0.55% | 1.16% | 0.64% | 0.13% | $26,113 | $57,271 | $51,232 | $39,315 | 0.55% | 0.25% | 0.13% |
| 2005 | 7 | -1.41% | -4.73% | -0.51% | 3.71% | $25,746 | $54,563 | $50,970 | $40,772 | -1.41% | 0.26% | 3.71% |
| 2005 | 8 | 1.65% | 4.38% | 1.73% | -0.91% | $26,169 | $56,951 | $51,853 | $40,400 | 1.65% | 0.28% | -0.91% |
| 2005 | 9 | -1.14% | -4.01% | -1.61% | 0.79% | $25,870 | $54,669 | $51,020 | $40,720 | -1.14% | 0.29% | 0.79% |
| 2005 | 10 | -0.79% | -2.96% | -2.32% | -1.68% | $25,665 | $53,052 | $49,837 | $40,037 | -0.79% | 0.29% | -1.68% |
| 2005 | 11 | 0.48% | 0.78% | 2.27% | 3.76% | $25,788 | $53,465 | $50,969 | $41,544 | 0.48% | 0.33% | 3.76% |
| 2005 | 12 | 1.01% | 2.40% | 1.21% | 0.02% | $26,049 | $54,746 | $51,586 | $41,553 | 1.01% | 0.32% | 0.02% |
| 2006 | 1 | -0.34% | -1.68% | 0.48% | 2.65% | $25,962 | $53,828 | $51,835 | $42,653 | -0.34% | 0.33% | 2.65% |
| 2006 | 2 | 0.09% | -0.47% | -0.11% | 0.26% | $25,984 | $53,573 | $51,781 | $42,765 | 0.09% | 0.37% | 0.26% |
| 2006 | 3 | -0.99% | -3.72% | -1.24% | 1.23% | $25,728 | $51,581 | $51,136 | $43,291 | -0.99% | 0.38% | 1.23% |
| 2006 | 4 | -0.37% | -1.87% | -0.27% | 1.33% | $25,632 | $50,614 | $50,998 | $43,868 | -0.37% | 0.38% | 1.33% |
| 2006 | 5 | 0.02% | -0.73% | -1.81% | -2.90% | $25,637 | $50,244 | $50,073 | $42,597 | 0.02% | 0.39% | -2.90% |
| 2006 | 6 | 0.10% | -0.49% | -0.18% | 0.13% | $25,662 | $49,996 | $49,982 | $42,652 | 0.10% | 0.40% | 0.13% |
| 2006 | 7 | 1.35% | 3.24% | 1.92% | 0.61% | $26,010 | $51,616 | $50,943 | $42,911 | 1.35% | 0.41% | 0.61% |
| 2006 | 8 | 1.62% | 4.03% | 3.20% | 2.36% | $26,431 | $53,696 | $52,571 | $43,924 | 1.62% | 0.42% | 2.36% |
| 2006 | 9 | 0.94% | 1.99% | 2.28% | 2.56% | $26,679 | $54,763 | $53,767 | $45,050 | 0.94% | 0.41% | 2.56% |
| 2006 | 10 | 0.57% | 0.92% | 2.09% | 3.25% | $26,833 | $55,268 | $54,889 | $46,515 | 0.57% | 0.40% | 3.25% |
| 2006 | 11 | 1.12% | 2.53% | 2.21% | 1.89% | $27,133 | $56,665 | $56,101 | $47,394 | 1.12% | 0.42% | 1.89% |
| 2006 | 12 | -0.98% | -3.77% | -1.19% | 1.39% | $26,866 | $54,528 | $55,434 | $48,053 | -0.98% | 0.41% | 1.39% |
| 2007 | 1 | -0.26% | -1.59% | -0.05% | 1.49% | $26,798 | $53,662 | $55,407 | $48,770 | -0.26% | 0.41% | 1.49% |
| 2007 | 2 | 1.86% | 4.74% | 1.38% | -1.97% | $27,296 | $56,203 | $56,174 | $47,810 | 1.86% | 0.42% | -1.97% |
| 2007 | 3 | 0.03% | -0.76% | 0.17% | 1.11% | $27,303 | $55,774 | $56,271 | $48,342 | 0.03% | 0.42% | 1.11% |
| 2007 | 4 | 0.57% | 0.87% | 2.65% | 4.42% | $27,457 | $56,260 | $57,760 | $50,477 | 0.57% | 0.41% | 4.42% |
| 2007 | 5 | -1.18% | -4.36% | -0.44% | 3.48% | $27,132 | $53,808 | $57,505 | $52,232 | -1.18% | 0.40% | 3.48% |
| 2007 | 6 | -0.18% | -1.32% | -1.50% | -1.68% | $27,082 | $53,097 | $56,643 | $51,357 | -0.18% | 0.39% | -1.68% |
| 2007 | 7 | 1.81% | 4.64% | 0.78% | -3.08% | $27,573 | $55,563 | $57,085 | $49,773 | 1.81% | 0.39% | -3.08% |
| 2007 | 8 | 1.97% | 5.10% | 3.30% | 1.50% | $28,116 | $58,396 | $58,968 | $50,518 | 1.97% | 0.40% | 1.50% |
| 2007 | 9 | 0.46% | 0.72% | 2.22% | 3.72% | $28,245 | $58,818 | $60,279 | $52,400 | 0.46% | 0.33% | 3.72% |
| 2007 | 10 | 0.84% | 1.89% | 1.73% | 1.58% | $28,481 | $59,927 | $61,323 | $53,227 | 0.84% | 0.31% | 1.58% |
| 2007 | 11 | 3.46% | 9.74% | 2.78% | -4.19% | $29,467 | $65,764 | $63,026 | $50,998 | 3.46% | 0.32% | -4.19% |
| 2007 | 12 | 0.27% | 0.31% | -0.20% | -0.70% | $29,548 | $65,965 | $62,902 | $50,641 | 0.27% | 0.26% | -0.70% |
| 2008 | 1 | 3.10% | 8.74% | 1.36% | -6.02% | $30,463 | $71,733 | $63,760 | $47,595 | 3.10% | 0.28% | -6.02% |
| 2008 | 2 | 1.35% | 3.74% | 0.24% | -3.25% | $30,875 | $74,412 | $63,914 | $46,048 | 1.35% | 0.16% | -3.25% |
