Backtest Portfolio Asset Allocation

This portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs, and stocks. You can analyze and backtest portfolio returns, risk characteristics, style exposures, and drawdowns. The results cover both returns and fund fundamentals based portfolio style analysis along with risk and return decomposition by each portfolio asset. You can compare up to three different portfolios against the selected benchmark, and you can also specify any periodic contribution or withdrawal cashflows and the preferred portfolio rebalancing strategy.

The related asset class level portfolio modeling tool allows you to analyze and compare asset class level portfolios with a longer time horizon starting from 1972.

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Portfolio Assets 
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Asset 3
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Asset 4
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Asset 5
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Asset 6
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Portfolio Analysis Results (May 1996 - Dec 2021)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
VTSMX Vanguard Total Stock Mkt Idx Inv 45.00%
VGTSX Vanguard Total Intl Stock Index Inv 30.00%
VBMFX Vanguard Total Bond Market Index Inv 25.00%
Save portfolio »
Portfolio 2
Ticker Name Allocation
VGTSX Vanguard Total Intl Stock Index Inv 25.00%
VFITX Vanguard Interm-Term Treasury Inv 25.00%
DFSVX DFA US Small Cap Value I 25.00%
VFINX Vanguard 500 Index Investor 25.00%
Save portfolio »
Portfolio 3
Ticker Name Allocation
VFINX Vanguard 500 Index Investor 90.00%
VFISX Vanguard Short-Term Treasury Inv 10.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$67,933 7.75% 11.58%27.20%-28.63%-41.34% 0.530.760.97
Portfolio 2$10,000$80,651 8.47% 11.92%32.65%-26.15%-41.19% 0.570.830.95
Portfolio 3$10,000$102,560 9.49% 13.62%30.52%-32.65%-46.02% 0.590.870.99
Vanguard Total Stock Mkt Idx Inv$10,000$115,209 9.99% 15.69%33.35%-37.04%-50.89% 0.560.811.00
   

