This portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs and stocks to analyze and backtest portfolio returns, risk characteristics, standard deviation, annual returns and rolling returns. The results include a visualization of the portfolio growth chart and rolling returns, CAGR, standard deviation, Sharpe ratio, Sortino ratio, annual returns and inflation adjusted returns. A periodic contribution or withdrawal can also be specified together with the preferred portfolio rebalancing strategy. You can also analyze and compare asset class based lazy 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 | $43,312 | 5.47% | 4.74% | 20.44% | -4.33% | -6.47% | 0.64 | 1.07 | -0.14 |
| Portfolio 2 | $10,000 | $177,990 | 11.04% | 14.09% | 55.27% | -19.55% | -23.76% | 0.64 | 1.07 | -0.14 |
| Portfolio 3 | $10,000 | $175,608 | 10.98% | 9.37% | 46.39% | -9.64% | -19.90% | 0.91 | 1.50 | 0.64 |
| Vanguard 500 Index Investor | $10,000 | $127,693 | 9.70% | 14.15% | 37.45% | -37.02% | -50.97% | 0.56 | 0.81 | 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% | 15.80% | 11.86% | 7.42% | $11,292 | $13,071 | $12,297 | $11,488 | 7.78% | 3.50% | 7.42% |
| 1993 | 2.75% | 11.43% | 29.87% | 19.71% | 9.89% | $12,583 | $16,975 | $14,720 | $12,625 | 11.43% | 2.90% | 9.89% |
| 1994 | 2.67% | -4.33% | -19.55% | -9.64% | 1.18% | $12,038 | $13,656 | $13,301 | $12,773 | -4.33% | 3.90% | 1.18% |
| 1995 | 2.54% | 20.44% | 55.27% | 46.39% | 37.45% | $14,499 | $21,205 | $19,471 | $17,556 | 20.44% | 5.60% | 37.45% |
| 1996 | 3.32% | 1.92% | -5.14% | 8.29% | 22.88% | $14,777 | $20,116 | $21,085 | $21,573 | 1.92% | 5.20% | 22.88% |
| 1997 | 1.70% | 8.96% | 16.23% | 24.67% | 33.19% | $16,101 | $23,381 | $26,286 | $28,733 | 8.96% | 5.25% | 33.19% |
| 1998 | 1.61% | 10.61% | 22.30% | 26.88% | 28.62% | $17,809 | $28,595 | $33,351 | $36,955 | 10.61% | 4.85% | 28.62% |
| 1999 | 2.68% | -3.52% | -18.55% | -0.31% | 21.07% | $17,182 | $23,291 | $33,247 | $44,741 | -3.52% | 4.69% | 21.07% |
| 2000 | 3.39% | 14.03% | 31.68% | 9.89% | -9.06% | $19,592 | $30,670 | $36,536 | $40,689 | 14.03% | 5.88% | -9.06% |
| 2001 | 1.55% | 7.55% | 14.49% | 1.62% | -12.02% | $21,071 | $35,113 | $37,127 | $35,797 | 7.55% | 3.82% | -12.02% |
| 2002 | 2.38% | 14.15% | 42.13% | 7.28% | -22.15% | $24,052 | $49,904 | $39,829 | $27,870 | 14.15% | 1.63% | -22.15% |
| 2003 | 1.88% | 2.37% | 3.90% | 16.31% | 28.50% | $24,622 | $51,853 | $46,323 | $35,813 | 2.37% | 1.02% | 28.50% |
| 2004 | 3.26% | 3.40% | 7.21% | 9.31% | 10.74% | $25,460 | $55,594 | $50,637 | $39,660 | 3.40% | 1.19% | 10.74% |
| 2005 | 3.42% | 2.32% | 0.59% | 2.95% | 4.77% | $26,049 | $55,921 | $52,132 | $41,553 | 2.32% | 2.98% | 4.77% |
| 2006 | 2.54% | 3.14% | -0.38% | 7.47% | 15.64% | $26,866 | $55,707 | $56,024 | $48,053 | 3.14% | 4.81% | 15.64% |
| 2007 | 4.08% | 9.98% | 20.73% | 13.36% | 5.39% | $29,548 | $67,256 | $63,509 | $50,641 | 9.98% | 4.67% | 5.39% |
| 2008 | 0.09% | 13.32% | 38.48% | -4.86% | -37.02% | $33,485 | $93,135 | $60,423 | $31,894 | 13.32% | 1.59% | -37.02% |
| 2009 | 2.72% | -1.69% | -6.19% | 9.70% | 26.49% | $32,920 | $87,374 | $66,285 | $40,341 | -1.69% | 0.09% | 26.49% |
| 2010 | 1.50% | 7.35% | 22.55% | 19.96% | 14.91% | $35,341 | $107,076 | $79,516 | $46,357 | 7.35% | 0.10% | 14.91% |
| 2011 | 2.96% | 9.80% | 31.51% | 16.59% | 1.97% | $38,803 | $140,813 | $92,711 | $47,269 | 9.80% | 0.04% | 1.97% |
| 2012 | 1.74% | 2.67% | 7.89% | 12.12% | 15.82% | $39,841 | $151,924 | $103,948 | $54,749 | 2.67% | 0.06% | 15.82% |
| 2013 | 1.50% | -3.09% | -9.35% | 9.78% | 32.18% | $38,611 | $137,718 | $114,112 | $72,364 | -3.09% | 0.00% | 32.18% |
| 2014 | 0.76% | 4.32% | 13.25% | 13.52% | 13.51% | $40,278 | $155,960 | $129,542 | $82,140 | 4.32% | 0.00% | 13.51% |
| 2015 | 0.73% | 1.50% | 4.15% | 3.22% | 1.25% | $40,884 | $162,430 | $133,714 | $83,165 | 1.50% | 0.01% | 1.25% |
| 2016 | 2.07% | 1.19% | 2.60% | 7.63% | 11.82% | $41,370 | $166,647 | $143,915 | $92,993 | 1.19% | 0.21% | 11.82% |
| 2017 | 2.11% | 1.57% | 3.04% | 12.07% | 21.67% | $42,019 | $171,714 | $161,283 | $113,142 | 1.57% | 0.79% | 21.67% |
| 2018 | 1.91% | 1.00% | -0.89% | -2.18% | -4.52% | $42,440 | $170,194 | $157,767 | $108,023 | 1.00% | 1.80% | -4.52% |
| 2019 | 1.18% | 2.05% | 4.58% | 11.31% | 18.21% | $43,312 | $177,990 | $175,608 | $127,693 | 2.05% | 0.77% | 18.21% |
| Annual returns for 1991 and 2019 are based on partial years | ||||||||||||
| 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% | 2.21% | -0.90% | -4.01% | $10,100 | $10,221 | $9,910 | $9,599 | 1.00% | 0.39% | -4.01% |
| 1991 | 12 | 3.73% | 10.44% | 10.92% | 11.41% | $10,477 | $11,288 | $10,993 | $10,694 | 3.73% | 0.38% | 11.41% |
| 1992 | 1 | -2.15% | -7.13% | -4.51% | -1.88% | $10,251 | $10,483 | $10,497 | $10,493 | -2.15% | 0.34% | -1.88% |
| 1992 | 2 | 0.52% | 0.99% | 1.12% | 1.24% | $10,305 | $10,587 | $10,615 | $10,624 | 0.52% | 0.28% | 1.24% |
| 1992 | 3 | -0.91% | -3.42% | -2.67% | -1.93% | $10,211 | $10,226 | $10,331 | $10,419 | -0.91% | 0.34% | -1.93% |
| 1992 | 4 | 0.57% | 1.06% | 1.99% | 2.91% | $10,268 | $10,334 | $10,537 | $10,723 | 0.57% | 0.32% | 2.91% |
| 1992 | 5 | 2.18% | 5.97% | 3.23% | 0.48% | $10,492 | $10,951 | $10,877 | $10,775 | 2.18% | 0.28% | 0.48% |
| 1992 | 6 | 1.82% | 4.83% | 1.67% | -1.49% | $10,683 | $11,480 | $11,058 | $10,614 | 1.82% | 0.32% | -1.49% |
| 1992 | 7 | 3.07% | 8.60% | 6.32% | 4.04% | $11,012 | $12,468 | $11,758 | $11,043 | 3.07% | 0.31% | 4.04% |
| 1992 | 8 | 1.20% | 3.08% | 0.51% | -2.07% | $11,144 | $12,852 | $11,817 | $10,815 | 1.20% | 0.26% | -2.07% |
| 1992 | 9 | 1.73% | 4.68% | 2.93% | 1.17% | $11,337 | $13,454 | $12,163 | $10,941 | 1.73% | 0.26% | 1.17% |
| 1992 | 10 | -1.71% | -5.60% | -2.63% | 0.33% | $11,143 | $12,701 | $11,843 | $10,977 | -1.71% | 0.23% | 0.33% |
| 1992 | 11 | -0.46% | -1.84% | 0.78% | 3.40% | $11,092 | $12,468 | $11,935 | $11,351 | -0.46% | 0.23% | 3.40% |