| 2008 | 3 | 0.93% | 2.48% | 1.02% | -0.44% | $31,161 | $76,257 | $64,565 | $45,845 | 0.93% | 0.15% | -0.44% |
| 2008 | 4 | -2.14% | -6.64% | -0.89% | 4.85% | $30,495 | $71,196 | $63,990 | $48,070 | -2.14% | 0.11% | 4.85% |
| 2008 | 5 | -1.32% | -4.20% | -1.45% | 1.29% | $30,093 | $68,206 | $63,060 | $48,691 | -1.32% | 0.12% | 1.29% |
| 2008 | 6 | 0.77% | 1.99% | -3.22% | -8.44% | $30,323 | $69,565 | $61,027 | $44,583 | 0.77% | 0.15% | -8.44% |
| 2008 | 7 | 0.77% | 2.01% | 0.59% | -0.83% | $30,558 | $70,965 | $61,387 | $44,212 | 0.77% | 0.16% | -0.83% |
| 2008 | 8 | 0.98% | 2.65% | 2.05% | 1.45% | $30,856 | $72,846 | $62,645 | $44,851 | 0.98% | 0.14% | 1.45% |
| 2008 | 9 | 0.51% | 1.25% | -3.83% | -8.91% | $31,014 | $73,757 | $60,247 | $40,857 | 0.51% | 0.14% | -8.91% |
| 2008 | 10 | -1.36% | -4.22% | -10.51% | -16.79% | $30,593 | $70,642 | $53,917 | $33,996 | -1.36% | 0.08% | -16.79% |
| 2008 | 11 | 5.58% | 16.68% | 4.75% | -7.17% | $32,301 | $82,424 | $56,479 | $31,557 | 5.58% | 0.04% | -7.17% |
| 2008 | 12 | 3.66% | 10.99% | 6.03% | 1.07% | $33,485 | $91,481 | $59,883 | $31,894 | 3.66% | 0.00% | 1.07% |
| 2009 | 1 | -2.39% | -7.19% | -7.80% | -8.41% | $32,684 | $84,903 | $55,211 | $29,211 | -2.39% | 0.01% | -8.41% |
| 2009 | 2 | -0.58% | -1.78% | -6.22% | -10.66% | $32,494 | $83,388 | $51,776 | $26,098 | -0.58% | 0.02% | -10.66% |
| 2009 | 3 | 3.20% | 9.57% | 9.17% | 8.76% | $33,535 | $91,369 | $56,522 | $28,384 | 3.20% | 0.02% | 8.76% |
| 2009 | 4 | -1.76% | -5.30% | 2.13% | 9.56% | $32,947 | $86,526 | $57,726 | $31,097 | -1.76% | 0.02% | 9.56% |
| 2009 | 5 | -1.10% | -3.34% | 1.14% | 5.62% | $32,583 | $83,640 | $58,384 | $32,844 | -1.10% | 0.01% | 5.62% |
| 2009 | 6 | -0.37% | -1.14% | -0.46% | 0.22% | $32,462 | $82,688 | $58,116 | $32,916 | -0.37% | 0.01% | 0.22% |
| 2009 | 7 | 0.60% | 1.75% | 4.67% | 7.58% | $32,655 | $84,139 | $60,828 | $35,410 | 0.60% | 0.02% | 7.58% |
| 2009 | 8 | 0.89% | 2.64% | 3.12% | 3.60% | $32,946 | $86,362 | $62,726 | $36,685 | 0.89% | 0.02% | 3.60% |
| 2009 | 9 | 0.92% | 2.74% | 3.23% | 3.72% | $33,250 | $88,727 | $64,751 | $38,048 | 0.92% | 0.01% | 3.72% |
| 2009 | 10 | 0.25% | 0.73% | -0.57% | -1.87% | $33,334 | $89,378 | $64,384 | $37,338 | 0.25% | 0.01% | -1.87% |
| 2009 | 11 | 1.96% | 5.86% | 5.92% | 5.98% | $33,986 | $94,616 | $68,196 | $39,571 | 1.96% | 0.00% | 5.98% |
| 2009 | 12 | -3.13% | -9.41% | -3.73% | 1.95% | $32,920 | $85,708 | $65,649 | $40,341 | -3.13% | 0.01% | 1.95% |
| 2010 | 1 | 1.97% | 5.89% | 1.15% | -3.60% | $33,568 | $90,761 | $66,401 | $38,887 | 1.97% | 0.01% | -3.60% |
| 2010 | 2 | 0.40% | 1.20% | 2.15% | 3.09% | $33,704 | $91,849 | $67,826 | $40,089 | 0.40% | 0.01% | 3.09% |
| 2010 | 3 | -0.91% | -2.75% | 1.63% | 6.01% | $33,398 | $89,328 | $68,934 | $42,500 | -0.91% | 0.01% | 6.01% |
| 2010 | 4 | 1.23% | 3.67% | 2.63% | 1.58% | $33,810 | $92,610 | $70,745 | $43,171 | 1.23% | 0.01% | 1.58% |
| 2010 | 5 | 1.85% | 5.52% | -1.24% | -8.01% | $34,435 | $97,720 | $69,865 | $39,715 | 1.85% | 0.01% | -8.01% |
| 2010 | 6 | 2.07% | 6.17% | 0.47% | -5.24% | $35,146 | $103,751 | $70,190 | $37,634 | 2.07% | 0.01% | -5.24% |
| 2010 | 7 | 1.07% | 3.19% | 5.09% | 7.00% | $35,523 | $107,060 | $73,765 | $40,267 | 1.07% | 0.02% | 7.00% |
| 2010 | 8 | 2.00% | 5.98% | 0.72% | -4.53% | $36,234 | $113,457 | $74,298 | $38,443 | 2.00% | 0.01% | -4.53% |
| 2010 | 9 | 0.36% | 1.07% | 5.00% | 8.92% | $36,366 | $114,673 | $78,009 | $41,872 | 0.36% | 0.01% | 8.92% |
| 2010 | 10 | 0.45% | 1.32% | 2.55% | 3.79% | $36,529 | $116,182 | $80,000 | $43,458 | 0.45% | 0.01% | 3.79% |
| 2010 | 11 | -0.98% | -2.97% | -1.48% | 0.00% | $36,170 | $112,737 | $78,814 | $43,458 | -0.98% | 0.01% | 0.00% |
