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 |
---|---|---|
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 » |
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 » |
Ticker | Name | Allocation |
---|---|---|
VFINX | Vanguard 500 Index Investor | 90.00% |
VFISX | Vanguard Short-Term Treasury Inv | 10.00% |
Save portfolio » |
Portfolio | Initial Balance | Final Balance | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | Market Correlation |
---|---|---|---|---|---|---|---|---|---|---|
Portfolio 1 | $10,000 | $22,111 | 4.78% | 11.58% | 27.20% | -28.63% | -41.34% | 0.32 | 0.45 | 0.97 |
Portfolio 2 | $10,000 | $30,006 | 6.68% | 12.00% | 32.65% | -26.15% | -41.19% | 0.46 | 0.67 | 0.96 |
Portfolio 3 | $10,000 | $21,131 | 4.50% | 13.20% | 28.95% | -32.65% | -46.02% | 0.27 | 0.38 | 0.99 |
Vanguard Total Stock Mkt Idx Inv | $10,000 | $22,633 | 4.92% | 15.31% | 33.35% | -37.04% | -50.89% | 0.28 | 0.39 | 1.00 |
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 | |
Portfolio 1 | 0.50% | 7.66% | 7.66% | 4.04% | 8.79% | 5.06% | 4.78% | 8.13% | 8.31% |
Portfolio 2 | 3.55% | 11.48% | 11.48% | 4.31% | 9.61% | 5.56% | 6.68% | 8.49% | 8.62% |
Portfolio 3 | 3.37% | 10.73% | 10.73% | 7.93% | 13.13% | 6.60% | 4.50% | 9.62% | 9.34% |
Vanguard Total Stock Mkt Idx Inv | 4.08% | 12.53% | 12.53% | 8.26% | 14.49% | 7.11% | 4.92% | 11.02% | 10.64% |
Trailing return and volatility are as of last full calendar month ending December 2016 |
Year | Inflation | Portfolio 1 | Portfolio 2 | Portfolio 3 | Vanguard Total Stock Mkt Idx Inv | Vanguard 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) | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Return | Balance | Return | Balance | Return | Balance | Return | Balance | |||||||||
2000 | 3.39% | -6.59% | $9,341 | -0.41% | $9,959 | -7.27% | $9,273 | -10.57% | $8,943 | -10.57% | -15.61% | 11.39% | 14.03% | 9.01% | -9.06% | 8.83% |
2001 | 1.55% | -8.87% | $8,512 | -0.49% | $9,910 | -10.04% | $8,342 | -10.97% | $7,962 | -10.97% | -20.15% | 8.43% | 7.55% | 22.65% | -12.02% | 7.80% |
2002 | 2.38% | -11.89% | $7,499 | -8.09% | $9,109 | -19.13% | $6,746 | -20.96% | $6,293 | -20.96% | -15.08% | 8.26% | 14.15% | -9.27% | -22.15% | 8.02% |
2003 | 1.88% | 27.20% | $9,540 | 32.65% | $12,083 | 25.89% | $8,493 | 31.35% | $8,266 | 31.35% | 40.34% | 3.97% | 2.37% | 59.40% | 28.50% | 2.38% |
2004 | 3.26% | 12.94% | $10,774 | 15.09% | $13,907 | 9.77% | $9,323 | 12.51% | $9,301 | 12.51% | 20.84% | 4.24% | 3.40% | 25.39% | 10.74% | 1.03% |
2005 | 3.42% | 7.96% | $11,632 | 7.61% | $14,965 | 4.47% | $9,740 | 5.98% | $9,857 | 5.98% | 15.57% | 2.40% | 2.32% | 7.79% | 4.77% | 1.77% |
2006 | 2.54% | 16.04% | $13,497 | 16.74% | $17,471 | 14.45% | $11,148 | 15.51% | $11,386 | 15.51% | 26.64% | 4.27% | 3.14% | 21.55% | 15.64% | 3.77% |
2007 | 4.08% | 8.86% | $14,693 | 5.04% | $18,350 | 5.64% | $11,776 | 5.49% | $12,011 | 5.49% | 15.52% | 6.92% | 9.98% | -10.75% | 5.39% | 7.89% |
2008 | 0.09% | -28.63% | $10,486 | -26.15% | $13,553 | -32.65% | $7,931 | -37.04% | $7,562 | -37.04% | -44.10% | 5.05% | 13.32% | -36.79% | -37.02% | 6.68% |
2009 | 2.72% | 25.42% | $13,151 | 23.79% | $16,776 | 23.98% | $9,833 | 28.70% | $9,732 | 28.70% | 36.73% | 5.93% | -1.69% | 33.62% | 26.49% | 1.44% |
2010 | 1.50% | 12.63% | $14,812 | 16.07% | $19,473 | 13.69% | $11,179 | 17.09% | $11,396 | 17.09% | 11.12% | 6.42% | 7.35% | 30.90% | 14.91% | 2.64% |
2011 | 2.96% | -2.05% | $14,509 | -2.59% | $18,969 | 2.00% | $11,402 | 0.96% | $11,506 | 0.96% | -14.56% | 7.56% | 9.80% | -7.55% | 1.97% | 2.26% |
2012 | 1.74% | 13.77% | $16,507 | 14.59% | $21,737 | 14.31% | $13,034 | 16.25% | $13,376 | 16.25% | 18.14% | 4.05% | 2.67% | 21.72% | 15.82% | 0.69% |
2013 | 1.50% | 18.96% | $19,636 | 21.63% | $26,438 | 28.95% | $16,807 | 33.35% | $17,836 | 33.35% | 15.04% | -2.26% | -3.09% | 42.38% | 32.18% | -0.10% |
2014 | 0.76% | 5.76% | $20,767 | 4.27% | $27,566 | 12.23% | $18,862 | 12.43% | $20,053 | 12.43% | -4.24% | 5.76% | 4.32% | 3.48% | 13.51% | 0.71% |
2015 | 0.73% | -1.11% | $20,537 | -2.36% | $26,916 | 1.17% | $19,082 | 0.29% | $20,112 | 0.29% | -4.37% | 0.30% | 1.50% | -7.81% | 1.25% | 0.45% |
2016 | 2.07% | 7.66% | $22,111 | 11.48% | $30,006 | 10.73% | $21,131 | 12.53% | $22,633 | 12.53% | 4.65% | 2.50% | 1.19% | 28.26% | 11.82% | 0.99% |
Year | Month | Portfolio 1 | Portfolio 2 | Portfolio 3 | Vanguard Total Stock Mkt Idx Inv | Vanguard 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) | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Return | Balance | Return | Balance | Return | Balance | Return | Balance | |||||||||
2000 | 1 | -3.79% | $9,621 | -3.12% | $9,688 | -4.55% | $9,545 | -4.18% | $9,582 | -4.18% | -6.22% | -0.17% | -0.46% | -0.75% | -5.03% | -0.22% |
2000 | 2 | 2.27% | $9,840 | 2.85% | $9,965 | -1.63% | $9,390 | 2.54% | $9,825 | 2.54% | 2.83% | 1.18% | 1.00% | 9.28% | -1.91% | 0.76% |
2000 | 3 | 3.94% | $10,227 | 3.72% | $10,335 | 8.78% | $10,214 | 5.69% | $10,384 | 5.69% | 3.48% | 1.40% | 2.04% | 0.30% | 9.75% | 0.70% |
2000 | 4 | -4.08% | $9,809 | -3.04% | $10,021 | -2.68% | $9,940 | -5.21% | $9,843 | -5.21% | -5.41% | -0.49% | -0.26% | -3.51% | -3.00% | 0.19% |
2000 | 5 | -2.35% | $9,578 | -2.18% | $9,803 | -1.80% | $9,761 | -3.41% | $9,508 | -3.41% | -2.67% | -0.16% | 0.16% | -4.16% | -2.04% | 0.30% |
2000 | 6 | 3.77% | $9,940 | 3.47% | $10,143 | 2.37% | $9,993 | 4.42% | $9,928 | 4.42% | 4.27% | 2.15% | 2.20% | 4.98% | 2.49% | 1.30% |
2000 | 7 | -1.94% | $9,747 | -1.29% | $10,012 | -1.28% | $9,865 | -1.95% | $9,734 | -1.95% | -4.46% | 0.88% | 0.62% | -0.10% | -1.50% | 0.61% |
2000 | 8 | 3.93% | $10,130 | 4.12% | $10,425 | 5.64% | $10,421 | 7.28% | $10,443 | 7.28% | 1.00% | 1.40% | 1.62% | 7.40% | 6.19% | 0.92% |
2000 | 9 | -3.34% | $9,792 | -2.70% | $10,143 | -4.68% | $9,933 | -4.67% | $9,955 | -4.67% | -5.00% | 0.76% | 0.89% | -1.85% | -5.29% | 0.79% |
