Backtest Portfolio Asset Allocation

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

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

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Portfolio Assets 
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Asset 2
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Asset 3
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Asset 4
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Asset 5
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Asset 6
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Asset 7
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Asset 8
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Asset 9
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Asset 10
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Asset 11
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Asset 12
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Asset 13
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Asset 14
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Asset 15
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Asset 16
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Asset 17
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Asset 18
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Asset 19
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Portfolio Analysis Results (Aug 2000 - Dec 2017)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
DFUSX DFA US Large Company I 20.00%
DFLVX DFA US Large Cap Value I 20.00%
DFSCX DFA US Micro Cap I 10.00%
DFSVX DFA US Small Cap Value I 10.00%
DFREX DFA Real Estate Securities I 10.00%
DFIVX DFA International Value I 10.00%
DFISX DFA International Small Company I 5.00%
DISVX DFA International Small Cap Value I 5.00%
DFEMX DFA Emerging Markets I 3.00%
DFEVX DFA Emerging Markets Value I 3.00%
DEMSX DFA Emerging Markets Small Cap I 4.00%
Save portfolio »
Portfolio 2
Ticker Name Allocation
DFUSX DFA US Large Company I 12.00%
DFLVX DFA US Large Cap Value I 12.00%
DFSCX DFA US Micro Cap I 6.00%
DFSVX DFA US Small Cap Value I 6.00%
DFREX DFA Real Estate Securities I 6.00%
DFIVX DFA International Value I 6.00%
DFISX DFA International Small Company I 3.00%
DISVX DFA International Small Cap Value I 3.00%
DFEMX DFA Emerging Markets I 1.80%
DFEVX DFA Emerging Markets Value I 1.80%
DEMSX DFA Emerging Markets Small Cap I 2.40%
DFIHX DFA One-Year Fixed-Income I 10.00%
DFGFX DFA Two-Year Global Fixed-Income I 10.00%
DFFGX DFA Short-Term Government I 10.00%
DFGBX DFA Five-Year Global Fixed-Income I 10.00%
Save portfolio »
Portfolio 3
Ticker Name Allocation
HSGFX Hussman Strategic Growth 100.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$1,000,000$4,774,653 9.39% 16.47%46.42%-40.79%-57.75% 0.540.770.95
Portfolio 2$1,000,000$3,457,263 7.38% 9.55%28.77%-22.42%-36.07% 0.640.940.94
Portfolio 3$1,000,000$1,088,404 0.49% 8.02%21.08%-12.72%-52.85% -0.08-0.12-0.23
   

Trailing Returns

Trailing Returns
NameAnnualized ReturnAnnualized Volatility
3 Month1 year3 year5 year10 yearFull3 year5 year
Portfolio 15.43%19.59%10.27%13.04%7.44%9.39%10.22%9.88%
Portfolio 23.34%12.19%6.66%8.28%5.94%7.38%5.97%5.95%
Portfolio 3-1.69%-12.72%-10.89%-9.57%-6.83%0.49%8.29%6.68%
Trailing annualized return and volatility are for full months ending in December 2017 excluding portfolio cashflows.
Notes on results:
  • Past performance is no guarantee of future results, which may vary. All use is subject to terms of service.
  • Investing involves risk, including possible loss of principal. The value of the investments and the income derived from them may fluctuate over time.
  • All portfolio returns presented are hypothetical and backtested. Hypothetical returns do not reflect trading costs, transaction fees, or taxes.