| 2010 | 12 | -2.29% | -6.90% | -0.12% | 6.67% | $35,341 | $104,954 | $78,723 | $46,357 | -2.29% | 0.01% | 6.67% |
| 2011 | 1 | 0.29% | 0.86% | 1.61% | 2.36% | $35,445 | $105,852 | $79,987 | $47,450 | 0.29% | 0.01% | 2.36% |
| 2011 | 2 | -0.43% | -1.32% | 1.05% | 3.42% | $35,292 | $104,457 | $80,827 | $49,071 | -0.43% | 0.01% | 3.42% |
| 2011 | 3 | -0.12% | -0.38% | -0.18% | 0.03% | $35,250 | $104,056 | $80,682 | $49,083 | -0.12% | 0.01% | 0.03% |
| 2011 | 4 | 1.60% | 4.80% | 3.87% | 2.95% | $35,815 | $109,048 | $83,806 | $50,530 | 1.60% | 0.01% | 2.95% |
| 2011 | 5 | 1.77% | 5.29% | 2.07% | -1.15% | $36,447 | $114,816 | $85,543 | $49,952 | 1.77% | 0.00% | -1.15% |
| 2011 | 6 | -0.16% | -0.50% | -1.09% | -1.67% | $36,387 | $114,238 | $84,612 | $49,116 | -0.16% | 0.01% | -1.67% |
| 2011 | 7 | 2.18% | 6.53% | 2.24% | -2.05% | $37,180 | $121,699 | $86,509 | $48,111 | 2.18% | 0.00% | -2.05% |
| 2011 | 8 | 2.70% | 8.10% | 1.32% | -5.45% | $38,185 | $131,551 | $87,655 | $45,491 | 2.70% | 0.01% | -5.45% |
| 2011 | 9 | 0.73% | 2.19% | -2.43% | -7.04% | $38,465 | $134,434 | $85,529 | $42,287 | 0.73% | 0.00% | -7.04% |
| 2011 | 10 | -0.42% | -1.25% | 4.83% | 10.91% | $38,305 | $132,749 | $89,660 | $46,902 | -0.42% | 0.00% | 10.91% |
| 2011 | 11 | 0.29% | 0.88% | 0.32% | -0.23% | $38,417 | $133,918 | $89,950 | $46,792 | 0.29% | 0.00% | -0.23% |
| 2011 | 12 | 1.00% | 3.01% | 2.01% | 1.02% | $38,803 | $137,951 | $91,762 | $47,269 | 1.00% | 0.00% | 1.02% |
| 2012 | 1 | 0.81% | 2.42% | 3.44% | 4.46% | $39,116 | $141,288 | $94,921 | $49,379 | 0.81% | 0.00% | 4.46% |
| 2012 | 2 | -0.65% | -1.97% | 1.17% | 4.31% | $38,860 | $138,499 | $96,028 | $51,506 | -0.65% | 0.01% | 4.31% |
| 2012 | 3 | -0.79% | -2.39% | 0.44% | 3.28% | $38,552 | $135,185 | $96,454 | $53,196 | -0.79% | 0.01% | 3.28% |
| 2012 | 4 | 1.50% | 4.49% | 1.93% | -0.64% | $39,131 | $141,259 | $98,313 | $52,855 | 1.50% | 0.01% | -0.64% |
| 2012 | 5 | 1.24% | 3.71% | -1.16% | -6.02% | $39,617 | $146,495 | $97,177 | $49,675 | 1.24% | 0.01% | -6.02% |
| 2012 | 6 | -0.22% | -0.68% | 1.72% | 4.11% | $39,529 | $145,505 | $98,845 | $51,716 | -0.22% | 0.01% | 4.11% |
| 2012 | 7 | 0.86% | 2.57% | 1.97% | 1.37% | $39,870 | $149,248 | $100,794 | $52,424 | 0.86% | 0.01% | 1.37% |
| 2012 | 8 | 0.10% | 0.29% | 1.26% | 2.24% | $39,911 | $149,678 | $102,067 | $53,598 | 0.10% | 0.01% | 2.24% |
| 2012 | 9 | -0.06% | -0.20% | 1.19% | 2.58% | $39,885 | $149,373 | $103,278 | $54,979 | -0.06% | 0.01% | 2.58% |
| 2012 | 10 | -0.32% | -0.96% | -1.41% | -1.86% | $39,759 | $147,932 | $101,820 | $53,957 | -0.32% | 0.01% | -1.86% |
| 2012 | 11 | 0.62% | 1.83% | 1.20% | 0.56% | $40,005 | $150,644 | $103,038 | $54,259 | 0.62% | 0.01% | 0.56% |
| 2012 | 12 | -0.41% | -1.24% | -0.17% | 0.90% | $39,841 | $148,772 | $102,863 | $54,749 | -0.41% | 0.01% | 0.90% |
| 2013 | 1 | -0.74% | -2.22% | 1.48% | 5.18% | $39,547 | $145,464 | $104,381 | $57,583 | -0.74% | 0.00% | 5.18% |
| 2013 | 2 | 0.71% | 2.12% | 1.73% | 1.34% | $39,828 | $148,552 | $106,188 | $58,353 | 0.71% | 0.01% | 1.34% |
| 2013 | 3 | 0.27% | 0.80% | 2.27% | 3.74% | $39,937 | $149,743 | $108,599 | $60,535 | 0.27% | 0.01% | 3.74% |
| 2013 | 4 | 0.71% | 2.12% | 2.02% | 1.91% | $40,221 | $152,924 | $110,789 | $61,690 | 0.71% | 0.01% | 1.91% |
| 2013 | 5 | -1.84% | -5.53% | -1.60% | 2.33% | $39,481 | $144,464 | $109,013 | $63,126 | -1.84% | 0.00% | 2.33% |
| 2013 | 6 | -1.62% | -4.87% | -3.11% | -1.35% | $38,840 | $137,424 | $105,621 | $62,274 | -1.62% | 0.00% | -1.35% |
| 2013 | 7 | 0.13% | 0.37% | 2.72% | 5.07% | $38,890 | $137,938 | $108,497 | $65,432 | 0.13% | 0.00% | 5.07% |