Trailing Returns

Trailing Returns
NameTotal ReturnAnnualized ReturnAnnualized Standard Deviation
3 MonthYear To Date1 year3 year5 year10 yearFull3 year5 year
Portfolio 14.95%13.66%13.66%16.83%12.01%10.39%7.75%13.03%11.35%
Portfolio 25.23%18.67%18.67%15.90%10.33%9.96%8.47%14.18%12.21%
Portfolio 39.98%25.59%25.59%23.55%16.71%14.91%9.49%15.57%13.79%
Vanguard Total Stock Mkt Idx Inv9.12%25.59%25.59%25.64%17.86%16.16%9.99%18.16%15.94%
Trailing return and volatility are as of last full calendar month ending December 2021
Notes on results:
  • IMPORTANT: The projections or other information generated by Portfolio Visualizer regarding the likelihood of various investment outcomes are hypothetical in nature, do not reflect actual investment results and are not guarantees of future results. Results may vary with each use and over time.
  • The results do not constitute investment advice or recommendation, are provided solely for informational purposes, and are not an offer to buy or sell any securities. All use is subject to terms of service.
  • Investing involves risk, including possible loss of principal. Past performance is not a guarantee of future results.
  • Asset allocation and diversification strategies do not guarantee a profit or protect against a loss.
  • Hypothetical returns do not reflect trading costs, transaction fees, or actual taxes due on investment returns.
  • The results are based on information from a variety of sources we consider reliable, but we do not represent that the information is accurate or complete.
  • Refer to the related documentation sections for more details on terms and definitions, methodology, and data sources.
  • The results are based on the total return of assets and assume that all received dividends and distributions are reinvested.
  • The annual results for 1996 are based on monthly returns from May to December
  • CAGR = Compound Annual Growth Rate
  • Stdev = Annualized standard deviation of monthly returns
  • Sharpe and Sortino ratios are calculated and annualized from monthly excess returns over risk free rate (3-month treasury bill)
  • Stock market correlation is based on the correlation of monthly returns
  • Drawdown analysis is calculated based on monthly returns excluding cashflows
  • The results assume annual rebalancing of portfolio assets to match the specified allocation
  • Portfolio cashflows and rebalancing for quarterly and annual periods are aligned with calendar periods.
Annual returns for the configured portfolios
YearInflationPortfolio 1Portfolio 2Portfolio 3Vanguard Total Stock Mkt Idx InvVanguard Total Stock Mkt Idx Inv (VTSMX)Vanguard Total Intl Stock Index Inv (VGTSX)Vanguard Total Bond Market Index Inv (VBMFX)Vanguard Interm-Term Treasury Inv (VFITX)DFA US Small Cap Value I (DFSVX)Vanguard 500 Index Investor (VFINX)Vanguard Short-Term Treasury Inv (VFISX)
ReturnBalanceReturnBalanceReturnBalanceReturnBalance
19961.47%7.10%$10,7108.17%$10,81713.92%$11,39211.94%$11,19411.94%0.65%6.11%5.92%11.14%14.95%4.64%
19971.70%16.08%$12,43218.03%$12,76730.52%$14,86930.99%$14,66430.99%-0.77%9.44%8.96%30.75%33.19%6.51%
19981.61%17.30%$14,58211.88%$14,28426.49%$18,80823.26%$18,07523.26%15.60%8.58%10.61%-7.30%28.62%7.36%
19992.68%19.50%$17,42515.13%$16,44519.15%$22,40923.81%$22,38023.81%29.92%-0.76%-3.52%13.05%21.07%1.85%
20003.39%-6.59%$16,276-0.41%$16,378-7.27%$20,781-10.57%$20,013-10.57%-15.61%11.39%14.03%9.01%-9.06%8.83%
20011.55%-8.87%$14,832-0.49%$16,297-10.04%$18,694-10.97%$17,818-10.97%-20.15%8.43%7.55%22.65%-12.02%7.80%
20022.38%-11.89%$13,068-8.09%$14,979-19.13%$15,118-20.96%$14,084-20.96%-15.08%8.26%14.15%-9.27%-22.15%8.02%
20031.88%27.20%$16,62332.65%$19,87025.89%$19,03331.35%$18,49931.35%40.34%3.97%2.37%59.40%28.50%2.38%
20043.26%12.94%$18,77415.09%$22,8699.77%$20,89212.51%$20,81412.51%20.84%4.24%3.40%25.39%10.74%1.03%
20053.42%7.96%$20,2697.61%$24,6104.47%$21,8265.98%$22,0595.98%15.57%2.40%2.32%7.79%4.77%1.77%
20062.54%16.04%$23,52016.74%$28,73014.45%$24,98115.51%$25,48115.51%26.64%4.27%3.14%21.55%15.64%3.77%
20074.08%8.86%$25,6035.04%$30,1765.64%$26,3895.49%$26,8795.49%15.52%6.92%9.98%-10.75%5.39%7.89%
20080.09%-28.63%$18,272-26.15%$22,287-32.65%$17,773-37.04%$16,924-37.04%-44.10%5.05%13.32%-36.79%-37.02%6.68%
20092.72%25.42%$22,91623.79%$27,58823.98%$22,03528.70%$21,78128.70%36.73%5.93%-1.69%33.62%26.49%1.44%
20101.50%12.63%$25,81116.07%$32,02213.69%$25,05117.09%$25,50417.09%11.12%6.42%7.35%30.90%14.91%2.64%
20112.96%-2.05%$25,282-2.59%$31,1942.00%$25,5510.96%$25,7490.96%-14.56%7.56%9.80%-7.55%1.97%2.26%
20121.74%13.77%$28,76314.59%$35,74514.31%$29,20816.25%$29,93416.25%18.14%4.05%2.67%21.72%15.82%0.69%
20131.50%18.96%$34,21521.63%$43,47628.95%$37,66333.35%$39,91733.35%15.04%-2.26%-3.09%42.38%32.18%-0.10%
20140.76%5.76%$36,1874.27%$45,33212.23%$42,26812.43%$44,87912.43%-4.24%5.76%4.32%3.48%13.51%0.71%
20150.73%-1.11%$35,787-2.36%$44,2631.17%$42,7620.29%$45,0100.29%-4.37%0.30%1.50%-7.81%1.25%0.45%
20162.07%7.66%$38,52811.48%$49,34410.73%$47,35312.53%$50,65212.53%4.65%2.50%1.19%28.26%11.82%0.99%
20172.11%18.56%$45,67814.46%$56,48019.54%$56,60521.05%$61,31521.05%27.40%3.46%1.57%7.21%21.67%0.39%
20181.91%-6.73%$42,604-8.27%$51,807-3.94%$54,377-5.26%$58,092-5.26%-14.44%-0.13%1.00%-15.13%-4.52%1.35%
20192.29%22.37%$52,13619.29%$61,80228.55%$69,90330.65%$75,89630.65%21.43%8.61%6.29%18.12%31.33%3.59%
20201.36%14.64%$59,7709.96%$67,96016.82%$81,66020.87%$91,73620.87%11.16%7.61%8.21%2.23%18.25%3.96%
20217.04%13.66%$67,93318.67%$80,65125.59%$102,56025.59%$115,20925.59%8.61%-1.77%-2.29%39.84%28.53%-0.87%
Annual return for 1996 is from 05/01/1996 to 12/31/1996
Monthly returns for the configured portfolios
YearMonthPortfolio 1Portfolio 2Portfolio 3Vanguard Total Stock Mkt Idx InvVanguard Total Stock Mkt Idx Inv (VTSMX)Vanguard Total Intl Stock Index Inv (VGTSX)Vanguard Total Bond Market Index Inv (VBMFX)Vanguard Interm-Term Treasury Inv (VFITX)DFA US Small Cap Value I (DFSVX)Vanguard 500 Index Investor (VFINX)Vanguard Short-Term Treasury Inv (VFISX)
ReturnBalanceReturnBalanceReturnBalanceReturnBalance
199650.89%$10,0891.28%$10,1282.30%$10,2302.66%$10,2662.66%-0.88%-0.17%-0.44%3.90%2.54%0.09%
199660.05%$10,0940.03%$10,1310.43%$10,274-0.84%$10,180-0.84%0.39%1.27%1.51%-2.09%0.38%0.87%
19967-3.36%$9,754-3.47%$9,780-3.96%$9,867-5.37%$9,633-5.37%-3.33%0.25%0.14%-6.22%-4.42%0.29%
199681.51%$9,9021.70%$9,9461.91%$10,0563.09%$9,9313.09%0.61%-0.16%-0.35%4.56%2.10%0.29%
199693.60%$10,2593.35%$10,2795.14%$10,5735.38%$10,4655.38%2.52%1.70%1.91%3.33%5.61%0.97%
1996100.87%$10,3481.23%$10,4052.61%$10,8491.43%$10,6151.43%-1.18%2.21%2.48%0.74%2.76%1.28%
1996114.67%$10,8314.57%$10,8816.92%$11,6006.81%$11,3386.81%3.78%1.76%2.04%4.74%7.56%0.87%
199612-1.11%$10,710-0.59%$10,817-1.79%$11,392-1.27%$11,194-1.27%-1.09%-0.85%-1.45%2.19%-1.96%-0.10%
199711.81%$10,9031.61%$10,9915.63%$12,0345.46%$11,8055.46%-2.37%0.25%0.06%2.54%6.22%0.40%
199720.50%$10,9580.67%$11,0640.73%$12,122-0.11%$11,793-0.11%1.82%0.11%0.10%0.00%0.79%0.20%
19973-2.33%$10,703-2.09%$10,833-3.76%$11,666-4.45%$11,267-4.45%-0.10%-0.97%-1.30%-2.65%-4.14%-0.20%
199742.47%$10,9671.87%$11,0365.46%$12,3034.50%$11,7744.50%0.20%1.49%1.61%-0.41%5.96%0.88%
