This portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs, and stocks. You can analyze and backtest portfolio returns, risk characteristics, style exposures, and drawdowns. The results cover both returns and fund fundamentals based portfolio style analysis along with risk and return decomposition by each portfolio asset. You can compare up to three different portfolios against the selected benchmark, and you can also specify any periodic contribution or withdrawal cashflows and the preferred portfolio rebalancing strategy.
The related asset class level portfolio modeling tool allows you to analyze and compare asset class level portfolios with a longer time horizon starting from 1972.
Ticker | Name | Allocation |
---|---|---|
VASIX | Vanguard LifeStrategy Income Inv | 100.00% |
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Ticker | Name | Allocation |
---|---|---|
VWINX | Vanguard Wellesley Income Inv | 100.00% |
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Ticker | Name | Allocation |
---|---|---|
VWELX | Vanguard Wellington Inv | 100.00% |
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Portfolio | Initial Balance | Final Balance | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | Market Correlation |
---|---|---|---|---|---|---|---|---|---|---|
LifeStrategy Income | $10,000 | $50,164 | 6.40% | 4.44% | 22.99% | -10.53% | -15.50% | 0.92 | 1.43 | 0.79 |
Wellesley Income | $10,000 | $83,186 | 8.49% | 6.23% | 28.91% | -9.84% | -18.82% | 0.98 | 1.64 | 0.70 |
Wellington | $10,000 | $114,928 | 9.85% | 9.67% | 32.92% | -22.30% | -32.53% | 0.79 | 1.21 | 0.90 |
Vanguard 500 Index Investor | $10,000 | $131,329 | 10.41% | 15.09% | 37.45% | -37.02% | -50.97% | 0.59 | 0.86 | 0.99 |
Name | Total Return | Annualized Return | Annualized Standard Deviation | ||||||
---|---|---|---|---|---|---|---|---|---|
3 Month | Year To Date | 1 year | 3 year | 5 year | 10 year | Full | 3 year | 5 year | |
LifeStrategy Income | 3.67% | 9.13% | 9.13% | 6.56% | 6.24% | 5.17% | 6.40% | 4.74% | 4.00% |
Wellesley Income | 5.58% | 8.45% | 8.45% | 7.14% | 7.93% | 7.76% | 8.49% | 7.72% | 6.32% |
Wellington | 8.18% | 10.60% | 10.60% | 9.38% | 10.76% | 9.86% | 9.85% | 11.92% | 9.74% |
Vanguard 500 Index Investor | 12.12% | 18.25% | 18.25% | 14.03% | 15.07% | 13.72% | 10.41% | 18.80% | 15.26% |
Trailing return and volatility are as of last calendar month ending December 2020 |
Market Type | Occurrences | Average Active Return | |||||
---|---|---|---|---|---|---|---|
Above Benchmark | Below Benchmark | Total | % Above Benchmark | Above Benchmark | Below Benchmark | Total | |
Up Market | 22 | 187 | 209 | 11% | 0.43% | -2.54% | -2.23% |
Down Market | 100 | 3 | 103 | 97% | 3.43% | -0.36% | 3.32% |
Total | 122 | 190 | 312 | 39% | 2.89% | -2.51% | -0.40% |
Market Type | Occurrences | Average Active Return | |||||
---|---|---|---|---|---|---|---|
Above Benchmark | Below Benchmark | Total | % Above Benchmark | Above Benchmark | Below Benchmark | Total | |
Up Market | 28 | 181 | 209 | 13% | 0.93% | -2.34% | -1.90% |
Down Market | 96 | 7 | 103 | 93% | 3.44% | -0.44% | 3.17% |
Total | 124 | 188 | 312 | 40% | 2.87% | -2.27% | -0.23% |
Market Type | Occurrences | Average Active Return | |||||
---|---|---|---|---|---|---|---|
Above Benchmark | Below Benchmark | Total | % Above Benchmark | Above Benchmark | Below Benchmark | Total | |
Up Market | 42 | 167 | 209 | 20% | 0.65% | -1.49% | -1.06% |
Down Market | 92 | 11 | 103 | 89% | 2.13% | -0.52% | 1.85% |
Total | 134 | 178 | 312 | 43% | 1.67% | -1.43% | -0.10% |
Year | Inflation | LifeStrategy Income | Wellesley Income | Wellington | Vanguard 500 Index Investor | Vanguard LifeStrategy Income Inv (VASIX) | Vanguard Wellesley Income Inv (VWINX) | Vanguard Wellington Inv (VWELX) | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return | Balance | Return | Balance | Return | Balance | Return | Balance | |||||
1995 | 2.54% | 22.99% | $12,299 | 28.91% | $12,891 | 32.92% | $13,292 | 37.45% | $13,745 | 22.99% | 28.91% | 32.92% |
1996 | 3.32% | 7.65% | $13,240 | 9.42% | $14,105 | 16.19% | $15,444 | 22.88% | $16,889 | 7.65% | 9.42% | 16.19% |
1997 | 1.70% | 14.23% | $15,124 | 20.19% | $16,953 | 23.23% | $19,032 | 33.19% | $22,494 | 14.23% | 20.19% | 23.23% |
1998 | 1.61% | 13.17% | $17,116 | 11.84% | $18,961 | 12.06% | $21,327 | 28.62% | $28,932 | 13.17% | 11.84% | 12.06% |
1999 | 2.68% | 2.82% | $17,599 | -4.14% | $18,177 | 4.41% | $22,267 | 21.07% | $35,027 | 2.82% | -4.14% | 4.41% |
2000 | 3.39% | 8.06% | $19,019 | 16.17% | $21,116 | 10.40% | $24,583 | -9.06% | $31,855 | 8.06% | 16.17% | 10.40% |
2001 | 1.55% | 4.06% | $19,792 | 7.39% | $22,676 | 4.19% | $25,612 | -12.02% | $28,025 | 4.06% | 7.39% | 4.19% |
2002 | 2.38% | 0.12% | $19,816 | 4.64% | $23,728 | -6.90% | $23,846 | -22.15% | $21,819 | 0.12% | 4.64% | -6.90% |
2003 | 1.88% | 10.77% | $21,950 | 9.66% | $26,019 | 20.75% | $28,793 | 28.50% | $28,038 | 10.77% | 9.66% | 20.75% |
2004 | 3.26% | 6.00% | $23,266 | 7.55% | $27,985 | 11.16% | $32,007 | 10.74% | $31,049 | 6.00% | 7.55% | 11.16% |
2005 | 3.42% | 3.23% | $24,018 | 3.48% | $28,959 | 6.82% | $34,192 | 4.77% | $32,531 | 3.23% | 3.48% | 6.82% |
2006 | 2.54% | 7.93% | $25,923 | 11.28% | $32,225 | 14.97% | $39,310 | 15.64% | $37,620 | 7.93% | 11.28% | 14.97% |
2007 | 4.08% | 6.70% | $27,660 | 5.61% | $34,032 | 8.34% | $42,587 | 5.39% | $39,646 | 6.70% | 5.61% | 8.34% |
2008 | 0.09% | -10.53% | $24,749 | -9.84% | $30,682 | -22.30% | $33,092 | -37.02% | $24,969 | -10.53% | -9.84% | -22.30% |
2009 | 2.72% | 12.08% | $27,739 | 16.02% | $35,599 | 22.20% | $40,437 | 26.49% | $31,582 | 12.08% | 16.02% | 22.20% |
2010 | 1.50% | 9.22% | $30,297 | 10.65% | $39,389 | 10.94% | $44,859 | 14.91% | $36,292 | 9.22% | 10.65% | 10.94% |
2011 | 2.96% | 3.77% | $31,440 | 9.63% | $43,182 | 3.85% | $46,587 | 1.97% | $37,006 | 3.77% | 9.63% | 3.85% |
2012 | 1.74% | 6.54% | $33,497 | 10.06% | $47,524 | 12.57% | $52,444 | 15.82% | $42,862 | 6.54% | 10.06% | 12.57% |
2013 | 1.50% | 3.40% | $34,635 | 9.19% | $51,890 | 19.66% | $62,757 | 32.18% | $56,653 | 3.40% | 9.19% | 19.66% |
2014 | 0.76% | 6.76% | $36,975 | 8.07% | $56,075 | 9.82% | $68,921 | 13.51% | $64,306 | 6.76% | 8.07% | 9.82% |