2000 | 10 | -1.60% | $9,636 | -1.56% | $9,985 | -0.32% | $9,901 | -2.04% | $9,752 | -2.04% | -3.03% | 0.57% | 0.90% | -3.78% | -0.43% | 0.60% |
2000 | 11 | -5.25% | $9,130 | -3.76% | $9,610 | -6.91% | $9,217 | -9.90% | $8,786 | -9.90% | -4.44% | 1.58% | 2.14% | -5.44% | -7.89% | 1.18% |
2000 | 12 | 2.30% | $9,341 | 3.64% | $9,959 | 0.61% | $9,273 | 1.78% | $8,943 | 1.78% | 3.72% | 1.79% | 2.39% | 7.73% | 0.51% | 1.38% |
2001 | 1 | 2.49% | $9,573 | 4.07% | $10,365 | 3.32% | $9,581 | 3.83% | $9,285 | 3.83% | 1.10% | 1.76% | 1.33% | 10.31% | 3.55% | 1.26% |
2001 | 2 | -6.32% | $8,968 | -4.32% | $9,917 | -8.16% | $8,799 | -9.41% | $8,411 | -9.41% | -7.61% | 0.91% | 1.26% | -1.92% | -9.14% | 0.80% |
2001 | 3 | -4.90% | $8,529 | -3.72% | $9,548 | -5.59% | $8,307 | -6.72% | $7,846 | -6.72% | -7.15% | 0.54% | 0.50% | -2.46% | -6.36% | 0.77% |
2001 | 4 | 5.65% | $9,010 | 4.94% | $10,020 | 6.89% | $8,879 | 8.16% | $8,486 | 8.16% | 7.89% | -0.46% | -1.16% | 6.12% | 7.77% | 0.06% |
2001 | 5 | -0.38% | $8,976 | 1.10% | $10,131 | 0.63% | $8,934 | 1.01% | $8,572 | 1.01% | -3.52% | 0.73% | 0.22% | 6.16% | 0.65% | 0.44% |
2001 | 6 | -1.67% | $8,826 | -0.26% | $10,105 | -2.15% | $8,743 | -1.64% | $8,432 | -1.64% | -3.84% | 0.52% | 0.30% | 3.74% | -2.45% | 0.33% |
2001 | 7 | -0.83% | $8,753 | -0.56% | $10,048 | -0.74% | $8,678 | -1.71% | $8,287 | -1.71% | -2.43% | 2.23% | 2.73% | -1.63% | -1.00% | 1.40% |
2001 | 8 | -2.98% | $8,492 | -2.03% | $9,844 | -5.48% | $8,203 | -6.00% | $7,790 | -6.00% | -2.30% | 1.11% | 1.11% | -1.34% | -6.27% | 0.79% |
2001 | 9 | -6.54% | $7,936 | -7.77% | $9,079 | -6.92% | $7,635 | -9.00% | $7,089 | -9.00% | -10.73% | 0.89% | 2.41% | -14.56% | -8.09% | 1.68% |
2001 | 10 | 2.43% | $8,129 | 2.78% | $9,332 | 1.79% | $7,772 | 2.52% | $7,268 | 2.52% | 2.97% | 1.86% | 2.22% | 3.93% | 1.90% | 1.13% |
2001 | 11 | 3.72% | $8,431 | 3.90% | $9,696 | 6.55% | $8,281 | 7.63% | $7,822 | 7.63% | 3.56% | -1.34% | -2.32% | 7.81% | 7.65% | -0.83% |
2001 | 12 | 0.96% | $8,512 | 2.21% | $9,910 | 0.74% | $8,342 | 1.78% | $7,962 | 1.78% | 1.35% | -0.58% | -1.16% | 7.02% | 0.87% | -0.27% |
2002 | 1 | -1.78% | $8,360 | -1.03% | $9,808 | -1.28% | $8,235 | -1.24% | $7,863 | -1.24% | -4.63% | 0.69% | 0.45% | 1.54% | -1.47% | 0.44% |
2002 | 2 | -0.44% | $8,323 | 0.02% | $9,810 | -1.67% | $8,098 | -2.05% | $7,702 | -2.05% | 0.90% | 0.85% | 1.29% | -0.16% | -1.94% | 0.67% |
2002 | 3 | 3.26% | $8,594 | 4.23% | $10,226 | 3.27% | $8,362 | 4.38% | $8,039 | 4.38% | 5.71% | -1.46% | -2.30% | 9.86% | 3.74% | -0.82% |
2002 | 4 | -1.66% | $8,452 | 0.48% | $10,275 | -5.31% | $7,918 | -4.90% | $7,645 | -4.90% | 0.42% | 1.69% | 2.62% | 4.53% | -6.07% | 1.54% |
2002 | 5 | 0.03% | $8,455 | -0.51% | $10,222 | -0.61% | $7,870 | -1.22% | $7,552 | -1.22% | 1.16% | 0.80% | 1.04% | -3.15% | -0.75% | 0.59% |
2002 | 6 | -4.30% | $8,091 | -2.82% | $9,934 | -6.26% | $7,377 | -7.06% | $7,019 | -7.06% | -4.28% | 0.29% | 1.72% | -2.07% | -7.13% | 0.93% |
2002 | 7 | -6.28% | $7,584 | -7.69% | $9,170 | -6.64% | $6,887 | -8.02% | $6,456 | -8.02% | -9.80% | 0.48% | 2.66% | -15.60% | -7.72% | 1.54% |
2002 | 8 | 0.66% | $7,634 | 0.50% | $9,216 | 0.68% | $6,934 | 0.53% | $6,490 | 0.53% | -0.12% | 1.66% | 2.42% | -1.25% | 0.65% | 0.86% |
2002 | 9 | -6.91% | $7,106 | -5.87% | $8,675 | -9.34% | $6,287 | -10.07% | $5,837 | -10.07% | -10.88% | 1.53% | 3.03% | -7.28% | -10.87% | 1.21% |
2002 | 10 | 4.45% | $7,423 | 3.26% | $8,958 | 7.54% | $6,761 | 7.65% | $6,283 | 7.65% | 5.70% | -0.61% | -0.70% | 1.62% | 8.78% | 0.02% |
2002 | 11 | 3.85% | $7,708 | 4.00% | $9,316 | 5.01% | $7,099 | 6.06% | $6,664 | 6.06% | 4.75% | 0.02% | -1.32% | 8.52% | 5.88% | -0.66% |
2002 | 12 | -2.71% | $7,499 | -2.23% | $9,109 | -4.97% | $6,746 | -5.57% | $6,293 | -5.57% | -3.43% | 2.07% | 2.58% | -3.58% | -5.89% | 1.46% |
2003 | 1 | -2.26% | $7,330 | -2.58% | $8,874 | -2.38% | $6,586 | -2.54% | $6,133 | -2.54% | -3.76% | 0.05% | -0.49% | -3.45% | -2.62% | -0.13% |
2003 | 2 | -1.12% | $7,248 | -1.54% | $8,737 | -1.29% | $6,501 | -1.69% | $6,030 | -1.69% | -2.42% | 1.38% | 1.77% | -4.11% | -1.52% | 0.68% |
2003 | 3 | -0.11% | $7,240 | -0.33% | $8,707 | 0.88% | $6,558 | 1.09% | $6,095 | 1.09% | -1.93% | -0.13% | -0.19% | -0.21% | 0.96% | 0.23% |
2003 | 4 | 6.71% | $7,726 | 7.04% | $9,321 | 7.41% | $7,044 | 8.21% | $6,595 | 8.21% | 9.70% | 0.87% | 0.24% | 10.56% | 8.25% | 0.11% |
2003 | 5 | 5.06% | $8,117 | 6.47% | $9,924 | 4.86% | $7,386 | 6.11% | $6,998 | 6.11% | 6.15% | 1.82% | 2.74% | 11.72% | 5.26% | 1.05% |
2003 | 6 | 1.42% | $8,232 | 1.83% | $10,105 | 1.14% | $7,471 | 1.43% | $7,099 | 1.43% | 2.66% | -0.13% | -0.43% | 3.65% | 1.26% | 0.01% |
2003 | 7 | 1.26% | $8,335 | 2.20% | $10,327 | 1.50% | $7,583 | 2.36% | $7,266 | 2.36% | 3.18% | -3.34% | -3.87% | 7.04% | 1.74% | -0.91% |
2003 | 8 | 2.02% | $8,504 | 2.59% | $10,594 | 1.76% | $7,716 | 2.39% | $7,439 | 2.39% | 2.51% | 0.61% | 0.19% | 5.14% | 1.93% | 0.02% |
2003 | 9 | 0.92% | $8,582 | 0.87% | $10,686 | -0.88% | $7,649 | -1.15% | $7,354 | -1.15% | 2.78% | 2.71% | 3.09% | -0.78% | -1.07% | 1.15% |
2003 | 10 | 4.63% | $8,980 | 5.55% | $11,279 | 5.10% | $8,039 | 6.12% | $7,804 | 6.12% | 6.49% | -0.96% | -1.36% | 10.00% | 5.64% | -0.34% |
2003 | 11 | 1.38% | $9,104 | 1.98% | $11,503 | 0.78% | $8,102 | 1.38% | $7,912 | 1.38% | 2.13% | 0.27% | 0.01% | 4.16% | 0.86% | -0.07% |
2003 | 12 | 4.79% | $9,540 | 5.04% | $12,083 | 4.83% | $8,493 | 4.48% | $8,266 | 4.48% | 7.80% | 0.88% | 0.85% | 5.33% | 5.22% | 0.59% |
2004 | 1 | 1.70% | $9,702 | 2.28% | $12,358 | 1.66% | $8,634 | 2.23% | $8,451 | 2.23% | 1.60% | 0.86% | 0.81% | 4.89% | 1.82% | 0.22% |
2004 | 2 | 1.65% | $9,862 | 1.63% | $12,560 | 1.30% | $8,746 | 1.43% | $8,571 | 1.43% | 2.50% | 1.03% | 1.23% | 1.41% | 1.38% | 0.58% |
2004 | 3 | -0.15% | $9,847 | 0.24% | $12,590 | -1.33% | $8,630 | -1.07% | $8,480 | -1.07% | 0.45% | 0.80% | 1.06% | 0.94% | -1.51% | 0.40% |