199755.40%$11,5595.73%$11,6675.59%$12,9907.10%$12,6107.10%6.54%0.87%0.83%9.46%6.09%0.74%
199763.92%$12,0124.33%$12,1724.12%$13,5254.37%$13,1614.37%5.40%1.16%1.00%6.25%4.45%0.67%
199774.78%$12,5874.71%$12,7467.38%$14,5237.77%$14,1847.77%1.59%2.80%2.85%5.98%7.97%1.18%
19978-4.49%$12,022-2.93%$12,373-5.15%$13,775-3.72%$13,657-3.72%-8.60%-0.85%-0.99%3.52%-5.61%0.01%
199794.69%$12,5855.18%$13,0155.07%$14,4725.77%$14,4445.77%5.51%1.45%1.47%7.69%5.47%0.78%
199710-3.89%$12,095-3.61%$12,544-3.01%$14,037-3.40%$13,954-3.40%-9.10%1.45%1.66%-3.55%-3.35%0.79%
1997111.42%$12,2670.82%$12,6474.22%$14,6293.33%$14,4193.33%-1.19%0.33%0.31%-0.85%4.60%0.18%
1997121.34%$12,4320.95%$12,7671.64%$14,8691.70%$14,6641.70%0.92%1.04%1.09%0.09%1.72%0.69%
199811.44%$12,6111.16%$12,9151.11%$15,0340.44%$14,7290.44%3.04%1.32%1.73%-1.23%1.11%1.07%
199825.35%$13,2855.29%$13,5996.47%$16,0067.34%$15,8107.34%6.88%-0.10%-0.38%7.54%7.19%-0.07%
199833.37%$13,7333.18%$14,0314.66%$16,7525.06%$16,6115.06%3.22%0.33%0.14%4.07%5.10%0.37%
199840.79%$13,8411.00%$14,1710.97%$16,9141.10%$16,7931.10%0.53%0.51%0.49%1.93%1.01%0.54%
19985-1.49%$13,635-1.59%$13,946-1.54%$16,654-2.71%$16,337-2.71%-1.51%1.02%0.98%-3.83%-1.74%0.56%
199861.73%$13,8710.72%$14,0463.75%$17,2783.54%$16,9163.54%-0.27%0.81%0.95%-1.97%4.07%0.54%
19987-0.68%$13,777-1.73%$13,803-0.93%$17,117-2.27%$16,532-2.27%1.08%0.23%0.22%-7.37%-1.05%0.36%
19988-10.92%$12,273-10.90%$12,298-13.03%$14,887-15.65%$13,944-15.65%-13.66%1.90%3.20%-18.43%-14.47%1.63%
199892.81%$12,6172.74%$12,6355.93%$15,7706.68%$14,8756.68%-2.07%1.96%3.64%2.84%6.41%1.79%
1998106.29%$13,4105.47%$13,3257.37%$16,9317.51%$15,9937.51%10.77%-0.55%-0.77%4.26%8.16%0.25%
1998114.51%$14,0154.03%$13,8625.49%$17,8606.17%$16,9806.17%5.34%0.49%-0.35%5.30%6.07%-0.15%
1998124.05%$14,5823.05%$14,2845.31%$18,8086.45%$18,0756.45%3.26%0.38%0.38%2.32%5.81%0.25%
199911.65%$14,8221.45%$14,4913.82%$19,5283.65%$18,7353.65%-0.63%0.79%0.65%1.56%4.20%0.41%
19992-2.78%$14,410-4.15%$13,889-2.91%$18,960-3.73%$18,036-3.73%-2.16%-1.77%-3.07%-8.24%-3.12%-0.88%
199933.39%$14,8991.97%$14,1623.67%$19,6563.93%$18,7453.93%4.97%0.56%0.58%-1.92%4.00%0.69%
199943.76%$15,4594.86%$14,8503.51%$20,3464.68%$19,6224.68%5.08%0.40%0.28%10.68%3.85%0.31%
19995-2.65%$15,050-1.10%$14,687-2.20%$19,899-2.00%$19,230-2.00%-5.00%-0.88%-1.37%4.69%-2.39%-0.34%
199963.57%$15,5884.04%$15,2795.04%$20,9035.16%$20,2225.16%4.39%-0.50%-0.26%6.11%5.56%0.16%
19997-0.92%$15,445-0.48%$15,206-2.84%$20,310-3.20%$19,576-3.20%2.27%-0.39%-0.45%-0.45%-3.13%0.13%
19998-0.34%$15,392-0.78%$15,088-0.44%$20,221-0.92%$19,396-0.92%0.33%-0.08%-0.07%-2.74%-0.50%0.14%
19999-0.57%$15,305-0.93%$14,948-2.40%$19,735-2.44%$18,923-2.44%0.82%1.26%1.08%-2.67%-2.74%0.84%
1999104.08%$15,9281.74%$15,2075.74%$20,8686.29%$20,1136.29%3.74%0.33%0.12%-3.42%6.33%0.26%
1999112.85%$16,3822.69%$15,6171.85%$21,2543.42%$20,8013.42%4.08%0.02%-0.08%4.53%2.02%0.16%
1999126.37%$17,4255.30%$16,4455.44%$22,4097.59%$22,3807.59%9.37%-0.48%-0.94%5.73%5.98%-0.03%
20001-3.79%$16,764-3.12%$15,932-4.55%$21,390-4.18%$21,443-4.18%-6.22%-0.17%-0.46%-0.75%-5.03%-0.22%
200022.27%$17,1462.85%$16,386-1.63%$21,0412.54%$21,9892.54%2.83%1.18%1.00%9.28%-1.91%0.76%
200033.94%$17,8213.72%$16,9958.78%$22,8895.69%$23,2395.69%3.48%1.40%2.04%0.30%9.75%0.70%
20004-4.08%$17,093-3.04%$16,479-2.68%$22,275-5.21%$22,029-5.21%-5.41%-0.49%-0.26%-3.51%-3.00%0.19%
20005-2.35%$16,691-2.18%$16,120-1.80%$21,875-3.41%$21,278-3.41%-2.67%-0.16%0.16%-4.16%-2.04%0.30%
200063.77%$17,3213.47%$16,6802.37%$22,3934.42%$22,2194.42%4.27%2.15%2.20%4.98%2.49%1.30%
20007-1.94%$16,985-1.29%$16,465-1.28%$22,106-1.95%$21,785-1.95%-4.46%0.88%0.62%-0.10%-1.50%0.61%
200083.93%$17,6524.12%$17,1435.64%$23,3527.28%$23,3717.28%1.00%1.40%1.62%7.40%6.19%0.92%
20009-3.34%$17,063-2.70%$16,679-4.68%$22,260-4.67%$22,280-4.67%-5.00%0.76%0.89%-1.85%-5.29%0.79%
200010-1.60%$16,791-1.56%$16,420-0.32%$22,188-2.04%$21,824-2.04%-3.03%0.57%0.90%-3.78%-0.43%0.60%
200011-5.25%$15,910-3.76%$15,803-6.91%$20,654-9.90%$19,663-9.90%-4.44%1.58%2.14%-5.44%-7.89%1.18%
2000122.30%$16,2763.64%$16,3780.61%$20,7811.78%$20,0131.78%3.72%1.79%2.39%7.73%0.51%1.38%
200112.49%$16,6824.07%$17,0443.32%$21,4703.83%$20,7793.83%1.10%1.76%1.33%10.31%3.55%1.26%
20012-6.32%$15,628-4.32%$16,308-8.16%$19,717-9.41%$18,823-9.41%-7.61%0.91%1.26%-1.92%-9.14%0.80%
20013-4.90%$14,861-3.72%$15,702-5.59%$18,615-6.72%$17,558-6.72%-7.15%0.54%0.50%-2.46%-6.36%0.77%
200145.65%$15,7014.94%$16,4786.89%$19,8978.16%$18,9918.16%7.89%-0.46%-1.16%6.12%7.77%0.06%
20015-0.38%$15,6411.10%$16,6600.63%$20,0221.01%$19,1831.01%-3.52%0.73%0.22%6.16%0.65%0.44%
20016-1.67%$15,379-0.26%$16,617-2.15%$19,592-1.64%$18,870-1.64%-3.84%0.52%0.30%3.74%-2.45%0.33%
20017-0.83%$15,252-0.56%$16,524-0.74%$19,448-1.71%$18,547-1.71%-2.43%2.23%2.73%-1.63%-1.00%1.40%
20018-2.98%$14,797-2.03%$16,189-5.48%$18,382-6.00%$17,433-6.00%-2.30%1.11%1.11%-1.34%-6.27%0.79%
20019-6.54%$13,829-7.77%$14,930-6.92%$17,110-9.00%$15,865-9.00%-10.73%0.89%2.41%-14.56%-8.09%1.68%
2001102.43%$14,1652.78%$15,3451.79%$17,4172.52%$16,2652.52%2.97%1.86%2.22%3.93%1.90%1.13%
2001113.72%$14,6913.90%$15,9446.55%$18,5587.63%$17,5067.63%3.56%-1.34%-2.32%7.81%7.65%-0.83%
2001120.96%$14,8322.21%$16,2970.74%$18,6941.78%$17,8181.78%1.35%-0.58%-1.16%7.02%0.87%-0.27%
20021-1.78%$14,568-1.03%$16,129-1.28%$18,455-1.24%$17,597-1.24%-4.63%0.69%0.45%1.54%-1.47%0.44%
20022-0.44%$14,5030.02%$16,133-1.67%$18,146-2.05%$17,237-2.05%0.90%0.85%1.29%-0.16%-1.94%0.67%
200233.26%$14,9764.23%$16,8163.27%$18,7394.38%$17,9914.38%5.71%-1.46%-2.30%9.86%3.74%-0.82%
20024-1.66%$14,7270.48%$16,897-5.31%$17,744-4.90%$17,110-4.90%0.42%1.69%2.62%4.53%-6.07%1.54%
200250.03%$14,732-0.51%$16,810-0.61%$17,635-1.22%$16,902-1.22%1.16%0.80%1.04%-3.15%-0.75%0.59%
20026-4.30%$14,100-2.82%$16,336-6.26%$16,531-7.06%$15,708-7.06%-4.28%0.29%1.72%-2.07%-7.13%0.93%
20027-6.28%$13,215-7.69%$15,079-6.64%$15,434-8.02%$14,448-8.02%-9.80%0.48%2.66%-15.60%-7.72%1.54%
200280.66%$13,3020.50%$15,1550.68%$15,5390.53%$14,5250.53%-0.12%1.66%2.42%-1.25%0.65%0.86%
20029-6.91%$12,383-5.87%$14,265-9.34%$14,088-10.07%$13,063-10.07%-10.88%1.53%3.03%-7.28%-10.87%1.21%
2002104.45%$12,9343.26%$14,7317.54%$15,1507.65%$14,0617.65%5.70%-0.61%-0.70%1.62%8.78%0.02%
2002113.85%$13,4314.00%$15,3205.01%$15,9096.06%$14,9146.06%4.75%0.02%-1.32%8.52%5.88%-0.66%
200212-2.71%$13,068-2.23%$14,979-4.97%$15,118-5.57%$14,084-5.57%-3.43%2.07%2.58%-3.58%-5.89%1.46%
20031-2.26%$12,773-2.58%$14,592-2.38%$14,759-2.54%$13,726-2.54%-3.76%0.05%-0.49%-3.45%-2.62%-0.13%
20032-1.12%$12,630-1.54%$14,367-1.29%$14,568-1.69%$13,494-1.69%-2.42%1.38%1.77%-4.11%-1.52%0.68%
20033-0.11%$12,616-0.33%$14,3190.88%$14,6971.09%$13,6411.09%-1.93%-0.13%-0.19%-0.21%0.96%0.23%
200346.71%$13,4627.04%$15,3287.41%$15,7868.21%$14,7608.21%9.70%0.87%0.24%10.56%8.25%0.11%
200355.06%$14,1436.47%$16,3194.86%$16,5526.11%$15,6626.11%6.15%1.82%2.74%11.72%5.26%1.05%
200361.42%$14,3441.83%$16,6171.14%$16,7421.43%$15,8861.43%2.66%-0.13%-0.43%3.65%1.26%0.01%
200371.26%$14,5242.20%$16,9821.50%$16,9932.36%$16,2612.36%3.18%-3.34%-3.87%7.04%1.74%-0.91%
200382.02%$14,8182.59%$17,4221.76%$17,2922.39%$16,6492.39%2.51%0.61%0.19%5.14%1.93%0.02%