2015 | 0.73% | 0.22% | $37,057 | 1.28% | $56,791 | 0.06% | $68,960 | 1.25% | $65,108 | 0.22% | 1.28% | 0.06% |
2016 | 2.07% | 4.58% | $38,756 | 8.08% | $61,380 | 11.01% | $76,555 | 11.82% | $72,802 | 4.58% | 8.08% | 11.01% |
2017 | 2.11% | 6.98% | $41,462 | 10.20% | $67,639 | 14.72% | $87,827 | 21.67% | $88,577 | 6.98% | 10.20% | 14.72% |
2018 | 1.91% | -1.05% | $41,026 | -2.57% | $65,899 | -3.42% | $84,821 | -4.52% | $84,570 | -1.05% | -2.57% | -3.42% |
2019 | 2.29% | 12.05% | $45,969 | 16.39% | $76,701 | 22.51% | $103,913 | 31.33% | $111,063 | 12.05% | 16.39% | 22.51% |
2020 | 1.36% | 9.13% | $50,164 | 8.45% | $83,186 | 10.60% | $114,928 | 18.25% | $131,329 | 9.13% | 8.45% | 10.60% |
Year | Month | LifeStrategy Income | Wellesley Income | Wellington | Vanguard 500 Index Investor | Vanguard LifeStrategy Income Inv (VASIX) | Vanguard Wellesley Income Inv (VWINX) | Vanguard Wellington Inv (VWELX) | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return | Balance | Return | Balance | Return | Balance | Return | Balance | |||||
1995 | 1 | 2.02% | $10,202 | 2.87% | $10,287 | 1.96% | $10,196 | 2.58% | $10,258 | 2.02% | 2.87% | 1.96% |
1995 | 2 | 2.58% | $10,466 | 3.08% | $10,604 | 4.05% | $10,609 | 3.88% | $10,656 | 2.58% | 3.08% | 4.05% |
1995 | 3 | 1.26% | $10,598 | 1.06% | $10,717 | 2.15% | $10,837 | 2.95% | $10,971 | 1.26% | 1.06% | 2.15% |
1995 | 4 | 1.64% | $10,771 | 1.95% | $10,926 | 2.26% | $11,082 | 2.94% | $11,294 | 1.64% | 1.95% | 2.26% |
1995 | 5 | 3.98% | $11,199 | 5.51% | $11,527 | 4.98% | $11,634 | 3.95% | $11,740 | 3.98% | 5.51% | 4.98% |
1995 | 6 | 1.18% | $11,332 | 0.87% | $11,628 | 1.21% | $11,774 | 2.31% | $12,012 | 1.18% | 0.87% | 1.21% |
1995 | 7 | 0.91% | $11,435 | 0.21% | $11,652 | 2.14% | $12,026 | 3.30% | $12,408 | 0.91% | 0.21% | 2.14% |
1995 | 8 | 1.09% | $11,559 | 1.66% | $11,846 | 1.27% | $12,179 | 0.25% | $12,439 | 1.09% | 1.66% | 1.27% |
1995 | 9 | 1.70% | $11,756 | 2.31% | $12,119 | 3.07% | $12,553 | 4.23% | $12,965 | 1.70% | 2.31% | 3.07% |
1995 | 10 | 0.98% | $11,871 | 0.76% | $12,211 | -1.06% | $12,420 | -0.36% | $12,918 | 0.98% | 0.76% | -1.06% |
1995 | 11 | 2.11% | $12,121 | 2.81% | $12,554 | 4.82% | $13,019 | 4.38% | $13,484 | 2.11% | 2.81% | 4.82% |
1995 | 12 | 1.47% | $12,299 | 2.68% | $12,891 | 2.10% | $13,292 | 1.93% | $13,745 | 1.47% | 2.68% | 2.10% |
1996 | 1 | 1.30% | $12,459 | 0.93% | $13,011 | 2.21% | $13,586 | 3.39% | $14,210 | 1.30% | 0.93% | 2.21% |
1996 | 2 | -1.11% | $12,321 | -2.18% | $12,727 | -0.76% | $13,483 | 0.92% | $14,341 | -1.11% | -2.18% | -0.76% |
1996 | 3 | -0.18% | $12,299 | 0.03% | $12,731 | 1.81% | $13,727 | 0.98% | $14,481 | -0.18% | 0.03% | 1.81% |
1996 | 4 | -0.26% | $12,266 | -0.61% | $12,654 | -0.20% | $13,699 | 1.46% | $14,692 | -0.26% | -0.61% | -0.20% |
1996 | 5 | 0.44% | $12,320 | 0.30% | $12,693 | 0.76% | $13,803 | 2.54% | $15,066 | 0.44% | 0.30% | 0.76% |
1996 | 6 | 1.06% | $12,451 | 1.33% | $12,862 | 0.88% | $13,925 | 0.38% | $15,124 | 1.06% | 1.33% | 0.88% |
1996 | 7 | -0.79% | $12,353 | -0.91% | $12,745 | -1.71% | $13,687 | -4.42% | $14,455 | -0.79% | -0.91% | -1.71% |
1996 | 8 | 0.35% | $12,396 | 0.92% | $12,862 | 1.98% | $13,958 | 2.10% | $14,758 | 0.35% | 0.92% | 1.98% |
1996 | 9 | 2.56% | $12,713 | 2.89% | $13,234 | 3.77% | $14,484 | 5.61% | $15,585 | 2.56% | 2.89% | 3.77% |
1996 | 10 | 2.43% | $13,023 | 4.14% | $13,782 | 3.58% | $15,002 | 2.76% | $16,015 | 2.43% | 4.14% | 3.58% |
1996 | 11 | 2.89% | $13,399 | 3.64% | $14,284 | 5.24% | $15,787 | 7.56% | $17,226 | 2.89% | 3.64% | 5.24% |
1996 | 12 | -1.19% | $13,240 | -1.25% | $14,105 | -2.17% | $15,444 | -1.96% | $16,889 | -1.19% | -1.25% | -2.17% |
1997 | 1 | 1.47% | $13,435 | 1.32% | $14,291 | 3.25% | $15,946 | 6.22% | $17,939 | 1.47% | 1.32% | 3.25% |
1997 | 2 | 0.26% | $13,469 | 0.67% | $14,387 | 0.81% | $16,076 | 0.79% | $18,080 | 0.26% | 0.67% | 0.81% |
1997 | 3 | -1.63% | $13,250 | -2.55% | $14,020 | -3.48% | $15,517 | -4.14% | $17,333 | -1.63% | -2.55% | -3.48% |
1997 | 4 | 2.27% | $13,551 | 2.16% | $14,322 | 3.99% | $16,136 | 5.96% | $18,365 | 2.27% | 2.16% | 3.99% |
1997 | 5 | 1.97% | $13,818 | 2.65% | $14,701 | 4.24% | $16,820 | 6.09% | $19,483 | 1.97% | 2.65% | 4.24% |
1997 | 6 | 1.76% | $14,061 | 2.20% | $15,024 | 3.50% | $17,409 | 4.45% | $20,351 | 1.76% | 2.20% | 3.50% |
1997 | 7 | 3.84% | $14,601 | 5.97% | $15,921 | 6.19% | $18,487 | 7.97% | $21,972 | 3.84% | 5.97% | 6.19% |
1997 | 8 | -1.69% | $14,354 | -2.28% | $15,558 | -3.86% | $17,774 | -5.61% | $20,739 | -1.69% | -2.28% | -3.86% |
1997 | 9 | 2.21% | $14,671 | 3.71% | $16,135 | 4.08% | $18,500 | 5.47% | $21,874 | 2.21% | 3.71% | 4.08% |
1997 | 10 | 0.73% | $14,778 | 0.67% | $16,243 | -0.91% | $18,331 | -3.35% | $21,141 | 0.73% | 0.67% | -0.91% |
1997 | 11 | 1.12% | $14,944 | 2.40% | $16,632 | 2.11% | $18,717 | 4.60% | $22,113 | 1.12% | 2.40% | 2.11% |
1997 | 12 | 1.20% | $15,124 | 1.93% | $16,953 | 1.69% | $19,032 | 1.72% | $22,494 | 1.20% | 1.93% | 1.69% |
1998 | 1 | 1.45% | $15,343 | 0.78% | $17,085 | 0.95% | $19,213 | 1.11% | $22,744 | 1.45% | 0.78% | 0.95% |
1998 | 2 | 1.43% | $15,562 | 1.23% | $17,294 | 3.40% | $19,866 | 7.19% | $24,380 | 1.43% | 1.23% | 3.40% |
1998 | 3 | 1.33% | $15,769 | 2.56% | $17,737 | 3.29% | $20,519 | 5.10% | $25,624 | 1.33% | 2.56% | 3.29% |
1998 | 4 | 0.70% | $15,880 | 0.00% | $17,737 | 1.08% | $20,740 | 1.01% | $25,882 | 0.70% | 0.00% | 1.08% |
1998 | 5 | 0.46% | $15,953 | 0.81% | $17,880 | -0.56% | $20,623 | -1.74% | $25,431 | 0.46% | 0.81% | -0.56% |
1998 | 6 | 1.47% | $16,187 | 1.11% | $18,079 | 0.50% | $20,727 | 4.07% | $26,467 | 1.47% | 1.11% | 0.50% |
1998 | 7 | -0.08% | $16,175 | -1.29% | $17,846 | -1.58% | $20,400 | -1.05% | $26,188 | -0.08% | -1.29% | -1.58% |
1998 | 8 | -1.85% | $15,876 | -2.39% | $17,420 | -7.65% | $18,840 | -14.47% | $22,397 | -1.85% | -2.39% | -7.65% |
1998 | 9 | 2.82% | $16,324 | 5.49% | $18,377 | 5.35% | $19,848 | 6.41% | $23,833 | 2.82% | 5.49% | 5.35% |
1998 | 10 | 1.54% | $16,575 | 0.31% | $18,434 | 4.26% | $20,693 | 8.16% | $25,779 | 1.54% | 0.31% | 4.26% |
1998 | 11 | 1.74% | $16,864 | 2.38% | $18,873 | 3.00% | $21,313 | 6.07% | $27,344 | 1.74% | 2.38% | 3.00% |
1998 | 12 | 1.49% | $17,116 | 0.46% | $18,961 | 0.07% | $21,327 | 5.81% | $28,932 | 1.49% | 0.46% | 0.07% |