2004 | 4 | -2.55% | $9,596 | -2.80% | $12,238 | -1.54% | $8,497 | -2.11% | $8,301 | -2.11% | -3.14% | -2.61% | -3.25% | -3.17% | -1.58% | -1.20% |
2004 | 5 | 0.64% | $9,657 | 0.42% | $12,290 | 1.21% | $8,600 | 1.35% | $8,413 | 1.35% | 0.46% | -0.43% | -0.51% | 0.38% | 1.36% | -0.16% |
2004 | 6 | 1.81% | $9,832 | 2.93% | $12,650 | 1.74% | $8,750 | 2.09% | $8,588 | 2.09% | 2.40% | 0.56% | 0.54% | 6.69% | 1.93% | 0.02% |
2004 | 7 | -2.50% | $9,586 | -2.85% | $12,289 | -2.96% | $8,491 | -3.80% | $8,262 | -3.80% | -3.34% | 0.96% | 0.91% | -5.33% | -3.31% | 0.32% |
2004 | 8 | 0.85% | $9,667 | 0.41% | $12,339 | 0.42% | $8,527 | 0.31% | $8,287 | 0.31% | 0.75% | 1.94% | 2.07% | -1.49% | 0.38% | 0.80% |
2004 | 9 | 1.71% | $9,832 | 2.30% | $12,623 | 0.96% | $8,609 | 1.74% | $8,432 | 1.74% | 2.96% | 0.16% | 0.19% | 4.93% | 1.07% | 0.04% |
2004 | 10 | 1.94% | $10,023 | 1.65% | $12,832 | 1.40% | $8,729 | 1.68% | $8,573 | 1.68% | 3.24% | 0.85% | 0.91% | 0.96% | 1.51% | 0.33% |
2004 | 11 | 4.11% | $10,435 | 5.05% | $13,479 | 3.58% | $9,042 | 4.68% | $8,974 | 4.68% | 7.23% | -0.81% | -1.48% | 10.00% | 4.05% | -0.63% |
2004 | 12 | 3.25% | $10,774 | 3.17% | $13,907 | 3.10% | $9,323 | 3.63% | $9,301 | 3.63% | 4.44% | 0.92% | 0.97% | 3.62% | 3.39% | 0.33% |
2005 | 1 | -1.54% | $10,608 | -1.78% | $13,659 | -2.20% | $9,117 | -2.68% | $9,052 | -2.68% | -1.67% | 0.65% | 0.56% | -3.57% | -2.45% | 0.04% |
2005 | 2 | 2.16% | $10,838 | 2.10% | $13,946 | 1.84% | $9,285 | 2.07% | $9,239 | 2.07% | 4.68% | -0.63% | -0.98% | 2.70% | 2.09% | -0.36% |
2005 | 3 | -1.80% | $10,643 | -1.80% | $13,695 | -1.59% | $9,138 | -1.75% | $9,078 | -1.75% | -2.93% | -0.49% | -0.51% | -1.95% | -1.76% | -0.05% |
2005 | 4 | -1.32% | $10,502 | -2.35% | $13,373 | -1.64% | $8,987 | -2.32% | $8,867 | -2.32% | -2.07% | 1.35% | 1.75% | -7.28% | -1.91% | 0.72% |
2005 | 5 | 1.96% | $10,708 | 2.68% | $13,732 | 2.88% | $9,247 | 3.77% | $9,201 | 3.77% | 0.08% | 1.05% | 1.20% | 6.65% | 3.17% | 0.44% |
2005 | 6 | 0.89% | $10,803 | 1.51% | $13,939 | 0.14% | $9,259 | 0.81% | $9,276 | 0.81% | 1.30% | 0.55% | 0.55% | 4.17% | 0.13% | 0.24% |
2005 | 7 | 2.68% | $11,092 | 3.24% | $14,391 | 3.29% | $9,564 | 4.11% | $9,657 | 4.11% | 3.68% | -0.99% | -1.41% | 7.11% | 3.71% | -0.41% |
2005 | 8 | 0.76% | $11,177 | 0.45% | $14,456 | -0.75% | $9,492 | -0.94% | $9,565 | -0.94% | 2.85% | 1.36% | 1.65% | -1.67% | -0.91% | 0.75% |
2005 | 9 | 1.56% | $11,350 | 1.32% | $14,646 | 0.68% | $9,557 | 0.86% | $9,647 | 0.86% | 4.73% | -1.10% | -1.14% | 0.80% | 0.79% | -0.31% |
2005 | 10 | -2.08% | $11,114 | -2.22% | $14,321 | -1.52% | $9,411 | -1.86% | $9,468 | -1.86% | -3.37% | -0.81% | -0.79% | -2.92% | -1.68% | -0.11% |
2005 | 11 | 2.71% | $11,415 | 2.79% | $14,720 | 3.43% | $9,734 | 3.97% | $9,843 | 3.97% | 2.67% | 0.48% | 0.48% | 4.21% | 3.76% | 0.39% |
2005 | 12 | 1.90% | $11,632 | 1.67% | $14,965 | 0.06% | $9,740 | 0.14% | $9,857 | 0.14% | 5.14% | 0.99% | 1.01% | 0.34% | 0.02% | 0.41% |
2006 | 1 | 3.61% | $12,052 | 4.50% | $15,639 | 2.39% | $9,973 | 3.50% | $10,202 | 3.50% | 6.87% | -0.11% | -0.34% | 8.82% | 2.65% | 0.14% |
2006 | 2 | -0.13% | $12,036 | -0.19% | $15,609 | 0.24% | $9,997 | 0.00% | $10,202 | 0.00% | -0.72% | 0.37% | 0.09% | -0.35% | 0.26% | 0.01% |
2006 | 3 | 1.54% | $12,222 | 2.46% | $15,993 | 1.12% | $10,108 | 1.80% | $10,386 | 1.80% | 3.17% | -1.00% | -0.99% | 6.09% | 1.23% | 0.05% |
2006 | 4 | 2.05% | $12,472 | 1.82% | $16,283 | 1.24% | $10,233 | 1.11% | $10,501 | 1.11% | 5.12% | -0.21% | -0.37% | 0.98% | 1.33% | 0.33% |
2006 | 5 | -2.90% | $12,111 | -3.05% | $15,787 | -2.61% | $9,966 | -3.23% | $10,161 | -3.23% | -4.45% | -0.09% | 0.02% | -4.39% | -2.90% | 0.05% |
2006 | 6 | -0.02% | $12,108 | -0.03% | $15,782 | 0.14% | $9,980 | 0.17% | $10,179 | 0.17% | -0.38% | 0.10% | 0.10% | 0.05% | 0.13% | 0.25% |
2006 | 7 | 0.63% | $12,184 | -0.22% | $15,747 | 0.62% | $10,042 | -0.13% | $10,166 | -0.13% | 1.15% | 1.35% | 1.35% | -3.75% | 0.61% | 0.76% |
2006 | 8 | 2.22% | $12,455 | 2.12% | $16,081 | 2.20% | $10,263 | 2.31% | $10,401 | 2.31% | 2.53% | 1.64% | 1.62% | 1.95% | 2.36% | 0.75% |
2006 | 9 | 1.28% | $12,614 | 1.22% | $16,277 | 2.37% | $10,506 | 2.27% | $10,636 | 2.27% | 0.25% | 0.81% | 0.94% | 1.19% | 2.56% | 0.55% |
2006 | 10 | 3.01% | $12,994 | 3.37% | $16,826 | 2.98% | $10,820 | 3.53% | $11,012 | 3.53% | 4.00% | 0.72% | 0.57% | 5.43% | 3.25% | 0.46% |
2006 | 11 | 2.45% | $13,312 | 2.49% | $17,246 | 1.76% | $11,011 | 2.23% | $11,258 | 2.23% | 3.73% | 1.11% | 1.12% | 3.03% | 1.89% | 0.55% |
2006 | 12 | 1.39% | $13,497 | 1.30% | $17,471 | 1.24% | $11,148 | 1.13% | $11,386 | 1.13% | 3.09% | -0.48% | -0.98% | 1.38% | 1.39% | -0.20% |
2007 | 1 | 1.11% | $13,648 | 1.10% | $17,663 | 1.36% | $11,300 | 1.88% | $11,599 | 1.88% | 0.96% | -0.08% | -0.26% | 2.20% | 1.49% | 0.19% |
2007 | 2 | -0.34% | $13,601 | -0.08% | $17,649 | -1.68% | $11,109 | -1.61% | $11,412 | -1.61% | 0.06% | 1.50% | 1.86% | -0.23% | -1.97% | 0.93% |
2007 | 3 | 1.34% | $13,784 | 1.25% | $17,870 | 1.03% | $11,224 | 1.11% | $11,539 | 1.11% | 2.80% | 0.02% | 0.03% | 1.09% | 1.11% | 0.28% |
2007 | 4 | 3.12% | $14,213 | 2.68% | $18,349 | 4.02% | $11,675 | 4.01% | $12,002 | 4.01% | 3.92% | 0.51% | 0.57% | 1.81% | 4.42% | 0.46% |
2007 | 5 | 2.42% | $14,558 | 2.29% | $18,768 | 3.10% | $12,037 | 3.69% | $12,444 | 3.69% | 3.09% | -0.78% | -1.18% | 3.65% | 3.48% | -0.40% |
2007 | 6 | -0.66% | $14,461 | -0.70% | $18,637 | -1.48% | $11,858 | -1.67% | $12,236 | -1.67% | 0.61% | -0.39% | -0.18% | -1.55% | -1.68% | 0.37% |
2007 | 7 | -1.67% | $14,219 | -2.54% | $18,163 | -2.69% | $11,539 | -3.41% | $11,819 | -3.41% | -1.06% | 0.84% | 1.81% | -7.64% | -3.08% | 1.06% |
2007 | 8 | 0.74% | $14,324 | 0.49% | $18,252 | 1.46% | $11,708 | 1.45% | $11,991 | 1.45% | -0.72% | 1.34% | 1.97% | -0.76% | 1.50% | 1.15% |
2007 | 9 | 3.76% | $14,863 | 2.67% | $18,739 | 3.43% | $12,109 | 3.59% | $12,422 | 3.59% | 6.38% | 0.72% | 0.46% | -0.28% | 3.72% | 0.74% |