200390.92%$14,9550.87%$17,573-0.88%$17,140-1.15%$16,458-1.15%2.78%2.71%3.09%-0.78%-1.07%1.15%
2003104.63%$15,6475.55%$18,5495.10%$18,0156.12%$17,4656.12%6.49%-0.96%-1.36%10.00%5.64%-0.34%
2003111.38%$15,8641.98%$18,9160.78%$18,1561.38%$17,7061.38%2.13%0.27%0.01%4.16%0.86%-0.07%
2003124.79%$16,6235.04%$19,8704.83%$19,0334.48%$18,4994.48%7.80%0.88%0.85%5.33%5.22%0.59%
200411.70%$16,9052.28%$20,3231.66%$19,3492.23%$18,9122.23%1.60%0.86%0.81%4.89%1.82%0.22%
200421.65%$17,1851.63%$20,6541.30%$19,6001.43%$19,1831.43%2.50%1.03%1.23%1.41%1.38%0.58%
20043-0.15%$17,1590.24%$20,703-1.33%$19,340-1.07%$18,977-1.07%0.45%0.80%1.06%0.94%-1.51%0.40%
20044-2.55%$16,721-2.80%$20,125-1.54%$19,042-2.11%$18,577-2.11%-3.14%-2.61%-3.25%-3.17%-1.58%-1.20%
200450.64%$16,8280.42%$20,2101.21%$19,2721.35%$18,8271.35%0.46%-0.43%-0.51%0.38%1.36%-0.16%
200461.81%$17,1322.93%$20,8021.74%$19,6082.09%$19,2202.09%2.40%0.56%0.54%6.69%1.93%0.02%
20047-2.50%$16,703-2.85%$20,209-2.96%$19,027-3.80%$18,489-3.80%-3.34%0.96%0.91%-5.33%-3.31%0.32%
200480.85%$16,8450.41%$20,2910.42%$19,1080.31%$18,5470.31%0.75%1.94%2.07%-1.49%0.38%0.80%
200491.71%$17,1332.30%$20,7580.96%$19,2921.74%$18,8691.74%2.96%0.16%0.19%4.93%1.07%0.04%
2004101.94%$17,4661.65%$21,1011.40%$19,5621.68%$19,1861.68%3.24%0.85%0.91%0.96%1.51%0.33%
2004114.11%$18,1835.05%$22,1663.58%$20,2634.68%$20,0844.68%7.23%-0.81%-1.48%10.00%4.05%-0.63%
2004123.25%$18,7743.17%$22,8693.10%$20,8923.63%$20,8143.63%4.44%0.92%0.97%3.62%3.39%0.33%
20051-1.54%$18,485-1.78%$22,461-2.20%$20,431-2.68%$20,257-2.68%-1.67%0.65%0.56%-3.57%-2.45%0.04%
200522.16%$18,8852.10%$22,9331.84%$20,8082.07%$20,6772.07%4.68%-0.63%-0.98%2.70%2.09%-0.36%
20053-1.80%$18,545-1.80%$22,521-1.59%$20,477-1.75%$20,316-1.75%-2.93%-0.49%-0.51%-1.95%-1.76%-0.05%
20054-1.32%$18,301-2.35%$21,991-1.64%$20,141-2.32%$19,844-2.32%-2.07%1.35%1.75%-7.28%-1.91%0.72%
200551.96%$18,6592.68%$22,5812.88%$20,7213.77%$20,5923.77%0.08%1.05%1.20%6.65%3.17%0.44%
200560.89%$18,8251.51%$22,9220.14%$20,7500.81%$20,7590.81%1.30%0.55%0.55%4.17%0.13%0.24%
200572.68%$19,3283.24%$23,6653.29%$21,4324.11%$21,6114.11%3.68%-0.99%-1.41%7.11%3.71%-0.41%
200580.76%$19,4750.45%$23,772-0.75%$21,272-0.94%$21,407-0.94%2.85%1.36%1.65%-1.67%-0.91%0.75%
200591.56%$19,7781.32%$24,0850.68%$21,4170.86%$21,5900.86%4.73%-1.10%-1.14%0.80%0.79%-0.31%
200510-2.08%$19,366-2.22%$23,550-1.52%$21,091-1.86%$21,188-1.86%-3.37%-0.81%-0.79%-2.92%-1.68%-0.11%
2005112.71%$19,8912.79%$24,2063.43%$21,8133.97%$22,0293.97%2.67%0.48%0.48%4.21%3.76%0.39%
2005121.90%$20,2691.67%$24,6100.06%$21,8260.14%$22,0590.14%5.14%0.99%1.01%0.34%0.02%0.41%
200613.61%$21,0004.50%$25,7172.39%$22,3493.50%$22,8313.50%6.87%-0.11%-0.34%8.82%2.65%0.14%
20062-0.13%$20,972-0.19%$25,6680.24%$22,4020.00%$22,8310.00%-0.72%0.37%0.09%-0.35%0.26%0.01%
200631.54%$21,2962.46%$26,2991.12%$22,6521.80%$23,2431.80%3.17%-1.00%-0.99%6.09%1.23%0.05%
200642.05%$21,7341.82%$26,7771.24%$22,9321.11%$23,5011.11%5.12%-0.21%-0.37%0.98%1.33%0.33%
20065-2.90%$21,103-3.05%$25,961-2.61%$22,333-3.23%$22,741-3.23%-4.45%-0.09%0.02%-4.39%-2.90%0.05%
20066-0.02%$21,099-0.03%$25,9530.14%$22,3640.17%$22,7800.17%-0.38%0.10%0.10%0.05%0.13%0.25%
200670.63%$21,231-0.22%$25,8950.62%$22,503-0.13%$22,750-0.13%1.15%1.35%1.35%-3.75%0.61%0.76%
200682.22%$21,7032.12%$26,4452.20%$22,9992.31%$23,2762.31%2.53%1.64%1.62%1.95%2.36%0.75%
200691.28%$21,9801.22%$26,7682.37%$23,5442.27%$23,8042.27%0.25%0.81%0.94%1.19%2.56%0.55%
2006103.01%$22,6423.37%$27,6702.98%$24,2463.53%$24,6443.53%4.00%0.72%0.57%5.43%3.25%0.46%
2006112.45%$23,1962.49%$28,3601.76%$24,6742.23%$25,1952.23%3.73%1.11%1.12%3.03%1.89%0.55%
2006121.39%$23,5201.30%$28,7301.24%$24,9811.13%$25,4811.13%3.09%-0.48%-0.98%1.38%1.39%-0.20%
200711.11%$23,7811.10%$29,0461.36%$25,3221.88%$25,9591.88%0.96%-0.08%-0.26%2.20%1.49%0.19%
20072-0.34%$23,700-0.08%$29,022-1.68%$24,896-1.61%$25,540-1.61%0.06%1.50%1.86%-0.23%-1.97%0.93%
200731.34%$24,0181.25%$29,3861.03%$25,1521.11%$25,8241.11%2.80%0.02%0.03%1.09%1.11%0.28%
200743.12%$24,7672.68%$30,1734.02%$26,1634.01%$26,8594.01%3.92%0.51%0.57%1.81%4.42%0.46%
200752.42%$25,3672.29%$30,8643.10%$26,9743.69%$27,8503.69%3.09%-0.78%-1.18%3.65%3.48%-0.40%
20076-0.66%$25,199-0.70%$30,647-1.48%$26,573-1.67%$27,384-1.67%0.61%-0.39%-0.18%-1.55%-1.68%0.37%
20077-1.67%$24,777-2.54%$29,868-2.69%$25,859-3.41%$26,451-3.41%-1.06%0.84%1.81%-7.64%-3.08%1.06%
200780.74%$24,9610.49%$30,0141.46%$26,2371.45%$26,8351.45%-0.72%1.34%1.97%-0.76%1.50%1.15%
200793.76%$25,9002.67%$30,8153.43%$27,1373.59%$27,7993.59%6.38%0.72%0.46%-0.28%3.72%0.74%
2007102.92%$26,6572.47%$31,5761.47%$27,5361.85%$28,3131.85%5.90%0.93%0.84%1.11%1.58%0.45%
200711-3.04%$25,848-3.47%$30,480-3.58%$26,550-4.49%$27,043-4.49%-4.57%1.91%3.46%-8.72%-4.19%2.16%
200712-0.95%$25,603-1.00%$30,176-0.60%$26,389-0.60%$26,879-0.60%-2.28%0.22%0.27%-1.20%-0.70%0.25%
20081-4.88%$24,354-3.85%$29,014-5.21%$25,014-6.08%$25,245-6.08%-8.55%1.69%3.10%-3.94%-6.02%2.01%
20082-1.22%$24,057-1.06%$28,706-2.78%$24,317-3.07%$24,470-3.07%0.33%0.19%1.35%-2.84%-3.25%1.09%
20083-0.38%$23,9650.18%$28,759-0.36%$24,229-0.58%$24,327-0.58%-0.71%0.30%0.93%0.84%-0.44%0.25%
200843.81%$24,8782.37%$29,4404.20%$25,2475.02%$25,5495.02%5.85%-0.30%-2.14%1.66%4.85%-0.96%
200851.16%$25,1681.35%$29,8381.10%$25,5242.09%$26,0832.09%1.51%-0.79%-1.32%4.14%1.29%-0.51%
20086-6.33%$23,576-6.62%$27,862-7.52%$23,606-8.19%$23,947-8.19%-8.99%-0.01%0.77%-10.10%-8.44%0.33%
20087-1.40%$23,246-0.37%$27,760-0.68%$23,446-0.77%$23,762-0.77%-3.67%0.00%0.77%2.07%-0.83%0.52%
20088-0.56%$23,1170.46%$27,8881.34%$23,7611.58%$24,1381.58%-5.10%0.70%0.98%4.15%1.45%0.56%
20089-8.00%$21,268-6.65%$26,034-7.82%$21,902-9.26%$21,902-9.26%-13.09%-1.10%0.51%-6.89%-8.91%0.53%
200810-14.20%$18,248-14.56%$22,244-14.63%$18,698-17.63%$18,041-17.63%-22.09%-2.53%-1.36%-22.14%-16.79%0.49%
200811-3.56%$17,600-3.89%$21,379-5.97%$17,582-7.90%$16,616-7.90%-6.29%3.64%5.58%-12.99%-7.17%1.03%
2008123.82%$18,2724.25%$22,2871.08%$17,7731.86%$16,9241.86%8.16%3.32%3.66%5.25%1.07%1.17%
20091-7.48%$16,906-9.26%$20,223-7.58%$16,426-8.26%$15,527-8.26%-11.96%-0.70%-2.39%-14.28%-8.41%-0.09%
20092-7.51%$15,636-8.17%$18,571-9.51%$14,864-10.45%$13,904-10.45%-9.58%-0.42%-0.58%-12.71%-10.66%-0.01%
200936.77%$16,6947.64%$19,9907.82%$16,0278.65%$15,1078.65%9.31%1.48%3.20%10.40%8.76%0.90%
200948.41%$18,0989.51%$21,8918.46%$17,38310.61%$16,70910.61%12.78%0.36%-1.76%19.66%9.56%-0.25%
200956.90%$19,3465.51%$23,0975.06%$18,2635.38%$17,6085.38%14.35%0.85%-1.10%3.22%5.62%0.21%
20096-0.14%$19,319-0.30%$23,0270.18%$18,2960.34%$17,6690.34%-1.32%0.54%-0.37%0.35%0.22%-0.17%
200976.95%$20,6628.03%$24,8776.86%$19,5517.82%$19,0517.82%9.96%1.43%0.60%13.44%7.58%0.22%
200982.99%$21,2793.38%$25,7183.30%$20,1973.63%$19,7423.63%3.50%1.01%0.89%5.14%3.60%0.37%
200993.84%$22,0974.20%$26,7993.41%$20,8864.23%$20,5764.23%5.15%1.19%0.92%6.33%3.72%0.29%
200910-1.78%$21,703-3.04%$25,984-1.69%$20,534-2.57%$20,048-2.57%-2.17%0.41%0.25%-7.53%-1.87%0.24%
2009114.09%$22,5913.79%$26,9695.53%$21,6705.63%$21,1755.63%3.86%1.36%1.96%3.11%5.98%0.87%
2009121.44%$22,9162.29%$27,5881.69%$22,0352.86%$21,7812.86%1.53%-1.68%-3.13%7.92%1.95%-1.13%
20101-2.70%$22,297-2.46%$26,908-3.15%$21,342-3.50%$21,019-3.50%-5.07%1.57%1.97%-3.16%-3.60%0.95%