1999 | 1 | 1.44% | $17,362 | -0.54% | $18,858 | 0.51% | $21,436 | 4.20% | $30,148 | 1.44% | -0.54% | 0.51% |
1999 | 2 | -2.16% | $16,987 | -2.86% | $18,318 | -2.92% | $20,811 | -3.12% | $29,206 | -2.16% | -2.86% | -2.92% |
1999 | 3 | 1.22% | $17,194 | 0.81% | $18,466 | 2.55% | $21,341 | 4.00% | $30,373 | 1.22% | 0.81% | 2.55% |
1999 | 4 | 1.22% | $17,403 | 3.22% | $19,062 | 7.38% | $22,917 | 3.85% | $31,543 | 1.22% | 3.22% | 7.38% |
1999 | 5 | -1.13% | $17,207 | -0.69% | $18,930 | -1.85% | $22,492 | -2.39% | $30,789 | -1.13% | -0.69% | -1.85% |
1999 | 6 | 0.63% | $17,315 | -0.07% | $18,916 | 1.94% | $22,929 | 5.56% | $32,500 | 0.63% | -0.07% | 1.94% |
1999 | 7 | -0.84% | $17,169 | -1.64% | $18,606 | -1.93% | $22,486 | -3.13% | $31,483 | -0.84% | -1.64% | -1.93% |
1999 | 8 | -0.15% | $17,143 | -0.95% | $18,428 | -0.85% | $22,293 | -0.50% | $31,327 | -0.15% | -0.95% | -0.85% |
1999 | 9 | 0.46% | $17,222 | -0.53% | $18,331 | -2.55% | $21,725 | -2.74% | $30,468 | 0.46% | -0.53% | -2.55% |
1999 | 10 | 1.32% | $17,450 | 0.88% | $18,493 | 1.85% | $22,127 | 6.33% | $32,396 | 1.32% | 0.88% | 1.85% |
1999 | 11 | 0.31% | $17,504 | -0.68% | $18,367 | -0.24% | $22,075 | 2.02% | $33,051 | 0.31% | -0.68% | -0.24% |
1999 | 12 | 0.55% | $17,599 | -1.04% | $18,177 | 0.87% | $22,267 | 5.98% | $35,027 | 0.55% | -1.04% | 0.87% |
2000 | 1 | -0.55% | $17,503 | -1.01% | $17,993 | -3.83% | $21,415 | -5.03% | $33,264 | -0.55% | -1.01% | -3.83% |
2000 | 2 | 1.10% | $17,695 | -3.00% | $17,453 | -4.54% | $20,443 | -1.91% | $32,630 | 1.10% | -3.00% | -4.54% |
2000 | 3 | 2.56% | $18,149 | 5.61% | $18,432 | 7.34% | $21,943 | 9.75% | $35,812 | 2.56% | 5.61% | 7.34% |
2000 | 4 | -1.00% | $17,968 | 0.16% | $18,461 | 0.84% | $22,128 | -3.00% | $34,739 | -1.00% | 0.16% | 0.84% |
2000 | 5 | -0.47% | $17,884 | 1.27% | $18,696 | 1.27% | $22,410 | -2.04% | $34,031 | -0.47% | 1.27% | 1.27% |
2000 | 6 | 2.12% | $18,264 | -0.63% | $18,578 | -1.83% | $21,999 | 2.49% | $34,879 | 2.12% | -0.63% | -1.83% |
2000 | 7 | 0.62% | $18,377 | 1.98% | $18,945 | 1.40% | $22,307 | -1.50% | $34,357 | 0.62% | 1.98% | 1.40% |
2000 | 8 | 2.24% | $18,788 | 2.93% | $19,500 | 3.56% | $23,102 | 6.19% | $36,484 | 2.24% | 2.93% | 3.56% |
2000 | 9 | -0.45% | $18,703 | 1.80% | $19,851 | -0.34% | $23,023 | -5.29% | $34,554 | -0.45% | 1.80% | -0.34% |
2000 | 10 | 0.31% | $18,761 | 1.27% | $20,102 | 2.38% | $23,572 | -0.43% | $34,405 | 0.31% | 1.27% | 2.38% |
2000 | 11 | -0.15% | $18,732 | 1.20% | $20,343 | 0.14% | $23,605 | -7.89% | $31,692 | -0.15% | 1.20% | 0.14% |
2000 | 12 | 1.53% | $19,019 | 3.80% | $21,116 | 4.15% | $24,583 | 0.51% | $31,855 | 1.53% | 3.80% | 4.15% |
2001 | 1 | 2.00% | $19,399 | 0.25% | $21,168 | 2.02% | $25,080 | 3.55% | $32,984 | 2.00% | 0.25% | 2.02% |
2001 | 2 | -1.58% | $19,092 | 1.23% | $21,428 | -0.38% | $24,984 | -9.14% | $29,970 | -1.58% | 1.23% | -0.38% |
2001 | 3 | -1.14% | $18,873 | -0.07% | $21,412 | -1.87% | $24,518 | -6.36% | $28,065 | -1.14% | -0.07% | -1.87% |
2001 | 4 | 1.57% | $19,170 | 1.88% | $21,814 | 3.51% | $25,380 | 7.77% | $30,246 | 1.57% | 1.88% | 3.51% |
2001 | 5 | 0.77% | $19,318 | 1.02% | $22,036 | 1.73% | $25,819 | 0.65% | $30,443 | 0.77% | 1.02% | 1.73% |
2001 | 6 | -0.01% | $19,316 | -0.18% | $21,997 | -1.67% | $25,388 | -2.45% | $29,698 | -0.01% | -0.18% | -1.67% |
2001 | 7 | 1.63% | $19,631 | 1.80% | $22,393 | 1.36% | $25,734 | -1.00% | $29,401 | 1.63% | 1.80% | 1.36% |
2001 | 8 | -0.53% | $19,526 | 0.67% | $22,543 | -1.76% | $25,282 | -6.27% | $27,557 | -0.53% | 0.67% | -1.76% |
2001 | 9 | -1.20% | $19,291 | -0.56% | $22,418 | -5.29% | $23,945 | -8.09% | $25,327 | -1.20% | -0.56% | -5.29% |
2001 | 10 | 1.97% | $19,670 | 0.43% | $22,515 | 1.42% | $24,285 | 1.90% | $25,807 | 1.97% | 0.43% | 1.42% |
2001 | 11 | 0.85% | $19,837 | 0.14% | $22,548 | 4.60% | $25,402 | 7.65% | $27,782 | 0.85% | 0.14% | 4.60% |
2001 | 12 | -0.23% | $19,792 | 0.57% | $22,676 | 0.83% | $25,612 | 0.87% | $28,025 | -0.23% | 0.57% | 0.83% |
2002 | 1 | 0.31% | $19,853 | 0.45% | $22,778 | 0.26% | $25,678 | -1.47% | $27,612 | 0.31% | 0.45% | 0.26% |
2002 | 2 | 0.16% | $19,884 | 1.65% | $23,154 | 0.91% | $25,913 | -1.94% | $27,078 | 0.16% | 1.65% | 0.91% |
2002 | 3 | -0.31% | $19,823 | -0.10% | $23,131 | 2.11% | $26,458 | 3.74% | $28,091 | -0.31% | -0.10% | 2.11% |
2002 | 4 | -0.08% | $19,807 | 0.70% | $23,293 | -2.07% | $25,910 | -6.07% | $26,385 | -0.08% | 0.70% | -2.07% |
2002 | 5 | 0.39% | $19,885 | 1.33% | $23,604 | 0.69% | $26,089 | -0.75% | $26,186 | 0.39% | 1.33% | 0.69% |
2002 | 6 | -1.49% | $19,588 | -0.93% | $23,384 | -3.23% | $25,247 | -7.13% | $24,317 | -1.49% | -0.93% | -3.23% |
2002 | 7 | -1.44% | $19,305 | -2.09% | $22,895 | -4.99% | $23,988 | -7.72% | $22,440 | -1.44% | -2.09% | -4.99% |
2002 | 8 | 1.22% | $19,541 | 0.86% | $23,093 | 0.32% | $24,064 | 0.65% | $22,587 | 1.22% | 0.86% | 0.32% |
2002 | 9 | -2.25% | $19,101 | -2.67% | $22,476 | -6.66% | $22,461 | -10.87% | $20,130 | -2.25% | -2.67% | -6.66% |
2002 | 10 | 2.16% | $19,514 | 2.31% | $22,994 | 3.43% | $23,231 | 8.78% | $21,899 | 2.16% | 2.31% | 3.43% |
2002 | 11 | 1.79% | $19,863 | 2.36% | $23,536 | 4.68% | $24,318 | 5.88% | $23,185 | 1.79% | 2.36% | 4.68% |
2002 | 12 | -0.24% | $19,816 | 0.82% | $23,728 | -1.94% | $23,846 | -5.89% | $21,819 | -0.24% | 0.82% | -1.94% |
2003 | 1 | -0.65% | $19,687 | -1.56% | $23,359 | -2.16% | $23,331 | -2.62% | $21,246 | -0.65% | -1.56% | -2.16% |
2003 | 2 | 0.41% | $19,767 | 0.10% | $23,382 | -1.17% | $23,059 | -1.52% | $20,924 | 0.41% | 0.10% | -1.17% |
2003 | 3 | 0.32% | $19,831 | -0.11% | $23,358 | -0.05% | $23,048 | 0.96% | $21,124 | 0.32% | -0.11% | -0.05% |
2003 | 4 | 3.02% | $20,431 | 3.40% | $24,153 | 5.90% | $24,408 | 8.25% | $22,867 | 3.02% | 3.40% | 5.90% |
2003 | 5 | 2.70% | $20,981 | 4.24% | $25,177 | 5.61% | $25,777 | 5.26% | $24,071 | 2.70% | 4.24% | 5.61% |
2003 | 6 | 0.38% | $21,061 | 0.18% | $25,223 | 0.63% | $25,941 | 1.26% | $24,374 | 0.38% | 0.18% | 0.63% |
2003 | 7 | -1.40% | $20,767 | -3.38% | $24,371 | -0.84% | $25,724 | 1.74% | $24,799 | -1.40% | -3.38% | -0.84% |
2003 | 8 | 0.79% | $20,930 | 0.40% | $24,469 | 1.95% | $26,226 | 1.93% | $25,278 | 0.79% | 0.40% | 1.95% |
2003 | 9 | 1.64% | $21,274 | 1.72% | $24,889 | 0.26% | $26,296 | -1.07% | $25,008 | 1.64% | 1.72% | 0.26% |