  • The results are based on information from a variety of sources we consider reliable, but we do not represent that the information is accurate or complete.
  • The results do not constitute investment advice or recommendation, are provided solely for informational purposes, and are not an offer to buy or sell any securities.
  • The results are based on the total return of assets and assume that all received dividends and distributions are reinvested.
  • The annual results for 2000 are based on monthly returns from August to December
  • CAGR = Compound Annual Growth Rate
  • Stdev = Annualized standard deviation of monthly returns
  • Sharpe and Sortino ratios are calculated and annualized from monthly excess returns over risk free rate (3-month treasury bill)
  • Stock market correlation is based on the correlation of monthly returns
  • Drawdown analysis is calculated based on monthly returns excluding cashflows
  • The results assume annual rebalancing of portfolio assets to match the specified allocation
  • Portfolio cashflows and rebalancing for quarterly and annual periods are aligned with calendar periods.
Annual returns for the configured portfolios
YearInflationPortfolio 1Portfolio 2Portfolio 3DFA US Large Company I (DFUSX)DFA US Large Cap Value I (DFLVX)DFA US Micro Cap I (DFSCX)DFA US Small Cap Value I (DFSVX)DFA Real Estate Securities I (DFREX)DFA International Value I (DFIVX)DFA International Small Company I (DFISX)DFA International Small Cap Value I (DISVX)DFA Emerging Markets I (DFEMX)DFA Emerging Markets Value I (DFEVX)DFA Emerging Markets Small Cap I (DEMSX)DFA One-Year Fixed-Income I (DFIHX)DFA Two-Year Global Fixed-Income I (DFGFX)DFA Short-Term Government I (DFFGX)DFA Five-Year Global Fixed-Income I (DFGBX)Hussman Strategic Growth (HSGFX)
ReturnBalanceReturnBalanceReturnBalance
20000.69%-0.70%$993,0250.87%$1,008,69016.40%$1,164,000-7.21%14.36%-10.02%3.33%3.86%2.44%-4.89%-2.50%-13.35%-17.87%-19.58%3.09%3.27%3.18%3.33%16.40%
20011.55%1.60%$1,008,8743.44%$1,043,36914.67%$1,334,781-12.06%3.84%22.77%22.65%13.16%-15.26%-10.52%-4.59%-6.78%-0.99%-2.59%5.76%6.07%7.04%5.93%14.67%
20022.38%-10.07%$907,230-2.91%$1,013,03114.02%$1,521,964-22.23%-14.92%-13.27%-9.27%4.18%-8.52%1.91%5.79%-9.45%-1.70%-0.18%3.90%5.30%11.79%10.39%14.02%
20031.88%46.42%$1,328,37128.77%$1,304,49021.08%$1,842,86728.53%34.42%60.72%59.40%35.59%49.93%58.78%66.48%60.17%76.21%72.80%1.61%1.91%2.69%2.97%21.08%
20043.26%22.79%$1,631,15614.40%$1,492,3775.16%$1,937,90510.77%18.25%18.39%25.39%32.07%28.80%30.92%34.80%29.93%39.53%28.88%0.89%0.74%2.74%2.89%5.16%
20053.42%12.34%$1,832,4788.07%$1,612,8755.71%$2,048,6374.98%10.24%5.69%7.79%13.15%15.27%21.96%23.23%29.86%30.81%25.75%2.30%1.90%0.77%1.72%5.71%
20062.54%24.06%$2,273,41616.20%$1,874,1863.51%$2,120,61615.72%20.18%16.16%21.55%35.26%34.15%24.88%28.39%29.17%37.93%37.31%4.78%4.46%4.51%3.89%3.51%
20074.08%2.51%$2,330,5273.57%$1,941,0644.16%$2,208,9225.52%-2.76%-5.22%-10.75%-18.67%10.24%5.66%2.95%36.02%45.64%38.02%5.19%5.25%4.95%5.22%4.16%
20080.09%-40.79%$1,380,014-22.42%$1,505,818-9.02%$2,009,728-36.76%-40.80%-36.72%-36.79%-37.36%-46.33%-43.87%-41.68%-49.20%-53.94%-54.53%4.02%4.08%8.36%4.02%-9.02%
20092.72%37.28%$1,894,43923.33%$1,857,1524.63%$2,102,86926.62%30.19%28.06%33.62%28.17%39.45%41.96%39.51%71.77%92.28%99.74%1.92%2.08%1.46%4.19%4.63%
20101.50%21.80%$2,307,45614.35%$2,123,595-3.62%$2,026,80115.00%20.17%31.29%30.90%28.67%10.57%23.91%18.10%21.82%22.06%30.18%1.16%1.75%4.45%5.30%-3.62%
20112.96%-5.91%$2,171,019-2.62%$2,067,9391.64%$2,060,0972.10%-3.14%-3.25%-7.55%8.95%-16.85%-15.35%-17.46%-17.41%-25.62%-22.62%0.59%0.78%3.39%4.51%1.64%
20121.74%19.17%$2,587,18912.34%$2,323,060-12.62%$1,800,19015.82%22.05%18.24%21.72%17.48%16.61%18.86%22.26%19.16%19.36%24.44%0.93%1.03%1.59%4.80%-12.62%
20131.50%28.45%$3,323,35817.07%$2,719,537-6.62%$1,680,96732.33%40.32%45.06%42.38%1.39%23.12%27.44%32.39%-3.12%-3.80%-1.38%0.34%0.46%-0.45%-0.41%-6.62%