2007 | 10 | 2.92% | $15,298 | 2.47% | $19,201 | 1.47% | $12,287 | 1.85% | $12,651 | 1.85% | 5.90% | 0.93% | 0.84% | 1.11% | 1.58% | 0.45% |
2007 | 11 | -3.04% | $14,833 | -3.47% | $18,535 | -3.58% | $11,848 | -4.49% | $12,084 | -4.49% | -4.57% | 1.91% | 3.46% | -8.72% | -4.19% | 2.16% |
2007 | 12 | -0.95% | $14,693 | -1.00% | $18,350 | -0.60% | $11,776 | -0.60% | $12,011 | -0.60% | -2.28% | 0.22% | 0.27% | -1.20% | -0.70% | 0.25% |
2008 | 1 | -4.88% | $13,976 | -3.85% | $17,643 | -5.21% | $11,162 | -6.08% | $11,280 | -6.08% | -8.55% | 1.69% | 3.10% | -3.94% | -6.02% | 2.01% |
2008 | 2 | -1.22% | $13,806 | -1.06% | $17,456 | -2.78% | $10,851 | -3.07% | $10,934 | -3.07% | 0.33% | 0.19% | 1.35% | -2.84% | -3.25% | 1.09% |
2008 | 3 | -0.38% | $13,753 | 0.18% | $17,488 | -0.36% | $10,812 | -0.58% | $10,870 | -0.58% | -0.71% | 0.30% | 0.93% | 0.84% | -0.44% | 0.25% |
2008 | 4 | 3.81% | $14,277 | 2.37% | $17,902 | 4.20% | $11,266 | 5.02% | $11,416 | 5.02% | 5.85% | -0.30% | -2.14% | 1.66% | 4.85% | -0.96% |
2008 | 5 | 1.16% | $14,444 | 1.35% | $18,145 | 1.10% | $11,390 | 2.09% | $11,655 | 2.09% | 1.51% | -0.79% | -1.32% | 4.14% | 1.29% | -0.51% |
2008 | 6 | -6.33% | $13,530 | -6.62% | $16,943 | -7.52% | $10,534 | -8.19% | $10,700 | -8.19% | -8.99% | -0.01% | 0.77% | -10.10% | -8.44% | 0.33% |
2008 | 7 | -1.40% | $13,341 | -0.37% | $16,881 | -0.68% | $10,463 | -0.77% | $10,618 | -0.77% | -3.67% | 0.00% | 0.77% | 2.07% | -0.83% | 0.52% |
2008 | 8 | -0.56% | $13,266 | 0.46% | $16,959 | 1.34% | $10,603 | 1.58% | $10,786 | 1.58% | -5.10% | 0.70% | 0.98% | 4.15% | 1.45% | 0.56% |
2008 | 9 | -8.00% | $12,205 | -6.65% | $15,831 | -7.82% | $9,774 | -9.26% | $9,787 | -9.26% | -13.09% | -1.10% | 0.51% | -6.89% | -8.91% | 0.53% |
2008 | 10 | -14.20% | $10,472 | -14.56% | $13,527 | -14.63% | $8,344 | -17.63% | $8,061 | -17.63% | -22.09% | -2.53% | -1.36% | -22.14% | -16.79% | 0.49% |
2008 | 11 | -3.56% | $10,100 | -3.89% | $13,000 | -5.97% | $7,846 | -7.90% | $7,424 | -7.90% | -6.29% | 3.64% | 5.58% | -12.99% | -7.17% | 1.03% |
2008 | 12 | 3.82% | $10,486 | 4.25% | $13,553 | 1.08% | $7,931 | 1.86% | $7,562 | 1.86% | 8.16% | 3.32% | 3.66% | 5.25% | 1.07% | 1.17% |
2009 | 1 | -7.48% | $9,702 | -9.26% | $12,298 | -7.58% | $7,330 | -8.26% | $6,938 | -8.26% | -11.96% | -0.70% | -2.39% | -14.28% | -8.41% | -0.09% |
2009 | 2 | -7.51% | $8,973 | -8.17% | $11,293 | -9.51% | $6,633 | -10.45% | $6,213 | -10.45% | -9.58% | -0.42% | -0.58% | -12.71% | -10.66% | -0.01% |
2009 | 3 | 6.77% | $9,580 | 7.64% | $12,156 | 7.82% | $7,152 | 8.65% | $6,750 | 8.65% | 9.31% | 1.48% | 3.20% | 10.40% | 8.76% | 0.90% |
2009 | 4 | 8.41% | $10,386 | 9.51% | $13,312 | 8.46% | $7,757 | 10.61% | $7,466 | 10.61% | 12.78% | 0.36% | -1.76% | 19.66% | 9.56% | -0.25% |
2009 | 5 | 6.90% | $11,102 | 5.51% | $14,045 | 5.06% | $8,150 | 5.38% | $7,868 | 5.38% | 14.35% | 0.85% | -1.10% | 3.22% | 5.62% | 0.21% |
2009 | 6 | -0.14% | $11,087 | -0.30% | $14,003 | 0.18% | $8,165 | 0.34% | $7,895 | 0.34% | -1.32% | 0.54% | -0.37% | 0.35% | 0.22% | -0.17% |
2009 | 7 | 6.95% | $11,857 | 8.03% | $15,127 | 6.86% | $8,725 | 7.82% | $8,513 | 7.82% | 9.96% | 1.43% | 0.60% | 13.44% | 7.58% | 0.22% |
2009 | 8 | 2.99% | $12,212 | 3.38% | $15,639 | 3.30% | $9,013 | 3.63% | $8,821 | 3.63% | 3.50% | 1.01% | 0.89% | 5.14% | 3.60% | 0.37% |
2009 | 9 | 3.84% | $12,681 | 4.20% | $16,296 | 3.41% | $9,320 | 4.23% | $9,194 | 4.23% | 5.15% | 1.19% | 0.92% | 6.33% | 3.72% | 0.29% |
2009 | 10 | -1.78% | $12,455 | -3.04% | $15,801 | -1.69% | $9,163 | -2.57% | $8,958 | -2.57% | -2.17% | 0.41% | 0.25% | -7.53% | -1.87% | 0.24% |
2009 | 11 | 4.09% | $12,964 | 3.79% | $16,400 | 5.53% | $9,670 | 5.63% | $9,462 | 5.63% | 3.86% | 1.36% | 1.96% | 3.11% | 5.98% | 0.87% |
2009 | 12 | 1.44% | $13,151 | 2.29% | $16,776 | 1.69% | $9,833 | 2.86% | $9,732 | 2.86% | 1.53% | -1.68% | -3.13% | 7.92% | 1.95% | -1.13% |
2010 | 1 | -2.70% | $12,796 | -2.46% | $16,363 | -3.15% | $9,523 | -3.50% | $9,392 | -3.50% | -5.07% | 1.57% | 1.97% | -3.16% | -3.60% | 0.95% |
2010 | 2 | 1.61% | $13,002 | 2.45% | $16,764 | 2.79% | $9,789 | 3.36% | $9,708 | 3.36% | 0.22% | 0.20% | 0.40% | 6.15% | 3.09% | 0.19% |
2010 | 3 | 4.76% | $13,622 | 5.14% | $17,625 | 5.37% | $10,314 | 6.27% | $10,316 | 6.27% | 6.71% | -0.08% | -0.91% | 8.86% | 6.01% | -0.36% |
2010 | 4 | 0.76% | $13,725 | 2.44% | $18,055 | 1.46% | $10,465 | 2.17% | $10,541 | 2.17% | -1.71% | 1.06% | 1.23% | 8.11% | 1.58% | 0.39% |
2010 | 5 | -6.61% | $12,817 | -6.83% | $16,822 | -7.20% | $9,712 | -8.00% | $9,697 | -8.00% | -10.78% | 0.87% | 1.85% | -9.90% | -8.01% | 0.48% |
2010 | 6 | -2.50% | $12,497 | -3.76% | $16,189 | -4.64% | $9,261 | -5.66% | $9,148 | -5.66% | -1.17% | 1.61% | 2.07% | -10.14% | -5.24% | 0.56% |
2010 | 7 | 6.24% | $13,277 | 6.55% | $17,249 | 6.28% | $9,843 | 6.99% | $9,788 | 6.99% | 10.33% | 0.94% | 1.07% | 8.69% | 7.00% | 0.38% |
2010 | 8 | -2.67% | $12,923 | -3.50% | $16,645 | -4.03% | $9,446 | -4.75% | $9,323 | -4.75% | -3.22% | 1.48% | 2.00% | -8.38% | -4.53% | 0.37% |
2010 | 9 | 7.14% | $13,846 | 7.89% | $17,958 | 7.98% | $10,200 | 9.47% | $10,206 | 9.47% | 10.41% | -0.01% | 0.36% | 12.93% | 8.92% | 0.18% |
2010 | 10 | 2.91% | $14,248 | 2.97% | $18,490 | 3.44% | $10,551 | 3.94% | $10,608 | 3.94% | 3.55% | 0.36% | 0.45% | 4.17% | 3.79% | 0.26% |
2010 | 11 | -1.23% | $14,074 | -0.18% | $18,457 | -0.03% | $10,548 | 0.58% | $10,670 | 0.58% | -4.52% | -0.57% | -0.98% | 4.49% | 0.00% | -0.30% |
2010 | 12 | 5.25% | $14,812 | 5.50% | $19,473 | 5.98% | $11,179 | 6.81% | $11,396 | 6.81% | 8.34% | -1.15% | -2.29% | 9.18% | 6.67% | -0.48% |
2011 | 1 | 1.21% | $14,992 | 0.91% | $19,651 | 2.15% | $11,419 | 2.19% | $11,645 | 2.19% | 0.70% | 0.08% | 0.29% | 0.31% | 2.36% | 0.25% |
2011 | 2 | 2.48% | $15,364 | 2.99% | $20,239 | 3.06% | $11,768 | 3.60% | $12,064 | 3.60% | 2.71% | 0.16% | -0.43% | 6.28% | 3.42% | -0.22% |