| 1992 | 12 | 1.80% | 4.84% | 3.03% | 1.21% | $11,292 | $13,071 | $12,297 | $11,488 | 1.80% | 0.28% | 1.21% |
| 1993 | 1 | 2.72% | 7.70% | 4.26% | 0.81% | $11,599 | $14,078 | $12,820 | $11,581 | 2.72% | 0.23% | 0.81% |
| 1993 | 2 | 2.53% | 7.16% | 4.26% | 1.36% | $11,893 | $15,086 | $13,365 | $11,738 | 2.53% | 0.22% | 1.36% |
| 1993 | 3 | 0.40% | 0.70% | 1.40% | 2.11% | $11,940 | $15,191 | $13,553 | $11,985 | 0.40% | 0.25% | 2.11% |
| 1993 | 4 | 0.93% | 2.31% | -0.06% | -2.42% | $12,051 | $15,542 | $13,545 | $11,695 | 0.93% | 0.24% | -2.42% |
| 1993 | 5 | -0.15% | -0.88% | 0.89% | 2.65% | $12,033 | $15,405 | $13,665 | $12,005 | -0.15% | 0.22% | 2.65% |
| 1993 | 6 | 2.20% | 6.10% | 3.18% | 0.27% | $12,298 | $16,344 | $14,100 | $12,037 | 2.20% | 0.25% | 0.27% |
| 1993 | 7 | 0.02% | -0.41% | -0.42% | -0.42% | $12,301 | $16,277 | $14,041 | $11,986 | 0.02% | 0.24% | -0.42% |
| 1993 | 8 | 2.18% | 6.04% | 4.91% | 3.79% | $12,569 | $17,261 | $14,731 | $12,440 | 2.18% | 0.25% | 3.79% |
| 1993 | 9 | 0.62% | 1.34% | 0.27% | -0.79% | $12,647 | $17,492 | $14,772 | $12,341 | 0.62% | 0.26% | -0.79% |
| 1993 | 10 | 0.09% | -0.16% | 0.96% | 2.08% | $12,659 | $17,465 | $14,913 | $12,598 | 0.09% | 0.22% | 2.08% |
| 1993 | 11 | -1.16% | -3.97% | -2.48% | -1.00% | $12,513 | $16,771 | $14,543 | $12,472 | -1.16% | 0.25% | -1.00% |
| 1993 | 12 | 0.56% | 1.22% | 1.22% | 1.22% | $12,583 | $16,975 | $14,720 | $12,625 | 0.56% | 0.23% | 1.22% |
| 1994 | 1 | 1.49% | 3.96% | 3.67% | 3.38% | $12,769 | $17,647 | $15,260 | $13,051 | 1.49% | 0.25% | 3.38% |
| 1994 | 2 | -2.46% | -7.81% | -5.26% | -2.71% | $12,455 | $16,269 | $14,457 | $12,697 | -2.46% | 0.21% | -2.71% |
| 1994 | 3 | -2.62% | -8.39% | -6.39% | -4.39% | $12,129 | $14,904 | $13,534 | $12,140 | -2.62% | 0.27% | -4.39% |
| 1994 | 4 | -0.92% | -3.30% | -1.01% | 1.29% | $12,017 | $14,411 | $13,397 | $12,296 | -0.92% | 0.27% | 1.29% |
| 1994 | 5 | 0.18% | -0.09% | 0.76% | 1.60% | $12,038 | $14,398 | $13,499 | $12,493 | 0.18% | 0.31% | 1.60% |
| 1994 | 6 | -0.33% | -1.62% | -2.03% | -2.45% | $11,998 | $14,164 | $13,224 | $12,188 | -0.33% | 0.31% | -2.45% |
| 1994 | 7 | 1.70% | 4.55% | 3.91% | 3.28% | $12,203 | $14,809 | $13,741 | $12,587 | 1.70% | 0.28% | 3.28% |
| 1994 | 8 | 0.30% | 0.16% | 2.12% | 4.08% | $12,239 | $14,832 | $14,032 | $13,100 | 0.30% | 0.37% | 4.08% |
| 1994 | 9 | -1.79% | -6.10% | -4.27% | -2.45% | $12,021 | $13,928 | $13,433 | $12,780 | -1.79% | 0.37% | -2.45% |
| 1994 | 10 | -0.26% | -1.55% | 0.35% | 2.25% | $11,989 | $13,712 | $13,480 | $13,067 | -0.26% | 0.38% | 2.25% |
| 1994 | 11 | -0.38% | -1.88% | -2.77% | -3.65% | $11,943 | $13,454 | $13,107 | $12,589 | -0.38% | 0.37% | -3.65% |
| 1994 | 12 | 0.79% | 1.50% | 1.48% | 1.46% | $12,038 | $13,656 | $13,301 | $12,773 | 0.79% | 0.44% | 1.46% |
| 1995 | 1 | 1.94% | 4.98% | 3.78% | 2.58% | $12,272 | $14,337 | $13,804 | $13,103 | 1.94% | 0.42% | 2.58% |
| 1995 | 2 | 2.58% | 6.95% | 5.41% | 3.88% | $12,589 | $15,333 | $14,551 | $13,612 | 2.58% | 0.40% | 3.88% |
| 1995 | 3 | 0.57% | 0.80% | 1.88% | 2.95% | $12,661 | $15,455 | $14,824 | $14,014 | 0.57% | 0.46% | 2.95% |
| 1995 | 4 | 1.56% | 3.79% | 3.36% | 2.94% | $12,858 | $16,040 | $15,323 | $14,426 | 1.56% | 0.44% | 2.94% |
| 1995 | 5 | 4.74% | 13.14% | 8.55% | 3.95% | $13,467 | $18,148 | $16,633 | $14,996 | 4.74% | 0.54% | 3.95% |
| 1995 | 6 | 0.81% | 1.48% | 1.90% | 2.31% | $13,576 | $18,418 | $16,948 | $15,343 | 0.81% | 0.47% | 2.31% |
| 1995 | 7 | -0.61% | -2.72% | 0.29% | 3.30% | $13,494 | $17,918 | $16,998 | $15,850 | -0.61% | 0.45% | 3.30% |
| 1995 | 8 | 1.31% | 2.99% | 1.63% | 0.26% | $13,671 | $18,454 | $17,275 | $15,892 | 1.31% | 0.47% | 0.26% |
| 1995 | 9 | 0.90% | 1.84% | 3.03% | 4.21% | $13,794 | $18,793 | $17,798 | $16,561 | 0.90% | 0.43% | 4.21% |
| 1995 | 10 | 1.76% | 4.35% | 2.00% | -0.36% | $14,037 | $19,612 | $18,153 | $16,501 | 1.76% | 0.47% | -0.36% |
| 1995 | 11 | 1.82% | 4.62% | 4.50% | 4.38% | $14,293 | $20,518 | $18,970 | $17,224 | 1.82% | 0.42% | 4.38% |
| 1995 | 12 | 1.44% | 3.35% | 2.64% | 1.93% | $14,499 | $21,205 | $19,471 | $17,556 | 1.44% | 0.49% | 1.93% |
| 1996 | 1 | 0.69% | 1.21% | 2.30% | 3.39% | $14,599 | $21,462 | $19,918 | $18,151 | 0.69% | 0.43% | 3.39% |
| 1996 | 2 | -2.38% | -7.91% | -3.49% | 0.92% | $14,252 | $19,764 | $19,222 | $18,318 | -2.38% | 0.39% | 0.92% |
| 1996 | 3 | -1.09% | -4.05% | -1.54% | 0.98% | $14,096 | $18,962 | $18,926 | $18,497 | -1.09% | 0.39% | 0.98% |
| 1996 | 4 | -1.03% | -4.01% | -1.28% | 1.46% | $13,951 | $18,202 | $18,685 | $18,767 | -1.03% | 0.46% | 1.46% |
| 1996 | 5 | -0.44% | -2.16% | 0.19% | 2.54% | $13,890 | $17,809 | $18,721 | $19,244 | -0.44% | 0.42% | 2.54% |
| 1996 | 6 | 1.51% | 3.72% | 2.05% | 0.38% | $14,099 | $18,472 | $19,105 | $19,318 | 1.51% | 0.40% | 0.38% |
| 1996 | 7 | 0.14% | -0.47% | -2.45% | -4.42% | $14,120 | $18,385 | $18,638 | $18,464 | 0.14% | 0.45% | -4.42% |
| 1996 | 8 | -0.35% | -1.86% | 0.12% | 2.10% | $14,071 | $18,044 | $18,660 | $18,851 | -0.35% | 0.41% | 2.10% |
| 1996 | 9 | 1.91% | 4.84% | 5.22% | 5.61% | $14,339 | $18,916 | $19,634 | $19,908 | 1.91% | 0.44% | 5.61% |
| 1996 | 10 | 2.48% | 6.60% | 4.68% | 2.76% | $14,694 | $20,164 | $20,553 | $20,456 | 2.48% | 0.42% | 2.76% |
| 1996 | 11 | 2.04% | 5.30% | 6.43% | 7.56% | $14,994 | $21,233 | $21,875 | $22,004 | 2.04% | 0.41% | 7.56% |
| 1996 | 12 | -1.45% | -5.26% | -3.61% | -1.96% | $14,777 | $20,116 | $21,085 | $21,573 | -1.45% | 0.46% | -1.96% |
| 1997 | 1 | 0.06% | -0.73% | 2.74% | 6.22% | $14,785 | $19,969 | $21,663 | $22,914 | 0.06% | 0.45% | 6.22% |
| 1997 | 2 | 0.10% | -0.49% | 0.15% | 0.79% | $14,800 | $19,871 | $21,696 | $23,095 | 0.10% | 0.39% | 0.79% |
| 1997 | 3 | -1.30% | -4.77% | -4.45% | -4.14% | $14,607 | $18,923 | $20,730 | $22,140 | -1.30% | 0.43% | -4.14% |
| 1997 | 4 | 1.61% | 3.98% | 4.97% | 5.96% | $14,842 | $19,676 | $21,759 | $23,458 | 1.61% | 0.43% | 5.96% |
| 1997 | 5 | 0.83% | 1.52% | 3.80% | 6.09% | $14,966 | $19,975 | $22,587 | $24,886 | 0.83% | 0.49% | 6.09% |