20140.76%7.14%$3,560,7874.76%$2,849,055-8.50%$1,538,11113.53%10.07%2.92%3.48%31.11%-6.99%-6.30%-4.99%-1.71%-4.41%3.00%0.26%0.38%1.25%2.87%-8.50%
20150.73%-2.76%$3,462,363-1.35%$2,810,564-8.40%$1,408,9811.38%-3.49%-3.62%-7.81%3.24%-6.31%5.91%3.99%-15.81%-18.77%-8.70%0.31%0.33%0.99%1.45%-8.40%
20162.07%15.31%$3,992,5159.64%$3,081,633-11.49%$1,247,06911.90%18.89%25.63%28.26%8.38%8.41%5.80%8.00%12.09%19.84%10.92%0.84%0.95%0.99%1.79%-11.49%
20172.11%19.59%$4,774,65312.19%$3,457,263-12.72%$1,088,40421.73%18.97%11.18%7.21%5.71%26.09%30.24%27.98%36.57%33.76%35.26%0.94%0.93%0.51%1.97%-12.72%
Annual return for 2000 is from 08/01/2000 to 12/31/2000
Monthly returns for the configured portfolios
YearMonthPortfolio 1Portfolio 2Portfolio 3DFA US Large Company I (DFUSX)DFA US Large Cap Value I (DFLVX)DFA US Micro Cap I (DFSCX)DFA US Small Cap Value I (DFSVX)DFA Real Estate Securities I (DFREX)DFA International Value I (DFIVX)DFA International Small Company I (DFISX)DFA International Small Cap Value I (DISVX)DFA Emerging Markets I (DFEMX)DFA Emerging Markets Value I (DFEVX)DFA Emerging Markets Small Cap I (DEMSX)DFA One-Year Fixed-Income I (DFIHX)DFA Two-Year Global Fixed-Income I (DFGFX)DFA Short-Term Government I (DFFGX)DFA Five-Year Global Fixed-Income I (DFGBX)Hussman Strategic Growth (HSGFX)
ReturnBalanceReturnBalanceReturnBalance
200084.06%$1,040,5702.67%$1,026,7360.30%$1,003,0006.25%5.84%9.25%7.40%-3.53%0.84%2.64%1.81%1.04%0.09%-0.36%0.61%0.60%0.70%0.48%0.30%
20009-2.76%$1,011,851-1.40%$1,012,4053.19%$1,035,000-5.31%-1.61%-2.17%-1.85%3.59%-2.89%-3.32%-3.20%-7.19%-7.28%-6.29%0.75%0.68%0.79%0.67%3.19%
200010-2.14%$990,195-1.08%$1,001,501-3.00%$1,004,000-0.44%3.94%-7.06%-3.78%-4.26%-0.79%-6.20%-5.26%-6.36%-7.09%-7.98%0.49%0.50%0.39%0.68%-3.00%
200011-4.33%$947,364-2.31%$978,3197.97%$1,084,000-7.86%-3.27%-11.10%-5.44%1.81%-0.08%0.24%1.29%-6.30%-7.53%-6.47%0.61%0.70%0.58%0.57%7.97%
2000124.82%$993,0253.10%$1,008,6907.38%$1,164,0000.55%9.23%1.89%7.73%6.63%5.51%1.94%3.10%5.31%3.00%0.08%0.59%0.74%0.69%0.88%7.38%
200115.19%$1,044,5253.41%$1,043,107-3.18%$1,127,0003.48%4.91%13.80%10.31%0.37%0.16%1.68%2.75%10.33%9.56%5.60%0.69%0.73%0.80%0.79%-3.18%
20012-3.98%$1,002,914-2.26%$1,019,5846.74%$1,203,000-9.07%-0.06%-7.02%-1.92%-1.61%-3.05%-0.82%1.02%-9.09%-8.12%-6.27%0.51%0.41%0.40%0.49%6.74%
20013-4.58%$957,027-2.56%$993,5143.33%$1,243,000-6.42%-3.09%-4.80%-2.46%0.82%-6.05%-5.94%-5.18%-9.90%-9.61%-8.23%0.38%0.45%0.49%0.53%3.33%
200145.91%$1,013,5623.62%$1,029,498-1.93%$1,219,0007.82%5.96%7.31%6.12%1.99%5.21%7.20%7.46%4.33%4.71%2.62%0.49%0.41%0.29%0.29%-1.93%
200152.77%$1,041,6431.82%$1,048,1871.23%$1,234,0000.61%2.87%9.60%6.16%2.46%-0.76%0.71%0.50%0.74%2.31%1.09%0.34%0.31%0.49%0.39%1.23%
200160.34%$1,045,1800.27%$1,050,986-1.13%$1,220,000-2.47%-1.18%3.59%3.74%5.94%-1.93%-1.64%-0.86%-2.11%-1.13%0.18%0.31%0.37%-0.13%0.07%-1.13%
20017-1.59%$1,028,573-0.60%$1,044,6512.21%$1,247,000-0.94%-0.16%-2.54%-1.63%-2.07%-2.09%-3.21%-2.24%-3.56%-2.74%-1.80%0.57%0.62%1.69%0.78%2.21%
20018-1.82%$1,009,814-0.82%$1,036,0582.41%$1,277,000-6.32%-4.42%-2.95%-1.34%3.68%1.43%1.84%2.16%0.89%1.17%-0.73%0.45%0.51%0.98%0.78%2.41%
20019-10.92%$899,565-5.87%$975,256-1.02%$1,264,000-8.03%-11.14%-12.78%-14.56%-3.15%-12.74%-11.70%-10.96%-16.30%-16.22%-15.31%1.02%1.29%2.23%1.53%-1.02%
2001101.83%$916,0121.48%$989,7371.00%$1,276,6501.84%-0.06%6.45%3.93%-3.19%0.61%3.83%2.80%2.91%4.01%5.01%0.59%0.81%1.52%1.24%1.00%
2001116.90%$979,2493.64%$1,025,8043.68%$1,323,6027.71%9.41%6.74%7.81%5.26%3.62%0.92%0.54%10.94%12.10%10.58%0.09%-0.10%-1.49%-0.76%3.68%
2001123.03%$1,008,8741.71%$1,043,3690.84%$1,334,7810.83%2.34%6.72%7.02%2.46%0.42%-2.59%-1.50%7.82%6.88%7.64%0.17%0.10%-0.38%-0.34%0.84%
200210.53%$1,014,2160.43%$1,047,8113.69%$1,383,969-1.45%1.04%1.10%1.54%-0.34%-2.21%-1.23%-0.99%5.56%7.94%7.72%0.19%0.30%0.29%0.29%3.69%