2011 | 3 | 0.08% | $15,376 | 0.40% | $20,320 | 0.01% | $11,769 | 0.45% | $12,118 | 0.45% | -0.43% | -0.01% | -0.12% | 2.05% | 0.03% | -0.13% |
2011 | 4 | 3.26% | $15,877 | 2.75% | $20,879 | 2.74% | $12,091 | 2.99% | $12,481 | 2.99% | 5.24% | 1.32% | 1.60% | 1.26% | 2.95% | 0.71% |
2011 | 5 | -1.10% | $15,703 | -1.40% | $20,586 | -0.99% | $11,972 | -1.16% | $12,336 | -1.16% | -2.87% | 1.30% | 1.77% | -3.12% | -1.15% | 0.52% |
2011 | 6 | -1.36% | $15,489 | -1.30% | $20,319 | -1.52% | $11,790 | -1.79% | $12,115 | -1.79% | -1.51% | -0.39% | -0.16% | -1.81% | -1.67% | -0.04% |
2011 | 7 | -1.11% | $15,316 | -1.08% | $20,099 | -1.80% | $11,578 | -2.28% | $11,839 | -2.28% | -1.53% | 1.58% | 2.18% | -2.88% | -2.05% | 0.52% |
2011 | 8 | -4.85% | $14,574 | -5.38% | $19,018 | -4.86% | $11,015 | -5.99% | $11,129 | -5.99% | -8.45% | 1.46% | 2.70% | -10.58% | -5.45% | 0.52% |
2011 | 9 | -6.73% | $13,594 | -7.44% | $17,604 | -6.34% | $10,317 | -7.75% | $10,266 | -7.75% | -12.29% | 0.89% | 0.73% | -12.58% | -7.04% | -0.22% |
2011 | 10 | 7.87% | $14,663 | 8.43% | $19,087 | 9.73% | $11,320 | 11.51% | $11,447 | 11.51% | 10.22% | 0.16% | -0.42% | 15.82% | 10.91% | 0.15% |
2011 | 11 | -1.00% | $14,516 | -0.80% | $18,934 | -0.21% | $11,296 | -0.29% | $11,415 | -0.29% | -2.88% | -0.30% | 0.29% | -0.68% | -0.23% | -0.04% |
2011 | 12 | -0.05% | $14,509 | 0.19% | $18,969 | 0.94% | $11,402 | 0.80% | $11,506 | 0.80% | -2.64% | 1.08% | 1.00% | 1.01% | 1.02% | 0.21% |
2012 | 1 | 4.69% | $15,189 | 4.99% | $19,916 | 4.04% | $11,863 | 5.08% | $12,090 | 5.08% | 7.27% | 0.87% | 0.81% | 7.43% | 4.46% | 0.23% |
2012 | 2 | 3.49% | $15,720 | 3.04% | $20,521 | 3.88% | $12,323 | 4.26% | $12,605 | 4.26% | 5.14% | -0.05% | -0.65% | 3.18% | 4.31% | -0.14% |
2012 | 3 | 1.03% | $15,881 | 1.04% | $20,734 | 2.97% | $12,688 | 3.07% | $12,992 | 3.07% | -0.75% | -0.58% | -0.79% | 2.30% | 3.28% | -0.13% |
2012 | 4 | -0.59% | $15,787 | -0.69% | $20,590 | -0.55% | $12,618 | -0.65% | $12,907 | -0.65% | -1.78% | 1.14% | 1.50% | -1.60% | -0.64% | 0.32% |
2012 | 5 | -6.05% | $14,832 | -5.91% | $19,373 | -5.47% | $11,928 | -6.24% | $12,102 | -6.24% | -11.14% | 0.95% | 1.24% | -7.12% | -6.02% | 0.06% |
2012 | 6 | 3.55% | $15,359 | 3.56% | $20,062 | 3.70% | $12,370 | 3.91% | $12,575 | 3.91% | 6.03% | 0.04% | -0.22% | 4.38% | 4.11% | -0.13% |
2012 | 7 | 0.94% | $15,504 | 0.61% | $20,184 | 1.27% | $12,527 | 1.03% | $12,705 | 1.03% | 0.44% | 1.39% | 0.86% | -0.24% | 1.37% | 0.29% |
2012 | 8 | 1.96% | $15,807 | 2.34% | $20,657 | 2.04% | $12,783 | 2.48% | $13,020 | 2.48% | 2.72% | 0.03% | 0.10% | 4.21% | 2.24% | 0.11% |
2012 | 9 | 2.30% | $16,170 | 2.40% | $21,153 | 2.35% | $13,083 | 2.58% | $13,356 | 2.58% | 3.62% | 0.11% | -0.06% | 3.31% | 2.58% | 0.03% |
2012 | 10 | -0.63% | $16,068 | -0.63% | $21,019 | -1.71% | $12,859 | -1.76% | $13,121 | -1.76% | 0.56% | 0.11% | -0.32% | -0.82% | -1.86% | -0.16% |
2012 | 11 | 0.94% | $16,219 | 1.22% | $21,276 | 0.52% | $12,926 | 0.74% | $13,218 | 0.74% | 1.82% | 0.19% | 0.62% | 1.84% | 0.56% | 0.12% |
2012 | 12 | 1.78% | $16,507 | 2.17% | $21,737 | 0.83% | $13,034 | 1.19% | $13,376 | 1.19% | 4.17% | -0.20% | -0.41% | 3.72% | 0.90% | 0.09% |
2013 | 1 | 3.30% | $17,051 | 3.58% | $22,516 | 4.65% | $13,640 | 5.50% | $14,111 | 5.50% | 3.34% | -0.71% | -0.74% | 6.56% | 5.18% | -0.06% |
2013 | 2 | 0.35% | $17,111 | 0.66% | $22,663 | 1.22% | $13,807 | 1.28% | $14,291 | 1.28% | -1.23% | 0.54% | 0.71% | 1.75% | 1.34% | 0.12% |
2013 | 3 | 2.05% | $17,461 | 2.48% | $23,226 | 3.39% | $14,274 | 3.88% | $14,846 | 3.88% | 0.77% | 0.08% | 0.27% | 4.91% | 3.74% | 0.03% |
2013 | 4 | 2.06% | $17,821 | 1.23% | $23,511 | 1.75% | $14,524 | 1.70% | $15,099 | 1.70% | 3.58% | 0.91% | 0.71% | -1.11% | 1.91% | 0.12% |
2013 | 5 | -0.18% | $17,789 | 0.85% | $23,712 | 2.09% | $14,827 | 2.32% | $15,449 | 2.32% | -2.95% | -1.71% | -1.84% | 5.39% | 2.33% | -0.34% |
2013 | 6 | -2.07% | $17,420 | -1.80% | $23,284 | -1.25% | $14,641 | -1.27% | $15,253 | -1.27% | -3.75% | -1.65% | -1.62% | -0.70% | -1.35% | -0.26% |
2013 | 7 | 4.00% | $18,118 | 4.45% | $24,320 | 4.63% | $15,319 | 5.49% | $16,089 | 5.49% | 4.56% | 0.20% | 0.13% | 7.34% | 5.07% | 0.12% |
2013 | 8 | -2.00% | $17,756 | -2.56% | $23,699 | -2.68% | $14,909 | -2.82% | $15,635 | -2.82% | -1.63% | -0.64% | -1.02% | -4.17% | -2.91% | -0.16% |
2013 | 9 | 4.07% | $18,478 | 4.30% | $24,719 | 2.89% | $15,339 | 3.66% | $16,208 | 3.66% | 7.21% | 0.96% | 1.47% | 5.24% | 3.12% | 0.40% |
2013 | 10 | 3.23% | $19,075 | 3.12% | $25,490 | 4.21% | $15,984 | 4.22% | $16,892 | 4.22% | 3.41% | 0.78% | 0.49% | 3.51% | 4.59% | 0.13% |
2013 | 11 | 1.38% | $19,338 | 2.24% | $26,059 | 2.79% | $16,431 | 2.88% | $17,379 | 2.88% | 0.12% | -0.35% | -0.14% | 5.08% | 3.03% | 0.13% |
2013 | 12 | 1.54% | $19,636 | 1.45% | $26,438 | 2.29% | $16,807 | 2.63% | $17,836 | 2.63% | 1.25% | -0.65% | -1.49% | 2.72% | 2.51% | -0.33% |
2014 | 1 | -2.45% | $19,155 | -2.93% | $25,663 | -3.09% | $16,287 | -3.11% | $17,282 | -3.11% | -4.78% | 1.54% | 1.67% | -5.14% | -3.47% | 0.32% |
2014 | 2 | 3.82% | $19,887 | 3.84% | $26,650 | 4.09% | $16,954 | 4.73% | $18,100 | 4.73% | 5.39% | 0.48% | 0.21% | 5.45% | 4.56% | 0.03% |
2014 | 3 | 0.32% | $19,950 | 0.45% | $26,770 | 0.72% | $17,076 | 0.51% | $18,193 | 0.51% | 0.41% | -0.15% | -0.60% | 1.19% | 0.82% | -0.21% |
2014 | 4 | 0.61% | $20,072 | 0.15% | $26,810 | 0.67% | $17,191 | 0.06% | $18,205 | 0.06% | 1.31% | 0.77% | 0.49% | -1.93% | 0.72% | 0.23% |
2014 | 5 | 1.80% | $20,434 | 1.52% | $27,219 | 2.12% | $17,555 | 2.17% | $18,600 | 2.17% | 1.88% | 1.05% | 1.03% | 0.83% | 2.33% | 0.13% |
2014 | 6 | 1.69% | $20,780 | 2.01% | $27,765 | 1.86% | $17,882 | 2.54% | $19,072 | 2.54% | 1.74% | 0.11% | -0.13% | 4.44% | 2.05% | 0.04% |
2014 | 7 | -1.45% | $20,480 | -2.29% | $27,130 | -1.27% | $17,654 | -1.98% | $18,694 | -1.98% | -1.61% | -0.26% | -0.39% | -5.76% | -1.39% | -0.14% |