| 1997 | 6 | 1.00% | 2.27% | 3.36% | 4.45% | $15,116 | $20,429 | $23,347 | $25,995 | 1.00% | 0.37% | 4.45% |
| 1997 | 7 | 2.85% | 7.69% | 7.83% | 7.97% | $15,547 | $22,000 | $25,174 | $28,065 | 2.85% | 0.43% | 7.97% |
| 1997 | 8 | -0.99% | -3.80% | -4.71% | -5.61% | $15,393 | $21,164 | $23,990 | $26,491 | -0.99% | 0.41% | -5.61% |
| 1997 | 9 | 1.47% | 3.52% | 4.50% | 5.47% | $15,619 | $21,909 | $25,068 | $27,940 | 1.47% | 0.44% | 5.47% |
| 1997 | 10 | 1.66% | 4.14% | 0.40% | -3.35% | $15,878 | $22,817 | $25,167 | $27,004 | 1.66% | 0.42% | -3.35% |
| 1997 | 11 | 0.31% | 0.16% | 2.38% | 4.60% | $15,928 | $22,853 | $25,766 | $28,246 | 0.31% | 0.39% | 4.60% |
| 1997 | 12 | 1.09% | 2.31% | 2.02% | 1.72% | $16,101 | $23,381 | $26,286 | $28,733 | 1.09% | 0.48% | 1.72% |
| 1998 | 1 | 1.73% | 4.32% | 2.71% | 1.11% | $16,379 | $24,390 | $26,999 | $29,052 | 1.73% | 0.43% | 1.11% |
| 1998 | 2 | -0.38% | -1.93% | 2.63% | 7.19% | $16,316 | $23,919 | $27,709 | $31,141 | -0.38% | 0.39% | 7.19% |
| 1998 | 3 | 0.14% | -0.37% | 2.36% | 5.10% | $16,338 | $23,830 | $28,365 | $32,731 | 0.14% | 0.39% | 5.10% |
| 1998 | 4 | 0.49% | 0.61% | 0.81% | 1.01% | $16,419 | $23,976 | $28,595 | $33,060 | 0.49% | 0.43% | 1.01% |
| 1998 | 5 | 0.98% | 2.13% | 0.19% | -1.74% | $16,579 | $24,486 | $28,650 | $32,484 | 0.98% | 0.40% | -1.74% |
| 1998 | 6 | 0.95% | 2.04% | 3.06% | 4.07% | $16,737 | $24,987 | $29,526 | $33,807 | 0.95% | 0.41% | 4.07% |
| 1998 | 7 | 0.22% | -0.14% | -0.60% | -1.05% | $16,774 | $24,952 | $29,349 | $33,450 | 0.22% | 0.40% | -1.05% |
| 1998 | 8 | 3.20% | 8.73% | -2.87% | -14.47% | $17,310 | $27,130 | $28,506 | $28,609 | 3.20% | 0.43% | -14.47% |
| 1998 | 9 | 3.64% | 10.00% | 8.20% | 6.41% | $17,940 | $29,842 | $30,845 | $30,443 | 3.64% | 0.46% | 6.41% |
| 1998 | 10 | -0.77% | -2.94% | 2.61% | 8.16% | $17,802 | $28,964 | $31,650 | $32,928 | -0.77% | 0.32% | 8.16% |
| 1998 | 11 | -0.35% | -1.66% | 2.21% | 6.07% | $17,741 | $28,482 | $32,348 | $34,928 | -0.35% | 0.31% | 6.07% |
| 1998 | 12 | 0.38% | 0.39% | 3.10% | 5.81% | $17,809 | $28,595 | $33,351 | $36,955 | 0.38% | 0.38% | 5.81% |
| 1999 | 1 | 0.65% | 1.26% | 2.73% | 4.20% | $17,925 | $28,956 | $34,263 | $38,509 | 0.65% | 0.35% | 4.20% |
| 1999 | 2 | -3.07% | -9.90% | -6.51% | -3.12% | $17,375 | $26,088 | $32,031 | $37,306 | -3.07% | 0.35% | -3.12% |
| 1999 | 3 | 0.58% | 0.89% | 2.44% | 4.00% | $17,477 | $26,319 | $32,813 | $38,796 | 0.58% | 0.43% | 4.00% |
| 1999 | 4 | 0.28% | 0.11% | 1.98% | 3.85% | $17,526 | $26,349 | $33,463 | $40,291 | 0.28% | 0.37% | 3.85% |
| 1999 | 5 | -1.37% | -4.78% | -3.59% | -2.39% | $17,287 | $25,089 | $32,263 | $39,328 | -1.37% | 0.34% | -2.39% |
| 1999 | 6 | -0.26% | -1.59% | 1.98% | 5.56% | $17,241 | $24,690 | $32,903 | $41,513 | -0.26% | 0.40% | 5.56% |
| 1999 | 7 | -0.45% | -2.11% | -2.62% | -3.13% | $17,163 | $24,168 | $32,040 | $40,214 | -0.45% | 0.38% | -3.13% |
| 1999 | 8 | -0.07% | -0.99% | -0.74% | -0.50% | $17,151 | $23,929 | $31,802 | $40,014 | -0.07% | 0.39% | -0.50% |
| 1999 | 9 | 1.08% | 2.46% | -0.14% | -2.74% | $17,336 | $24,518 | $31,758 | $38,918 | 1.08% | 0.39% | -2.74% |
| 1999 | 10 | 0.12% | -0.41% | 2.96% | 6.33% | $17,358 | $24,418 | $32,698 | $41,380 | 0.12% | 0.39% | 6.33% |
| 1999 | 11 | -0.08% | -0.96% | 0.53% | 2.02% | $17,344 | $24,184 | $32,872 | $42,218 | -0.08% | 0.36% | 2.02% |
| 1999 | 12 | -0.94% | -3.70% | 1.14% | 5.98% | $17,182 | $23,291 | $33,247 | $44,741 | -0.94% | 0.44% | 5.98% |
| 2000 | 1 | -0.46% | -2.20% | -3.61% | -5.03% | $17,103 | $22,779 | $32,046 | $42,490 | -0.46% | 0.41% | -5.03% |
| 2000 | 2 | 1.00% | 2.14% | 0.12% | -1.91% | $17,274 | $23,267 | $32,083 | $41,680 | 1.00% | 0.43% | -1.91% |
| 2000 | 3 | 2.04% | 5.17% | 7.47% | 9.76% | $17,626 | $24,470 | $34,478 | $45,748 | 2.04% | 0.47% | 9.76% |
| 2000 | 4 | -0.26% | -1.69% | -2.35% | -3.01% | $17,581 | $24,058 | $33,670 | $44,373 | -0.26% | 0.46% | -3.01% |
| 2000 | 5 | 0.16% | -0.52% | -1.28% | -2.04% | $17,609 | $23,931 | $33,238 | $43,468 | 0.16% | 0.50% | -2.04% |
| 2000 | 6 | 2.20% | 5.81% | 4.15% | 2.49% | $17,996 | $25,321 | $34,617 | $44,549 | 2.20% | 0.40% | 2.49% |
| 2000 | 7 | 0.62% | 0.91% | -0.29% | -1.49% | $18,109 | $25,551 | $34,516 | $43,885 | 0.62% | 0.48% | -1.49% |
| 2000 | 8 | 1.62% | 3.85% | 5.02% | 6.19% | $18,401 | $26,534 | $36,248 | $46,602 | 1.62% | 0.50% | 6.19% |
| 2000 | 9 | 0.89% | 1.66% | -1.81% | -5.29% | $18,565 | $26,974 | $35,590 | $44,137 | 0.89% | 0.51% | -5.29% |
| 2000 | 10 | 0.90% | 1.59% | 0.58% | -0.43% | $18,733 | $27,402 | $35,796 | $43,947 | 0.90% | 0.56% | -0.43% |
| 2000 | 11 | 2.14% | 5.41% | -1.24% | -7.88% | $19,134 | $28,884 | $35,354 | $40,485 | 2.14% | 0.51% | -7.88% |
| 2000 | 12 | 2.39% | 6.18% | 3.34% | 0.50% | $19,592 | $30,670 | $36,536 | $40,689 | 2.39% | 0.50% | 0.50% |
| 2001 | 1 | 1.33% | 2.90% | 3.22% | 3.55% | $19,852 | $31,558 | $37,713 | $42,132 | 1.33% | 0.54% | 3.55% |
| 2001 | 2 | 1.26% | 3.02% | -3.06% | -9.14% | $20,102 | $32,512 | $36,560 | $38,282 | 1.26% | 0.38% | -9.14% |
| 2001 | 3 | 0.50% | 0.67% | -2.84% | -6.36% | $20,204 | $32,731 | $35,521 | $35,849 | 0.50% | 0.42% | -6.36% |
| 2001 | 4 | -1.16% | -4.25% | 1.76% | 7.77% | $19,970 | $31,339 | $36,146 | $38,634 | -1.16% | 0.39% | 7.77% |
| 2001 | 5 | 0.22% | 0.01% | 0.33% | 0.65% | $20,013 | $31,343 | $36,265 | $38,885 | 0.22% | 0.32% | 0.65% |
| 2001 | 6 | 0.30% | 0.34% | -1.05% | -2.45% | $20,074 | $31,451 | $35,884 | $37,934 | 0.30% | 0.28% | -2.45% |
| 2001 | 7 | 2.73% | 7.58% | 3.29% | -1.00% | $20,621 | $33,835 | $37,065 | $37,555 | 2.73% | 0.30% | -1.00% |
| 2001 | 8 | 1.11% | 2.71% | -1.78% | -6.27% | $20,850 | $34,752 | $36,405 | $35,199 | 1.11% | 0.31% | -6.27% |
| 2001 | 9 | 2.41% | 6.67% | -0.71% | -8.09% | $21,353 | $37,071 | $36,146 | $32,351 | 2.41% | 0.28% | -8.09% |
| 2001 | 10 | 2.22% | 6.21% | 4.05% | 1.90% | $21,826 | $39,372 | $37,611 | $32,964 | 2.22% | 0.22% | 1.90% |
| 2001 | 11 | -2.32% | -7.31% | 0.17% | 7.65% | $21,319 | $36,494 | $37,676 | $35,487 | -2.32% | 0.17% | 7.65% |