| 2013 | 8 | -1.02% | -3.06% | -2.99% | -2.91% | $38,494 | $133,715 | $105,257 | $63,527 | -1.02% | 0.00% | -2.91% |
| 2013 | 9 | 1.47% | 4.40% | 3.76% | 3.12% | $39,058 | $139,595 | $109,214 | $65,510 | 1.47% | 0.00% | 3.12% |
| 2013 | 10 | 0.49% | 1.45% | 3.02% | 4.59% | $39,248 | $141,625 | $112,513 | $68,515 | 0.49% | 0.00% | 4.59% |
| 2013 | 11 | -0.14% | -0.41% | 1.31% | 3.03% | $39,195 | $141,038 | $113,983 | $70,590 | -0.14% | 0.00% | 3.03% |
| 2013 | 12 | -1.49% | -4.48% | -0.98% | 2.51% | $38,611 | $134,721 | $112,863 | $72,364 | -1.49% | 0.01% | 2.51% |
| 2014 | 1 | 1.67% | 4.98% | 0.76% | -3.47% | $39,254 | $141,434 | $113,718 | $69,854 | 1.67% | 0.01% | -3.47% |
| 2014 | 2 | 0.21% | 0.63% | 2.59% | 4.56% | $39,336 | $142,321 | $116,667 | $73,040 | 0.21% | 0.00% | 4.56% |
| 2014 | 3 | -0.60% | -1.81% | -0.49% | 0.82% | $39,101 | $139,751 | $116,094 | $73,641 | -0.60% | 0.00% | 0.82% |
| 2014 | 4 | 0.49% | 1.47% | 1.10% | 0.72% | $39,293 | $141,802 | $117,366 | $74,175 | 0.49% | 0.00% | 0.72% |
| 2014 | 5 | 1.03% | 3.08% | 2.71% | 2.33% | $39,698 | $146,175 | $120,546 | $75,907 | 1.03% | 0.00% | 2.33% |
| 2014 | 6 | -0.13% | -0.40% | 0.83% | 2.05% | $39,646 | $145,594 | $121,544 | $77,464 | -0.13% | 0.00% | 2.05% |
| 2014 | 7 | -0.39% | -1.18% | -1.28% | -1.39% | $39,491 | $143,880 | $119,985 | $76,389 | -0.39% | 0.00% | -1.39% |
| 2014 | 8 | 1.03% | 3.09% | 3.54% | 3.98% | $39,899 | $148,330 | $124,229 | $79,430 | 1.03% | 0.00% | 3.98% |
| 2014 | 9 | -0.66% | -1.97% | -1.69% | -1.41% | $39,637 | $145,404 | $122,126 | $78,308 | -0.66% | 0.00% | -1.41% |
| 2014 | 10 | 1.12% | 3.36% | 2.89% | 2.42% | $40,082 | $150,295 | $125,660 | $80,206 | 1.12% | 0.00% | 2.42% |
| 2014 | 11 | 0.84% | 2.53% | 2.61% | 2.68% | $40,421 | $154,099 | $128,935 | $82,357 | 0.84% | 0.00% | 2.68% |
| 2014 | 12 | -0.35% | -1.06% | -0.66% | -0.26% | $40,278 | $152,463 | $128,080 | $82,140 | -0.35% | 0.00% | -0.26% |
| 2015 | 1 | 2.70% | 8.09% | 2.53% | -3.02% | $41,364 | $164,790 | $131,326 | $79,661 | 2.70% | 0.00% | -3.02% |
| 2015 | 2 | -1.59% | -4.76% | 0.49% | 5.74% | $40,708 | $156,939 | $131,966 | $84,233 | -1.59% | 0.00% | 5.74% |
| 2015 | 3 | 0.76% | 2.29% | 0.35% | -1.59% | $41,019 | $160,526 | $132,423 | $82,891 | 0.76% | 0.00% | -1.59% |
| 2015 | 4 | -0.21% | -0.64% | 0.15% | 0.95% | $40,932 | $159,499 | $132,627 | $83,678 | -0.21% | 0.00% | 0.95% |
| 2015 | 5 | -0.12% | -0.37% | 0.45% | 1.27% | $40,882 | $158,915 | $133,229 | $84,742 | -0.12% | 0.00% | 1.27% |
| 2015 | 6 | -0.74% | -2.22% | -2.07% | -1.93% | $40,580 | $155,392 | $130,464 | $83,104 | -0.74% | 0.00% | -1.93% |
| 2015 | 7 | 0.85% | 2.54% | 2.31% | 2.08% | $40,923 | $159,334 | $133,476 | $84,833 | 0.85% | 0.00% | 2.08% |
| 2015 | 8 | -0.03% | -0.12% | -3.08% | -6.04% | $40,909 | $159,146 | $129,365 | $79,708 | -0.03% | 0.01% | -6.04% |
| 2015 | 9 | 1.19% | 3.55% | 0.53% | -2.49% | $41,395 | $164,793 | $130,050 | $77,723 | 1.19% | 0.01% | -2.49% |
| 2015 | 10 | -0.47% | -1.41% | 3.50% | 8.42% | $41,200 | $162,461 | $134,607 | $84,270 | -0.47% | 0.00% | 8.42% |
| 2015 | 11 | -0.39% | -1.18% | -0.45% | 0.29% | $41,039 | $160,537 | $134,002 | $84,511 | -0.39% | 0.01% | 0.29% |
| 2015 | 12 | -0.38% | -1.17% | -1.38% | -1.59% | $40,884 | $158,658 | $132,151 | $83,165 | -0.38% | 0.02% | -1.59% |
| 2016 | 1 | 2.36% | 7.05% | 1.03% | -4.98% | $41,848 | $169,838 | $133,519 | $79,026 | 2.36% | 0.01% | -4.98% |
| 2016 | 2 | 0.82% | 2.40% | 1.13% | -0.15% | $42,190 | $173,915 | $135,024 | $78,911 | 0.82% | 0.03% | -0.15% |
| 2016 | 3 | 0.22% | 0.60% | 3.69% | 6.78% | $42,283 | $174,964 | $140,006 | $84,258 | 0.22% | 0.03% | 6.78% |
| 2016 | 4 | -0.13% | -0.42% | -0.02% | 0.37% | $42,228 | $174,225 | $139,972 | $84,573 | -0.13% | 0.02% | 0.37% |