200220.12%$1,015,4480.34%$1,051,4250.89%$1,396,266-1.92%1.28%-2.77%-0.16%1.87%1.13%3.46%3.98%-1.34%-1.34%-0.98%0.38%0.40%1.07%0.87%0.89%
200235.73%$1,073,6423.01%$1,083,0523.68%$1,447,6903.68%4.16%8.84%9.86%6.25%6.21%4.95%4.79%4.19%5.99%6.25%-0.35%-0.58%-1.73%-1.59%3.68%
200240.39%$1,077,8660.77%$1,091,4372.39%$1,482,345-6.12%-0.91%2.43%4.53%0.64%3.35%3.57%3.92%1.01%2.77%2.79%0.61%0.91%2.25%1.77%2.39%
200250.32%$1,081,3210.46%$1,096,4762.49%$1,519,236-0.71%0.62%-2.73%-3.15%1.33%3.34%5.78%6.28%-2.49%-1.24%-0.90%0.41%0.50%0.96%0.87%2.49%
20026-4.01%$1,037,919-2.06%$1,073,902-1.84%$1,491,288-7.11%-6.08%-3.56%-2.07%2.70%-2.81%-2.56%-1.77%-7.65%-7.14%-6.53%0.51%0.69%1.64%1.25%-1.84%
20027-9.28%$941,620-4.97%$1,020,5682.85%$1,533,769-7.74%-11.10%-14.48%-15.60%-5.07%-10.25%-5.25%-5.29%-4.86%-3.96%-4.72%0.69%1.09%2.18%1.99%2.85%
200280.25%$943,9520.52%$1,025,8440.36%$1,539,3580.56%1.62%-0.57%-1.25%0.26%-0.10%-0.88%-0.25%0.35%0.24%1.19%0.30%0.39%1.48%1.30%0.36%
20029-9.03%$858,743-4.67%$977,936-1.23%$1,520,354-10.80%-11.13%-6.74%-7.28%-3.59%-11.89%-7.12%-6.62%-10.53%-11.99%-11.47%0.30%0.45%1.74%1.96%-1.23%
2002102.61%$881,1331.51%$992,671-1.76%$1,493,5248.76%3.92%2.57%1.62%-5.06%2.85%-1.23%-0.95%4.14%4.27%4.19%0.29%0.39%0.18%-0.09%-1.76%
2002116.26%$936,2513.20%$1,024,481-1.07%$1,477,4835.90%7.07%8.36%8.52%4.48%6.00%2.63%2.20%7.45%7.81%7.68%-0.11%-0.20%-0.90%-0.91%-1.07%
200212-3.10%$907,230-1.12%$1,013,0313.01%$1,521,964-5.97%-4.55%-4.29%-3.58%1.31%-2.57%0.67%1.23%-4.00%-2.98%-3.40%0.62%0.82%2.12%2.28%3.01%
20031-2.03%$888,812-1.25%$1,000,336-0.47%$1,514,751-2.62%-2.32%-2.23%-3.45%-2.52%-3.37%-0.27%0.27%-0.12%1.51%1.80%0.10%0.10%-0.18%-0.37%-0.47%
20032-1.65%$874,124-0.59%$994,423-1.43%$1,493,111-1.49%-2.93%-2.88%-4.11%1.80%-1.97%0.55%0.54%-1.59%-0.87%-1.06%0.29%0.40%1.72%1.47%-1.43%
20033-0.04%$873,7610.00%$994,469-0.08%$1,491,9090.92%-0.47%1.11%-0.21%2.40%-2.46%-0.41%-0.94%-1.61%-2.25%-0.89%0.15%0.17%-0.09%0.06%-0.08%
200349.12%$953,4465.52%$1,049,3911.77%$1,518,3578.28%9.20%9.28%10.56%3.79%10.95%8.21%9.52%13.38%13.15%12.97%0.21%0.30%0.63%0.36%1.77%
200357.73%$1,027,1745.22%$1,104,1317.60%$1,633,7675.29%6.69%11.51%11.72%5.51%7.57%9.23%10.06%7.35%7.45%7.50%0.22%0.40%2.31%2.26%7.60%
200362.79%$1,055,8691.73%$1,123,2731.55%$1,659,0131.30%1.08%4.51%3.65%2.08%3.22%4.51%5.64%3.84%4.41%4.30%0.11%0.12%-0.19%-0.11%1.55%
200373.87%$1,096,6991.77%$1,143,1283.19%$1,711,9091.70%2.52%7.38%7.04%5.12%4.50%3.43%4.06%2.00%2.31%1.99%-0.27%-0.59%-3.52%-2.76%3.19%
200383.59%$1,136,0372.27%$1,169,1072.39%$1,752,7831.93%3.55%4.73%5.14%0.70%2.59%5.14%5.54%4.51%6.59%6.00%0.09%0.00%-0.27%-0.18%2.39%
200391.09%$1,148,4211.35%$1,184,909-2.13%$1,715,515-1.13%-2.20%0.09%-0.78%3.44%3.84%5.70%5.64%4.40%4.89%3.82%0.49%0.94%3.20%2.75%-2.13%
2003106.77%$1,226,1304.10%$1,233,4713.50%$1,775,6245.77%6.69%8.94%10.00%1.35%7.85%5.39%5.71%7.63%8.88%8.62%-0.18%-0.40%-1.51%-1.27%3.50%
2003112.26%$1,253,8991.50%$1,252,0001.55%$1,803,1710.85%2.22%4.30%4.16%4.50%2.09%0.55%0.44%-1.00%1.13%1.98%0.02%0.00%-0.09%0.00%1.55%
2003125.94%$1,328,3714.19%$1,304,4902.20%$1,842,8675.14%6.83%2.77%5.33%2.92%7.47%5.66%6.27%10.51%12.03%9.93%0.39%0.48%0.81%0.83%2.20%
200413.28%$1,371,9242.14%$1,332,3961.17%$1,864,5201.84%1.69%5.78%4.89%4.11%2.53%5.59%6.10%1.85%2.75%2.97%0.10%0.20%0.66%0.76%1.17%
200422.25%$1,402,7431.66%$1,354,5173.23%$1,924,6661.35%2.58%0.50%1.41%1.77%2.99%2.98%3.07%4.39%6.47%4.22%0.26%0.50%1.21%1.04%3.23%
200431.03%$1,417,1560.89%$1,366,506-0.38%$1,917,448-1.45%-0.40%0.14%0.94%5.72%1.56%4.02%4.20%0.65%1.25%1.68%0.18%0.25%1.11%1.10%-0.38%
20044-4.16%$1,358,261-3.26%$1,321,964-0.82%$1,901,810-1.59%-1.69%-4.09%-3.17%-14.35%-3.01%-3.01%-3.52%-6.34%-7.05%-5.63%-0.37%-0.90%-3.01%-3.07%-0.82%
200450.79%$1,368,9940.33%$1,326,3170.32%$1,907,8251.38%0.57%0.00%0.38%7.22%0.96%-1.12%-0.99%-1.23%-2.95%-4.22%-0.08%-0.20%-0.75%-0.48%0.32%