| 2001 | 12 | -1.16% | -3.78% | -1.46% | 0.87% | $21,071 | $35,113 | $37,127 | $35,797 | -1.16% | 0.15% | 0.87% |
| 2002 | 1 | 0.45% | 1.07% | -0.20% | -1.47% | $21,166 | $35,490 | $37,053 | $35,270 | 0.45% | 0.14% | -1.47% |
| 2002 | 2 | 1.29% | 3.61% | 0.84% | -1.94% | $21,439 | $36,772 | $37,364 | $34,587 | 1.29% | 0.13% | -1.94% |
| 2002 | 3 | -2.30% | -7.16% | -1.71% | 3.74% | $20,946 | $34,139 | $36,726 | $35,882 | -2.30% | 0.13% | 3.74% |
| 2002 | 4 | 2.62% | 7.55% | 0.74% | -6.07% | $21,495 | $36,719 | $36,997 | $33,702 | 2.62% | 0.15% | -6.07% |
| 2002 | 5 | 1.04% | 2.84% | 1.04% | -0.75% | $21,718 | $37,760 | $37,383 | $33,448 | 1.04% | 0.14% | -0.75% |
| 2002 | 6 | 1.72% | 4.90% | -1.12% | -7.13% | $22,091 | $39,609 | $36,964 | $31,061 | 1.72% | 0.13% | -7.13% |
| 2002 | 7 | 2.66% | 7.67% | -0.03% | -7.72% | $22,678 | $42,646 | $36,954 | $28,664 | 2.66% | 0.15% | -7.72% |
| 2002 | 8 | 2.42% | 6.98% | 3.82% | 0.65% | $23,227 | $45,622 | $38,365 | $28,851 | 2.42% | 0.14% | 0.65% |
| 2002 | 9 | 3.03% | 8.80% | -1.04% | -10.87% | $23,930 | $49,637 | $37,967 | $25,713 | 3.03% | 0.14% | -10.87% |
| 2002 | 10 | -0.70% | -2.39% | 3.20% | 8.78% | $23,762 | $48,453 | $39,181 | $27,972 | -0.70% | 0.14% | 8.78% |
| 2002 | 11 | -1.32% | -4.21% | 0.83% | 5.88% | $23,448 | $46,414 | $39,508 | $29,615 | -1.32% | 0.12% | 5.88% |
| 2002 | 12 | 2.58% | 7.52% | 0.81% | -5.89% | $24,052 | $49,904 | $39,829 | $27,870 | 2.58% | 0.11% | -5.89% |
| 2003 | 1 | -0.49% | -1.68% | -2.15% | -2.62% | $23,933 | $49,064 | $38,971 | $27,138 | -0.49% | 0.10% | -2.62% |
| 2003 | 2 | 1.77% | 5.13% | 1.81% | -1.52% | $24,357 | $51,582 | $39,675 | $26,726 | 1.77% | 0.09% | -1.52% |
| 2003 | 3 | -0.19% | -0.76% | 0.10% | 0.96% | $24,312 | $51,192 | $39,715 | $26,982 | -0.19% | 0.10% | 0.96% |
| 2003 | 4 | 0.24% | 0.52% | 4.39% | 8.25% | $24,371 | $51,459 | $41,458 | $29,209 | 0.24% | 0.10% | 8.25% |
| 2003 | 5 | 2.74% | 8.03% | 6.65% | 5.26% | $25,037 | $55,590 | $44,213 | $30,746 | 2.74% | 0.09% | 5.26% |
| 2003 | 6 | -0.43% | -1.50% | -0.12% | 1.26% | $24,929 | $54,759 | $44,161 | $31,134 | -0.43% | 0.10% | 1.26% |
| 2003 | 7 | -3.87% | -11.76% | -5.01% | 1.74% | $23,964 | $48,319 | $41,949 | $31,677 | -3.87% | 0.07% | 1.74% |
| 2003 | 8 | 0.19% | 0.42% | 1.18% | 1.93% | $24,008 | $48,521 | $42,442 | $32,289 | 0.19% | 0.07% | 1.93% |
| 2003 | 9 | 3.09% | 9.10% | 4.02% | -1.07% | $24,750 | $52,938 | $44,147 | $31,943 | 3.09% | 0.08% | -1.07% |
| 2003 | 10 | -1.36% | -4.21% | 0.72% | 5.64% | $24,414 | $50,710 | $44,463 | $33,745 | -1.36% | 0.07% | 5.64% |
| 2003 | 11 | 0.01% | -0.12% | 0.37% | 0.86% | $24,415 | $50,649 | $44,628 | $34,037 | 0.01% | 0.07% | 0.86% |
| 2003 | 12 | 0.85% | 2.38% | 3.80% | 5.22% | $24,622 | $51,853 | $46,323 | $35,813 | 0.85% | 0.08% | 5.22% |
| 2004 | 1 | 0.81% | 2.30% | 2.06% | 1.82% | $24,822 | $53,046 | $47,278 | $36,466 | 0.81% | 0.07% | 1.82% |
| 2004 | 2 | 1.23% | 3.56% | 2.47% | 1.38% | $25,127 | $54,933 | $48,445 | $36,968 | 1.23% | 0.06% | 1.38% |
| 2004 | 3 | 1.06% | 3.01% | 0.75% | -1.51% | $25,394 | $56,590 | $48,809 | $36,408 | 1.06% | 0.09% | -1.51% |
| 2004 | 4 | -3.25% | -9.91% | -5.75% | -1.58% | $24,569 | $50,979 | $46,004 | $35,834 | -3.25% | 0.08% | -1.58% |
| 2004 | 5 | -0.51% | -1.64% | -0.14% | 1.36% | $24,444 | $50,141 | $45,938 | $36,321 | -0.51% | 0.06% | 1.36% |
| 2004 | 6 | 0.54% | 1.46% | 1.70% | 1.93% | $24,576 | $50,874 | $46,717 | $37,022 | 0.54% | 0.08% | 1.93% |
| 2004 | 7 | 0.91% | 2.53% | -0.39% | -3.31% | $24,799 | $52,160 | $46,534 | $35,796 | 0.91% | 0.10% | -3.31% |
| 2004 | 8 | 2.07% | 6.00% | 3.19% | 0.38% | $25,314 | $55,290 | $48,020 | $35,933 | 2.07% | 0.11% | 0.38% |
| 2004 | 9 | 0.19% | 0.35% | 0.71% | 1.07% | $25,361 | $55,482 | $48,359 | $36,316 | 0.19% | 0.11% | 1.07% |
| 2004 | 10 | 0.91% | 2.51% | 2.01% | 1.51% | $25,592 | $56,873 | $49,332 | $36,867 | 0.91% | 0.11% | 1.51% |
| 2004 | 11 | -1.48% | -4.73% | -0.34% | 4.05% | $25,214 | $54,182 | $49,163 | $38,358 | -1.48% | 0.15% | 4.05% |
| 2004 | 12 | 0.97% | 2.60% | 3.00% | 3.39% | $25,460 | $55,594 | $50,637 | $39,660 | 0.97% | 0.16% | 3.39% |
| 2005 | 1 | 0.56% | 1.36% | -0.55% | -2.45% | $25,602 | $56,348 | $50,359 | $38,686 | 0.56% | 0.16% | -2.45% |
| 2005 | 2 | -0.98% | -3.26% | -0.58% | 2.09% | $25,351 | $54,510 | $50,065 | $39,496 | -0.98% | 0.16% | 2.09% |
| 2005 | 3 | -0.51% | -1.95% | -1.85% | -1.76% | $25,222 | $53,447 | $49,137 | $38,801 | -0.51% | 0.21% | -1.76% |
| 2005 | 4 | 1.75% | 4.83% | 1.46% | -1.91% | $25,663 | $56,028 | $49,853 | $38,059 | 1.75% | 0.21% | -1.91% |
| 2005 | 5 | 1.20% | 3.11% | 3.14% | 3.17% | $25,970 | $57,769 | $51,417 | $39,265 | 1.20% | 0.24% | 3.17% |
| 2005 | 6 | 0.55% | 1.19% | 0.66% | 0.13% | $26,113 | $58,457 | $51,756 | $39,315 | 0.55% | 0.23% | 0.13% |
| 2005 | 7 | -1.41% | -4.70% | -0.50% | 3.71% | $25,746 | $55,711 | $51,500 | $40,772 | -1.41% | 0.24% | 3.71% |
| 2005 | 8 | 1.65% | 4.34% | 1.71% | -0.91% | $26,169 | $58,127 | $52,381 | $40,400 | 1.65% | 0.30% | -0.91% |
| 2005 | 9 | -1.14% | -4.01% | -1.61% | 0.79% | $25,870 | $55,796 | $51,539 | $40,720 | -1.14% | 0.29% | 0.79% |
| 2005 | 10 | -0.79% | -2.92% | -2.30% | -1.68% | $25,665 | $54,169 | $50,355 | $40,037 | -0.79% | 0.27% | -1.68% |
| 2005 | 11 | 0.48% | 0.81% | 2.29% | 3.76% | $25,788 | $54,608 | $51,507 | $41,544 | 0.48% | 0.31% | 3.76% |
| 2005 | 12 | 1.01% | 2.40% | 1.21% | 0.02% | $26,049 | $55,921 | $52,132 | $41,553 | 1.01% | 0.32% | 0.02% |
| 2006 | 1 | -0.34% | -1.71% | 0.47% | 2.65% | $25,962 | $54,966 | $52,376 | $42,653 | -0.34% | 0.35% | 2.65% |
| 2006 | 2 | 0.09% | -0.42% | -0.08% | 0.26% | $25,984 | $54,736 | $52,335 | $42,765 | 0.09% | 0.34% | 0.26% |
| 2006 | 3 | -0.99% | -3.70% | -1.24% | 1.23% | $25,728 | $52,709 | $51,688 | $43,291 | -0.99% | 0.37% | 1.23% |
| 2006 | 4 | -0.37% | -1.84% | -0.25% | 1.33% | $25,632 | $51,742 | $51,559 | $43,868 | -0.37% | 0.36% | 1.33% |