201021.61%$22,6572.45%$27,5672.79%$21,9373.36%$21,7253.36%0.22%0.20%0.40%6.15%3.09%0.19%
201034.76%$23,7365.14%$28,9845.37%$23,1146.27%$23,0886.27%6.71%-0.08%-0.91%8.86%6.01%-0.36%
201040.76%$23,9162.44%$29,6911.46%$23,4522.17%$23,5892.17%-1.71%1.06%1.23%8.11%1.58%0.39%
20105-6.61%$22,334-6.83%$27,663-7.20%$21,764-8.00%$21,702-8.00%-10.78%0.87%1.85%-9.90%-8.01%0.48%
20106-2.50%$21,777-3.76%$26,622-4.64%$20,754-5.66%$20,473-5.66%-1.17%1.61%2.07%-10.14%-5.24%0.56%
201076.24%$23,1366.55%$28,3656.28%$22,0576.99%$21,9056.99%10.33%0.94%1.07%8.69%7.00%0.38%
20108-2.67%$22,519-3.50%$27,372-4.03%$21,168-4.75%$20,865-4.75%-3.22%1.48%2.00%-8.38%-4.53%0.37%
201097.14%$24,1277.89%$29,5317.98%$22,8589.47%$22,8419.47%10.41%-0.01%0.36%12.93%8.92%0.18%
2010102.91%$24,8282.97%$30,4063.44%$23,6443.94%$23,7413.94%3.55%0.36%0.45%4.17%3.79%0.26%
201011-1.23%$24,524-0.18%$30,351-0.03%$23,6370.58%$23,8780.58%-4.52%-0.57%-0.98%4.49%0.00%-0.30%
2010125.25%$25,8115.50%$32,0225.98%$25,0516.81%$25,5046.81%8.34%-1.15%-2.29%9.18%6.67%-0.48%
201111.21%$26,1240.91%$32,3152.15%$25,5892.19%$26,0612.19%0.70%0.08%0.29%0.31%2.36%0.25%
201122.48%$26,7732.99%$33,2833.06%$26,3723.60%$26,9993.60%2.71%0.16%-0.43%6.28%3.42%-0.22%
201130.08%$26,7930.40%$33,4150.01%$26,3740.45%$27,1200.45%-0.43%-0.01%-0.12%2.05%0.03%-0.13%
201143.26%$27,6652.75%$34,3352.74%$27,0962.99%$27,9312.99%5.24%1.32%1.60%1.26%2.95%0.71%
20115-1.10%$27,362-1.40%$33,853-0.99%$26,828-1.16%$27,607-1.16%-2.87%1.30%1.77%-3.12%-1.15%0.52%
20116-1.36%$26,989-1.30%$33,414-1.52%$26,420-1.79%$27,113-1.79%-1.51%-0.39%-0.16%-1.81%-1.67%-0.04%
20117-1.11%$26,689-1.08%$33,052-1.80%$25,945-2.28%$26,494-2.28%-1.53%1.58%2.18%-2.88%-2.05%0.52%
20118-4.85%$25,395-5.38%$31,274-4.86%$24,683-5.99%$24,906-5.99%-8.45%1.46%2.70%-10.58%-5.45%0.52%
20119-6.73%$23,688-7.44%$28,949-6.34%$23,120-7.75%$22,975-7.75%-12.29%0.89%0.73%-12.58%-7.04%-0.22%
2011107.87%$25,5518.43%$31,3879.73%$25,36811.51%$25,61911.51%10.22%0.16%-0.42%15.82%10.91%0.15%
201111-1.00%$25,295-0.80%$31,136-0.21%$25,314-0.29%$25,545-0.29%-2.88%-0.30%0.29%-0.68%-0.23%-0.04%
201112-0.05%$25,2820.19%$31,1940.94%$25,5510.80%$25,7490.80%-2.64%1.08%1.00%1.01%1.02%0.21%
201214.69%$26,4674.99%$32,7514.04%$26,5835.08%$27,0585.08%7.27%0.87%0.81%7.43%4.46%0.23%
201223.49%$27,3923.04%$33,7463.88%$27,6144.26%$28,2104.26%5.14%-0.05%-0.65%3.18%4.31%-0.14%
201231.03%$27,6731.04%$34,0962.97%$28,4333.07%$29,0753.07%-0.75%-0.58%-0.79%2.30%3.28%-0.13%
20124-0.59%$27,510-0.69%$33,860-0.55%$28,276-0.65%$28,885-0.65%-1.78%1.14%1.50%-1.60%-0.64%0.32%
20125-6.05%$25,846-5.91%$31,858-5.47%$26,730-6.24%$27,083-6.24%-11.14%0.95%1.24%-7.12%-6.02%0.06%
201263.55%$26,7633.56%$32,9913.70%$27,7203.91%$28,1423.91%6.03%0.04%-0.22%4.38%4.11%-0.13%
201270.94%$27,0160.61%$33,1921.27%$28,0721.03%$28,4331.03%0.44%1.39%0.86%-0.24%1.37%0.29%
201281.96%$27,5452.34%$33,9692.04%$28,6462.48%$29,1382.48%2.72%0.03%0.10%4.21%2.24%0.11%
201292.30%$28,1772.40%$34,7842.35%$29,3182.58%$29,8902.58%3.62%0.11%-0.06%3.31%2.58%0.03%
201210-0.63%$28,000-0.63%$34,565-1.71%$28,817-1.76%$29,364-1.76%0.56%0.11%-0.32%-0.82%-1.86%-0.16%
2012110.94%$28,2611.22%$34,9870.52%$28,9670.74%$29,5810.74%1.82%0.19%0.62%1.84%0.56%0.12%
2012121.78%$28,7632.17%$35,7450.83%$29,2081.19%$29,9341.19%4.17%-0.20%-0.41%3.72%0.90%0.09%
201313.30%$29,7123.58%$37,0264.65%$30,5665.50%$31,5805.50%3.34%-0.71%-0.74%6.56%5.18%-0.06%
201320.35%$29,8160.66%$37,2691.22%$30,9401.28%$31,9841.28%-1.23%0.54%0.71%1.75%1.34%0.12%
201332.05%$30,4262.48%$38,1953.39%$31,9883.88%$33,2253.88%0.77%0.08%0.27%4.91%3.74%0.03%
201342.06%$31,0531.23%$38,6631.75%$32,5471.70%$33,7911.70%3.58%0.91%0.71%-1.11%1.91%0.12%
20135-0.18%$30,9970.85%$38,9932.09%$33,2262.32%$34,5752.32%-2.95%-1.71%-1.84%5.39%2.33%-0.34%
20136-2.07%$30,355-1.80%$38,290-1.25%$32,809-1.27%$34,135-1.27%-3.75%-1.65%-1.62%-0.70%-1.35%-0.26%
201374.00%$31,5704.45%$39,9944.63%$34,3295.49%$36,0075.49%4.56%0.20%0.13%7.34%5.07%0.12%
20138-2.00%$30,939-2.56%$38,971-2.68%$33,410-2.82%$34,990-2.82%-1.63%-0.64%-1.02%-4.17%-2.91%-0.16%
201394.07%$32,1984.30%$40,6492.89%$34,3743.66%$36,2733.66%7.21%0.96%1.47%5.24%3.12%0.40%
2013103.23%$33,2383.12%$41,9174.21%$35,8204.22%$37,8054.22%3.41%0.78%0.49%3.51%4.59%0.13%
2013111.38%$33,6962.24%$42,8542.79%$36,8202.88%$38,8942.88%0.12%-0.35%-0.14%5.08%3.03%0.13%
2013121.54%$34,2151.45%$43,4762.29%$37,6632.63%$39,9172.63%1.25%-0.65%-1.49%2.72%2.51%-0.33%
20141-2.45%$33,379-2.93%$42,203-3.09%$36,499-3.11%$38,677-3.11%-4.78%1.54%1.67%-5.14%-3.47%0.32%
201423.82%$34,6543.84%$43,8244.09%$37,9924.73%$40,5074.73%5.39%0.48%0.21%5.45%4.56%0.03%
201430.32%$34,7630.45%$44,0220.72%$38,2660.51%$40,7160.51%0.41%-0.15%-0.60%1.19%0.82%-0.21%
201440.61%$34,9760.15%$44,0880.67%$38,5240.06%$40,7410.06%1.31%0.77%0.49%-1.93%0.72%0.23%
201451.80%$35,6061.52%$44,7602.12%$39,3412.17%$41,6262.17%1.88%1.05%1.03%0.83%2.33%0.13%
201461.69%$36,2092.01%$45,6591.86%$40,0722.54%$42,6822.54%1.74%0.11%-0.13%4.44%2.05%0.04%
20147-1.45%$35,686-2.29%$44,614-1.27%$39,563-1.98%$41,837-1.98%-1.61%-0.26%-0.39%-5.76%-1.39%-0.14%
201482.49%$36,5742.95%$45,9283.61%$40,9924.18%$43,5874.18%1.05%1.13%1.03%5.83%3.98%0.14%
20149-2.64%$35,608-3.50%$44,323-1.30%$40,462-2.14%$42,656-2.14%-5.01%-0.72%-0.66%-6.98%-1.41%-0.14%
2014101.41%$36,1111.95%$45,1862.23%$41,3632.74%$43,8252.74%-0.31%0.94%1.12%4.61%2.42%0.33%
2014111.22%$36,5520.80%$45,5472.46%$42,3792.41%$44,8812.41%-0.25%0.65%0.84%-0.28%2.68%0.23%
201412-1.00%$36,187-0.47%$45,332-0.26%$42,268-0.01%$44,879-0.01%-3.65%0.09%-0.35%2.29%-0.26%-0.24%
20151-0.63%$35,958-1.28%$44,749-2.65%$41,146-2.77%$43,634-2.77%0.13%2.31%2.70%-4.95%-3.02%0.61%
201523.93%$37,3713.82%$46,4575.10%$43,2465.76%$46,1495.76%5.52%-1.08%-1.59%5.90%5.74%-0.42%
20153-0.84%$37,058-0.17%$46,378-1.41%$42,638-1.04%$45,670-1.04%-1.54%0.41%0.76%1.78%-1.59%0.33%
201541.65%$37,6691.14%$46,9060.86%$43,0050.42%$45,8620.42%5.08%-0.36%-0.21%-1.34%0.95%0.05%
201550.21%$37,7470.37%$47,0771.15%$43,5001.39%$46,5001.39%-0.94%-0.45%-0.12%1.36%1.27%0.06%
20156-1.85%$37,050-1.35%$46,442-1.75%$42,740-1.71%$45,705-1.71%-2.69%-1.01%-0.74%0.05%-1.93%-0.04%
201570.67%$37,297-0.40%$46,2551.89%$43,5481.63%$46,4511.63%-0.80%0.76%0.85%-3.67%2.08%0.15%
20158-5.03%$35,422-4.38%$44,228-5.47%$41,167-6.03%$43,652-6.03%-7.29%-0.36%-0.03%-4.04%-6.05%-0.13%
20159-2.28%$34,616-2.37%$43,179-2.18%$40,268-2.93%$42,372-2.93%-3.90%0.76%1.19%-4.51%-2.48%0.43%
2015105.32%$36,4564.75%$45,2307.52%$43,2947.84%$45,6957.84%6.26%0.01%-0.47%5.28%8.42%-0.13%
201511-0.21%$36,3790.40%$45,4120.23%$43,3930.54%$45,9420.54%-1.32%-0.27%-0.39%3.17%0.29%-0.31%
201512-1.63%$35,787-2.53%$44,263-1.45%$42,762-2.03%$45,010-2.03%-2.07%-0.38%-0.38%-6.20%-1.59%-0.16%
20161-3.87%$34,401-3.85%$42,559-4.40%$40,882-5.67%$42,458-5.67%-5.59%1.43%2.36%-7.18%-4.98%0.82%
20162-0.51%$34,225-0.09%$42,520-0.11%$40,836-0.04%$42,440-0.04%-2.27%0.66%0.82%1.17%-0.15%0.15%
201635.73%$36,1875.84%$45,0036.09%$43,3217.01%$45,4157.01%8.19%0.94%0.22%8.77%6.78%0.26%
201641.04%$36,5611.06%$45,4790.33%$43,4650.63%$45,7000.63%2.22%0.38%-0.13%1.80%0.37%-0.03%
201650.50%$36,7440.26%$45,5961.60%$44,1591.79%$46,5191.79%-1.02%0.01%-0.21%0.47%1.78%-0.10%