200463.43%$1,415,9382.15%$1,354,7910.19%$1,911,4341.96%2.99%4.41%6.69%2.89%4.14%4.66%4.55%1.80%1.82%0.83%-0.09%-0.11%0.54%0.29%0.19%
20047-3.26%$1,369,747-1.80%$1,330,388-2.20%$1,869,332-3.35%-3.27%-7.47%-5.33%0.41%-3.69%-3.65%-3.48%-0.08%1.29%0.64%0.31%0.40%0.67%0.78%-2.20%
200481.17%$1,385,8031.19%$1,346,197-2.32%$1,826,0270.35%0.00%-1.52%-1.49%7.96%1.25%0.89%1.23%2.78%4.44%3.30%0.42%0.60%1.90%1.92%-2.32%
200492.92%$1,426,2671.80%$1,370,4382.17%$1,865,7231.09%3.08%5.01%4.93%-0.34%3.19%2.38%2.66%5.58%6.59%5.56%-0.07%-0.05%0.22%0.20%2.17%
2004102.38%$1,460,1831.64%$1,392,8990.32%$1,871,7371.49%1.17%1.84%0.96%5.40%3.83%3.21%3.26%2.79%3.12%2.45%0.24%0.20%0.75%0.66%0.32%
2004116.98%$1,562,0664.07%$1,449,5762.32%$1,915,1154.06%6.55%8.97%10.00%4.35%7.37%7.21%8.75%8.70%10.82%9.47%-0.23%-0.30%-1.02%-0.94%2.32%
2004124.42%$1,631,1562.95%$1,492,3771.19%$1,937,9053.38%3.99%4.58%3.62%5.01%4.98%4.71%5.16%6.40%6.43%5.30%0.21%0.15%0.54%0.69%1.19%
20051-2.25%$1,594,435-1.33%$1,472,508-0.98%$1,918,980-2.43%-2.49%-4.10%-3.57%-8.37%-1.04%2.37%2.79%0.79%1.64%2.78%0.10%0.00%-0.09%0.19%-0.98%
200523.34%$1,647,6741.86%$1,499,9612.24%$1,961,8772.17%3.02%0.83%2.70%3.14%3.95%4.43%4.74%7.46%9.11%6.33%0.05%-0.10%-0.66%-0.47%2.24%
20053-2.21%$1,611,210-1.43%$1,478,5710.45%$1,970,708-1.81%-0.26%-3.23%-1.95%-1.52%-2.50%-1.76%-0.94%-6.88%-7.31%-6.97%0.03%-0.06%-0.42%-0.47%0.45%
20054-2.71%$1,567,526-1.29%$1,459,517-0.45%$1,961,877-1.84%-3.44%-6.22%-7.28%5.67%-3.05%-2.39%-1.95%-2.41%-3.56%-3.68%0.41%0.51%1.06%1.34%-0.45%
200553.05%$1,615,2762.06%$1,489,6470.96%$1,980,8023.09%4.28%6.03%6.65%3.28%0.13%-1.70%-1.49%2.96%1.44%1.95%0.31%0.40%1.05%0.85%0.96%
200562.50%$1,655,7011.62%$1,513,8021.27%$2,006,0350.18%2.03%4.52%4.17%5.11%1.58%2.52%2.35%2.97%3.29%2.53%0.16%0.15%0.28%0.71%1.27%
200575.39%$1,744,9903.06%$1,560,0590.19%$2,009,8203.75%4.96%7.63%7.11%7.27%4.45%3.61%3.80%6.41%7.28%5.48%-0.02%-0.10%-1.04%-0.66%0.19%
20058-0.22%$1,741,2020.15%$1,562,4171.69%$2,043,884-0.93%-0.83%-1.39%-1.67%-3.73%3.30%4.41%3.90%0.61%1.59%0.65%0.44%0.51%1.05%0.95%1.69%
200591.95%$1,775,1251.05%$1,578,7561.48%$2,074,1640.80%1.54%0.61%0.80%0.47%2.79%2.39%2.34%7.92%8.02%6.56%0.09%-0.10%-0.71%-0.77%1.48%
200510-2.60%$1,728,966-1.64%$1,552,830-1.70%$2,038,838-1.66%-2.68%-2.81%-2.92%-2.26%-1.53%-1.98%-2.32%-5.02%-6.26%-4.88%0.18%0.10%-0.29%-0.38%-1.70%
2005113.98%$1,797,7302.53%$1,592,150-0.25%$2,033,7943.81%3.98%4.53%4.21%4.50%1.79%1.95%1.86%7.22%7.38%7.13%0.26%0.30%0.29%0.19%-0.25%
2005121.93%$1,832,4781.30%$1,612,8750.73%$2,048,6370.03%0.13%0.18%0.34%0.02%4.86%6.65%6.44%5.76%6.27%6.55%0.27%0.27%0.29%0.26%0.73%
200616.40%$1,949,6853.94%$1,676,3731.02%$2,069,5412.66%4.74%9.14%8.82%7.68%6.81%6.91%7.33%9.52%9.56%9.65%0.30%0.31%0.29%0.10%1.02%
200620.27%$1,954,9390.26%$1,680,7670.76%$2,085,2200.20%-0.35%0.25%-0.35%1.89%0.93%-0.63%0.21%-0.31%0.38%1.05%0.31%0.31%0.19%0.20%0.76%
200633.32%$2,019,9002.09%$1,715,847-0.13%$2,082,6071.26%1.76%4.55%6.09%5.18%4.21%4.61%4.77%1.36%3.38%1.83%0.39%0.13%0.25%-0.29%-0.13%
200642.21%$2,064,6111.49%$1,741,4321.19%$2,107,4311.38%2.82%-0.41%0.98%-3.78%5.03%4.73%4.15%5.96%8.72%8.12%0.33%0.30%0.39%0.20%1.19%
20065-4.36%$1,974,663-2.57%$1,696,6960.00%$2,107,431-2.92%-1.86%-5.89%-4.39%-2.99%-4.04%-5.04%-4.80%-11.57%-10.84%-10.53%0.41%0.51%0.29%0.49%0.00%
200660.20%$1,978,6290.24%$1,700,8020.00%$2,107,4310.20%0.87%-0.89%0.05%5.53%-0.69%-1.92%-1.86%-0.15%-0.91%-4.41%0.35%0.30%0.39%0.19%0.00%
20067-0.24%$1,973,9170.05%$1,701,5960.43%$2,116,5760.60%-1.45%-3.45%-3.75%3.43%1.55%-1.08%-0.36%1.83%2.36%2.30%0.43%0.50%0.39%0.68%0.43%
200682.53%$2,023,7971.77%$1,731,698-0.12%$2,113,9632.40%1.61%2.78%1.95%3.52%3.40%2.65%2.55%3.13%1.82%3.47%0.43%0.50%0.48%0.87%-0.12%
200691.86%$2,061,5181.31%$1,754,4170.06%$2,115,2702.52%2.76%0.56%1.19%2.00%1.40%0.74%0.95%1.35%2.03%2.77%0.46%0.40%0.45%0.38%0.06%