| 2006 | 5 | 0.02% | -0.81% | -1.85% | -2.90% | $25,637 | $51,323 | $50,603 | $42,597 | 0.02% | 0.43% | -2.90% |
| 2006 | 6 | 0.10% | -0.50% | -0.18% | 0.13% | $25,662 | $51,068 | $50,510 | $42,652 | 0.10% | 0.40% | 0.13% |
| 2006 | 7 | 1.35% | 3.26% | 1.93% | 0.61% | $26,010 | $52,732 | $51,486 | $42,911 | 1.35% | 0.40% | 0.61% |
| 2006 | 8 | 1.62% | 4.03% | 3.19% | 2.36% | $26,431 | $54,854 | $53,130 | $43,924 | 1.62% | 0.42% | 2.36% |
| 2006 | 9 | 0.94% | 1.99% | 2.28% | 2.56% | $26,679 | $55,948 | $54,341 | $45,050 | 0.94% | 0.41% | 2.56% |
| 2006 | 10 | 0.57% | 0.90% | 2.08% | 3.25% | $26,833 | $56,454 | $55,470 | $46,515 | 0.57% | 0.41% | 3.25% |
| 2006 | 11 | 1.12% | 2.52% | 2.20% | 1.89% | $27,133 | $57,876 | $56,693 | $47,394 | 1.12% | 0.42% | 1.89% |
| 2006 | 12 | -0.98% | -3.75% | -1.18% | 1.39% | $26,866 | $55,707 | $56,024 | $48,053 | -0.98% | 0.40% | 1.39% |
| 2007 | 1 | -0.26% | -1.65% | -0.08% | 1.49% | $26,798 | $54,789 | $55,981 | $48,770 | -0.26% | 0.44% | 1.49% |
| 2007 | 2 | 1.86% | 4.82% | 1.42% | -1.97% | $27,296 | $57,427 | $56,778 | $47,810 | 1.86% | 0.38% | -1.97% |
| 2007 | 3 | 0.03% | -0.78% | 0.16% | 1.11% | $27,303 | $56,978 | $56,871 | $48,342 | 0.03% | 0.43% | 1.11% |
| 2007 | 4 | 0.57% | 0.82% | 2.62% | 4.42% | $27,457 | $57,443 | $58,360 | $50,477 | 0.57% | 0.44% | 4.42% |
| 2007 | 5 | -1.18% | -4.37% | -0.45% | 3.48% | $27,132 | $54,931 | $58,098 | $52,232 | -1.18% | 0.41% | 3.48% |
| 2007 | 6 | -0.18% | -1.35% | -1.51% | -1.68% | $27,082 | $54,190 | $57,219 | $51,357 | -0.18% | 0.40% | -1.68% |
| 2007 | 7 | 1.81% | 4.63% | 0.77% | -3.08% | $27,573 | $56,699 | $57,661 | $49,773 | 1.81% | 0.40% | -3.08% |
| 2007 | 8 | 1.97% | 5.07% | 3.28% | 1.50% | $28,116 | $59,573 | $59,555 | $50,518 | 1.97% | 0.42% | 1.50% |
| 2007 | 9 | 0.46% | 0.74% | 2.23% | 3.72% | $28,245 | $60,013 | $60,883 | $52,400 | 0.46% | 0.32% | 3.72% |
| 2007 | 10 | 0.84% | 1.87% | 1.72% | 1.58% | $28,481 | $61,134 | $61,933 | $53,227 | 0.84% | 0.32% | 1.58% |
| 2007 | 11 | 3.46% | 9.70% | 2.76% | -4.19% | $29,467 | $67,067 | $63,641 | $50,998 | 3.46% | 0.34% | -4.19% |
| 2007 | 12 | 0.27% | 0.28% | -0.21% | -0.70% | $29,548 | $67,256 | $63,509 | $50,641 | 0.27% | 0.27% | -0.70% |
| 2008 | 1 | 3.10% | 8.87% | 1.43% | -6.02% | $30,463 | $73,225 | $64,417 | $47,595 | 3.10% | 0.21% | -6.02% |
| 2008 | 2 | 1.35% | 3.80% | 0.27% | -3.25% | $30,875 | $76,005 | $64,592 | $46,048 | 1.35% | 0.13% | -3.25% |
| 2008 | 3 | 0.93% | 2.44% | 1.00% | -0.44% | $31,161 | $77,861 | $65,239 | $45,845 | 0.93% | 0.17% | -0.44% |
| 2008 | 4 | -2.14% | -6.77% | -0.96% | 4.85% | $30,495 | $72,590 | $64,613 | $48,070 | -2.14% | 0.18% | 4.85% |
| 2008 | 5 | -1.32% | -4.32% | -1.52% | 1.29% | $30,093 | $69,451 | $63,634 | $48,691 | -1.32% | 0.18% | 1.29% |
| 2008 | 6 | 0.77% | 1.96% | -3.24% | -8.44% | $30,323 | $70,813 | $61,573 | $44,583 | 0.77% | 0.17% | -8.44% |
| 2008 | 7 | 0.77% | 2.02% | 0.60% | -0.83% | $30,558 | $72,247 | $61,941 | $44,212 | 0.77% | 0.15% | -0.83% |
| 2008 | 8 | 0.98% | 2.67% | 2.06% | 1.45% | $30,856 | $74,174 | $63,215 | $44,851 | 0.98% | 0.13% | 1.45% |
| 2008 | 9 | 0.51% | 1.23% | -3.84% | -8.91% | $31,014 | $75,088 | $60,789 | $40,857 | 0.51% | 0.15% | -8.91% |
| 2008 | 10 | -1.36% | -4.23% | -10.51% | -16.79% | $30,593 | $71,910 | $54,399 | $33,996 | -1.36% | 0.08% | -16.79% |
| 2008 | 11 | 5.58% | 16.69% | 4.76% | -7.17% | $32,301 | $83,913 | $56,987 | $31,557 | 5.58% | 0.03% | -7.17% |
| 2008 | 12 | 3.66% | 10.99% | 6.03% | 1.07% | $33,485 | $93,135 | $60,423 | $31,894 | 3.66% | 0.00% | 1.07% |
| 2009 | 1 | -2.39% | -7.17% | -7.79% | -8.41% | $32,684 | $86,455 | $55,714 | $29,211 | -2.39% | 0.00% | -8.41% |
| 2009 | 2 | -0.58% | -1.76% | -6.21% | -10.66% | $32,494 | $84,929 | $52,254 | $26,098 | -0.58% | 0.01% | -10.66% |
| 2009 | 3 | 3.20% | 9.57% | 9.17% | 8.76% | $33,535 | $93,061 | $57,044 | $28,384 | 3.20% | 0.02% | 8.76% |
| 2009 | 4 | -1.76% | -5.29% | 2.14% | 9.56% | $32,947 | $88,142 | $58,263 | $31,097 | -1.76% | 0.01% | 9.56% |
| 2009 | 5 | -1.10% | -3.31% | 1.15% | 5.62% | $32,583 | $85,223 | $58,935 | $32,844 | -1.10% | 0.00% | 5.62% |
| 2009 | 6 | -0.37% | -1.14% | -0.46% | 0.22% | $32,462 | $84,255 | $58,665 | $32,916 | -0.37% | 0.01% | 0.22% |
| 2009 | 7 | 0.60% | 1.77% | 4.67% | 7.58% | $32,655 | $85,744 | $61,406 | $35,410 | 0.60% | 0.01% | 7.58% |
| 2009 | 8 | 0.89% | 2.65% | 3.13% | 3.60% | $32,946 | $88,019 | $63,326 | $36,685 | 0.89% | 0.01% | 3.60% |
| 2009 | 9 | 0.92% | 2.74% | 3.23% | 3.72% | $33,250 | $90,433 | $65,371 | $38,048 | 0.92% | 0.01% | 3.72% |
| 2009 | 10 | 0.25% | 0.76% | -0.56% | -1.87% | $33,334 | $91,118 | $65,008 | $37,338 | 0.25% | 0.00% | -1.87% |
| 2009 | 11 | 1.96% | 5.87% | 5.93% | 5.98% | $33,986 | $96,465 | $68,860 | $39,571 | 1.96% | 0.00% | 5.98% |
| 2009 | 12 | -3.13% | -9.42% | -3.74% | 1.95% | $32,920 | $87,374 | $66,285 | $40,341 | -3.13% | 0.01% | 1.95% |
| 2010 | 1 | 1.97% | 5.90% | 1.15% | -3.60% | $33,568 | $92,533 | $67,047 | $38,887 | 1.97% | 0.00% | -3.60% |
| 2010 | 2 | 0.40% | 1.21% | 2.15% | 3.09% | $33,704 | $93,655 | $68,490 | $40,089 | 0.40% | 0.00% | 3.09% |
| 2010 | 3 | -0.91% | -2.74% | 1.64% | 6.01% | $33,398 | $91,086 | $69,610 | $42,500 | -0.91% | 0.01% | 6.01% |
| 2010 | 4 | 1.23% | 3.68% | 2.63% | 1.58% | $33,810 | $94,439 | $71,441 | $43,171 | 1.23% | 0.01% | 1.58% |
| 2010 | 5 | 1.85% | 5.52% | -1.24% | -8.01% | $34,435 | $99,656 | $70,555 | $39,715 | 1.85% | 0.01% | -8.01% |
| 2010 | 6 | 2.07% | 6.18% | 0.47% | -5.24% | $35,146 | $105,813 | $70,886 | $37,634 | 2.07% | 0.01% | -5.24% |
| 2010 | 7 | 1.07% | 3.20% | 5.10% | 7.00% | $35,523 | $109,198 | $74,499 | $40,267 | 1.07% | 0.01% | 7.00% |
| 2010 | 8 | 2.00% | 5.98% | 0.73% | -4.53% | $36,234 | $115,729 | $75,040 | $38,443 | 2.00% | 0.01% | -4.53% |
| 2010 | 9 | 0.36% | 1.07% | 5.00% | 8.92% | $36,366 | $116,973 | $78,789 | $41,872 | 0.36% | 0.01% | 8.92% |