201660.31%$36,8590.05%$45,6180.30%$44,2910.23%$46,6240.23%-0.94%1.94%2.05%-1.16%0.25%0.75%
201673.24%$38,0523.22%$47,0883.31%$45,7553.95%$48,4663.95%4.41%0.64%0.04%4.85%3.68%-0.10%
201680.29%$38,1640.48%$47,3120.09%$45,7960.26%$48,5910.26%0.74%-0.17%-0.72%1.74%0.13%-0.29%
201690.45%$38,3360.72%$47,6530.03%$45,8090.15%$48,6640.15%1.37%-0.09%0.29%1.21%0.01%0.23%
201610-1.72%$37,677-1.87%$46,760-1.67%$45,044-2.21%$47,586-2.21%-1.72%-0.81%-0.73%-3.14%-1.83%-0.12%
2016110.70%$37,9423.54%$48,4153.29%$46,5244.44%$49,6974.44%-2.15%-2.64%-2.65%14.87%3.70%-0.58%
2016121.54%$38,5281.92%$49,3441.78%$47,3531.92%$50,6521.92%2.02%0.24%-0.05%3.41%1.96%-0.00%
201712.09%$39,3351.38%$50,0251.72%$48,1671.91%$51,6191.91%3.87%0.29%0.30%-0.53%1.88%0.26%
201722.29%$40,2351.56%$50,8043.58%$49,8913.71%$53,5343.71%1.50%0.66%0.39%0.32%3.96%0.07%
201730.87%$40,5840.49%$51,0520.09%$49,9380.07%$53,5700.07%2.82%-0.07%0.07%-1.14%0.10%0.02%
201741.34%$41,1261.14%$51,6320.94%$50,4071.05%$54,1321.05%2.20%0.76%0.77%0.46%1.02%0.19%
201751.55%$41,7630.47%$51,8731.27%$51,0471.01%$54,6771.01%3.01%0.67%0.59%-3.51%1.39%0.09%
201760.58%$42,0060.77%$52,2740.55%$51,3260.92%$55,1800.92%0.52%0.01%-0.47%2.59%0.61%-0.09%
201772.01%$42,8511.73%$53,1781.88%$52,2901.87%$56,2101.87%3.42%0.39%0.42%0.77%2.04%0.28%
201780.47%$43,051-0.13%$53,1090.28%$52,4380.15%$56,2920.15%0.64%0.85%0.86%-2.55%0.29%0.19%
201791.55%$43,7192.61%$54,4941.85%$53,4102.45%$57,6732.45%1.81%-0.54%-0.83%7.92%2.06%-0.20%
2017101.62%$44,4281.31%$55,2082.10%$54,5342.16%$58,9172.16%1.94%0.11%-0.21%0.96%2.32%-0.08%
2017111.60%$45,1371.42%$55,9942.77%$56,0433.04%$60,7113.04%0.78%-0.17%-0.39%2.12%3.06%-0.27%
2017121.20%$45,6780.87%$56,4801.00%$56,6050.99%$61,3150.99%2.01%0.44%0.07%0.03%1.10%-0.07%
201813.79%$47,4102.81%$58,0695.10%$59,4905.31%$64,5695.31%5.59%-1.09%-1.56%1.50%5.71%-0.44%
20182-3.51%$45,746-3.54%$56,013-3.35%$57,496-3.72%$62,170-3.72%-5.14%-1.03%-0.49%-4.68%-3.69%-0.08%
20183-0.95%$45,313-0.41%$55,786-2.28%$56,187-1.99%$60,930-1.99%-0.64%0.63%0.75%0.93%-2.56%0.29%
201840.21%$45,4100.40%$56,0090.31%$56,3590.38%$61,1610.38%0.83%-0.83%-0.92%1.32%0.37%-0.30%
201850.83%$45,7871.87%$57,0582.19%$57,5942.79%$62,8682.79%-1.92%0.61%0.76%6.29%2.39%0.36%
20186-0.29%$45,652-0.31%$56,8790.56%$57,9130.68%$63,2940.68%-2.08%0.03%0.11%0.06%0.61%0.10%
201872.28%$46,6921.87%$57,9443.34%$59,8463.34%$65,4073.34%2.48%0.03%-0.35%1.61%3.71%-0.10%
201881.10%$47,2071.24%$58,6622.97%$61,6273.44%$67,6583.44%-2.19%0.52%0.77%2.84%3.25%0.37%
201890.03%$47,222-0.82%$58,1790.48%$61,9250.16%$67,7660.16%0.30%-0.54%-0.82%-3.19%0.55%-0.20%
201810-6.08%$44,350-6.25%$54,545-6.21%$58,077-7.40%$62,750-7.40%-8.35%-0.73%-0.06%-9.41%-6.85%0.10%
2018111.46%$44,9951.30%$55,2541.87%$59,1612.06%$64,0442.06%1.26%0.53%0.96%0.91%2.03%0.38%
201812-5.31%$42,604-6.24%$51,807-8.09%$54,377-9.29%$58,092-9.29%-4.85%1.80%1.90%-12.79%-9.04%0.88%
201916.39%$45,3267.04%$55,4557.23%$58,3098.59%$63,0798.59%7.58%1.01%0.58%12.00%8.00%0.30%
201922.11%$46,2842.03%$56,5832.90%$60,0003.50%$65,2883.50%1.72%-0.06%-0.26%3.27%3.20%-0.01%
201931.34%$46,9050.11%$56,6471.83%$61,0991.44%$66,2251.44%0.72%1.96%1.78%-3.66%1.94%0.78%
201942.69%$48,1682.76%$58,2143.69%$63,3553.98%$68,8593.98%2.76%0.04%-0.05%4.04%4.04%0.15%
20195-4.29%$46,100-5.58%$54,967-5.74%$59,721-6.45%$64,419-6.45%-5.55%1.83%2.05%-11.52%-6.36%0.88%
201965.22%$48,5085.43%$57,9526.42%$63,5576.97%$68,9096.97%5.83%1.15%1.02%7.77%7.03%0.48%
201970.16%$48,587-0.04%$57,9281.29%$64,3791.44%$69,9001.44%-1.89%0.23%-0.16%0.39%1.43%-0.09%
20198-1.00%$48,101-2.41%$56,530-1.37%$63,495-2.03%$68,484-2.03%-2.35%2.78%2.48%-8.00%-1.59%0.92%
201991.44%$48,7942.40%$57,8881.68%$64,5581.70%$69,6511.70%2.72%-0.60%-0.70%5.96%1.86%-0.22%
2019102.02%$49,7821.91%$58,9921.99%$65,8432.10%$71,1112.10%3.38%0.21%0.16%1.83%2.15%0.25%
2019112.09%$50,8231.94%$60,1363.31%$68,0203.77%$73,7933.77%1.11%-0.06%-0.37%3.17%3.62%-0.05%
2019122.58%$52,1362.77%$61,8022.77%$69,9032.85%$75,8962.85%4.27%-0.15%-0.36%3.92%3.01%0.14%
20201-0.50%$51,877-2.01%$60,5590.01%$69,914-0.08%$75,839-0.08%-3.30%2.11%2.19%-6.88%-0.05%0.60%
20202-5.22%$49,171-5.77%$57,066-7.31%$64,804-8.18%$69,637-8.18%-6.72%1.71%2.12%-10.79%-8.24%1.04%
20203-10.82%$43,852-12.35%$50,019-10.90%$57,738-13.78%$60,043-13.78%-16.11%-0.59%2.27%-26.60%-12.37%1.01%
202048.31%$47,4968.20%$54,12211.25%$64,23213.25%$67,99713.25%8.09%1.69%0.46%15.81%12.81%0.22%
202053.83%$49,3143.06%$55,7754.27%$66,9725.38%$71,6535.38%4.80%0.54%0.42%2.85%4.76%0.38%
202062.37%$50,4842.15%$56,9741.77%$68,1612.28%$73,2862.28%4.24%0.70%0.30%2.65%1.98%0.09%
202074.09%$52,5503.26%$58,8345.05%$71,6035.64%$77,4205.64%4.10%1.55%0.49%3.21%5.63%0.18%
202084.19%$54,7504.04%$61,2136.47%$76,2357.18%$82,9767.18%4.31%-1.02%-0.22%5.58%7.18%0.19%
20209-2.20%$53,547-2.54%$59,656-3.44%$73,611-3.57%$80,012-3.57%-1.96%0.08%0.16%-5.13%-3.81%0.06%
202010-1.77%$52,600-0.65%$59,268-2.41%$71,834-2.16%$78,285-2.16%-2.21%-0.61%-0.59%3.95%-2.67%-0.06%
2020119.48%$57,5859.86%$65,1139.84%$78,90412.19%$87,82812.19%12.93%1.11%0.23%17.89%10.94%0.11%
2020123.79%$59,7704.37%$67,9603.49%$81,6604.45%$91,7364.45%5.82%0.15%0.14%8.25%3.84%0.08%
20211-0.38%$59,5421.01%$68,643-0.92%$80,911-0.34%$91,426-0.34%-0.10%-0.80%-0.46%5.61%-1.02%0.02%
202121.76%$60,5894.10%$71,4582.45%$82,8933.19%$94,3413.19%2.32%-1.51%-1.32%12.16%2.75%-0.27%
202131.76%$61,6573.18%$73,7283.95%$86,1653.47%$97,6123.47%1.69%-1.38%-0.88%6.80%4.37%0.07%
202143.45%$63,7832.79%$75,7884.83%$90,3315.14%$102,6265.14%2.78%0.95%0.72%2.28%5.32%0.16%
202151.20%$64,5472.38%$77,5880.64%$90,9050.43%$103,0630.43%3.14%0.24%0.52%4.61%0.69%0.13%
202161.22%$65,332-0.39%$77,2872.07%$92,7872.53%$105,6672.53%-0.46%0.77%-0.09%-2.79%2.31%-0.34%
202170.69%$65,786-0.06%$77,2372.18%$94,8091.71%$107,4691.71%-1.28%1.21%1.13%-2.08%2.38%0.12%
202181.83%$66,9921.76%$78,5962.77%$97,4342.86%$110,5382.86%1.73%-0.20%-0.28%2.20%3.03%0.01%
20219-3.38%$64,726-2.49%$76,643-4.29%$93,256-4.49%$105,577-4.49%-3.42%-0.91%-0.97%-0.83%-4.66%-0.18%
2021103.97%$67,2963.36%$79,2206.35%$99,1796.71%$112,6616.71%2.61%-0.03%-0.72%3.83%6.99%-0.37%
202111-1.94%$65,988-1.80%$77,792-0.65%$98,538-1.49%$110,980-1.49%-4.41%0.33%0.42%-2.31%-0.71%0.01%
2021122.95%$67,9333.67%$80,6514.08%$102,5603.81%$115,2093.81%4.09%-0.41%-0.35%5.59%4.47%-0.23%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1Portfolio 2Portfolio 3Vanguard Total Stock Mkt Idx Inv
Large-cap Value14.29%12.60%41.72%34.89%
Large-cap Growth23.02%11.13%48.46%46.75%
Mid-cap Value5.32%7.13%0.00%2.02%
Mid-cap Growth2.02%1.63%0.00%7.69%
Small-cap Value0.00%19.59%0.00%4.84%
Small-cap Growth1.47%0.00%0.00%2.59%
Global ex-US Developed Markets21.97%19.38%0.00%0.71%
Emerging Markets7.31%5.74%0.00%0.50%
Corporate Bonds6.86%0.00%0.00%0.00%
Long-Term Treasuries0.62%0.00%0.00%0.00%
Intermediate-Term Treasuries4.62%11.68%1.10%0.00%
Short-Term Treasuries12.51%11.13%8.72%0.00%
R Squared99.76%99.50%99.91%99.81%
Style analysis is based on monthly returns from April 2005 to December 2021 and uses total portfolio return with monthly rebalancing. Returns based style analysis aims to explain the portfolio returns based on asset class exposures, it does not identify the actual portfolio holdings.