2014 | 8 | 2.49% | $20,989 | 2.95% | $27,929 | 3.61% | $18,292 | 4.18% | $19,476 | 4.18% | 1.05% | 1.13% | 1.03% | 5.83% | 3.98% | 0.14% |
2014 | 9 | -2.64% | $20,435 | -3.50% | $26,953 | -1.30% | $18,056 | -2.14% | $19,060 | -2.14% | -5.01% | -0.72% | -0.66% | -6.98% | -1.41% | -0.14% |
2014 | 10 | 1.41% | $20,724 | 1.95% | $27,478 | 2.23% | $18,458 | 2.74% | $19,582 | 2.74% | -0.31% | 0.94% | 1.12% | 4.61% | 2.42% | 0.33% |
2014 | 11 | 1.22% | $20,977 | 0.80% | $27,697 | 2.46% | $18,911 | 2.41% | $20,054 | 2.41% | -0.25% | 0.65% | 0.84% | -0.28% | 2.68% | 0.23% |
2014 | 12 | -1.00% | $20,767 | -0.47% | $27,566 | -0.26% | $18,862 | -0.01% | $20,053 | -0.01% | -3.65% | 0.09% | -0.35% | 2.29% | -0.26% | -0.24% |
2015 | 1 | -0.63% | $20,636 | -1.28% | $27,212 | -2.65% | $18,361 | -2.77% | $19,497 | -2.77% | 0.13% | 2.31% | 2.70% | -4.95% | -3.02% | 0.61% |
2015 | 2 | 3.93% | $21,446 | 3.82% | $28,251 | 5.10% | $19,298 | 5.76% | $20,621 | 5.76% | 5.52% | -1.08% | -1.59% | 5.90% | 5.74% | -0.42% |
2015 | 3 | -0.84% | $21,267 | -0.17% | $28,202 | -1.41% | $19,027 | -1.04% | $20,407 | -1.04% | -1.54% | 0.41% | 0.76% | 1.78% | -1.59% | 0.33% |
2015 | 4 | 1.65% | $21,617 | 1.14% | $28,523 | 0.86% | $19,190 | 0.42% | $20,493 | 0.42% | 5.08% | -0.36% | -0.21% | -1.34% | 0.95% | 0.05% |
2015 | 5 | 0.21% | $21,662 | 0.37% | $28,628 | 1.15% | $19,412 | 1.39% | $20,778 | 1.39% | -0.94% | -0.45% | -0.12% | 1.36% | 1.27% | 0.06% |
2015 | 6 | -1.85% | $21,262 | -1.35% | $28,241 | -1.75% | $19,072 | -1.71% | $20,423 | -1.71% | -2.69% | -1.01% | -0.74% | 0.05% | -1.93% | -0.04% |
2015 | 7 | 0.67% | $21,404 | -0.40% | $28,128 | 1.89% | $19,433 | 1.63% | $20,756 | 1.63% | -0.80% | 0.76% | 0.85% | -3.67% | 2.08% | 0.15% |
2015 | 8 | -5.03% | $20,328 | -4.38% | $26,895 | -5.47% | $18,370 | -6.03% | $19,505 | -6.03% | -7.29% | -0.36% | -0.03% | -4.04% | -6.05% | -0.13% |
2015 | 9 | -2.28% | $19,865 | -2.37% | $26,257 | -2.18% | $17,969 | -2.93% | $18,933 | -2.93% | -3.90% | 0.76% | 1.19% | -4.51% | -2.48% | 0.43% |
2015 | 10 | 5.32% | $20,921 | 4.75% | $27,504 | 7.52% | $19,320 | 7.84% | $20,418 | 7.84% | 6.26% | 0.01% | -0.47% | 5.28% | 8.42% | -0.13% |
2015 | 11 | -0.21% | $20,877 | 0.40% | $27,615 | 0.23% | $19,363 | 0.54% | $20,529 | 0.54% | -1.32% | -0.27% | -0.39% | 3.17% | 0.29% | -0.31% |
2015 | 12 | -1.63% | $20,537 | -2.53% | $26,916 | -1.45% | $19,082 | -2.03% | $20,112 | -2.03% | -2.07% | -0.38% | -0.38% | -6.20% | -1.59% | -0.16% |
2016 | 1 | -3.87% | $19,742 | -3.85% | $25,880 | -4.40% | $18,243 | -5.67% | $18,972 | -5.67% | -5.59% | 1.43% | 2.36% | -7.18% | -4.98% | 0.82% |
2016 | 2 | -0.51% | $19,641 | -0.09% | $25,856 | -0.11% | $18,222 | -0.04% | $18,964 | -0.04% | -2.27% | 0.66% | 0.82% | 1.17% | -0.15% | 0.15% |
2016 | 3 | 5.73% | $20,767 | 5.84% | $27,366 | 6.09% | $19,332 | 7.01% | $20,293 | 7.01% | 8.19% | 0.94% | 0.22% | 8.77% | 6.78% | 0.26% |
2016 | 4 | 1.04% | $20,982 | 1.06% | $27,656 | 0.33% | $19,396 | 0.63% | $20,420 | 0.63% | 2.22% | 0.38% | -0.13% | 1.80% | 0.37% | -0.03% |
2016 | 5 | 0.50% | $21,087 | 0.26% | $27,727 | 1.60% | $19,706 | 1.79% | $20,786 | 1.79% | -1.02% | 0.01% | -0.21% | 0.47% | 1.78% | -0.10% |
2016 | 6 | 0.31% | $21,153 | 0.05% | $27,740 | 0.30% | $19,764 | 0.23% | $20,833 | 0.23% | -0.94% | 1.94% | 2.05% | -1.16% | 0.25% | 0.75% |
2016 | 7 | 3.24% | $21,837 | 3.22% | $28,634 | 3.31% | $20,418 | 3.95% | $21,656 | 3.95% | 4.41% | 0.64% | 0.04% | 4.85% | 3.68% | -0.10% |
2016 | 8 | 0.29% | $21,901 | 0.48% | $28,771 | 0.09% | $20,436 | 0.26% | $21,712 | 0.26% | 0.74% | -0.17% | -0.72% | 1.74% | 0.13% | -0.29% |
2016 | 9 | 0.45% | $22,000 | 0.72% | $28,978 | 0.03% | $20,442 | 0.15% | $21,745 | 0.15% | 1.37% | -0.09% | 0.29% | 1.21% | 0.01% | 0.23% |
2016 | 10 | -1.72% | $21,622 | -1.87% | $28,435 | -1.67% | $20,100 | -2.21% | $21,263 | -2.21% | -1.72% | -0.81% | -0.73% | -3.14% | -1.83% | -0.12% |
2016 | 11 | 0.70% | $21,774 | 3.54% | $29,441 | 3.29% | $20,761 | 4.44% | $22,206 | 4.44% | -2.15% | -2.64% | -2.65% | 14.87% | 3.70% | -0.58% |
2016 | 12 | 1.54% | $22,111 | 1.92% | $30,006 | 1.78% | $21,131 | 1.92% | $22,633 | 1.92% | 2.02% | 0.24% | -0.05% | 3.41% | 1.96% | -0.00% |
Style Category | Portfolio 1 | Portfolio 2 | Portfolio 3 | Vanguard Total Stock Mkt Idx Inv |
---|---|---|---|---|
Large-cap Value | 15.22% | 15.21% | 42.91% | 37.82% |
Large-cap Growth | 21.60% | 7.66% | 46.85% | 42.44% |
Mid-cap Value | 6.26% | 4.10% | 0.00% | 4.89% |
Mid-cap Growth | 2.64% | 4.77% | 0.00% | 8.20% |
Small-cap Value | 0.00% | 19.90% | 0.00% | 3.29% |
Small-cap Growth | 0.00% | 0.00% | 0.00% | 2.12% |
Global ex-US Developed Markets | 22.37% | 20.37% | 0.00% | 0.86% |
Emerging Markets | 7.11% | 5.18% | 0.06% | 0.36% |
Corporate Bonds | 5.47% | 0.00% | 0.00% | 0.00% |
Long-Term Treasuries | 0.00% | 0.00% | 0.00% | 0.00% |
Intermediate-Term Treasuries | 5.91% | 12.40% | 1.24% | 0.00% |
Short-Term Treasuries | 13.42% | 10.42% | 8.95% | 0.00% |
R Squared | 99.79% | 99.49% | 99.91% | 99.88% |
Style analysis is based on monthly returns from April 2005 to December 2016 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 | ||||||
VTSMX | Vanguard Total Stock Mkt Idx Inv | Large Blend | 45.00% | 1.45% | 1.34% | 0.14% | 0.14% | 17.66 | $7,094 | 56.35% | |
VGTSX | Vanguard Total Intl Stock Index Inv | Foreign Large Blend | 30.00% | 3.61% | 0.17% | 0.17% | 11.71 | $2,449 | 43.33% | ||
VBMFX | Vanguard Total Bond Market Index Inv | Intermediate Core Bond | 25.00% | 3.17% | 2.05% | 0.15% | 0.15% | 6.71 | $2,567 | 0.32% | |
100.00% | 1.44% | 2.20% | 0.15% | 0.15% | 15.28 | 6.71 | $12,111 | 100.00% |
Ticker | Name | Category | Weight | Yield | Expense Ratio | P/E | Duration | Contribution | |||
---|---|---|---|---|---|---|---|---|---|---|---|
SEC | TTM | Net | Gross | Return | Risk | ||||||
VGTSX | Vanguard Total Intl Stock Index Inv | Foreign Large Blend | 25.00% | 3.61% | 0.17% | 0.17% | 11.71 | $2,886 | 33.96% | ||