| 2010 | 10 | 0.45% | 1.32% | 2.56% | 3.79% | $36,529 | $118,520 | $80,803 | $43,458 | 0.45% | 0.01% | 3.79% |
| 2010 | 11 | -0.98% | -2.97% | -1.48% | 0.00% | $36,170 | $115,005 | $79,605 | $43,458 | -0.98% | 0.01% | 0.00% |
| 2010 | 12 | -2.29% | -6.89% | -0.11% | 6.67% | $35,341 | $107,076 | $79,516 | $46,357 | -2.29% | 0.01% | 6.67% |
| 2011 | 1 | 0.29% | 0.86% | 1.61% | 2.36% | $35,445 | $107,992 | $80,793 | $47,450 | 0.29% | 0.01% | 2.36% |
| 2011 | 2 | -0.43% | -1.31% | 1.05% | 3.42% | $35,292 | $106,574 | $81,643 | $49,071 | -0.43% | 0.01% | 3.42% |
| 2011 | 3 | -0.12% | -0.38% | -0.18% | 0.03% | $35,250 | $106,170 | $81,499 | $49,083 | -0.12% | 0.01% | 0.03% |
| 2011 | 4 | 1.60% | 4.81% | 3.88% | 2.95% | $35,815 | $111,280 | $84,661 | $50,530 | 1.60% | 0.00% | 2.95% |
| 2011 | 5 | 1.77% | 5.30% | 2.08% | -1.15% | $36,447 | $117,173 | $86,418 | $49,952 | 1.77% | 0.00% | -1.15% |
| 2011 | 6 | -0.16% | -0.49% | -1.08% | -1.67% | $36,387 | $116,595 | $85,482 | $49,116 | -0.16% | 0.00% | -1.67% |
| 2011 | 7 | 2.18% | 6.54% | 2.24% | -2.05% | $37,180 | $124,215 | $87,401 | $48,111 | 2.18% | 0.00% | -2.05% |
| 2011 | 8 | 2.70% | 8.09% | 1.32% | -5.45% | $38,185 | $134,267 | $88,557 | $45,491 | 2.70% | 0.01% | -5.45% |
| 2011 | 9 | 0.73% | 2.19% | -2.42% | -7.04% | $38,465 | $137,214 | $86,410 | $42,287 | 0.73% | 0.00% | -7.04% |
| 2011 | 10 | -0.42% | -1.25% | 4.83% | 10.91% | $38,305 | $135,499 | $90,586 | $46,902 | -0.42% | 0.00% | 10.91% |
| 2011 | 11 | 0.29% | 0.88% | 0.32% | -0.23% | $38,417 | $136,694 | $90,879 | $46,792 | 0.29% | 0.00% | -0.23% |
| 2011 | 12 | 1.00% | 3.01% | 2.02% | 1.02% | $38,803 | $140,813 | $92,711 | $47,269 | 1.00% | 0.00% | 1.02% |
| 2012 | 1 | 0.81% | 2.42% | 3.44% | 4.46% | $39,116 | $144,224 | $95,903 | $49,379 | 0.81% | 0.00% | 4.46% |
| 2012 | 2 | -0.65% | -1.96% | 1.17% | 4.31% | $38,860 | $141,391 | $97,027 | $51,506 | -0.65% | 0.00% | 4.31% |
| 2012 | 3 | -0.79% | -2.38% | 0.45% | 3.28% | $38,552 | $138,027 | $97,464 | $53,196 | -0.79% | 0.00% | 3.28% |
| 2012 | 4 | 1.50% | 4.50% | 1.93% | -0.64% | $39,131 | $144,245 | $99,348 | $52,855 | 1.50% | 0.00% | -0.64% |
| 2012 | 5 | 1.24% | 3.70% | -1.16% | -6.02% | $39,617 | $149,587 | $98,198 | $49,675 | 1.24% | 0.01% | -6.02% |
| 2012 | 6 | -0.22% | -0.66% | 1.72% | 4.11% | $39,529 | $148,594 | $99,890 | $51,716 | -0.22% | 0.00% | 4.11% |
| 2012 | 7 | 0.86% | 2.59% | 1.98% | 1.37% | $39,870 | $152,438 | $101,866 | $52,424 | 0.86% | 0.00% | 1.37% |
| 2012 | 8 | 0.10% | 0.29% | 1.26% | 2.24% | $39,911 | $152,874 | $103,153 | $53,598 | 0.10% | 0.01% | 2.24% |
| 2012 | 9 | -0.06% | -0.21% | 1.18% | 2.58% | $39,885 | $152,556 | $104,374 | $54,979 | -0.06% | 0.01% | 2.58% |
| 2012 | 10 | -0.32% | -0.97% | -1.41% | -1.86% | $39,759 | $151,079 | $102,898 | $53,957 | -0.32% | 0.01% | -1.86% |
| 2012 | 11 | 0.62% | 1.83% | 1.20% | 0.56% | $40,005 | $153,846 | $104,129 | $54,259 | 0.62% | 0.01% | 0.56% |
| 2012 | 12 | -0.41% | -1.25% | -0.17% | 0.90% | $39,841 | $151,924 | $103,948 | $54,749 | -0.41% | 0.01% | 0.90% |
| 2013 | 1 | -0.74% | -2.22% | 1.48% | 5.18% | $39,547 | $148,558 | $105,487 | $57,583 | -0.74% | 0.00% | 5.18% |
| 2013 | 2 | 0.71% | 2.13% | 1.74% | 1.34% | $39,828 | $151,729 | $107,319 | $58,353 | 0.71% | 0.00% | 1.34% |
| 2013 | 3 | 0.27% | 0.82% | 2.28% | 3.74% | $39,937 | $152,974 | $109,765 | $60,535 | 0.27% | 0.00% | 3.74% |
| 2013 | 4 | 0.71% | 2.14% | 2.02% | 1.91% | $40,221 | $156,242 | $111,985 | $61,690 | 0.71% | 0.00% | 1.91% |
| 2013 | 5 | -1.84% | -5.52% | -1.60% | 2.33% | $39,481 | $147,610 | $110,195 | $63,126 | -1.84% | 0.00% | 2.33% |
| 2013 | 6 | -1.62% | -4.87% | -3.11% | -1.35% | $38,840 | $140,428 | $106,770 | $62,274 | -1.62% | 0.00% | -1.35% |
| 2013 | 7 | 0.13% | 0.38% | 2.73% | 5.07% | $38,890 | $140,962 | $109,681 | $65,432 | 0.13% | 0.00% | 5.07% |
| 2013 | 8 | -1.02% | -3.05% | -2.98% | -2.91% | $38,494 | $136,656 | $106,409 | $63,527 | -1.02% | 0.00% | -2.91% |
| 2013 | 9 | 1.47% | 4.40% | 3.76% | 3.12% | $39,058 | $142,672 | $110,412 | $65,510 | 1.47% | 0.00% | 3.12% |
| 2013 | 10 | 0.49% | 1.46% | 3.02% | 4.59% | $39,248 | $144,752 | $113,749 | $68,515 | 0.49% | 0.00% | 4.59% |
| 2013 | 11 | -0.14% | -0.41% | 1.31% | 3.03% | $39,195 | $144,161 | $115,239 | $70,590 | -0.14% | 0.00% | 3.03% |
| 2013 | 12 | -1.49% | -4.47% | -0.98% | 2.51% | $38,611 | $137,718 | $114,112 | $72,364 | -1.49% | 0.00% | 2.51% |
| 2014 | 1 | 1.67% | 5.00% | 0.76% | -3.47% | $39,254 | $144,597 | $114,983 | $69,854 | 1.67% | 0.00% | -3.47% |
| 2014 | 2 | 0.21% | 0.63% | 2.60% | 4.56% | $39,336 | $145,509 | $117,967 | $73,040 | 0.21% | 0.00% | 4.56% |
| 2014 | 3 | -0.60% | -1.80% | -0.49% | 0.82% | $39,101 | $142,893 | $117,393 | $73,641 | -0.60% | 0.00% | 0.82% |
| 2014 | 4 | 0.49% | 1.48% | 1.10% | 0.72% | $39,293 | $145,002 | $118,684 | $74,175 | 0.49% | 0.00% | 0.72% |
| 2014 | 5 | 1.03% | 3.09% | 2.71% | 2.33% | $39,698 | $149,481 | $121,903 | $75,907 | 1.03% | 0.00% | 2.33% |
| 2014 | 6 | -0.13% | -0.39% | 0.83% | 2.05% | $39,646 | $148,897 | $122,915 | $77,464 | -0.13% | 0.00% | 2.05% |
| 2014 | 7 | -0.39% | -1.17% | -1.28% | -1.39% | $39,491 | $147,154 | $121,343 | $76,389 | -0.39% | 0.00% | -1.39% |
| 2014 | 8 | 1.03% | 3.10% | 3.54% | 3.98% | $39,899 | $151,713 | $125,638 | $79,430 | 1.03% | 0.00% | 3.98% |
| 2014 | 9 | -0.66% | -1.97% | -1.69% | -1.41% | $39,637 | $148,727 | $123,515 | $78,308 | -0.66% | 0.00% | -1.41% |
| 2014 | 10 | 1.12% | 3.37% | 2.90% | 2.42% | $40,082 | $153,735 | $127,091 | $80,206 | 1.12% | 0.00% | 2.42% |
| 2014 | 11 | 0.84% | 2.53% | 2.61% | 2.68% | $40,421 | $157,629 | $130,405 | $82,357 | 0.84% | 0.00% | 2.68% |
| 2014 | 12 | -0.35% | -1.06% | -0.66% | -0.26% | $40,278 | $155,960 | $129,542 | $82,140 | -0.35% | 0.00% | -0.26% |
| 2015 | 1 | 2.70% | 8.09% | 2.54% | -3.02% | $41,364 | $168,581 | $132,829 | $79,661 | 2.70% | 0.00% | -3.02% |
| 2015 | 2 | -1.59% | -4.76% | 0.49% | 5.74% | $40,708 | $160,554 | $133,479 | $84,233 | -1.59% | 0.00% | 5.74% |