| 2016 | 5 | -0.21% | -0.66% | 0.56% | 1.78% | $42,141 | $173,077 | $140,758 | $86,081 | -0.21% | 0.02% | 1.78% |
| 2016 | 6 | 2.05% | 6.08% | 3.17% | 0.25% | $43,003 | $183,602 | $145,214 | $86,296 | 2.05% | 0.03% | 0.25% |
| 2016 | 7 | 0.04% | 0.09% | 1.88% | 3.68% | $43,022 | $183,768 | $147,949 | $89,468 | 0.04% | 0.02% | 3.68% |
| 2016 | 8 | -0.72% | -2.22% | -1.04% | 0.13% | $42,710 | $179,692 | $146,404 | $89,584 | -0.72% | 0.02% | 0.13% |
| 2016 | 9 | 0.29% | 0.80% | 0.41% | 0.01% | $42,833 | $181,138 | $146,999 | $89,592 | 0.29% | 0.03% | 0.01% |
| 2016 | 10 | -0.73% | -2.25% | -2.04% | -1.83% | $42,518 | $177,063 | $143,998 | $87,949 | -0.73% | 0.02% | -1.83% |
| 2016 | 11 | -2.65% | -8.01% | -2.15% | 3.70% | $41,391 | $162,883 | $140,896 | $91,203 | -2.65% | 0.03% | 3.70% |
| 2016 | 12 | -0.05% | -0.24% | 0.86% | 1.96% | $41,370 | $162,498 | $142,112 | $92,993 | -0.05% | 0.04% | 1.96% |
| 2017 | 1 | 0.30% | 0.82% | 1.35% | 1.88% | $41,495 | $163,838 | $144,036 | $94,744 | 0.30% | 0.04% | 1.88% |
| 2017 | 2 | 0.39% | 1.09% | 2.53% | 3.96% | $41,658 | $165,631 | $147,678 | $98,498 | 0.39% | 0.04% | 3.96% |
| 2017 | 3 | 0.07% | 0.11% | 0.10% | 0.10% | $41,686 | $165,812 | $147,832 | $98,597 | 0.07% | 0.04% | 0.10% |
| 2017 | 4 | 0.77% | 2.20% | 1.61% | 1.02% | $42,008 | $169,457 | $150,210 | $99,601 | 0.77% | 0.06% | 1.02% |
| 2017 | 5 | 0.59% | 1.65% | 1.52% | 1.39% | $42,258 | $172,248 | $152,494 | $100,989 | 0.59% | 0.07% | 1.39% |
| 2017 | 6 | -0.47% | -1.58% | -0.49% | 0.61% | $42,057 | $169,521 | $151,753 | $101,606 | -0.47% | 0.08% | 0.61% |
| 2017 | 7 | 0.42% | 1.08% | 1.56% | 2.04% | $42,232 | $171,355 | $154,123 | $103,682 | 0.42% | 0.08% | 2.04% |
| 2017 | 8 | 0.86% | 2.41% | 1.35% | 0.29% | $42,596 | $175,481 | $156,205 | $103,986 | 0.86% | 0.09% | 0.29% |
| 2017 | 9 | -0.83% | -2.67% | -0.30% | 2.06% | $42,241 | $170,798 | $155,729 | $106,127 | -0.83% | 0.08% | 2.06% |
| 2017 | 10 | -0.21% | -0.79% | 0.76% | 2.32% | $42,154 | $169,450 | $156,919 | $108,587 | -0.21% | 0.09% | 2.32% |
| 2017 | 11 | -0.39% | -1.35% | 0.85% | 3.06% | $41,990 | $167,156 | $158,257 | $111,909 | -0.39% | 0.09% | 3.06% |
| 2017 | 12 | 0.07% | -0.01% | 0.55% | 1.10% | $42,019 | $167,144 | $159,124 | $113,142 | 0.07% | 0.10% | 1.10% |
| 2018 | 1 | -1.56% | -4.89% | 0.41% | 5.71% | $41,365 | $158,964 | $159,775 | $119,605 | -1.56% | 0.11% | 5.71% |
| 2018 | 2 | -0.49% | -1.70% | -2.70% | -3.69% | $41,164 | $156,259 | $155,464 | $115,186 | -0.49% | 0.12% | -3.69% |
| 2018 | 3 | 0.75% | 1.97% | -0.29% | -2.56% | $41,471 | $159,331 | $155,006 | $112,243 | 0.75% | 0.14% | -2.56% |
| 2018 | 4 | -0.92% | -3.03% | -1.33% | 0.37% | $41,091 | $154,500 | $152,945 | $112,662 | -0.92% | 0.14% | 0.37% |
| 2018 | 5 | 0.76% | 1.97% | 2.18% | 2.39% | $41,402 | $157,536 | $156,279 | $115,360 | 0.76% | 0.15% | 2.39% |
| 2018 | 6 | 0.11% | -0.00% | 0.30% | 0.61% | $41,446 | $157,535 | $156,751 | $116,058 | 0.11% | 0.16% | 0.61% |
| 2018 | 7 | -0.35% | -1.37% | 1.17% | 3.71% | $41,301 | $155,383 | $158,588 | $120,362 | -0.35% | 0.16% | 3.71% |
| 2018 | 8 | 0.77% | 1.97% | 2.61% | 3.25% | $41,618 | $158,445 | $162,724 | $124,270 | 0.77% | 0.17% | 3.25% |
| 2018 | 9 | -0.82% | -2.79% | -1.12% | 0.55% | $41,279 | $154,022 | $160,904 | $124,959 | -0.82% | 0.17% | 0.55% |
| 2018 | 10 | -0.06% | -0.55% | -3.70% | -6.85% | $41,252 | $153,168 | $154,948 | $116,400 | -0.06% | 0.18% | -6.85% |
| 2018 | 11 | 0.96% | 2.51% | 2.27% | 2.03% | $41,649 | $157,011 | $158,462 | $118,759 | 0.96% | 0.19% | 2.03% |
| 2018 | 12 | 1.90% | 5.31% | -1.87% | -9.04% | $42,440 | $165,342 | $155,503 | $108,023 | 1.90% | 0.19% | -9.04% |