2003 | 10 | 0.85% | $21,455 | 0.44% | $25,000 | 3.24% | $27,149 | 5.64% | $26,418 | 0.85% | 0.44% | 3.24% |
2003 | 11 | 0.46% | $21,554 | 0.54% | $25,135 | 1.17% | $27,466 | 0.86% | $26,647 | 0.46% | 0.54% | 1.17% |
2003 | 12 | 1.84% | $21,950 | 3.52% | $26,019 | 4.83% | $28,793 | 5.22% | $28,038 | 1.84% | 3.52% | 4.83% |
2004 | 1 | 1.14% | $22,199 | 0.48% | $26,144 | 0.73% | $29,003 | 1.82% | $28,548 | 1.14% | 0.48% | 0.73% |
2004 | 2 | 1.05% | $22,432 | 1.38% | $26,505 | 2.07% | $29,603 | 1.38% | $28,942 | 1.05% | 1.38% | 2.07% |
2004 | 3 | 0.22% | $22,481 | 0.32% | $26,591 | -0.61% | $29,423 | -1.51% | $28,504 | 0.22% | 0.32% | -0.61% |
2004 | 4 | -2.23% | $21,979 | -2.17% | $26,013 | -1.74% | $28,910 | -1.58% | $28,054 | -2.23% | -2.17% | -1.74% |
2004 | 5 | 0.08% | $21,996 | -0.34% | $25,925 | 0.03% | $28,920 | 1.36% | $28,435 | 0.08% | -0.34% | 0.03% |
2004 | 6 | 0.76% | $22,163 | 1.11% | $26,213 | 2.16% | $29,544 | 1.93% | $28,984 | 0.76% | 1.11% | 2.16% |
2004 | 7 | -0.15% | $22,129 | 0.34% | $26,302 | -1.30% | $29,159 | -3.31% | $28,024 | -0.15% | 0.34% | -1.30% |
2004 | 8 | 1.45% | $22,450 | 2.07% | $26,847 | 1.46% | $29,584 | 0.38% | $28,131 | 1.45% | 2.07% | 1.46% |
2004 | 9 | 0.45% | $22,551 | 0.66% | $27,025 | 1.51% | $30,031 | 1.07% | $28,432 | 0.45% | 0.66% | 1.51% |
2004 | 10 | 0.98% | $22,772 | 0.66% | $27,204 | 1.09% | $30,357 | 1.51% | $28,862 | 0.98% | 0.66% | 1.09% |
2004 | 11 | 0.60% | $22,908 | 0.89% | $27,447 | 2.62% | $31,153 | 4.05% | $30,030 | 0.60% | 0.89% | 2.62% |
2004 | 12 | 1.56% | $23,266 | 1.96% | $27,985 | 2.74% | $32,007 | 3.39% | $31,049 | 1.56% | 1.96% | 2.74% |
2005 | 1 | -0.30% | $23,197 | -0.09% | $27,959 | -1.23% | $31,615 | -2.45% | $30,287 | -0.30% | -0.09% | -1.23% |
2005 | 2 | 0.30% | $23,266 | 1.25% | $28,309 | 2.28% | $32,336 | 2.09% | $30,921 | 0.30% | 1.25% | 2.28% |
2005 | 3 | -0.88% | $23,060 | -1.41% | $27,909 | -1.54% | $31,839 | -1.76% | $30,377 | -0.88% | -1.41% | -1.54% |
2005 | 4 | 0.23% | $23,112 | 0.94% | $28,170 | -0.64% | $31,636 | -1.91% | $29,796 | 0.23% | 0.94% | -0.64% |
2005 | 5 | 1.65% | $23,493 | 1.07% | $28,471 | 1.65% | $32,159 | 3.17% | $30,740 | 1.65% | 1.07% | 1.65% |
2005 | 6 | 0.37% | $23,580 | 0.87% | $28,720 | 0.70% | $32,383 | 0.13% | $30,779 | 0.37% | 0.87% | 0.70% |
2005 | 7 | 0.59% | $23,719 | 0.09% | $28,746 | 2.22% | $33,103 | 3.71% | $31,920 | 0.59% | 0.09% | 2.22% |
2005 | 8 | 0.52% | $23,842 | 0.78% | $28,971 | 0.88% | $33,393 | -0.91% | $31,628 | 0.52% | 0.78% | 0.88% |
2005 | 9 | -0.37% | $23,754 | -0.25% | $28,898 | 1.07% | $33,750 | 0.79% | $31,879 | -0.37% | -0.25% | 1.07% |
2005 | 10 | -0.89% | $23,543 | -1.34% | $28,512 | -1.80% | $33,144 | -1.68% | $31,344 | -0.89% | -1.34% | -1.80% |
2005 | 11 | 1.42% | $23,878 | 1.03% | $28,805 | 2.32% | $33,912 | 3.76% | $32,524 | 1.42% | 1.03% | 2.32% |
2005 | 12 | 0.59% | $24,018 | 0.53% | $28,959 | 0.82% | $34,192 | 0.02% | $32,531 | 0.59% | 0.53% | 0.82% |
2006 | 1 | 0.89% | $24,232 | 0.85% | $29,207 | 2.57% | $35,070 | 2.65% | $33,392 | 0.89% | 0.85% | 2.57% |
2006 | 2 | 0.29% | $24,303 | 0.80% | $29,440 | -0.19% | $35,003 | 0.26% | $33,480 | 0.29% | 0.80% | -0.19% |
2006 | 3 | -0.08% | $24,284 | -0.66% | $29,245 | 0.61% | $35,215 | 1.23% | $33,892 | -0.08% | -0.66% | 0.61% |
2006 | 4 | 0.30% | $24,356 | 1.09% | $29,564 | 1.93% | $35,896 | 1.33% | $34,344 | 0.30% | 1.09% | 1.93% |
2006 | 5 | -0.74% | $24,177 | -0.66% | $29,370 | -1.36% | $35,408 | -2.90% | $33,349 | -0.74% | -0.66% | -1.36% |
2006 | 6 | 0.16% | $24,215 | 0.58% | $29,540 | 0.14% | $35,459 | 0.13% | $33,391 | 0.16% | 0.58% | 0.14% |
2006 | 7 | 0.97% | $24,451 | 2.14% | $30,171 | 1.64% | $36,042 | 0.61% | $33,594 | 0.97% | 2.14% | 1.64% |
2006 | 8 | 1.71% | $24,868 | 1.81% | $30,718 | 1.94% | $36,739 | 2.36% | $34,388 | 1.71% | 1.81% | 1.94% |
2006 | 9 | 1.24% | $25,177 | 1.23% | $31,097 | 1.41% | $37,257 | 2.56% | $35,269 | 1.24% | 1.23% | 1.41% |
2006 | 10 | 1.45% | $25,543 | 1.64% | $31,607 | 2.60% | $38,225 | 3.25% | $36,416 | 1.45% | 1.64% | 2.60% |
2006 | 11 | 1.29% | $25,872 | 1.30% | $32,018 | 1.75% | $38,893 | 1.89% | $37,104 | 1.29% | 1.30% | 1.75% |
2006 | 12 | 0.20% | $25,923 | 0.65% | $32,225 | 1.07% | $39,310 | 1.39% | $37,620 | 0.20% | 0.65% | 1.07% |
2007 | 1 | 0.43% | $26,035 | 0.32% | $32,329 | 0.68% | $39,576 | 1.49% | $38,182 | 0.43% | 0.32% | 0.68% |
2007 | 2 | 0.43% | $26,146 | 0.91% | $32,624 | -0.49% | $39,383 | -1.97% | $37,430 | 0.43% | 0.91% | -0.49% |
2007 | 3 | 0.42% | $26,257 | 0.63% | $32,830 | 0.95% | $39,757 | 1.11% | $37,846 | 0.42% | 0.63% | 0.95% |
2007 | 4 | 1.57% | $26,670 | 1.73% | $33,397 | 3.44% | $41,124 | 4.42% | $39,518 | 1.57% | 1.73% | 3.44% |
2007 | 5 | 0.49% | $26,801 | 0.45% | $33,546 | 2.28% | $42,063 | 3.48% | $40,892 | 0.49% | 0.45% | 2.28% |
2007 | 6 | -0.56% | $26,652 | -1.19% | $33,146 | -0.84% | $41,711 | -1.68% | $40,206 | -0.56% | -1.19% | -0.84% |
2007 | 7 | -0.21% | $26,595 | -0.73% | $32,905 | -1.47% | $41,096 | -3.08% | $38,966 | -0.21% | -0.73% | -1.47% |
2007 | 8 | 1.14% | $26,898 | 1.42% | $33,372 | 1.38% | $41,662 | 1.50% | $39,550 | 1.14% | 1.42% | 1.38% |
2007 | 9 | 1.48% | $27,297 | 1.72% | $33,945 | 3.13% | $42,966 | 3.72% | $41,023 | 1.48% | 1.72% | 3.13% |
2007 | 10 | 1.19% | $27,623 | 0.94% | $34,264 | 0.98% | $43,388 | 1.58% | $41,670 | 1.19% | 0.94% | 0.98% |
2007 | 11 | 0.14% | $27,661 | -0.18% | $34,203 | -1.31% | $42,818 | -4.19% | $39,926 | 0.14% | -0.18% | -1.31% |
2007 | 12 | -0.00% | $27,660 | -0.50% | $34,032 | -0.54% | $42,587 | -0.70% | $39,646 | -0.00% | -0.50% | -0.54% |
2008 | 1 | -0.56% | $27,505 | -0.82% | $33,751 | -2.85% | $41,372 | -6.02% | $37,261 | -0.56% | -0.82% | -2.85% |
2008 | 2 | -0.85% | $27,272 | -1.29% | $33,314 | -0.76% | $41,059 | -3.25% | $36,050 | -0.85% | -1.29% | -0.76% |
2008 | 3 | -0.14% | $27,233 | 0.38% | $33,441 | -0.35% | $40,916 | -0.44% | $35,891 | -0.14% | 0.38% | -0.35% |
2008 | 4 | 1.22% | $27,566 | 1.18% | $33,835 | 2.60% | $41,981 | 4.85% | $37,633 | 1.22% | 1.18% | 2.60% |
2008 | 5 | 0.14% | $27,605 | -0.56% | $33,646 | 0.91% | $42,362 | 1.29% | $38,120 | 0.14% | -0.56% | 0.91% |
2008 | 6 | -2.59% | $26,891 | -3.41% | $32,498 | -5.02% | $40,236 | -8.44% | $34,903 | -2.59% | -3.41% | -5.02% |