| 2015 | 3 | 0.76% | 2.29% | 0.35% | -1.59% | $41,019 | $164,230 | $133,943 | $82,891 | 0.76% | 0.00% | -1.59% |
| 2015 | 4 | -0.21% | -0.64% | 0.16% | 0.95% | $40,932 | $163,187 | $134,153 | $83,678 | -0.21% | 0.00% | 0.95% |
| 2015 | 5 | -0.12% | -0.36% | 0.45% | 1.27% | $40,882 | $162,593 | $134,763 | $84,742 | -0.12% | 0.00% | 1.27% |
| 2015 | 6 | -0.74% | -2.22% | -2.07% | -1.93% | $40,580 | $158,991 | $131,968 | $83,104 | -0.74% | 0.00% | -1.93% |
| 2015 | 7 | 0.85% | 2.54% | 2.31% | 2.08% | $40,923 | $163,027 | $135,015 | $84,833 | 0.85% | 0.00% | 2.08% |
| 2015 | 8 | -0.03% | -0.10% | -3.07% | -6.04% | $40,909 | $162,856 | $130,866 | $79,708 | -0.03% | 0.00% | -6.04% |
| 2015 | 9 | 1.19% | 3.56% | 0.54% | -2.49% | $41,395 | $168,656 | $131,567 | $77,723 | 1.19% | 0.00% | -2.49% |
| 2015 | 10 | -0.47% | -1.41% | 3.50% | 8.42% | $41,200 | $166,272 | $136,178 | $84,270 | -0.47% | 0.00% | 8.42% |
| 2015 | 11 | -0.39% | -1.17% | -0.44% | 0.29% | $41,039 | $164,326 | $135,576 | $84,511 | -0.39% | 0.00% | 0.29% |
| 2015 | 12 | -0.38% | -1.15% | -1.37% | -1.59% | $40,884 | $162,430 | $133,714 | $83,165 | -0.38% | 0.01% | -1.59% |
| 2016 | 1 | 2.36% | 7.05% | 1.04% | -4.98% | $41,848 | $173,886 | $135,102 | $79,026 | 2.36% | 0.01% | -4.98% |
| 2016 | 2 | 0.82% | 2.41% | 1.13% | -0.15% | $42,190 | $178,084 | $136,635 | $78,911 | 0.82% | 0.02% | -0.15% |
| 2016 | 3 | 0.22% | 0.62% | 3.70% | 6.78% | $42,283 | $179,185 | $141,686 | $84,258 | 0.22% | 0.02% | 6.78% |
| 2016 | 4 | -0.13% | -0.41% | -0.02% | 0.37% | $42,228 | $178,455 | $141,662 | $84,573 | -0.13% | 0.01% | 0.37% |
| 2016 | 5 | -0.21% | -0.64% | 0.57% | 1.78% | $42,141 | $177,308 | $142,470 | $86,081 | -0.21% | 0.01% | 1.78% |
| 2016 | 6 | 2.05% | 6.10% | 3.17% | 0.25% | $43,003 | $188,120 | $146,992 | $86,296 | 2.05% | 0.02% | 0.25% |
| 2016 | 7 | 0.04% | 0.09% | 1.89% | 3.68% | $43,022 | $188,297 | $149,763 | $89,468 | 0.04% | 0.02% | 3.68% |
| 2016 | 8 | -0.72% | -2.21% | -1.04% | 0.13% | $42,710 | $184,130 | $148,203 | $89,584 | -0.72% | 0.02% | 0.13% |
| 2016 | 9 | 0.29% | 0.82% | 0.41% | 0.01% | $42,833 | $185,639 | $148,816 | $89,592 | 0.29% | 0.02% | 0.01% |
| 2016 | 10 | -0.73% | -2.24% | -2.04% | -1.83% | $42,518 | $181,475 | $145,783 | $87,949 | -0.73% | 0.02% | -1.83% |
| 2016 | 11 | -2.65% | -7.97% | -2.14% | 3.70% | $41,391 | $167,009 | $142,669 | $91,203 | -2.65% | 0.01% | 3.70% |
| 2016 | 12 | -0.05% | -0.22% | 0.87% | 1.96% | $41,370 | $166,647 | $143,915 | $92,993 | -0.05% | 0.03% | 1.96% |
| 2017 | 1 | 0.30% | 0.83% | 1.36% | 1.88% | $41,495 | $168,028 | $145,866 | $94,744 | 0.30% | 0.04% | 1.88% |
| 2017 | 2 | 0.39% | 1.10% | 2.53% | 3.96% | $41,658 | $169,878 | $149,559 | $98,498 | 0.39% | 0.04% | 3.96% |
| 2017 | 3 | 0.07% | 0.14% | 0.12% | 0.10% | $41,686 | $170,111 | $149,736 | $98,597 | 0.07% | 0.03% | 0.10% |
| 2017 | 4 | 0.77% | 2.22% | 1.62% | 1.02% | $42,008 | $173,894 | $152,163 | $99,601 | 0.77% | 0.05% | 1.02% |
| 2017 | 5 | 0.59% | 1.66% | 1.53% | 1.39% | $42,258 | $176,779 | $154,486 | $100,989 | 0.59% | 0.06% | 1.39% |
| 2017 | 6 | -0.47% | -1.54% | -0.47% | 0.61% | $42,057 | $174,051 | $153,766 | $101,606 | -0.47% | 0.06% | 0.61% |
| 2017 | 7 | 0.42% | 1.11% | 1.58% | 2.04% | $42,232 | $175,983 | $156,190 | $103,682 | 0.42% | 0.07% | 2.04% |
| 2017 | 8 | 0.86% | 2.40% | 1.35% | 0.29% | $42,596 | $180,213 | $158,297 | $103,986 | 0.86% | 0.09% | 0.29% |
| 2017 | 9 | -0.83% | -2.68% | -0.31% | 2.06% | $42,241 | $175,378 | $157,803 | $106,127 | -0.83% | 0.09% | 2.06% |
| 2017 | 10 | -0.21% | -0.80% | 0.76% | 2.32% | $42,154 | $173,982 | $159,003 | $108,587 | -0.21% | 0.09% | 2.32% |
| 2017 | 11 | -0.39% | -1.33% | 0.87% | 3.06% | $41,990 | $171,676 | $160,382 | $111,909 | -0.39% | 0.08% | 3.06% |
| 2017 | 12 | 0.07% | 0.02% | 0.56% | 1.10% | $42,019 | $171,714 | $161,283 | $113,142 | 0.07% | 0.09% | 1.10% |
| 2018 | 1 | -1.56% | -4.89% | 0.41% | 5.71% | $41,365 | $163,325 | $161,950 | $119,605 | -1.56% | 0.11% | 5.71% |
| 2018 | 2 | -0.49% | -1.68% | -2.69% | -3.69% | $41,164 | $160,580 | $157,597 | $115,186 | -0.49% | 0.11% | -3.69% |
| 2018 | 3 | 0.75% | 2.00% | -0.28% | -2.56% | $41,471 | $163,789 | $157,159 | $112,243 | 0.75% | 0.12% | -2.56% |
| 2018 | 4 | -0.92% | -3.03% | -1.33% | 0.37% | $41,091 | $158,829 | $155,072 | $112,662 | -0.92% | 0.14% | 0.37% |
| 2018 | 5 | 0.76% | 1.99% | 2.19% | 2.39% | $41,402 | $161,994 | $158,474 | $115,360 | 0.76% | 0.14% | 2.39% |
| 2018 | 6 | 0.11% | 0.04% | 0.32% | 0.61% | $41,446 | $162,051 | $158,981 | $116,058 | 0.11% | 0.14% | 0.61% |
| 2018 | 7 | -0.35% | -1.37% | 1.17% | 3.71% | $41,301 | $159,831 | $160,841 | $120,362 | -0.35% | 0.16% | 3.71% |
| 2018 | 8 | 0.77% | 1.98% | 2.61% | 3.25% | $41,618 | $163,001 | $165,047 | $124,270 | 0.77% | 0.16% | 3.25% |
| 2018 | 9 | -0.82% | -2.75% | -1.10% | 0.55% | $41,279 | $158,526 | $163,239 | $124,959 | -0.82% | 0.15% | 0.55% |
| 2018 | 10 | -0.06% | -0.57% | -3.71% | -6.85% | $41,252 | $157,615 | $157,180 | $116,400 | -0.06% | 0.19% | -6.85% |
| 2018 | 11 | 0.96% | 2.53% | 2.28% | 2.03% | $41,649 | $161,606 | $160,762 | $118,759 | 0.96% | 0.18% | 2.03% |
| 2018 | 12 | 1.90% | 5.31% | -1.86% | -9.04% | $42,440 | $170,194 | $157,767 | $108,023 | 1.90% | 0.19% | -9.04% |
| 2019 | 1 | 0.58% | 1.33% | 4.67% | 8.00% | $42,688 | $172,465 | $165,132 | $116,667 | 0.58% | 0.21% | 8.00% |
| 2019 | 2 | -0.26% | -1.15% | 1.02% | 3.20% | $42,575 | $170,476 | $166,822 | $120,401 | -0.26% | 0.18% | 3.20% |
| 2019 | 3 | 1.78% | 4.95% | 3.45% | 1.94% | $43,332 | $178,921 | $172,570 | $122,733 | 1.78% | 0.19% | 1.94% |
| 2019 | 4 | -0.05% | -0.52% | 1.76% | 4.04% | $43,312 | $177,990 | $175,608 | $127,693 | -0.05% | 0.19% | 4.04% |
| Ticker | Name | Category | Duration | ER | Weight | Return Contribution | Risk Contribution |
|---|---|---|---|---|---|---|---|
| VFITX | Vanguard Interm-Term Treasury Inv | Intermediate Government | 5.22 | 0.20% | 100.00% | $33,312 | 100.00% |