2006104.73%$2,158,9943.09%$1,808,5800.12%$2,117,8833.25%3.96%5.45%5.43%6.27%4.42%3.97%4.39%5.94%6.94%7.54%0.45%0.30%0.48%0.38%0.12%
2006113.31%$2,230,4892.24%$1,849,048-0.06%$2,116,5811.85%1.89%2.25%3.03%4.75%3.27%4.52%4.83%6.37%7.24%7.61%0.36%0.49%0.38%0.38%-0.06%
2006121.92%$2,273,4161.36%$1,874,1860.19%$2,120,6161.44%2.01%1.61%1.38%-2.13%3.89%3.64%3.75%4.03%3.57%4.54%0.45%0.33%0.43%0.26%0.19%
200712.71%$2,335,0121.80%$1,907,933-0.45%$2,111,1241.53%2.89%1.15%2.20%8.66%1.86%2.80%2.67%1.45%1.54%1.88%0.49%0.39%0.39%0.47%-0.45%
20072-0.85%$2,315,196-0.35%$1,901,3391.09%$2,134,175-1.95%-1.50%-0.50%-0.23%-2.33%-0.08%1.41%1.81%-1.58%0.56%0.89%0.35%0.49%0.39%0.47%1.09%
200731.49%$2,349,7361.07%$1,921,6630.95%$2,154,5131.06%0.66%1.02%1.09%-2.48%3.21%3.74%4.35%4.56%5.21%4.43%0.49%0.39%0.45%0.38%0.95%
200743.63%$2,435,0202.34%$1,966,637-0.38%$2,146,3784.50%4.24%1.50%1.81%-0.09%5.02%3.31%2.97%6.34%7.97%7.64%0.41%0.39%0.39%0.28%-0.38%
200753.51%$2,520,4042.30%$2,011,904-1.64%$2,111,1243.44%4.10%3.15%3.65%0.00%3.41%2.04%1.91%6.69%7.60%7.93%0.44%0.39%0.48%0.28%-1.64%
20076-1.52%$2,482,030-0.81%$1,995,6361.80%$2,149,089-1.61%-1.62%-0.33%-1.55%-9.38%-0.73%-0.16%-0.42%1.63%2.84%2.99%0.42%0.39%0.36%0.25%1.80%
20077-3.74%$2,389,217-2.12%$1,953,2562.27%$2,197,901-3.14%-6.21%-6.51%-7.64%-7.87%-2.79%0.05%-0.25%2.37%4.74%4.86%0.41%0.39%0.48%0.56%2.27%
20078-0.49%$2,377,446-0.10%$1,951,3971.30%$2,226,3751.49%-1.91%1.16%-0.76%6.05%-1.16%-3.86%-4.10%-1.75%-3.23%-4.17%0.45%0.48%0.38%0.74%1.30%
200793.45%$2,459,5502.23%$1,994,881-0.49%$2,215,5283.75%2.58%1.48%-0.28%3.91%5.20%2.20%2.08%8.81%9.01%6.87%0.33%0.44%0.35%0.36%-0.49%
2007102.99%$2,533,0732.02%$2,035,174-1.16%$2,189,7661.59%0.54%1.70%1.11%1.13%4.82%5.40%3.94%10.92%10.97%7.50%0.49%0.58%0.39%0.56%-1.16%
200711-6.77%$2,361,642-4.04%$1,952,8731.12%$2,214,281-4.20%-5.60%-8.42%-8.72%-10.20%-6.08%-7.31%-8.12%-6.53%-7.30%-8.02%0.32%0.29%0.38%0.28%1.12%
200712-1.32%$2,330,527-0.60%$1,941,064-0.24%$2,208,922-0.63%-0.32%-0.06%-1.20%-5.86%-2.18%-3.34%-3.12%-0.41%-0.16%1.19%0.44%0.51%0.41%0.47%-0.24%
20081-5.69%$2,197,981-3.25%$1,877,998-1.28%$2,180,548-6.01%-3.84%-7.65%-3.94%0.04%-8.10%-7.61%-6.60%-8.74%-9.96%-12.06%0.39%0.39%0.29%0.56%-1.28%
20082-1.86%$2,157,191-0.89%$1,861,3001.63%$2,216,015-3.24%-3.09%-3.14%-2.84%-3.80%-1.30%2.53%2.19%3.17%3.99%2.89%0.27%0.19%1.06%0.37%1.63%
200830.30%$2,163,5830.25%$1,866,036-0.19%$2,211,759-0.38%-0.93%0.31%0.84%6.29%1.20%0.13%0.93%-3.12%-3.36%-4.74%0.19%0.10%0.41%0.09%-0.19%
200844.51%$2,261,0742.36%$1,910,006-1.60%$2,176,2924.83%6.27%2.07%1.66%5.90%4.44%2.13%1.70%7.11%7.71%6.12%0.15%0.29%-2.10%-0.74%-1.60%
200851.81%$2,301,8940.98%$1,928,7561.83%$2,216,0151.29%2.38%3.98%4.14%0.20%0.04%2.64%2.20%0.58%0.85%-0.64%0.21%0.19%-0.98%-0.28%1.83%
20086-9.82%$2,075,862-5.72%$1,818,4870.70%$2,231,621-8.39%-10.96%-9.05%-10.10%-10.98%-9.93%-7.40%-8.74%-10.29%-11.63%-11.52%0.31%0.27%0.53%0.28%0.70%
20087-0.33%$2,069,0350.00%$1,818,5071.46%$2,264,251-0.80%-1.12%4.48%2.07%2.90%-2.83%-4.81%-4.44%-1.33%-1.96%-1.57%0.23%0.29%0.69%0.56%1.46%
200880.33%$2,075,8120.41%$1,825,8961.63%$2,301,1371.41%1.96%3.38%4.15%2.47%-4.22%-3.94%-3.22%-5.96%-8.57%-6.04%0.23%0.29%0.98%0.56%1.63%
20089-9.00%$1,888,951-5.22%$1,730,5420.31%$2,308,231-8.81%-9.00%-7.37%-6.89%-0.21%-11.67%-15.16%-14.39%-13.95%-17.25%-18.06%-0.44%-0.32%0.81%-1.03%0.31%
200810-23.03%$1,453,948-12.21%$1,519,260-5.41%$2,183,385-16.72%-22.53%-20.71%-22.14%-31.53%-25.09%-23.42%-21.76%-26.35%-31.05%-30.34%0.69%0.68%1.16%0.56%-5.41%
200811-10.52%$1,301,002-4.27%$1,454,437-9.57%$1,974,438-7.09%-9.81%-12.84%-12.99%-23.14%-6.14%-5.16%-5.55%-9.09%-7.59%-6.12%0.71%0.68%2.97%1.50%-9.57%
2008126.07%$1,380,0143.53%$1,505,8181.79%$2,009,7281.09%3.25%5.66%5.25%17.07%7.48%8.21%9.09%7.79%12.21%14.08%1.04%0.97%2.33%1.55%1.79%
20091-11.43%$1,222,227-6.97%$1,400,8680.25%$2,014,658-8.33%-11.86%-11.91%-14.28%-17.75%-13.77%-7.90%-8.43%-7.65%-9.03%-7.69%0.10%0.00%-1.01%-0.18%0.25%