2008 | 7 | -0.22% | $26,831 | 0.15% | $32,546 | -1.32% | $39,705 | -0.83% | $34,613 | -0.22% | 0.15% | -1.32% |
2008 | 8 | 0.81% | $27,049 | 0.78% | $32,801 | 0.74% | $39,997 | 1.45% | $35,113 | 0.81% | 0.78% | 0.74% |
2008 | 9 | -3.93% | $25,987 | -3.47% | $31,663 | -7.39% | $37,041 | -8.91% | $31,986 | -3.93% | -3.47% | -7.39% |
2008 | 10 | -6.76% | $24,229 | -7.19% | $29,385 | -12.18% | $32,528 | -16.79% | $26,615 | -6.76% | -7.19% | -12.18% |
2008 | 11 | -0.08% | $24,209 | 0.33% | $29,482 | -2.06% | $31,859 | -7.17% | $24,705 | -0.08% | 0.33% | -2.06% |
2008 | 12 | 2.23% | $24,749 | 4.07% | $30,682 | 3.87% | $33,092 | 1.07% | $24,969 | 2.23% | 4.07% | 3.87% |
2009 | 1 | -2.37% | $24,162 | -4.62% | $29,265 | -5.44% | $31,290 | -8.41% | $22,868 | -2.37% | -4.62% | -5.44% |
2009 | 2 | -3.27% | $23,373 | -4.96% | $27,814 | -6.45% | $29,272 | -10.66% | $20,431 | -3.27% | -4.96% | -6.45% |
2009 | 3 | 3.46% | $24,181 | 2.94% | $28,631 | 5.04% | $30,746 | 8.76% | $22,221 | 3.46% | 2.94% | 5.04% |
2009 | 4 | 3.04% | $24,915 | 3.54% | $29,645 | 5.87% | $32,550 | 9.56% | $24,345 | 3.04% | 3.54% | 5.87% |
2009 | 5 | 2.21% | $25,465 | 4.39% | $30,946 | 6.30% | $34,600 | 5.62% | $25,713 | 2.21% | 4.39% | 6.30% |
2009 | 6 | 0.59% | $25,616 | 1.25% | $31,333 | 0.52% | $34,779 | 0.22% | $25,769 | 0.59% | 1.25% | 0.52% |
2009 | 7 | 3.05% | $26,398 | 5.68% | $33,112 | 5.71% | $36,766 | 7.58% | $27,722 | 3.05% | 5.68% | 5.71% |
2009 | 8 | 1.79% | $26,871 | 2.32% | $33,882 | 2.70% | $37,759 | 3.60% | $28,720 | 1.79% | 2.32% | 2.70% |
2009 | 9 | 1.81% | $27,359 | 1.87% | $34,514 | 2.54% | $38,719 | 3.72% | $29,787 | 1.81% | 1.87% | 2.54% |
2009 | 10 | -0.08% | $27,338 | -0.05% | $34,497 | -0.47% | $38,539 | -1.87% | $29,231 | -0.08% | -0.05% | -0.47% |
2009 | 11 | 2.35% | $27,980 | 3.20% | $35,602 | 4.54% | $40,290 | 5.98% | $30,979 | 2.35% | 3.20% | 4.54% |
2009 | 12 | -0.86% | $27,739 | -0.01% | $35,599 | 0.37% | $40,437 | 1.95% | $31,582 | -0.86% | -0.01% | 0.37% |
2010 | 1 | 0.45% | $27,864 | -0.29% | $35,494 | -1.70% | $39,750 | -3.60% | $30,444 | 0.45% | -0.29% | -1.70% |
2010 | 2 | 0.90% | $28,115 | 1.08% | $35,878 | 1.48% | $40,339 | 3.09% | $31,385 | 0.90% | 1.08% | 1.48% |
2010 | 3 | 1.25% | $28,466 | 1.99% | $36,592 | 3.93% | $41,924 | 6.01% | $33,273 | 1.25% | 1.99% | 3.93% |
2010 | 4 | 1.26% | $28,824 | 1.49% | $37,138 | 0.74% | $42,234 | 1.58% | $33,798 | 1.26% | 1.49% | 0.74% |
2010 | 5 | -1.09% | $28,508 | -2.71% | $36,133 | -5.38% | $39,963 | -8.01% | $31,092 | -1.09% | -2.71% | -5.38% |
2010 | 6 | -0.06% | $28,492 | 0.19% | $36,203 | -2.17% | $39,095 | -5.24% | $29,463 | -0.06% | 0.19% | -2.17% |
2010 | 7 | 2.38% | $29,169 | 3.49% | $37,467 | 5.42% | $41,214 | 7.00% | $31,524 | 2.38% | 3.49% | 5.42% |
2010 | 8 | 0.07% | $29,190 | 0.86% | $37,787 | -2.21% | $40,304 | -4.53% | $30,096 | 0.07% | 0.86% | -2.21% |
2010 | 9 | 2.23% | $29,840 | 2.70% | $38,810 | 5.26% | $42,423 | 8.92% | $32,781 | 2.23% | 2.70% | 5.26% |
2010 | 10 | 1.07% | $30,160 | 0.88% | $39,151 | 2.13% | $43,325 | 3.79% | $34,022 | 1.07% | 0.88% | 2.13% |
2010 | 11 | -0.42% | $30,032 | -0.92% | $38,792 | -1.02% | $42,881 | 0.00% | $34,022 | -0.42% | -0.92% | -1.02% |
2010 | 12 | 0.88% | $30,297 | 1.54% | $39,389 | 4.61% | $44,859 | 6.67% | $36,292 | 0.88% | 1.54% | 4.61% |
2011 | 1 | 0.50% | $30,448 | 0.65% | $39,643 | 1.99% | $45,754 | 2.36% | $37,148 | 0.50% | 0.65% | 1.99% |
2011 | 2 | 0.99% | $30,750 | 1.88% | $40,387 | 2.30% | $46,807 | 3.42% | $38,417 | 0.99% | 1.88% | 2.30% |
2011 | 3 | 0.08% | $30,775 | 0.14% | $40,445 | -0.18% | $46,724 | 0.03% | $38,427 | 0.08% | 0.14% | -0.18% |
2011 | 4 | 1.83% | $31,338 | 2.58% | $41,488 | 2.80% | $48,030 | 2.95% | $39,559 | 1.83% | 2.58% | 2.80% |
2011 | 5 | 0.35% | $31,447 | 0.84% | $41,836 | -0.51% | $47,784 | -1.15% | $39,106 | 0.35% | 0.84% | -0.51% |
2011 | 6 | -0.66% | $31,239 | -1.06% | $41,393 | -1.32% | $47,152 | -1.67% | $38,452 | -0.66% | -1.06% | -1.32% |
2011 | 7 | 0.42% | $31,370 | 0.04% | $41,411 | -1.30% | $46,538 | -2.05% | $37,665 | 0.42% | 0.04% | -1.30% |
2011 | 8 | -1.11% | $31,021 | -0.27% | $41,300 | -3.52% | $44,900 | -5.45% | $35,614 | -1.11% | -0.27% | -3.52% |
2011 | 9 | -1.51% | $30,552 | -1.46% | $40,697 | -4.12% | $43,049 | -7.04% | $33,106 | -1.51% | -1.46% | -4.12% |
2011 | 10 | 2.44% | $31,297 | 4.03% | $42,338 | 7.12% | $46,116 | 10.91% | $36,719 | 2.44% | 4.03% | 7.12% |
2011 | 11 | -0.42% | $31,166 | -0.53% | $42,114 | -0.64% | $45,821 | -0.23% | $36,633 | -0.42% | -0.53% | -0.64% |
2011 | 12 | 0.88% | $31,440 | 2.53% | $43,182 | 1.67% | $46,587 | 1.02% | $37,006 | 0.88% | 2.53% | 1.67% |
2012 | 1 | 1.84% | $32,018 | 1.88% | $43,991 | 3.29% | $48,118 | 4.46% | $38,658 | 1.84% | 1.88% | 3.29% |
2012 | 2 | 0.83% | $32,285 | 1.28% | $44,556 | 2.56% | $49,352 | 4.31% | $40,323 | 0.83% | 1.28% | 2.56% |
2012 | 3 | -0.09% | $32,256 | 0.46% | $44,761 | 1.53% | $50,105 | 3.28% | $41,646 | -0.09% | 0.46% | 1.53% |
2012 | 4 | 0.69% | $32,480 | 0.93% | $45,179 | -0.09% | $50,060 | -0.64% | $41,380 | 0.69% | 0.93% | -0.09% |
2012 | 5 | -0.76% | $32,234 | -1.43% | $44,534 | -3.98% | $48,070 | -6.02% | $38,889 | -0.76% | -1.43% | -3.98% |
2012 | 6 | 0.89% | $32,520 | 2.00% | $45,423 | 3.22% | $49,617 | 4.11% | $40,487 | 0.89% | 2.00% | 3.22% |
2012 | 7 | 1.31% | $32,947 | 2.44% | $46,533 | 1.46% | $50,341 | 1.37% | $41,042 | 1.31% | 2.44% | 1.46% |
2012 | 8 | 0.55% | $33,127 | 0.53% | $46,782 | 1.23% | $50,959 | 2.24% | $41,961 | 0.55% | 0.53% | 1.23% |
2012 | 9 | 0.66% | $33,347 | 0.86% | $47,183 | 1.93% | $51,944 | 2.58% | $43,042 | 0.66% | 0.86% | 1.93% |
2012 | 10 | -0.14% | $33,302 | 0.25% | $47,299 | 0.00% | $51,944 | -1.86% | $42,242 | -0.14% | 0.25% | 0.00% |
2012 | 11 | 0.34% | $33,415 | 0.29% | $47,434 | 0.18% | $52,035 | 0.56% | $42,478 | 0.34% | 0.29% | 0.18% |
2012 | 12 | 0.25% | $33,497 | 0.19% | $47,524 | 0.79% | $52,444 | 0.90% | $42,862 | 0.25% | 0.19% | 0.79% |
2013 | 1 | 0.42% | $33,639 | 1.45% | $48,214 | 3.49% | $54,273 | 5.18% | $45,080 | 0.42% | 1.45% | 3.49% |
2013 | 2 | 0.56% | $33,827 | 1.23% | $48,805 | 0.89% | $54,753 | 1.34% | $45,684 | 0.56% | 1.23% | 0.89% |
2013 | 3 | 0.71% | $34,068 | 1.26% | $49,421 | 2.53% | $56,140 | 3.74% | $47,392 | 0.71% | 1.26% | 2.53% |