Holdings Based Style Analysis for Portfolio 1

Holdings Based Style Analysis for Portfolio 1
TickerNameCategoryWeightYieldExpense RatioP/EDurationContribution
SECTTMNetGrossReturnRisk
VTSMXVanguard Total Stock Mkt Idx InvLarge Blend45.00%1.04%1.11%0.14%0.14%24.00$37,48158.33%
VGTSXVanguard Total Intl Stock Index InvForeign Large Blend30.00%2.99%0.17%0.17%14.63$13,37041.21%
VBMFXVanguard Total Bond Market Index InvIntermediate Core Bond25.00%1.47%1.79%0.15%0.15%6.84$7,0820.46%
100.00%0.84%1.84%0.15%0.15%20.256.84$57,933100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Style Analysis for Portfolio 2

Holdings Based Style Analysis for Portfolio 2
TickerNameCategoryWeightYieldExpense RatioP/EDurationContribution
SECTTMNetGrossReturnRisk
VGTSXVanguard Total Intl Stock Index InvForeign Large Blend25.00%2.99%0.17%0.17%14.63$13,61232.39%
VFITXVanguard Interm-Term Treasury InvIntermediate Government25.00%0.93%0.91%0.20%0.20%4.94$8,300-1.71%
DFSVXDFA US Small Cap Value ISmall Value25.00%1.38%0.39%0.39%11.35$23,69139.98%
VFINXVanguard 500 Index InvestorLarge Blend25.00%1.10%1.15%0.14%0.14%25.16$25,04729.33%
100.00%0.51%1.61%0.23%0.23%17.044.94$70,651100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Style Analysis for Portfolio 3

Holdings Based Style Analysis for Portfolio 3
TickerNameCategoryWeightYieldExpense RatioP/EDurationContribution
SECTTMNetGrossReturnRisk
VFINXVanguard 500 Index InvestorLarge Blend90.00%1.10%1.15%0.14%0.14%25.16$90,497100.32%
VFISXVanguard Short-Term Treasury InvShort Government10.00%0.27%0.32%0.20%0.20%1.94$2,062-0.32%
100.00%1.02%1.07%0.15%0.15%25.161.94$92,560100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Fund fundamentals data as of 01/19/2022. (c) 2022 Morningstar. All Rights Reserved. The fund fundamentals information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.

Portfolio return and risk metrics
MetricPortfolio 1Portfolio 2Portfolio 3Vanguard Total Stock Mkt Idx Inv
Arithmetic Mean (monthly)0.68%0.74%0.84%0.90%
Arithmetic Mean (annualized)8.48%9.25%10.51%11.36%
Geometric Mean (monthly)0.62%0.68%0.76%0.80%
Geometric Mean (annualized)7.75%8.47%9.49%9.99%
Standard Deviation (monthly)3.34%3.44%3.93%4.53%
Standard Deviation (annualized)11.58%11.92%13.62%15.69%
Downside Deviation (monthly)2.24%2.30%2.59%3.04%
Max. Drawdown-41.34%-41.19%-46.02%-50.89%
US Market Correlation0.970.950.991.00
Beta(*)0.720.730.861.00
Alpha (annualized)0.42%1.04%0.75%0.00%
R294.24%91.06%97.90%100.00%
Sharpe Ratio0.530.570.590.56
Sortino Ratio0.760.830.870.81
Treynor Ratio (%)8.599.479.358.80
Calmar Ratio1.060.831.351.23
Active Return-2.24%-1.52%-0.50%N/A
Tracking Error5.25%5.59%2.96%N/A
Information Ratio-0.43-0.27-0.17N/A
Skewness-0.72-0.75-0.59-0.67
Excess Kurtosis1.651.960.991.29
Historical Value-at-Risk (5%)-5.29%-5.70%-6.31%-7.85%
Analytical Value-at-Risk (5%)-4.90%-5.04%-5.66%-6.55%
Conditional Value-at-Risk (5%)-7.63%-8.02%-8.62%-10.19%
Upside Capture Ratio (%)70.7373.3386.45100.00
Downside Capture Ratio (%)72.2772.1384.97100.00
Safe Withdrawal Rate6.80%7.76%7.71%7.72%
Perpetual Withdrawal Rate5.01%5.64%6.50%6.92%
Positive Periods196 out of 308 (63.64%)198 out of 308 (64.29%)203 out of 308 (65.91%)200 out of 308 (64.94%)
Gain/Loss Ratio0.960.970.890.89
* Vanguard Total Stock Mkt Idx Inv is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.