| 2019 | 1 | 0.58% | 1.35% | 4.68% | 8.00% | $42,688 | $167,578 | $162,777 | $116,667 | 0.58% | 0.20% | 8.00% |
| 2019 | 2 | -0.26% | -1.19% | 1.01% | 3.20% | $42,575 | $165,587 | $164,415 | $120,401 | -0.26% | 0.20% | 3.20% |
| 2019 | 3 | 1.78% | 4.93% | 3.43% | 1.94% | $43,332 | $173,755 | $170,061 | $122,733 | 1.78% | 0.20% | 1.94% |
| 2019 | 4 | -0.05% | -0.53% | 1.75% | 4.04% | $43,312 | $172,828 | $173,044 | $127,693 | -0.05% | 0.20% | 4.04% |
| 2019 | 5 | 2.05% | 5.75% | -0.31% | -6.36% | $44,200 | $182,765 | $172,512 | $119,566 | 2.05% | 0.20% | -6.36% |
| 2019 | 6 | 1.02% | 2.68% | 4.86% | 7.03% | $44,651 | $187,663 | $180,890 | $127,975 | 1.02% | 0.19% | 7.03% |
| 2019 | 7 | -0.16% | -0.83% | 0.30% | 1.43% | $44,579 | $186,108 | $181,430 | $129,799 | -0.16% | 0.17% | 1.43% |
| 2019 | 8 | 2.48% | 7.09% | 2.75% | -1.59% | $45,684 | $199,301 | $186,417 | $127,734 | 2.48% | 0.17% | -1.59% |
| 2019 | 9 | -0.70% | -2.41% | -0.28% | 1.86% | $45,366 | $194,488 | $185,899 | $130,109 | -0.70% | 0.16% | 1.86% |
| 2019 | 10 | 0.16% | 0.18% | 1.17% | 2.15% | $45,440 | $194,847 | $188,074 | $132,912 | 0.16% | 0.15% | 2.15% |
| 2019 | 11 | -0.37% | -1.35% | 1.14% | 3.62% | $45,274 | $192,216 | $190,209 | $137,724 | -0.37% | 0.13% | 3.62% |
| 2019 | 12 | -0.36% | -1.35% | 0.83% | 3.01% | $45,109 | $189,612 | $191,778 | $141,864 | -0.36% | 0.13% | 3.01% |
| Style Category | Portfolio 1 | Vanguard 500 Index Investor |
|---|---|---|
| Large-cap Value | 0.00% | 47.15% |
| Large-cap Growth | 0.00% | 52.66% |
| Mid-cap Value | 0.53% | 0.00% |
| Mid-cap Growth | 0.00% | 0.00% |
| Small-cap Value | 0.00% | 0.00% |
| Small-cap Growth | 0.00% | 0.00% |
| Global ex-US Developed Markets | 0.92% | 0.00% |
| Emerging Markets | 0.31% | 0.00% |
| REITs | 0.00% | 0.00% |
| Corporate Bonds | 0.00% | 0.00% |
| Long-Term Treasuries | 0.00% | 0.00% |
| Intermediate-Term Treasuries | 63.58% | 0.20% |
| Short-Term Treasuries | 34.66% | 0.00% |
| R Squared | 97.51% | 99.92% |
| 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 | Duration | Return Contribution | Risk Contribution |
|---|---|---|---|---|---|---|---|
| VFITX | Vanguard Interm-Term Treasury Inv | Intermediate Government | 100.00% | 0.20% | 5.17 | $35,109 | 100.00% |
Fund fundamentals data as of 05/29/2020. (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 | Vanguard 500 Index Investor |
|---|---|---|---|---|
| Arithmetic Mean (monthly) | 0.46% | 0.96% | 0.91% | 0.87% |
| Arithmetic Mean (annualized) | 5.61% | 12.09% | 11.53% | 10.98% |
| Geometric Mean (monthly) | 0.45% | 0.87% | 0.88% | 0.79% |
| Geometric Mean (annualized) | 5.49% | 11.01% | 11.06% | 9.87% |
| Volatility (monthly) | 1.36% | 4.05% | 2.69% | 4.08% |
| Volatility (annualized) | 4.72% | 14.04% | 9.31% | 14.13% |
| Downside Deviation (monthly) | 0.72% | 2.33% | 1.52% | 2.70% |
| Max. Drawdown | -6.47% | -24.16% | -19.81% | -50.97% |
| US Market Correlation | -0.15 | -0.15 | 0.64 | 0.99 |
| Beta(*) | -0.04 | -0.13 | 0.44 | 1.00 |
| Alpha (annualized) | 5.90% | 12.78% | 6.39% | -0.00% |
| R2 | 1.53% | 1.60% | 44.03% | 100.00% |
| Sharpe Ratio | 0.64 | 0.64 | 0.91 | 0.57 |
| Sortino Ratio | 1.07 | 1.07 | 1.52 | 0.83 |
| Treynor Ratio (%) | -72.51 | -71.54 | 19.42 | 7.99 |
| Calmar Ratio | 0.83 | 0.42 | 2.20 | 1.12 |
| Active Return | -4.38% | 1.14% | 1.18% | N/A |
| Tracking Error | 15.44% | 21.14% | 10.57% | N/A |
| Information Ratio | -0.28 | 0.05 | 0.11 | N/A |
| Skewness | 0.08 | 0.09 | -0.18 | -0.65 |
| Excess Kurtosis | 0.69 | 0.73 | 1.77 | 1.42 |
| Historical Value-at-Risk (5%) | -1.76% | -5.54% | -3.62% | -6.86% |
| Analytical Value-at-Risk (5%) | -1.78% | -5.70% | -3.50% | -5.84% |