2013 | 4 | 1.18% | $34,470 | 1.97% | $50,393 | 2.28% | $57,418 | 1.91% | $48,296 | 1.18% | 1.97% | 2.28% |
2013 | 5 | -1.30% | $34,021 | -0.87% | $49,956 | 0.65% | $57,792 | 2.33% | $49,420 | -1.30% | -0.87% | 0.65% |
2013 | 6 | -1.59% | $33,481 | -1.59% | $49,160 | -1.35% | $57,012 | -1.35% | $48,753 | -1.59% | -1.59% | -1.35% |
2013 | 7 | 1.21% | $33,886 | 2.04% | $50,161 | 3.55% | $59,036 | 5.07% | $51,226 | 1.21% | 2.04% | 3.55% |
2013 | 8 | -0.98% | $33,552 | -1.87% | $49,220 | -2.23% | $57,718 | -2.91% | $49,734 | -0.98% | -1.87% | -2.23% |
2013 | 9 | 1.68% | $34,116 | 1.63% | $50,023 | 2.28% | $59,036 | 3.12% | $51,287 | 1.68% | 1.63% | 2.28% |
2013 | 10 | 1.40% | $34,594 | 2.10% | $51,072 | 2.78% | $60,678 | 4.59% | $53,639 | 1.40% | 2.10% | 2.78% |
2013 | 11 | 0.21% | $34,666 | 0.79% | $51,475 | 1.93% | $61,846 | 3.03% | $55,264 | 0.21% | 0.79% | 1.93% |
2013 | 12 | -0.09% | $34,635 | 0.81% | $51,890 | 1.47% | $62,757 | 2.51% | $56,653 | -0.09% | 0.81% | 1.47% |
2014 | 1 | 0.56% | $34,829 | -0.36% | $51,702 | -1.53% | $61,797 | -3.47% | $54,687 | 0.56% | -0.36% | -1.53% |
2014 | 2 | 1.32% | $35,288 | 2.06% | $52,767 | 3.00% | $63,650 | 4.56% | $57,181 | 1.32% | 2.06% | 3.00% |
2014 | 3 | 0.13% | $35,335 | 0.92% | $53,253 | 0.92% | $64,236 | 0.82% | $57,653 | 0.13% | 0.92% | 0.92% |
2014 | 4 | 0.62% | $35,553 | 1.19% | $53,885 | 1.09% | $64,935 | 0.72% | $58,070 | 0.62% | 1.19% | 1.09% |
2014 | 5 | 1.23% | $35,991 | 1.21% | $54,538 | 1.46% | $65,884 | 2.33% | $59,426 | 1.23% | 1.21% | 1.46% |
2014 | 6 | 0.58% | $36,201 | 0.78% | $54,961 | 1.40% | $66,806 | 2.05% | $60,645 | 0.58% | 0.78% | 1.40% |
2014 | 7 | -0.34% | $36,078 | -1.00% | $54,410 | -1.03% | $66,120 | -1.39% | $59,803 | -0.34% | -1.00% | -1.03% |
2014 | 8 | 1.56% | $36,640 | 1.99% | $55,492 | 2.46% | $67,744 | 3.98% | $62,185 | 1.56% | 1.99% | 2.46% |
2014 | 9 | -1.11% | $36,234 | -1.25% | $54,798 | -1.36% | $66,821 | -1.41% | $61,306 | -1.11% | -1.25% | -1.36% |
2014 | 10 | 1.15% | $36,652 | 1.17% | $55,438 | 1.56% | $67,865 | 2.42% | $62,792 | 1.15% | 1.17% | 1.56% |
2014 | 11 | 0.94% | $36,996 | 1.31% | $56,165 | 1.81% | $69,095 | 2.68% | $64,476 | 0.94% | 1.31% | 1.81% |
2014 | 12 | -0.05% | $36,975 | -0.16% | $56,075 | -0.25% | $68,921 | -0.26% | $64,306 | -0.05% | -0.16% | -0.25% |
2015 | 1 | 1.41% | $37,496 | 0.55% | $56,382 | -1.38% | $67,970 | -3.02% | $62,365 | 1.41% | 0.55% | -1.38% |
2015 | 2 | 0.33% | $37,620 | 0.82% | $56,843 | 3.26% | $70,189 | 5.74% | $65,945 | 0.33% | 0.82% | 3.26% |
2015 | 3 | 0.18% | $37,688 | -0.10% | $56,786 | -0.98% | $69,504 | -1.59% | $64,894 | 0.18% | -0.10% | -0.98% |
2015 | 4 | 0.00% | $37,688 | 0.51% | $57,073 | 1.10% | $70,265 | 0.95% | $65,510 | 0.00% | 0.51% | 1.10% |
2015 | 5 | -0.26% | $37,588 | -0.12% | $57,007 | 0.33% | $70,495 | 1.27% | $66,343 | -0.26% | -0.12% | 0.33% |
2015 | 6 | -1.27% | $37,109 | -2.06% | $55,831 | -1.94% | $69,130 | -1.93% | $65,061 | -1.27% | -2.06% | -1.94% |
2015 | 7 | 0.88% | $37,435 | 1.23% | $56,521 | 1.78% | $70,359 | 2.08% | $66,414 | 0.88% | 1.23% | 1.78% |
2015 | 8 | -1.61% | $36,834 | -2.16% | $55,298 | -4.51% | $67,188 | -6.05% | $62,399 | -1.61% | -2.16% | -4.51% |
2015 | 9 | -0.05% | $36,817 | 0.11% | $55,360 | -1.35% | $66,280 | -2.48% | $60,848 | -0.05% | 0.11% | -1.35% |
2015 | 10 | 1.57% | $37,395 | 3.40% | $57,242 | 5.44% | $69,885 | 8.42% | $65,973 | 1.57% | 3.40% | 5.44% |
2015 | 11 | -0.13% | $37,345 | 0.00% | $57,242 | 0.08% | $69,939 | 0.29% | $66,162 | -0.13% | 0.00% | 0.08% |
2015 | 12 | -0.77% | $37,057 | -0.79% | $56,791 | -1.40% | $68,960 | -1.59% | $65,108 | -0.77% | -0.79% | -1.40% |
2016 | 1 | 0.07% | $37,083 | -0.20% | $56,675 | -2.77% | $67,048 | -4.98% | $61,868 | 0.07% | -0.20% | -2.77% |
2016 | 2 | 0.48% | $37,261 | 0.45% | $56,930 | -0.25% | $66,879 | -0.15% | $61,778 | 0.48% | 0.45% | -0.25% |
2016 | 3 | 2.19% | $38,075 | 3.52% | $58,931 | 5.08% | $70,274 | 6.78% | $65,964 | 2.19% | 3.52% | 5.08% |
2016 | 4 | 0.47% | $38,254 | 0.91% | $59,467 | 1.45% | $71,292 | 0.37% | $66,211 | 0.47% | 0.91% | 1.45% |
2016 | 5 | 0.27% | $38,356 | 0.59% | $59,817 | 0.79% | $71,858 | 1.78% | $67,391 | 0.27% | 0.59% | 0.79% |
2016 | 6 | 1.47% | $38,920 | 2.18% | $61,121 | 0.78% | $72,416 | 0.25% | $67,560 | 1.47% | 2.18% | 0.78% |
2016 | 7 | 1.45% | $39,485 | 1.38% | $61,966 | 2.39% | $74,144 | 3.68% | $70,043 | 1.45% | 1.38% | 2.39% |
2016 | 8 | 0.00% | $39,485 | 0.00% | $61,966 | 0.20% | $74,296 | 0.13% | $70,134 | 0.00% | 0.00% | 0.20% |
2016 | 9 | 0.08% | $39,514 | -0.32% | $61,770 | -0.13% | $74,199 | 0.01% | $70,140 | 0.08% | -0.32% | -0.13% |
2016 | 10 | -1.17% | $39,050 | -1.22% | $61,014 | -1.16% | $73,339 | -1.83% | $68,854 | -1.17% | -1.22% | -1.16% |
2016 | 11 | -1.39% | $38,509 | -0.74% | $60,565 | 2.21% | $74,963 | 3.70% | $71,401 | -1.39% | -0.74% | 2.21% |
2016 | 12 | 0.64% | $38,756 | 1.35% | $61,380 | 2.12% | $76,555 | 1.96% | $72,802 | 0.64% | 1.35% | 2.12% |
2017 | 1 | 0.47% | $38,938 | 0.27% | $61,548 | 0.92% | $77,261 | 1.88% | $74,173 | 0.47% | 0.27% | 0.92% |
2017 | 2 | 1.14% | $39,380 | 1.96% | $62,753 | 2.66% | $79,319 | 3.96% | $77,113 | 1.14% | 1.96% | 2.66% |
2017 | 3 | 0.22% | $39,466 | -0.04% | $62,729 | -0.18% | $79,178 | 0.10% | $77,190 | 0.22% | -0.04% | -0.18% |
2017 | 4 | 0.86% | $39,806 | 0.70% | $63,166 | 0.77% | $79,789 | 1.02% | $77,976 | 0.86% | 0.70% | 0.77% |
2017 | 5 | 0.85% | $40,146 | 1.15% | $63,894 | 1.16% | $80,715 | 1.39% | $79,062 | 0.85% | 1.15% | 1.16% |
2017 | 6 | 0.00% | $40,147 | 0.41% | $64,159 | 0.69% | $81,273 | 0.61% | $79,546 | 0.00% | 0.41% | 0.69% |
2017 | 7 | 0.78% | $40,463 | 0.88% | $64,720 | 1.20% | $82,245 | 2.04% | $81,171 | 0.78% | 0.88% | 1.20% |
2017 | 8 | 0.78% | $40,778 | 0.53% | $65,063 | 0.14% | $82,364 | 0.29% | $81,409 | 0.78% | 0.53% | 0.14% |
2017 | 9 | 0.08% | $40,812 | 0.84% | $65,611 | 2.02% | $84,029 | 2.06% | $83,085 | 0.08% | 0.84% | 2.02% |
2017 | 10 | 0.58% | $41,049 | 0.90% | $66,201 | 1.38% | $85,187 | 2.32% | $85,011 | 0.58% | 0.90% | 1.38% |
2017 | 11 | 0.45% | $41,234 | 1.08% | $66,915 | 1.83% | $86,744 | 3.06% | $87,611 | 0.45% | 1.08% | 1.83% |
2017 | 12 | 0.55% | $41,462 | 1.08% | $67,639 | 1.25% | $87,827 | 1.10% | $88,577 | 0.55% | 1.08% | 1.25% |