VFITX | Vanguard Interm-Term Treasury Inv | Intermediate Government | 25.00% | 2.21% | 1.31% | 0.20% | 0.20% | 5.13 | $3,447 | -1.83% | |
DFSVX | DFA US Small Cap Value I | Small Value | 25.00% | 1.41% | 0.30% | 0.30% | 8.05 | $8,594 | 39.43% | ||
VFINX | Vanguard 500 Index Investor | Large Blend | 25.00% | 1.50% | 1.37% | 0.14% | 0.14% | 18.45 | $5,079 | 28.44% | |
100.00% | 0.93% | 1.93% | 0.20% | 0.20% | 12.73 | 5.13 | $20,006 | 100.00% |
Ticker | Name | Category | Weight | Yield | Expense Ratio | P/E | Duration | Contribution | |||
---|---|---|---|---|---|---|---|---|---|---|---|
SEC | TTM | Net | Gross | Return | Risk | ||||||
VFINX | Vanguard 500 Index Investor | Large Blend | 90.00% | 1.50% | 1.37% | 0.14% | 0.14% | 18.45 | $10,550 | 100.45% | |
VFISX | Vanguard Short-Term Treasury Inv | Short Government | 10.00% | 2.23% | 0.87% | 0.20% | 0.20% | 2.16 | $581 | -0.45% | |
100.00% | 1.57% | 1.32% | 0.15% | 0.15% | 18.45 | 2.16 | $11,131 | 100.00% |
Fund fundamentals data as of 08/05/2022. (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.
Metric | Portfolio 1 | Portfolio 2 | Portfolio 3 | Vanguard Total Stock Mkt Idx Inv |
---|---|---|---|---|
Arithmetic Mean (monthly) | 0.45% | 0.60% | 0.44% | 0.50% |
Arithmetic Mean (annualized) | 5.48% | 7.45% | 5.42% | 6.17% |
Geometric Mean (monthly) | 0.39% | 0.54% | 0.37% | 0.40% |
Geometric Mean (annualized) | 4.78% | 6.68% | 4.50% | 4.92% |
Standard Deviation (monthly) | 3.34% | 3.46% | 3.81% | 4.42% |
Standard Deviation (annualized) | 11.58% | 12.00% | 13.20% | 15.31% |
Downside Deviation (monthly) | 2.31% | 2.34% | 2.65% | 3.11% |
Maximum Drawdown | -41.34% | -41.19% | -46.02% | -50.89% |
Stock Market Correlation | 0.97 | 0.96 | 0.99 | 1.00 |
Beta(*) | 0.73 | 0.75 | 0.85 | 1.00 |
Alpha (annualized) | 0.96% | 2.71% | 0.17% | 0.00% |
R2 | 93.81% | 91.50% | 97.74% | 100.00% |
Sharpe Ratio | 0.32 | 0.46 | 0.27 | 0.28 |
Sortino Ratio | 0.45 | 0.67 | 0.38 | 0.39 |
Treynor Ratio (%) | 5.05 | 7.40 | 4.26 | 4.34 |
Calmar Ratio | 0.43 | 0.45 | 1.05 | 0.93 |
Active Return | -0.14% | 1.75% | -0.42% | N/A |
Tracking Error | 5.01% | 5.19% | 3.01% | N/A |
Information Ratio | -0.03 | 0.34 | -0.14 | N/A |
Skewness | -0.64 | -0.65 | -0.51 | -0.60 |
Excess Kurtosis | 1.44 | 1.65 | 0.95 | 1.04 |
Historical Value-at-Risk (5%) | -6.24% | -5.79% | -6.59% | -7.99% |
Analytical Value-at-Risk (5%) | -5.18% | -5.22% | -5.88% | -6.77% |
Conditional Value-at-Risk (5%) | -7.54% | -7.89% | -8.38% | -9.84% |
Upside Capture Ratio (%) | 74.19 | 81.56 | 83.60 | 100.00 |
Downside Capture Ratio (%) | 72.76 | 71.74 | 84.75 | 100.00 |
Safe Withdrawal Rate | 6.17% | 7.77% | 5.25% | 5.23% |
Perpetual Withdrawal Rate | 2.51% | 4.25% | 2.26% | 2.65% |
Positive Periods | 120 out of 204 (58.82%) | 126 out of 204 (61.76%) | 125 out of 204 (61.27%) | 125 out of 204 (61.27%) |
Gain/Loss Ratio | 0.99 | 0.97 | 0.85 | 0.83 |
* Vanguard Total Stock Mkt Idx Inv is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values. |
Stress Period | Start | End | Portfolio 1 | Portfolio 2 | Portfolio 3 | Vanguard Total Stock Mkt Idx Inv |
---|---|---|---|---|---|---|
Dotcom Crash | Mar 2000 | Oct 2002 | -30.52% | -16.79% | -39.67% | -44.11% |
Subprime Crisis | Nov 2007 | Mar 2009 | -41.34% | -41.19% | -46.02% | -50.89% |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Nov 2007 | Feb 2009 | 1 year 4 months | Feb 2011 | 2 years | 3 years 4 months | -41.34% |
2 | Apr 2000 | Sep 2002 | 2 years 6 months | Nov 2004 | 2 years 2 months | 4 years 8 months | -30.52% |
3 | May 2011 | Sep 2011 | 5 months | Mar 2012 | 6 months | 11 months | -14.38% |
4 | Jun 2015 | Feb 2016 | 9 months | Jul 2016 | 5 months | 1 year 2 months | -9.33% |
5 | Apr 2012 | May 2012 | 2 months | Sep 2012 | 4 months | 6 months | -6.60% |
6 | Jan 2000 | Jan 2000 | 1 month | Mar 2000 | 2 months | 3 months | -3.79% |
7 | Mar 2005 | Apr 2005 | 2 months | Jul 2005 | 3 months | 5 months | -3.09% |
8 | May 2006 | Jun 2006 | 2 months | Sep 2006 | 3 months | 5 months | -2.92% |
9 | Sep 2014 | Sep 2014 | 1 month | Feb 2015 | 5 months | 6 months | -2.64% |
10 | Jan 2014 | Jan 2014 | 1 month | Feb 2014 | 1 month | 2 months | -2.45% |
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 | -41.19% |
2 | Sep 2000 | Sep 2002 | 2 years 1 month | Aug 2003 | 11 months | 3 years | -16.79% |
3 | May 2011 | Sep 2011 | 5 months | Sep 2012 | 1 year | 1 year 5 months | -15.69% |
4 | Jun 2015 | Feb 2016 | 9 months | Jul 2016 | 5 months | 1 year 2 months | -9.68% |
5 | Apr 2000 | May 2000 | 2 months | Aug 2000 | 3 months | 5 months | -5.15% |
6 | Mar 2005 | Apr 2005 | 2 months | Jul 2005 | 3 months | 5 months | -4.11% |
7 | Sep 2014 | Sep 2014 | 1 month | Feb 2015 | 5 months | 6 months | -3.50% |
8 | May 2006 | Jul 2006 | 3 months | Oct 2006 | 3 months | 6 months | -3.29% |
9 | Jun 2007 | Jul 2007 | 2 months | Oct 2007 | 3 months | 5 months | -3.22% |
10 | Jan 2000 | Jan 2000 | 1 month | Mar 2000 | 2 months | 3 months | -3.12% |
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 | Feb 2012 | 3 years | 4 years 4 months | -46.02% |
2 | Sep 2000 | Sep 2002 | 2 years 1 month | Sep 2006 | 4 years | 6 years 1 month | -39.67% |
3 | Aug 2015 | Sep 2015 | 2 months | May 2016 | 8 months | 10 months | -7.53% |
4 | Jan 2000 | Feb 2000 | 2 months | Mar 2000 | 1 month | 3 months | -6.10% |
5 | Apr 2012 | May 2012 | 2 months | Aug 2012 | 3 months | 5 months | -5.99% |
6 | Apr 2000 | May 2000 | 2 months | Aug 2000 | 3 months | 5 months | -4.43% |
7 | Jun 2007 | Jul 2007 | 2 months | Sep 2007 | 2 months | 4 months | -4.13% |
8 | Jan 2014 | Jan 2014 | 1 month | Feb 2014 | 1 month | 2 months | -3.09% |
9 | Dec 2014 | Jan 2015 | 2 months | Feb 2015 | 1 month | 3 months | -2.91% |
10 | Aug 2013 | Aug 2013 | 1 month | Sep 2013 | 1 month | 2 months | -2.68% |
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 | Mar 2012 | 3 years 1 month | 4 years 5 months | -50.89% |