| Conditional Value-at-Risk (5%) | -2.54% | -7.96% | -5.40% | -9.36% |
| Upside Capture Ratio (%) | 10.59 | 18.42 | 58.28 | 100.00 |
| Downside Capture Ratio (%) | -18.68 | -42.30 | 30.30 | 100.00 |
| Safe Withdrawal Rate | 5.88% | 10.49% | 10.10% | 8.55% |
| Perpetual Withdrawal Rate | 2.99% | 7.68% | 7.71% | 6.75% |
| Positive Periods | 215 out of 338 (63.61%) | 198 out of 338 (58.58%) | 226 out of 338 (66.86%) | 225 out of 338 (66.57%) |
| Gain/Loss Ratio | 1.37 | 1.31 | 1.21 | 0.86 |
| * Vanguard 500 Index Investor 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 | Vanguard 500 Index Investor |
|---|---|---|---|---|---|---|
| Asian Crisis | Jul 1997 | Jan 1998 | -0.99% | -3.84% | -4.73% | -5.61% |
| Russian Debt Default | Jul 1998 | Oct 1998 | -0.77% | -3.02% | -3.46% | -15.38% |
| Dotcom Crash | Mar 2000 | Oct 2002 | -4.03% | -13.34% | -5.82% | -44.82% |
| Subprime Crisis | Nov 2007 | Mar 2009 | -3.43% | -10.56% | -19.81% | -50.97% |
| Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
|---|---|---|---|---|---|---|---|
| 1 | Feb 1994 | Nov 1994 | 10 months | Apr 1995 | 5 months | 1 year 3 months | -6.47% |
| 2 | Feb 1996 | May 1996 | 4 months | Oct 1996 | 5 months | 9 months | -4.86% |
| 3 | Oct 1998 | Jan 2000 | 1 year 4 months | Jun 2000 | 5 months | 1 year 9 months | -4.67% |
| 4 | Aug 2016 | Apr 2018 | 1 year 9 months | Mar 2019 | 11 months | 2 years 8 months | -4.49% |
| 5 | May 2013 | Aug 2013 | 4 months | Nov 2014 | 1 year 3 months | 1 year 7 months | -4.30% |
| 6 | Jun 2003 | Jul 2003 | 2 months | Feb 2004 | 7 months | 9 months | -4.29% |
| 7 | Nov 2001 | Mar 2002 | 5 months | Jun 2002 | 3 months | 8 months | -4.03% |
| 8 | Apr 2004 | May 2004 | 2 months | Oct 2004 | 5 months | 7 months | -3.74% |
| 9 | Nov 2010 | Mar 2011 | 5 months | Jul 2011 | 4 months | 9 months | -3.50% |
| 10 | Apr 2008 | May 2008 | 2 months | Nov 2008 | 6 months | 8 months | -3.43% |
| Worst 10 drawdowns included above | |||||||
| Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
|---|---|---|---|---|---|---|---|
| 1 | Feb 1994 | Nov 1994 | 10 months | May 1995 | 6 months | 1 year 4 months | -24.16% |
| 2 | Oct 1998 | Jan 2000 | 1 year 4 months | Dec 2000 | 11 months | 2 years 3 months | -23.95% |
| 3 | Feb 1996 | May 1996 | 4 months | Jul 1997 | 1 year 2 months | 1 year 6 months | -17.03% |
| 4 | Aug 2016 | Oct 2018 | 2 years 3 months | Jun 2019 | 8 months | 2 years 11 months | -16.65% |
| 5 | Nov 2001 | Mar 2002 | 5 months | Jun 2002 | 3 months | 8 months | -13.34% |
| 6 | Jun 2003 | Jul 2003 | 2 months | Mar 2004 | 8 months | 10 months | -13.07% |
| 7 | Jul 2005 | Jun 2006 | 1 year | Aug 2007 | 1 year 2 months | 2 years 2 months | -12.70% |
| 8 | May 2013 | Aug 2013 | 4 months | Nov 2014 | 1 year 3 months | 1 year 7 months | -12.56% |
| 9 | Apr 2004 | May 2004 | 2 months | Oct 2004 | 5 months | 7 months | -11.43% |
| 10 | Apr 2008 | May 2008 | 2 months | Nov 2008 | 6 months | 8 months | -10.56% |
| Worst 10 drawdowns included above | |||||||
| Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
|---|---|---|---|---|---|---|---|
| 1 | Apr 2008 | Feb 2009 | 11 months | Sep 2009 | 7 months | 1 year 6 months | -19.81% |
| 2 | Feb 1994 | Nov 1994 | 10 months | May 1995 | 6 months | 1 year 4 months | -14.34% |
| 3 | Feb 1999 | Sep 1999 | 8 months | Mar 2000 | 6 months | 1 year 2 months | -7.32% |
| 4 | Feb 1996 | Jul 1996 | 6 months | Oct 1996 | 3 months | 9 months | -6.43% |
| 5 | Jan 1992 | Mar 1992 | 3 months | Jun 1992 | 3 months | 6 months | -6.03% |
| 6 | Apr 2004 | May 2004 | 2 months | Oct 2004 | 5 months | 7 months | -5.90% |
| 7 | Feb 2001 | Mar 2001 | 2 months | Aug 2002 | 1 year 5 months | 1 year 7 months | -5.82% |