Drawdowns for Historical Market Stress Periods

Drawdowns for Historical Market Stress Periods
Stress PeriodStartEndPortfolio 1Portfolio 2Portfolio 3Vanguard Total Stock Mkt Idx Inv
Asian CrisisJul 1997Jan 1998-4.49%-3.61%-5.15%-3.72%
Russian Debt DefaultJul 1998Oct 1998-11.52%-12.45%-13.83%-17.57%
Dotcom CrashMar 2000Oct 2002-30.52%-16.79%-39.67%-44.11%
Subprime CrisisNov 2007Mar 2009-41.34%-41.19%-46.02%-50.89%
COVID-19 StartJan 2020Mar 2020-15.89%-19.07%-17.42%-20.89%

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsFeb 20112 years3 years 4 months-41.34%
2Apr 2000Sep 20022 years 6 monthsNov 20042 years 2 months4 years 8 months-30.52%
3Jan 2020Mar 20203 monthsJul 20204 months7 months-15.89%
4May 2011Sep 20115 monthsMar 20126 months11 months-14.38%
5Jul 1998Aug 19982 monthsNov 19983 months5 months-11.52%
6Feb 2018Dec 201811 monthsApr 20194 months1 year 3 months-10.14%
7Jun 2015Feb 20169 monthsJul 20165 months1 year 2 months-9.33%
8Apr 2012May 20122 monthsSep 20124 months6 months-6.60%
9Aug 1997Aug 19971 monthJan 19985 months6 months-4.49%
10May 2019May 20191 monthJun 20191 month2 months-4.29%
Worst 10 drawdowns included above

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsDec 20101 year 10 months3 years 2 months-41.19%
2Jan 2020Mar 20203 monthsNov 20208 months11 months-19.07%
3Sep 2000Sep 20022 years 1 monthAug 200311 months3 years-16.79%
4May 2011Sep 20115 monthsSep 20121 year1 year 5 months-15.69%
5May 1998Aug 19984 monthsDec 19984 months8 months-13.22%
6Sep 2018Dec 20184 monthsOct 201910 months1 year 2 months-11.68%
7Jun 2015Feb 20169 monthsJul 20165 months1 year 2 months-9.68%
8Apr 2000May 20002 monthsAug 20003 months5 months-5.15%
9Feb 1999Feb 19991 monthApr 19992 months3 months-4.15%
10Mar 2005Apr 20052 monthsJul 20053 months5 months-4.11%
Worst 10 drawdowns included above

Drawdowns for Portfolio 3

Drawdowns for Portfolio 3 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsFeb 20123 years4 years 4 months-46.02%
2Sep 2000Sep 20022 years 1 monthSep 20064 years6 years 1 month-39.67%
3Feb 2020Mar 20202 monthsJul 20204 months6 months-17.42%
4Jul 1998Aug 19982 monthsNov 19983 months5 months-13.83%
5Oct 2018Dec 20183 monthsApr 20194 months7 months-12.19%
6Aug 2015Sep 20152 monthsMay 20168 months10 months-7.53%
7Jan 2000Feb 20002 monthsMar 20001 month3 months-6.10%
8Apr 2012May 20122 monthsAug 20123 months5 months-5.99%
9Sep 2020Oct 20202 monthsNov 20201 month3 months-5.77%
10May 2019May 20191 monthJun 20191 month2 months-5.74%
Worst 10 drawdowns included above

Drawdowns for Vanguard Total Stock Mkt Idx Inv

Drawdowns for Vanguard Total Stock Mkt Idx Inv (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsMar 20123 years 1 month4 years 5 months-50.89%
2Sep 2000Sep 20022 years 1 monthApr 20063 years 7 months5 years 8 months-44.11%
3Jan 2020Mar 20203 monthsJul 20204 months7 months-20.89%
4Jul 1998Aug 19982 monthsNov 19983 months5 months-17.57%
5Oct 2018Dec 20183 monthsApr 20194 months7 months-14.28%
6Jun 2015Sep 20154 monthsMay 20168 months1 year-8.88%
7Apr 2000May 20002 monthsAug 20003 months5 months-8.44%
8Apr 2012May 20122 monthsAug 20123 months5 months-6.85%
9May 2019May 20191 monthJun 20191 month2 months-6.45%
10Jul 1999Sep 19993 monthsNov 19992 months5 months-6.42%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
VTSMXVanguard Total Stock Mkt Idx Inv9.99%15.69%33.35%-37.04%-50.89%0.560.811.00
VGTSXVanguard Total Intl Stock Index Inv5.25%16.98%40.34%-44.10%-58.50%0.270.380.86
VBMFXVanguard Total Bond Market Index Inv4.86%3.43%11.39%-2.26%-3.99%0.831.39-0.03
VFITXVanguard Interm-Term Treasury Inv4.91%4.47%14.15%-3.52%-4.67%0.651.10-0.25
DFSVXDFA US Small Cap Value I10.95%21.03%59.40%-36.79%-61.18%0.510.740.85
VFINXVanguard 500 Index Investor9.98%15.26%33.19%-37.02%-50.97%0.570.840.99
VFISXVanguard Short-Term Treasury Inv3.31%1.76%8.83%-0.87%-1.46%0.781.41-0.28

Portfolio Asset Performance

Performance of portfolio assets
NameTotal ReturnAnnualized ReturnExpense Ratio
3 MonthYear To Date1 year3 year5 year10 yearNetGross
Vanguard Total Stock Mkt Idx Inv9.12%25.59%25.59%25.64%17.86%16.16%0.14%0.14%
Vanguard Total Intl Stock Index Inv2.09%8.61%8.61%13.60%9.83%7.61%0.17%0.17%
Vanguard Total Bond Market Index Inv-0.11%-1.77%-1.77%4.71%3.48%2.75%0.15%0.15%
Vanguard Interm-Term Treasury Inv-0.64%-2.29%-2.29%3.97%2.89%2.08%0.20%0.20%
DFA US Small Cap Value I7.10%39.84%39.84%19.08%8.97%12.54%0.39%0.39%
Vanguard 500 Index Investor10.99%28.53%28.53%25.91%18.32%16.39%0.14%0.14%
Vanguard Short-Term Treasury Inv-0.59%-0.87%-0.87%2.20%1.67%1.11%0.20%0.20%
Trailing returns as of last calendar month ending December 2021

Monthly Correlations

Correlations for the portfolio assets
TickerNameVTSMXVGTSXVBMFXVFITXDFSVXVFINXVFISXPortfolio 1Portfolio 2Portfolio 3Vanguard Total Stock Mkt Idx Inv
VTSMXVanguard Total Stock Mkt Idx Inv1.000.86-0.03-0.250.850.99-0.280.970.950.991.00
VGTSXVanguard Total Intl Stock Index Inv0.861.000.02-0.200.770.85-0.220.950.930.850.86
VBMFXVanguard Total Bond Market Index Inv-0.030.021.000.90-0.13-0.020.760.060.02-0.01-0.03
VFITXVanguard Interm-Term Treasury Inv-0.25-0.200.901.00-0.31-0.230.89-0.17-0.19-0.22-0.25
DFSVXDFA US Small Cap Value I0.850.77-0.13-0.311.000.80-0.300.830.920.800.85
VFINXVanguard 500 Index Investor0.990.85-0.02-0.230.801.00-0.270.960.931.000.99
VFISXVanguard Short-Term Treasury Inv-0.28-0.220.760.89-0.30-0.271.00-0.20-0.21-0.25-0.28

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
VTSMXVanguard Total Stock Mkt Idx Inv$37,481
VGTSXVanguard Total Intl Stock Index Inv$13,370$13,612
VBMFXVanguard Total Bond Market Index Inv$7,082
VFITXVanguard Interm-Term Treasury Inv$8,300
DFSVXDFA US Small Cap Value I$23,691
VFINXVanguard 500 Index Investor$25,047$90,497
VFISXVanguard Short-Term Treasury Inv$2,062
Return attribution decomposes portfolio gains into its constituent parts and identifies the contribution to returns by each of the holdings.

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
VTSMXVanguard Total Stock Mkt Idx Inv58.33%
VGTSXVanguard Total Intl Stock Index Inv41.21%32.39%
VBMFXVanguard Total Bond Market Index Inv0.46%
VFITXVanguard Interm-Term Treasury Inv-1.71%
DFSVXDFA US Small Cap Value I39.98%
VFINXVanguard 500 Index Investor29.33%100.32%
VFISXVanguard Short-Term Treasury Inv-0.32%
Risk attribution decomposes portfolio risk into its constituent parts and identifies the contribution to overall volatility by each of the holdings.

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2Portfolio 3Vanguard Total Stock Mkt Idx Inv
AverageHighLowAverageHighLowAverageHighLowAverageHighLow
1 year8.48%44.90%-35.01%9.19%48.44%-35.31%10.21%49.24%-38.87%11.19%62.57%-43.18%
3 years7.03%20.55%-10.88%7.70%22.46%-10.23%8.01%27.20%-13.73%8.66%27.29%-16.27%
5 years6.53%17.25%-1.87%7.48%18.73%-2.10%7.08%20.64%-5.38%7.69%23.85%-6.23%
7 years6.64%11.84%1.08%7.57%12.56%2.03%7.02%15.53%-2.81%7.68%17.28%-3.02%
10 years6.68%11.46%0.82%7.54%11.79%2.95%6.91%14.97%-2.40%7.57%16.73%-2.57%
15 years6.59%9.14%4.75%7.43%9.64%5.46%6.73%10.10%3.85%7.36%10.94%4.25%