20092-12.44%$1,070,203-7.13%$1,301,0542.04%$2,055,740-10.63%-14.04%-13.11%-12.71%-20.97%-12.28%-9.11%-10.99%-6.56%-8.50%-6.14%-0.10%0.00%0.00%-0.09%2.04%
200939.43%$1,171,1675.32%$1,370,2484.64%$2,151,0508.77%9.83%9.58%10.40%3.54%10.86%6.62%6.52%14.45%17.30%13.76%0.37%0.29%1.03%0.37%4.64%
2009416.77%$1,367,6029.52%$1,500,7241.99%$2,193,7759.57%16.18%17.39%19.66%31.30%18.36%13.25%16.21%14.77%19.66%20.25%0.30%0.39%-0.09%0.64%1.99%
200958.93%$1,489,7895.43%$1,582,161-3.15%$2,124,7585.68%7.67%3.43%3.22%2.60%14.87%14.89%13.77%17.04%22.50%22.91%0.38%0.39%0.00%0.18%-3.15%
20096-0.40%$1,483,778-0.14%$1,579,9430.46%$2,134,6170.13%-1.21%2.76%0.35%-3.10%-1.50%1.05%-0.33%-0.88%-1.23%-0.50%0.27%0.19%0.06%0.61%0.46%
2009710.13%$1,634,0706.35%$1,680,2581.54%$2,167,4837.61%9.43%9.82%13.44%10.49%11.83%7.50%9.31%11.40%13.41%12.68%0.07%0.10%0.28%0.82%1.54%
200985.35%$1,721,5243.60%$1,740,815-2.27%$2,118,1853.60%6.80%2.73%5.14%13.53%5.68%6.35%8.66%0.34%0.74%1.19%0.32%0.29%0.65%0.90%-2.27%
200995.49%$1,815,9823.71%$1,805,3270.62%$2,131,3313.75%4.35%5.76%6.33%6.69%5.14%5.32%4.71%8.76%9.23%8.34%0.20%0.25%0.61%0.67%0.62%
200910-3.91%$1,745,051-2.49%$1,760,402-0.08%$2,129,688-1.92%-4.30%-7.27%-7.53%-4.56%-4.02%-1.82%-3.62%-2.10%-2.36%-0.11%0.07%0.10%0.28%0.54%-0.08%
2009114.47%$1,823,1073.17%$1,816,160-1.47%$2,098,4656.00%5.63%1.78%3.11%6.87%2.92%1.36%0.54%5.95%6.37%5.85%0.27%0.39%1.10%1.24%-1.47%
2009123.91%$1,894,4392.26%$1,857,1520.21%$2,102,8691.93%2.70%8.69%7.92%6.87%1.17%0.97%1.17%3.58%4.95%5.51%-0.35%-0.33%-1.42%-1.54%0.21%
20101-3.57%$1,826,718-1.86%$1,822,6830.16%$2,106,160-3.54%-2.34%-2.94%-3.16%-5.22%-5.81%-1.55%-1.92%-5.48%-5.69%-4.43%0.29%0.39%0.93%1.27%0.16%
201023.19%$1,885,0692.03%$1,859,6690.08%$2,107,8063.08%4.32%4.39%6.15%5.51%0.31%-0.14%-0.95%1.21%0.78%1.72%0.14%0.20%0.46%0.63%0.08%
201037.90%$2,034,0114.66%$1,946,374-0.55%$2,096,2886.06%7.80%8.08%8.86%10.17%7.97%7.14%8.12%8.34%8.80%8.54%-0.04%0.01%-0.38%-0.07%-0.55%
201043.32%$2,101,6142.18%$1,988,825-0.31%$2,089,7061.52%3.16%7.27%8.11%7.03%-1.73%1.54%1.26%0.57%0.65%1.61%0.06%0.10%0.56%0.71%-0.31%
20105-8.96%$1,913,399-5.42%$1,880,9674.09%$2,175,269-8.02%-8.56%-7.42%-9.90%-5.34%-11.77%-11.83%-13.46%-9.33%-10.48%-10.09%0.05%0.10%0.74%0.62%4.09%
20106-5.15%$1,814,863-2.85%$1,827,2781.74%$2,213,114-5.23%-7.56%-7.24%-10.14%-5.18%-1.74%-0.23%-2.01%0.15%0.62%2.65%0.24%0.29%1.06%0.66%1.74%
201078.61%$1,971,1135.32%$1,924,507-2.75%$2,152,2327.01%7.82%7.14%8.69%9.87%12.47%9.14%9.73%8.78%9.25%9.18%0.16%0.29%0.82%1.50%-2.75%
20108-4.84%$1,875,782-2.72%$1,872,1722.45%$2,204,886-4.48%-6.11%-7.98%-8.38%-1.26%-4.94%-2.98%-4.67%-2.34%-1.81%0.48%0.15%0.19%0.36%1.22%2.45%
201099.97%$2,062,7175.95%$1,983,655-0.30%$2,198,3058.89%9.80%12.16%12.93%4.33%10.71%11.00%11.23%11.34%12.01%12.11%0.05%0.09%0.27%0.37%-0.30%
2010103.88%$2,142,8332.54%$2,034,030-2.25%$2,148,9423.78%3.68%4.34%4.17%4.68%3.55%3.93%3.13%2.97%3.42%3.99%0.15%0.10%0.72%0.69%-2.25%
201011-0.52%$2,131,616-0.51%$2,023,690-0.38%$2,140,7140.00%-0.75%4.24%4.49%-1.98%-5.11%-2.79%-2.85%-2.23%-3.25%-2.72%-0.14%-0.10%-0.63%-1.03%-0.38%
2010128.25%$2,307,4564.94%$2,123,595-5.32%$2,026,8016.68%9.72%8.19%9.18%4.68%9.37%10.92%12.32%8.09%8.31%5.75%0.04%0.07%-0.54%-1.35%-5.32%
201111.65%$2,345,6301.05%$2,145,872-2.52%$1,975,6772.42%3.23%-1.09%0.31%3.53%4.24%1.22%2.09%-2.61%-3.13%-4.24%0.10%0.10%0.09%0.28%-2.52%
201123.88%$2,436,5672.32%$2,195,559-0.33%$1,969,0813.35%5.39%5.87%6.28%4.53%3.29%3.05%2.90%-0.74%-1.68%-2.95%0.03%0.00%-0.19%-0.09%-0.33%
201130.73%$2,454,3850.48%$2,206,2030.17%$1,972,3790.12%0.45%3.25%2.05%-1.50%-2.76%-0.16%0.50%5.53%5.75%5.55%0.06%0.10%0.13%0.09%0.17%
201143.33%$2,536,1392.29%$2,256,7691.00%$1,992,1692.87%2.51%1.68%1.26%5.79%5.32%4.75%4.30%3.48%3.57%5.25%0.23%0.20%0.84%1.28%1.00%