2 | Sep 2000 | Sep 2002 | 2 years 1 month | Apr 2006 | 3 years 7 months | 5 years 8 months | -44.11% |
3 | Jun 2015 | Sep 2015 | 4 months | May 2016 | 8 months | 1 year | -8.88% |
4 | Apr 2000 | May 2000 | 2 months | Aug 2000 | 3 months | 5 months | -8.44% |
5 | Apr 2012 | May 2012 | 2 months | Aug 2012 | 3 months | 5 months | -6.85% |
6 | Jun 2007 | Jul 2007 | 2 months | Oct 2007 | 3 months | 5 months | -5.02% |
7 | Jan 2000 | Jan 2000 | 1 month | Mar 2000 | 2 months | 3 months | -4.18% |
8 | May 2006 | May 2006 | 1 month | Sep 2006 | 4 months | 5 months | -3.23% |
9 | Jan 2014 | Jan 2014 | 1 month | Feb 2014 | 1 month | 2 months | -3.11% |
10 | Aug 2013 | Aug 2013 | 1 month | Sep 2013 | 1 month | 2 months | -2.82% |
Worst 10 drawdowns included above |
Ticker | Name | CAGR | Stdev | Best Year | Worst Year | Max Drawdown | Sharpe Ratio | Sortino Ratio | Market Correlation |
---|---|---|---|---|---|---|---|---|---|
VTSMX | Vanguard Total Stock Mkt Idx Inv | 4.92% | 15.31% | 33.35% | -37.04% | -50.89% | 0.28 | 0.39 | 1.00 |
VGTSX | Vanguard Total Intl Stock Index Inv | 2.61% | 17.75% | 40.34% | -44.10% | -58.50% | 0.14 | 0.20 | 0.88 |
VBMFX | Vanguard Total Bond Market Index Inv | 4.96% | 3.52% | 11.39% | -2.26% | -3.99% | 0.93 | 1.55 | -0.09 |
VFITX | Vanguard Interm-Term Treasury Inv | 5.30% | 4.78% | 14.15% | -3.09% | -4.30% | 0.77 | 1.31 | -0.30 |
DFSVX | DFA US Small Cap Value I | 11.27% | 20.77% | 59.40% | -36.79% | -61.18% | 0.54 | 0.82 | 0.87 |
VFINX | Vanguard 500 Index Investor | 4.40% | 14.87% | 32.18% | -37.02% | -50.97% | 0.25 | 0.35 | 0.99 |
VFISX | Vanguard Short-Term Treasury Inv | 3.32% | 1.86% | 8.83% | -0.10% | -1.46% | 0.94 | 1.76 | -0.34 |
Name | Total Return | Annualized Return | Expense Ratio | |||||
---|---|---|---|---|---|---|---|---|
3 Month | Year To Date | 1 year | 3 year | 5 year | 10 year | Net | Gross | |
Vanguard Total Stock Mkt Idx Inv | 4.08% | 12.53% | 12.53% | 8.26% | 14.49% | 7.11% | 0.14% | 0.14% |
Vanguard Total Intl Stock Index Inv | -1.89% | 4.65% | 4.65% | -1.41% | 5.43% | 0.88% | 0.17% | 0.17% |
Vanguard Total Bond Market Index Inv | -3.19% | 2.50% | 2.50% | 2.83% | 2.03% | 4.18% | 0.15% | 0.15% |
Vanguard Interm-Term Treasury Inv | -3.42% | 1.19% | 1.19% | 2.33% | 1.29% | 4.41% | 0.20% | 0.20% |
DFA US Small Cap Value I | 15.06% | 28.26% | 28.26% | 6.96% | 16.22% | 6.82% | 0.30% | 0.30% |
Vanguard 500 Index Investor | 3.80% | 11.82% | 11.82% | 8.72% | 14.49% | 6.82% | 0.14% | 0.14% |
Vanguard Short-Term Treasury Inv | -0.70% | 0.99% | 0.99% | 0.72% | 0.55% | 2.33% | 0.20% | 0.20% |
Trailing returns as of last calendar month ending December 2016 |
Ticker | Name | VTSMX | VGTSX | VBMFX | VFITX | DFSVX | VFINX | VFISX | Portfolio 1 | Portfolio 2 | Portfolio 3 | Vanguard Total Stock Mkt Idx Inv |
---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSMX | Vanguard Total Stock Mkt Idx Inv | 1.00 | 0.88 | -0.09 | -0.30 | 0.87 | 0.99 | -0.34 | 0.97 | 0.96 | 0.99 | 1.00 |
VGTSX | Vanguard Total Intl Stock Index Inv | 0.88 | 1.00 | 0.04 | -0.18 | 0.78 | 0.87 | -0.22 | 0.96 | 0.94 | 0.87 | 0.88 |
VBMFX | Vanguard Total Bond Market Index Inv | -0.09 | 0.04 | 1.00 | 0.91 | -0.13 | -0.09 | 0.76 | 0.04 | 0.02 | -0.08 | -0.09 |
VFITX | Vanguard Interm-Term Treasury Inv | -0.30 | -0.18 | 0.91 | 1.00 | -0.31 | -0.29 | 0.88 | -0.18 | -0.19 | -0.28 | -0.30 |
DFSVX | DFA US Small Cap Value I | 0.87 | 0.78 | -0.13 | -0.31 | 1.00 | 0.83 | -0.31 | 0.85 | 0.93 | 0.83 | 0.87 |
VFINX | Vanguard 500 Index Investor | 0.99 | 0.87 | -0.09 | -0.29 | 0.83 | 1.00 | -0.34 | 0.96 | 0.94 | 1.00 | 0.99 |
VFISX | Vanguard Short-Term Treasury Inv | -0.34 | -0.22 | 0.76 | 0.88 | -0.31 | -0.34 | 1.00 | -0.23 | -0.22 | -0.32 | -0.34 |
Ticker | Name | Portfolio 1 | Portfolio 2 | Portfolio 3 |
---|---|---|---|---|
VTSMX | Vanguard Total Stock Mkt Idx Inv | $7,094 | ||
VGTSX | Vanguard Total Intl Stock Index Inv | $2,449 | $2,886 | |
VBMFX | Vanguard Total Bond Market Index Inv | $2,567 | ||
VFITX | Vanguard Interm-Term Treasury Inv | $3,447 | ||
DFSVX | DFA US Small Cap Value I | $8,594 | ||
VFINX | Vanguard 500 Index Investor | $5,079 | $10,550 | |
VFISX | Vanguard Short-Term Treasury Inv | $581 | ||
Return attribution decomposes portfolio gains into its constituent parts and identifies the contribution to returns by each of the assets. |
Ticker | Name | Portfolio 1 | Portfolio 2 | Portfolio 3 |
---|---|---|---|---|
VTSMX | Vanguard Total Stock Mkt Idx Inv | 56.35% | ||
VGTSX | Vanguard Total Intl Stock Index Inv | 43.33% | 33.96% | |
VBMFX | Vanguard Total Bond Market Index Inv | 0.32% | ||
VFITX | Vanguard Interm-Term Treasury Inv | -1.83% | ||
DFSVX | DFA US Small Cap Value I | 39.43% | ||
VFINX | Vanguard 500 Index Investor | 28.44% | 100.45% | |
VFISX | Vanguard Short-Term Treasury Inv | -0.45% | ||
Risk attribution decomposes portfolio risk into its constituent parts and identifies the contribution to overall volatility by each of the assets. |
Roll Period | Portfolio 1 | Portfolio 2 | Portfolio 3 | Vanguard Total Stock Mkt Idx Inv | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Average | High | Low | Average | High | Low | Average | High | Low | Average | High | Low | |
1 year | 5.91% | 44.90% | -35.01% | 7.56% | 48.44% | -35.31% | 5.69% | 47.58% | -38.87% | 6.51% | 56.25% | -43.18% |
3 years | 6.54% | 20.55% | -10.88% | 7.83% | 22.46% | -10.23% | 6.11% | 22.93% | -13.73% | 6.95% | 26.60% | -16.27% |
5 years | 6.69% | 17.25% | -1.87% | 7.81% | 18.73% | -2.10% | 6.06% | 20.64% | -5.38% | 6.85% | 23.85% | -6.23% |
7 years | 6.25% | 11.84% | 1.08% | 7.23% | 12.56% | 2.03% | 5.37% | 15.53% | -2.81% | 6.01% | 17.28% | -3.02% |
10 years | 6.22% | 9.20% | 2.32% | 7.18% | 10.31% | 4.79% | 5.31% | 8.09% | -0.98% | 5.94% | 9.31% | -1.13% |
15 years | 5.67% | 7.03% | 4.75% | 7.12% | 8.04% | 6.29% | 5.13% | 6.79% | 3.85% | 5.74% | 7.76% | 4.25% |