Fund fundamentals data as of 05/03/2019. © 2019 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) | 0.45% | 0.96% | 0.91% | 0.86% |
| Arithmetic Mean (annualized) | 5.59% | 12.12% | 11.46% | 10.81% |
| Geometric Mean (monthly) | 0.45% | 0.88% | 0.87% | 0.77% |
| Geometric Mean (annualized) | 5.47% | 11.04% | 10.98% | 9.70% |
| Volatility (monthly) | 1.37% | 4.07% | 2.71% | 4.09% |
| Volatility (annualized) | 4.74% | 14.09% | 9.37% | 14.15% |
| Downside Deviation (monthly) | 0.73% | 2.35% | 1.53% | 2.71% |
| Max. Drawdown | -6.47% | -23.76% | -19.90% | -50.97% |
| US Market Correlation | -0.14 | -0.14 | 0.64 | 0.99 |
| Beta(*) | -0.04 | -0.12 | 0.44 | 1.00 |
| Alpha (annualized) | 5.85% | 12.72% | 6.36% | -0.00% |
| R2 | 1.34% | 1.41% | 44.32% | 100.00% |
| Sharpe Ratio | 0.64 | 0.64 | 0.91 | 0.56 |
| Sortino Ratio | 1.07 | 1.07 | 1.50 | 0.81 |
| Treynor Ratio (%) | -77.99 | -76.56 | 19.21 | 7.88 |
| Calmar Ratio | 0.19 | -0.01 | 1.56 | 1.09 |
| Active Return | -4.23% | 1.33% | 1.28% | N/A |
| Tracking Error | 15.44% | 21.12% | 10.56% | N/A |
| Information Ratio | -0.27 | 0.06 | 0.12 | N/A |
| Skewness | 0.08 | 0.08 | -0.19 | -0.65 |
| Excess Kurtosis | 0.70 | 0.73 | 1.72 | 1.44 |
| Historical Value-at-Risk (5%) | -1.77% | -5.56% | -3.61% | -6.94% |
| Analytical Value-at-Risk (5%) | -1.79% | -5.72% | -3.53% | -5.86% |
| Conditional Value-at-Risk (5%) | -2.54% | -7.95% | -5.39% | -9.36% |
| Upside Capture Ratio (%) | 10.95 | 19.70 | 59.00 | 100.00 |
| Downside Capture Ratio (%) | -17.85 | -39.94 | 31.41 | 100.00 |
| Safe Withdrawal Rate | 6.03% | 10.73% | 10.27% | 8.65% |
| Perpetual Withdrawal Rate | 2.99% | 7.77% | 7.72% | 6.67% |
| Positive Periods | 211 out of 330 (63.94%) | 196 out of 330 (59.39%) | 220 out of 330 (66.67%) | 219 out of 330 (66.36%) |
| Gain/Loss Ratio | 1.34 | 1.26 | 1.20 | 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% | -3.80% | -4.71% | -5.61% |
| Russian Debt Default | Jul 1998 | Oct 1998 | -0.77% | -2.94% | -3.45% | -15.38% |
| Dotcom Crash | Mar 2000 | Oct 2002 | -4.03% | -13.29% | -5.81% | -44.82% |
| Subprime Crisis | Nov 2007 | Mar 2009 | -3.43% | -10.80% | -19.90% | -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 | -23.76% |
| 2 | Oct 1998 | Jan 2000 | 1 year 4 months | Dec 2000 | 11 months | 2 years 3 months | -23.67% |
| 3 | Feb 1996 | May 1996 | 4 months | Jul 1997 | 1 year 2 months | 1 year 6 months | -17.02% |
| 4 | Aug 2016 | Oct 2018 | 2 years 3 months | -16.29% | |||
| 5 | Nov 2001 | Mar 2002 | 5 months | Jun 2002 | 3 months | 8 months | -13.29% |
| 6 | Jun 2003 | Jul 2003 | 2 months | Mar 2004 | 8 months | 10 months | -13.08% |
| 7 | Jul 2005 | Jun 2006 | 1 year | Aug 2007 | 1 year 2 months | 2 years 2 months | -12.64% |
| 8 | May 2013 | Aug 2013 | 4 months | Nov 2014 | 1 year 3 months | 1 year 7 months | -12.54% |
| 9 | Apr 2004 | May 2004 | 2 months | Oct 2004 | 5 months | 7 months | -11.40% |
| 10 | Apr 2008 | May 2008 | 2 months | Nov 2008 | 6 months | 8 months | -10.80% |
| 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 | -19.90% |
| 2 | Feb 1994 | Nov 1994 | 10 months | Apr 1995 | 5 months | 1 year 3 months | -14.11% |
| 3 | Feb 1999 | Sep 1999 | 8 months | Mar 2000 | 6 months | 1 year 2 months | -7.31% |
| 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 | -6.02% |
| 6 | Apr 2004 | May 2004 | 2 months | Oct 2004 | 5 months | 7 months | -5.88% |
| 7 | Feb 2001 | Mar 2001 | 2 months | Aug 2002 | 1 year 5 months | 1 year 7 months | -5.81% |
| 8 | Dec 1996 | Mar 1997 | 4 months | May 1997 | 2 months | 6 months | -5.23% |
| 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 | -4.98% |
| 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 | Jul 1999 | Sep 1999 | 3 months | Nov 1999 | 2 months | 5 months | -6.25% |
| 9 | Feb 2018 | Mar 2018 | 2 months | Jul 2018 | 4 months | 6 months | -6.16% |
| 10 | Aug 1997 | Aug 1997 | 1 month | Nov 1997 | 3 months | 4 months | -5.61% |
| 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 | 5.47% | 4.74% | 20.44% | -4.33% | -6.47% | 0.64 | 1.07 | -0.14 |
| CASHX | Cash | 2.46% | 0.60% | 5.88% | 0.00% | 0.00% | N/A | N/A | 0.01 |
| VFINX | Vanguard 500 Index Investor | 9.70% | 14.15% | 37.45% | -37.02% | -50.97% | 0.56 | 0.81 | 0.99 |
| Ticker | Name | VFITX | CASHX | VFINX | Portfolio 1 | Portfolio 2 | Portfolio 3 | Vanguard 500 Index Investor |
|---|---|---|---|---|---|---|---|---|
| VFITX | Vanguard Interm-Term Treasury Inv | - | 0.14 | -0.12 | 1.00 | 1.00 | 0.66 | -0.12 |
| CASHX | Cash | 0.14 | - | 0.03 | 0.14 | 0.06 | 0.06 | 0.03 |
| VFINX | Vanguard 500 Index Investor | -0.12 | 0.03 | - | -0.12 | -0.12 | 0.67 | 1.00 |
| Ticker | Name | Portfolio 1 | Portfolio 2 | Portfolio 3 |
|---|---|---|---|---|
| VFITX | Vanguard Interm-Term Treasury Inv | $33,312 | $219,311 | $99,261 |
| CASHX | Cash | -$51,321 | -$25,806 | |
| VFINX | Vanguard 500 Index Investor | $92,153 |
| Ticker | Name | Portfolio 1 | Portfolio 2 | Portfolio 3 |
|---|---|---|---|---|
| VFITX | Vanguard Interm-Term Treasury Inv | 100.00% | 100.49% | 50.13% |
| CASHX | Cash | -0.49% | -0.40% | |
| VFINX | Vanguard 500 Index Investor | 50.27% |
| 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 | 5.49% | 20.44% | -4.33% | 11.99% | 55.27% | -19.55% | 10.87% | 46.39% | -9.64% | 10.43% | 37.45% | -37.02% |
| 3 years | 5.38% | 11.87% | 0.87% | 10.85% | 28.92% | 1.57% | 10.66% | 25.49% | 3.64% | 9.78% | 31.03% | -14.60% |
| 5 years | 5.51% | 8.36% | 1.07% | 11.13% | 20.38% | 2.48% | 10.79% | 20.11% | 5.46% | 9.46% | 28.49% | -2.38% |
| 7 years | 5.62% | 8.33% | 1.29% | 11.42% | 15.35% | 2.74% | 10.62% | 17.18% | 6.59% | 8.60% | 21.44% | -1.64% |
| 10 years | 5.74% | 7.85% | 2.40% | 11.78% | 15.07% | 6.21% | 10.09% | 14.30% | 6.12% | 7.06% | 12.97% | -1.46% |
| 15 years | 5.69% | 6.94% | 3.70% | 11.58% | 13.85% | 8.25% | 9.91% | 11.57% | 8.51% | 6.87% | 10.54% | 4.13% |
| Result statistics are based on annualized rolling returns over full calendar year periods | ||||||||||||