| 8 | Dec 1996 | Mar 1997 | 4 months | May 1997 | 2 months | 6 months | -5.20% |
| 9 | Jun 2003 | Jul 2003 | 2 months | Oct 2003 | 3 months | 5 months | -5.12% |
| 10 | May 2013 | Aug 2013 | 4 months | Oct 2013 | 2 months | 6 months | -4.99% |
| Worst 10 drawdowns included above | |||||||
| Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
|---|---|---|---|---|---|---|---|
| 1 | Nov 2007 | Feb 2009 | 1 year 4 months | Aug 2012 | 3 years 6 months | 4 years 10 months | -50.97% |
| 2 | Sep 2000 | Sep 2002 | 2 years 1 month | Nov 2006 | 4 years 2 months | 6 years 3 months | -44.82% |
| 3 | Jul 1998 | Aug 1998 | 2 months | Nov 1998 | 3 months | 5 months | -15.38% |
| 4 | Oct 2018 | Dec 2018 | 3 months | Apr 2019 | 4 months | 7 months | -13.55% |
| 5 | Aug 2015 | Sep 2015 | 2 months | May 2016 | 8 months | 10 months | -8.38% |
| 6 | Feb 1994 | Mar 1994 | 2 months | Aug 1994 | 5 months | 7 months | -6.98% |
| 7 | Jan 2000 | Feb 2000 | 2 months | Mar 2000 | 1 month | 3 months | -6.84% |
| 8 | May 2019 | May 2019 | 1 month | Jun 2019 | 1 month | 2 months | -6.36% |
| 9 | Jul 1999 | Sep 1999 | 3 months | Nov 1999 | 2 months | 5 months | -6.25% |
| 10 | Feb 2018 | Mar 2018 | 2 months | Jul 2018 | 4 months | 6 months | -6.16% |
| Worst 10 drawdowns included above | |||||||
| Ticker | Name | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | US Mkt Correlation |
|---|---|---|---|---|---|---|---|---|---|
| VFITX | Vanguard Interm-Term Treasury Inv | 5.49% | 4.72% | 20.44% | -4.33% | -6.47% | 0.64 | 1.07 | -0.15 |
| CASHX | Cash | 2.50% | 0.59% | 5.99% | 0.03% | 0.00% | N/A | N/A | 0.01 |
| VFINX | Vanguard 500 Index Investor | 9.87% | 14.13% | 37.45% | -37.02% | -50.97% | 0.57 | 0.83 | 0.99 |
| Ticker | Name | VFITX | CASHX | VFINX | Portfolio 1 | Portfolio 2 | Portfolio 3 | Vanguard 500 Index Investor |
|---|---|---|---|---|---|---|---|---|
| VFITX | Vanguard Interm-Term Treasury Inv | 1.00 | 0.14 | -0.12 | 1.00 | 1.00 | 0.66 | -0.12 |
| CASHX | Cash | 0.14 | 1.00 | 0.02 | 0.14 | 0.05 | 0.06 | 0.02 |
| VFINX | Vanguard 500 Index Investor | -0.12 | 0.02 | 1.00 | -0.12 | -0.13 | 0.66 | 1.00 |
| Ticker | Name | Portfolio 1 | Portfolio 2 | Portfolio 3 |
|---|---|---|---|---|
| VFITX | Vanguard Interm-Term Treasury Inv | $35,109 | $236,915 | $109,045 |
| CASHX | Cash | -$57,303 | -$28,830 | |
| VFINX | Vanguard 500 Index Investor | $101,563 |
| Ticker | Name | Portfolio 1 | Portfolio 2 | Portfolio 3 |
|---|---|---|---|---|
| VFITX | Vanguard Interm-Term Treasury Inv | 100.00% | 100.46% | 50.00% |
| CASHX | Cash | -0.46% | -0.36% | |
| VFINX | Vanguard 500 Index Investor | 50.36% |
| Roll Period | Portfolio 1 | Portfolio 2 | Portfolio 3 | Vanguard 500 Index Investor | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Average | High | Low | Average | High | Low | Average | High | Low | Average | High | Low | |
| 1 year | 5.52% | 20.44% | -4.33% | 11.97% | 54.95% | -20.02% | 11.26% | 46.24% | -9.91% | 11.17% | 37.45% | -37.02% |
| 3 years | 5.29% | 11.87% | 0.87% | 10.54% | 28.92% | 1.38% | 10.60% | 25.47% | 3.62% | 9.99% | 31.03% | -14.60% |
| 5 years | 5.38% | 8.36% | 1.07% | 10.76% | 20.40% | 2.36% | 10.65% | 20.05% | 5.43% | 9.55% | 28.49% | -2.38% |
| 7 years | 5.44% | 8.33% | 1.29% | 10.98% | 15.35% | 2.62% | 10.51% | 17.07% | 6.53% | 8.87% | 21.44% | -1.64% |
| 10 years | 5.61% | 7.85% | 2.40% | 11.51% | 14.98% | 6.10% | 10.11% | 14.26% | 6.10% | 7.39% | 13.40% | -1.46% |
| 15 years | 5.57% | 6.94% | 3.70% | 11.30% | 13.78% | 8.15% | 9.83% | 11.50% | 8.46% | 7.01% | 10.54% | 4.13% |
| Result statistics are based on annualized rolling returns over full calendar year periods | ||||||||||||