2018 | 1 | 0.32% | $41,595 | 0.56% | $68,015 | 2.88% | $90,356 | 5.71% | $93,637 | 0.32% | 0.56% | 2.88% |
2018 | 2 | -1.35% | $41,036 | -2.73% | $66,159 | -3.58% | $87,117 | -3.69% | $90,177 | -1.35% | -2.73% | -3.58% |
2018 | 3 | 0.26% | $41,142 | -0.27% | $65,978 | -1.10% | $86,159 | -2.56% | $87,873 | 0.26% | -0.27% | -1.10% |
2018 | 4 | -0.33% | $41,008 | -0.50% | $65,650 | 0.29% | $86,411 | 0.37% | $88,201 | -0.33% | -0.50% | 0.29% |
2018 | 5 | 0.59% | $41,249 | 0.65% | $66,079 | 0.61% | $86,936 | 2.39% | $90,313 | 0.59% | 0.65% | 0.61% |
2018 | 6 | 0.04% | $41,267 | 0.16% | $66,186 | -0.14% | $86,813 | 0.61% | $90,859 | 0.04% | 0.16% | -0.14% |
2018 | 7 | 0.59% | $41,509 | 2.04% | $67,535 | 3.37% | $89,734 | 3.71% | $94,230 | 0.59% | 2.04% | 3.37% |
2018 | 8 | 0.52% | $41,724 | 0.57% | $67,916 | 1.13% | $90,750 | 3.25% | $97,289 | 0.52% | 0.57% | 1.13% |
2018 | 9 | -0.30% | $41,601 | -0.23% | $67,761 | 0.26% | $90,986 | 0.55% | $97,828 | -0.30% | -0.23% | 0.26% |
2018 | 10 | -1.95% | $40,790 | -2.27% | $66,223 | -3.93% | $87,407 | -6.85% | $91,128 | -1.95% | -2.27% | -3.93% |
2018 | 11 | 0.73% | $41,087 | 1.63% | $67,300 | 2.02% | $89,175 | 2.03% | $92,975 | 0.73% | 1.63% | 2.02% |
2018 | 12 | -0.15% | $41,026 | -2.08% | $65,899 | -4.88% | $84,821 | -9.04% | $84,570 | -0.15% | -2.08% | -4.88% |
2019 | 1 | 2.42% | $42,019 | 3.23% | $68,030 | 4.42% | $88,568 | 8.00% | $91,337 | 2.42% | 3.23% | 4.42% |
2019 | 2 | 0.53% | $42,240 | 1.51% | $69,055 | 2.45% | $90,739 | 3.20% | $94,260 | 0.53% | 1.51% | 2.45% |
2019 | 3 | 1.85% | $43,022 | 1.88% | $70,351 | 1.56% | $92,151 | 1.94% | $96,086 | 1.85% | 1.88% | 1.56% |
2019 | 4 | 0.71% | $43,327 | 1.08% | $71,112 | 2.42% | $94,382 | 4.04% | $99,968 | 0.71% | 1.08% | 2.42% |
2019 | 5 | 0.06% | $43,355 | -0.65% | $70,650 | -2.83% | $91,715 | -6.36% | $93,606 | 0.06% | -0.65% | -2.83% |
2019 | 6 | 2.27% | $44,339 | 3.14% | $72,872 | 4.39% | $95,739 | 7.03% | $100,189 | 2.27% | 3.14% | 4.39% |
2019 | 7 | 0.50% | $44,562 | 0.49% | $73,228 | 1.14% | $96,827 | 1.43% | $101,618 | 0.50% | 0.49% | 1.14% |
2019 | 8 | 1.63% | $45,287 | 1.68% | $74,459 | 0.38% | $97,197 | -1.59% | $100,001 | 1.63% | 1.68% | 0.38% |
2019 | 9 | 0.03% | $45,299 | 0.59% | $74,900 | 1.63% | $98,782 | 1.86% | $101,860 | 0.03% | 0.59% | 1.63% |
2019 | 10 | 0.50% | $45,523 | 0.63% | $75,369 | 1.42% | $100,180 | 2.15% | $104,055 | 0.50% | 0.63% | 1.42% |
2019 | 11 | 0.49% | $45,748 | 0.62% | $75,837 | 1.67% | $101,857 | 3.62% | $107,822 | 0.49% | 0.62% | 1.67% |
2019 | 12 | 0.48% | $45,969 | 1.14% | $76,701 | 2.02% | $103,913 | 3.01% | $111,063 | 0.48% | 1.14% | 2.02% |
2020 | 1 | 1.36% | $46,593 | 1.28% | $77,684 | 0.35% | $104,272 | -0.05% | $111,007 | 1.36% | 1.28% | 0.35% |
2020 | 2 | -0.37% | $46,423 | -2.46% | $75,775 | -5.33% | $98,715 | -8.24% | $101,858 | -0.37% | -2.46% | -5.33% |
2020 | 3 | -3.96% | $44,586 | -6.28% | $71,013 | -9.25% | $89,580 | -12.37% | $89,256 | -3.96% | -6.28% | -9.25% |
2020 | 4 | 3.51% | $46,153 | 5.70% | $75,060 | 7.98% | $96,727 | 12.81% | $100,693 | 3.51% | 5.70% | 7.98% |
2020 | 5 | 1.36% | $46,779 | 2.11% | $76,645 | 2.82% | $99,455 | 4.76% | $105,482 | 1.36% | 2.11% | 2.82% |
2020 | 6 | 1.18% | $47,329 | 0.47% | $77,007 | 0.86% | $100,313 | 1.98% | $107,568 | 1.18% | 0.47% | 0.86% |
2020 | 7 | 2.12% | $48,331 | 2.81% | $79,173 | 4.60% | $104,926 | 5.63% | $113,621 | 2.12% | 2.81% | 4.60% |
2020 | 8 | 0.47% | $48,560 | 0.22% | $79,344 | 3.29% | $108,373 | 7.18% | $121,776 | 0.47% | 0.22% | 3.29% |
2020 | 9 | -0.35% | $48,388 | -0.70% | $78,787 | -1.97% | $106,238 | -3.81% | $117,135 | -0.35% | -0.70% | -1.97% |
2020 | 10 | -0.65% | $48,072 | -1.27% | $77,783 | -1.49% | $104,653 | -2.67% | $114,006 | -0.65% | -1.27% | -1.49% |
2020 | 11 | 3.11% | $49,566 | 5.72% | $82,230 | 7.46% | $112,459 | 10.94% | $126,474 | 3.11% | 5.72% | 7.46% |
2020 | 12 | 1.21% | $50,164 | 1.16% | $83,186 | 2.20% | $114,928 | 3.84% | $131,329 | 1.21% | 1.16% | 2.20% |
Style Category | LifeStrategy Income | Wellesley Income | Wellington | Vanguard 500 Index Investor |
---|---|---|---|---|
Large-cap Value | 7.99% | 23.90% | 28.45% | 46.05% |
Large-cap Growth | 8.71% | 7.61% | 23.61% | 53.95% |
Mid-cap Value | 0.07% | 0.00% | 0.00% | 0.00% |
Mid-cap Growth | 3.90% | 0.00% | 0.00% | 0.00% |
Small-cap Value | 0.00% | 0.00% | 0.00% | 0.00% |
Small-cap Growth | 0.00% | 0.00% | 0.00% | 0.00% |
Global ex-US Developed Markets | 0.79% | 3.66% | 8.60% | 0.00% |
Emerging Markets | 3.75% | 0.00% | 1.21% | 0.00% |
Corporate Bonds | 13.07% | 22.86% | 15.51% | 0.00% |
Long-Term Treasuries | 2.14% | 6.83% | 1.39% | 0.00% |
Intermediate-Term Treasuries | 15.92% | 9.18% | 0.20% | 0.00% |
Short-Term Treasuries | 43.66% | 25.95% | 21.04% | 0.00% |
R Squared | 92.98% | 93.77% | 97.47% | 99.91% |
Style analysis is based on monthly returns from April 2005 to December 2020 and uses total portfolio return with monthly rebalancing. Returns based style analysis aims to explain the portfolio returns based on asset class exposures, it does not identify the actual portfolio holdings. |
Ticker | Name | Category | Weight | Yield | Expense Ratio | P/E | Duration | Contribution | |||
---|---|---|---|---|---|---|---|---|---|---|---|
SEC | TTM | Net | Gross | Return | Risk | ||||||
VASIX | Vanguard LifeStrategy Income Inv | Conservative Allocation | 100.00% | 2.31% | 2.28% | 0.11% | 0.11% | 17.11 | 6.73 | $40,164 | 100.00% |
Ticker | Name | Category | Weight | Yield | Expense Ratio | P/E | Duration | Contribution | |||
---|---|---|---|---|---|---|---|---|---|---|---|
SEC | TTM | Net | Gross | Return | Risk | ||||||
VWINX | Vanguard Wellesley Income Inv | Moderately Conservative Allocation | 100.00% | 4.22% | 3.17% | 0.23% | 0.23% | 14.65 | 6.95 | $73,186 | 100.00% |
Ticker | Name | Category | Weight | Yield | Expense Ratio | P/E | Duration | Contribution | |||
---|---|---|---|---|---|---|---|---|---|---|---|
SEC | TTM | Net | Gross | Return | Risk | ||||||
VWELX | Vanguard Wellington Inv | Moderate Allocation | 100.00% | 2.61% | 2.07% | 0.25% | 0.25% | 19.39 | 6.94 | $104,928 | 100.00% |
Fund fundamentals data as of 09/22/2023. (c) 2023 Morningstar. All Rights Reserved. The fund fundamentals information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.
Metric | LifeStrategy Income | Wellesley Income | Wellington | Vanguard 500 Index Investor |
---|---|---|---|---|
Arithmetic Mean (monthly) | 0.53% | 0.70% | 0.82% | 0.92% |
Arithmetic Mean (annualized) | 6.50% | 8.70% | 10.36% | 11.68% |
Geometric Mean (monthly) | 0.52% | 0.68% | 0.79% | 0.83% |
Geometric Mean (annualized) | 6.40% | 8.49% | 9.85% | 10.41% |
Standard Deviation (monthly) | 1.28% | 1.80% | 2.79% | 4.36% |
Standard Deviation (annualized) | 4.44% | 6.23% | 9.67% | 15.09% |
Downside Deviation (monthly) | 0.75% | 1.00% | 1.75% | 2.89% |
Maximum Drawdown | -15.50% | -18.82% | -32.53% | -50.97% |
Stock Market Correlation | 0.79 | 0.70 | 0.90 | 0.99 |
Beta(*) | 0.23 | 0.30 | 0.59 | 1.00 |
Alpha (annualized) | 3.71% | 5.01% | 3.34% | 0.00% |
R2 | 63.61% | 53.79% | 85.13% | 100.00% |
Sharpe Ratio | 0.92 | 0.98 | 0.79 | 0.59 |
Sortino Ratio | 1.43 | 1.64 | 1.21 | 0.86 |
Treynor Ratio (%) | 17.29 | 20.17 | 12.92 | 8.84 |
Calmar Ratio | 1.52 | 0.83 | 0.67 | 0.71 |
Active Return | -4.01% | -1.92% | -0.57% | N/A |
Tracking Error | 11.85% | 11.34% | 7.21% | N/A |
Information Ratio | -0.34 | -0.17 | -0.08 | N/A |
Skewness | -0.85 | -0.30 | -0.68 | -0.65 |
Excess Kurtosis | 3.68 | 2.35 | 1.99 | 1.22 |
Historical Value-at-Risk (5%) | 1.54% | 2.27% | 4.04% | 7.15% |
Analytical Value-at-Risk (5%) | 1.58% | 2.26% | 3.77% | 6.24% |
Conditional Value-at-Risk (5%) | 2.59% | 3.56% | 6.19% | 9.76% |
Upside Capture Ratio (%) | 29.92 | 39.53 | 65.59 | 100.00 |
Downside Capture Ratio (%) | 14.87 | 18.83 | 53.63 | 100.00 |
Safe Withdrawal Rate | 7.21% | 8.99% | 10.31% | 10.31% |
Perpetual Withdrawal Rate | 3.99% | 5.84% | 7.00% | 7.48% |
Positive Periods | 221 out of 312 (70.83%) | 221 out of 312 (70.83%) | 210 out of 312 (67.31%) | 208 out of 312 (66.67%) |
Gain/Loss Ratio | 1.19 | 1.13 | 1.03 | 0.85 |
* Vanguard 500 Index Investor is used as the benchmark for calculations. Value-at-risk metrics are monthly values. |
Stress Period | Start | End | LifeStrategy Income | Wellesley Income | Wellington | Vanguard 500 Index Investor |
---|---|---|---|---|---|---|
Asian Crisis | Jul 1997 | Jan 1998 | -1.69% | -2.28% | -3.86% | -5.61% |
Russian Debt Default | Jul 1998 | Oct 1998 | -1.92% | -3.64% | -9.11% | -15.38% |
Dotcom Crash | Mar 2000 | Oct 2002 | -3.94% | -4.78% | -15.11% | -44.82% |
Subprime Crisis | Nov 2007 | Mar 2009 | -15.50% | -18.82% | -32.53% | -50.97% |
COVID-19 Start | Jan 2020 | Mar 2020 | -4.31% | -8.59% | -14.09% | -19.63% |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Dec 2007 | Feb 2009 | 1 year 3 months | Nov 2009 | 9 months | 2 years | -15.50% |
2 | Feb 2020 | Mar 2020 | 2 months | May 2020 | 2 months | 4 months | -4.31% |
3 | Jun 2002 | Sep 2002 | 4 months | Apr 2003 | 7 months | 11 months | -3.94% |
4 | May 2013 | Jun 2013 | 2 months | Oct 2013 | 4 months | 6 months | -2.87% |
5 | Jun 2011 | Sep 2011 | 4 months | Jan 2012 | 4 months | 8 months | -2.84% |
6 | Feb 2001 | Mar 2001 | 2 months | Jul 2001 | 4 months | 6 months | -2.71% |
7 | Oct 2016 | Nov 2016 | 2 months | Apr 2017 | 5 months | 7 months | -2.55% |
8 | May 2015 | Sep 2015 | 5 months | Mar 2016 | 6 months | 11 months | -2.31% |
9 | Sep 2018 | Oct 2018 | 2 months | Jan 2019 | 3 months | 5 months | -2.24% |
10 | Apr 2004 | Apr 2004 | 1 month | Sep 2004 | 5 months | 6 months | -2.23% |
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 | Sep 2009 | 7 months | 1 year 11 months | -18.82% |
2 | Feb 2020 | Mar 2020 | 2 months | Jul 2020 | 4 months | 6 months | -8.59% |
3 | May 1999 | Feb 2000 | 10 months | Aug 2000 | 6 months | 1 year 4 months | -8.44% |
4 | Jun 2002 | Sep 2002 | 4 months | Dec 2002 | 3 months | 7 months | -4.78% |
5 | Jul 1998 | Aug 1998 | 2 months | Sep 1998 | 1 month | 3 months | -3.64% |
6 | Feb 2018 | Apr 2018 | 3 months | Jan 2019 | 9 months | 1 year | -3.48% |
7 | Jan 1999 | Feb 1999 | 2 months | Apr 1999 | 2 months | 4 months | -3.39% |
8 | Jul 2003 | Jul 2003 | 1 month | Dec 2003 | 5 months | 6 months | -3.38% |
9 | May 2015 | Aug 2015 | 4 months | Oct 2015 | 2 months | 6 months | -3.11% |
10 | Feb 1996 | Apr 1996 | 3 months | Sep 1996 | 5 months | 8 months | -2.74% |
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 | Dec 2010 | 1 year 10 months | 3 years 2 months | -32.53% |
2 | Apr 2002 | Sep 2002 | 6 months | Oct 2003 | 1 year 1 month | 1 year 7 months | -15.11% |
3 | Feb 2020 | Mar 2020 | 2 months | Jul 2020 | 4 months | 6 months | -14.09% |
4 | Jul 1999 | Feb 2000 | 8 months | Aug 2000 | 6 months | 1 year 2 months | -10.84% |
5 | May 2011 | Sep 2011 | 5 months | Jan 2012 | 4 months | 9 months | -10.37% |
6 | May 1998 | Aug 1998 | 4 months | Nov 1998 | 3 months | 7 months | -9.16% |
7 | Jun 2001 | Sep 2001 | 4 months | Feb 2002 | 5 months | 9 months | -7.26% |
8 | Oct 2018 | Dec 2018 | 3 months | Mar 2019 | 3 months | 6 months | -6.78% |
9 | Jun 2015 | Sep 2015 | 4 months | Apr 2016 | 7 months | 11 months | -5.98% |
10 | Feb 2018 | Mar 2018 | 2 months | Aug 2018 | 5 months | 7 months | -4.64% |
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 | Jan 2020 | Mar 2020 | 3 months | Jul 2020 | 4 months | 7 months | -19.63% |
4 | Jul 1998 | Aug 1998 | 2 months | Nov 1998 | 3 months | 5 months | -15.38% |
5 | Oct 2018 | Dec 2018 | 3 months | Apr 2019 | 4 months | 7 months | -13.55% |
6 | Aug 2015 | Sep 2015 | 2 months | May 2016 | 8 months | 10 months | -8.38% |
7 | Jan 2000 | Feb 2000 | 2 months | Mar 2000 | 1 month | 3 months | -6.84% |
8 | Sep 2020 | Oct 2020 | 2 months | Nov 2020 | 1 month | 3 months | -6.38% |
9 | May 2019 | May 2019 | 1 month | Jun 2019 | 1 month | 2 months | -6.36% |
10 | Jul 1999 | Sep 1999 | 3 months | Nov 1999 | 2 months | 5 months | -6.25% |
Worst 10 drawdowns included above |
Ticker | Name | CAGR | Stdev | Best Year | Worst Year | Max Drawdown | Sharpe Ratio | Sortino Ratio | Market Correlation |
---|---|---|---|---|---|---|---|---|---|
VASIX | Vanguard LifeStrategy Income Inv | 6.40% | 4.44% | 22.99% | -10.53% | -15.50% | 0.92 | 1.43 | 0.79 |
VWINX | Vanguard Wellesley Income Inv | 8.49% | 6.23% | 28.91% | -9.84% | -18.82% | 0.98 | 1.64 | 0.70 |
VWELX | Vanguard Wellington Inv | 9.85% | 9.67% | 32.92% | -22.30% | -32.53% | 0.79 | 1.21 | 0.90 |
Name | Total Return | Annualized Return | Expense Ratio | |||||
---|---|---|---|---|---|---|---|---|
3 Month | Year To Date | 1 year | 3 year | 5 year | 10 year | Net | Gross | |
Vanguard LifeStrategy Income Inv | 3.67% | 9.13% | 9.13% | 6.56% | 6.24% | 5.17% | 0.11% | 0.11% |
Vanguard Wellesley Income Inv | 5.58% | 8.45% | 8.45% | 7.14% | 7.93% | 7.76% | 0.23% | 0.23% |
Vanguard Wellington Inv | 8.18% | 10.60% | 10.60% | 9.38% | 10.76% | 9.86% | 0.25% | 0.25% |
Trailing returns as of last calendar month ending December 2020 |
Ticker | Name | VASIX | VWINX | VWELX | LifeStrategy Income | Wellesley Income | Wellington | Vanguard 500 Index Investor |
---|---|---|---|---|---|---|---|---|
VASIX | Vanguard LifeStrategy Income Inv | 1.00 | 0.89 | 0.84 | 1.00 | 0.89 | 0.84 | 0.80 |
VWINX | Vanguard Wellesley Income Inv | 0.89 | 1.00 | 0.88 | 0.89 | 1.00 | 0.88 | 0.73 |
VWELX | Vanguard Wellington Inv | 0.84 | 0.88 | 1.00 | 0.84 | 0.88 | 1.00 | 0.92 |
Ticker | Name | LifeStrategy Income | Wellesley Income | Wellington |
---|---|---|---|---|
VASIX | Vanguard LifeStrategy Income Inv | $40,164 | ||
VWINX | Vanguard Wellesley Income Inv | $73,186 | ||
VWELX | Vanguard Wellington Inv | $104,928 | ||
Return attribution decomposes portfolio gains into its constituent parts and identifies the contribution to returns by each of the assets. |
Ticker | Name | LifeStrategy Income | Wellesley Income | Wellington |
---|---|---|---|---|
VASIX | Vanguard LifeStrategy Income Inv | 100.00% | ||
VWINX | Vanguard Wellesley Income Inv | 100.00% | ||
VWELX | Vanguard Wellington Inv | 100.00% | ||
Risk attribution decomposes portfolio risk into its constituent parts and identifies the contribution to overall volatility by each of the assets. |
Roll Period | LifeStrategy Income | Wellesley Income | Wellington | Vanguard 500 Index Investor | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Average | High | Low | Average | High | Low | Average | High | Low | Average | High | Low | |
1 year | 6.11% | 22.99% | -14.30% | 8.22% | 28.99% | -16.51% | 9.65% | 37.81% | -28.71% | 10.82% | 53.61% | -43.32% |
3 years | 5.67% | 14.79% | -1.29% | 7.74% | 19.24% | -1.88% | 8.79% | 23.93% | -5.79% | 9.14% | 32.68% | -16.14% |
5 years | 5.40% | 11.97% | 0.83% | 7.49% | 13.66% | 0.97% | 8.30% | 17.36% | -0.22% | 7.80% | 28.49% | -6.73% |
7 years | 5.28% | 10.24% | 2.34% | 7.46% | 12.41% | 2.65% | 8.16% | 14.38% | 1.76% | 7.09% | 17.12% | -3.94% |
10 years | 5.24% | 8.81% | 3.24% | 7.38% | 10.84% | 4.27% | 8.06% | 12.34% | 3.47% | 6.87% | 16.52% | -3.51% |
15 years | 5.21% | 7.04% | 4.26% | 7.32% | 8.83% | 6.39% | 7.94% | 9.76% | 6.78% | 6.59% | 10.39% | 3.64% |