20115-1.82%$2,489,876-0.91%$2,236,2651.49%$2,021,853-1.12%-1.42%-1.92%-3.12%1.36%-3.61%-2.78%-3.43%-2.78%-3.82%-2.29%0.14%0.20%0.83%1.18%1.49%
20116-1.92%$2,442,052-1.20%$2,209,4940.16%$2,025,152-1.70%-1.82%-2.16%-1.81%-3.29%-1.40%-2.03%-2.18%-1.22%-2.05%-0.81%-0.05%0.00%-0.12%0.00%0.16%
20117-2.19%$2,388,642-1.09%$2,185,401-0.98%$2,005,362-2.02%-4.57%-2.69%-2.88%1.64%-3.23%-0.96%-1.92%-0.81%-0.85%1.13%0.14%0.10%0.64%1.61%-0.98%
20118-8.09%$2,195,502-4.71%$2,082,3993.78%$2,081,223-5.39%-8.46%-8.93%-10.58%-5.38%-10.72%-7.84%-9.51%-8.12%-10.15%-9.51%0.04%0.20%0.73%0.70%3.78%
20119-10.77%$1,959,097-6.31%$1,951,0094.36%$2,171,926-7.08%-10.10%-10.58%-12.58%-10.98%-10.94%-11.82%-11.80%-15.14%-17.95%-17.79%-0.06%-0.03%-0.11%-0.19%4.36%
20111012.46%$2,203,1766.95%$2,086,682-4.25%$2,079,57310.99%13.81%15.43%15.82%14.42%9.56%7.64%7.61%12.44%13.14%11.02%0.05%0.00%0.09%0.27%-4.25%
201111-1.79%$2,163,808-1.20%$2,061,6521.43%$2,109,258-0.30%-0.83%-0.60%-0.68%-3.78%-3.29%-3.16%-3.23%-3.49%-5.07%-4.89%-0.06%-0.10%0.18%-1.50%1.43%
2011120.33%$2,171,0190.30%$2,067,939-2.33%$2,060,0971.08%0.79%0.86%1.01%4.59%-2.67%-2.91%-2.66%-2.95%-3.59%-2.65%-0.03%0.02%0.23%0.83%-2.33%
201216.74%$2,317,3444.24%$2,155,622-2.49%$2,008,7194.44%4.96%6.96%7.43%6.32%6.72%8.53%10.01%10.73%13.87%11.27%0.29%0.20%0.46%1.01%-2.49%
201224.16%$2,413,6542.57%$2,210,946-3.30%$1,942,4254.26%5.77%1.91%3.18%-1.06%5.15%5.06%5.96%5.40%6.09%8.17%0.04%0.10%-0.18%0.18%-3.30%
201231.64%$2,453,2871.07%$2,234,624-1.02%$1,922,5363.35%1.83%2.98%2.30%5.15%-0.78%0.39%0.13%-2.63%-4.30%-2.61%0.05%0.10%0.07%0.27%-1.02%
20124-1.38%$2,419,494-0.77%$2,217,323-0.86%$1,905,963-0.63%-2.09%-1.42%-1.60%2.86%-3.60%-1.20%-2.78%-1.81%-3.27%-2.39%0.14%0.10%0.37%0.36%-0.86%
20125-7.96%$2,226,882-4.91%$2,108,4692.78%$1,958,998-6.07%-7.10%-6.97%-7.12%-4.57%-12.35%-11.64%-12.72%-10.78%-11.06%-9.17%-0.05%0.00%0.00%0.63%2.78%
201264.98%$2,337,7683.05%$2,172,792-2.79%$1,904,3054.13%5.37%5.12%4.38%5.64%7.04%3.91%4.93%4.89%4.52%3.83%0.14%0.11%0.15%0.06%-2.79%
201270.46%$2,348,5840.48%$2,183,121-1.48%$1,876,1301.40%0.97%-0.91%-0.24%1.97%-0.41%-0.28%-0.29%0.81%-0.63%-1.26%0.15%0.20%0.37%1.26%-1.48%
201282.84%$2,415,3591.82%$2,222,908-1.94%$1,839,6682.20%3.95%3.12%4.21%-0.15%4.08%3.47%3.67%0.60%1.39%2.60%0.04%0.10%0.28%0.35%-1.94%
201293.16%$2,491,6631.98%$2,266,911-1.80%$1,806,5212.58%3.65%4.19%3.31%-1.87%3.55%4.17%4.67%5.58%6.43%5.85%0.05%0.02%-0.05%0.16%-1.80%
201210-0.56%$2,477,817-0.34%$2,259,2700.83%$1,821,437-1.85%0.27%-2.05%-0.82%-0.77%1.29%0.66%0.93%-0.57%-1.29%-0.39%0.04%0.00%0.00%0.09%0.83%
2012110.81%$2,497,9680.57%$2,272,2250.55%$1,831,3810.63%0.22%0.94%1.84%-0.35%1.53%0.85%1.39%1.30%1.10%1.72%0.04%0.10%0.18%0.35%0.55%
2012123.57%$2,587,1892.24%$2,323,060-1.70%$1,800,1900.85%3.03%3.80%3.72%3.66%4.92%4.91%6.24%5.81%7.31%6.15%0.02%0.01%-0.07%-0.03%-1.70%
201315.08%$2,718,5583.00%$2,392,802-2.15%$1,761,5305.17%6.94%5.68%6.56%3.53%4.64%4.39%5.13%0.51%1.61%1.84%0.10%0.00%-0.09%-0.45%-2.15%
201320.61%$2,735,1800.46%$2,403,923-0.57%$1,751,4451.36%1.27%1.10%1.75%1.10%-2.99%-0.06%0.60%-1.19%-1.68%1.02%0.02%0.10%0.19%0.63%-0.57%
201333.15%$2,821,2621.96%$2,451,1020.29%$1,756,4883.76%4.81%4.87%4.91%2.76%0.29%1.82%2.04%-1.45%-0.86%-0.47%0.03%0.10%0.04%0.18%0.29%
201341.93%$2,875,7191.29%$2,482,660-0.77%$1,743,0411.94%1.00%-0.79%-1.11%6.75%4.92%2.66%2.84%1.08%0.88%2.03%0.04%0.10%0.28%0.54%-0.77%
201351.22%$2,910,8440.60%$2,497,599-0.19%$1,739,6792.30%4.13%5.18%5.39%-5.96%-1.24%-2.19%-1.97%-3.27%-2.85%-1.45%-0.07%-0.10%-0.65%-0.89%-0.19%
20136-2.02%$2,852,138-1.46%$2,461,2361.35%$1,763,211-1.30%-1.15%0.46%-0.70%-1.87%-3.53%-2.65%-3.04%-6.30%-8.42%-8.65%0.03%-0.10%-0.74%-1.23%1.35%
201375.38%$3,005,5993.47%$2,546,541-1.43%$1,737,9995.05%6.00%7.41%7.34%0.87%6.83%6.62%7.46%1.43%1.94%0.46%0.03%0.10%0.38%0.64%-1.43%
20138-3.11%$2,912,038-2.07%$2,493,8670.29%$1,743,041-2.93%-2.99%-3.48%-4.17%-7.04%-0.74%-0.34%-1.23%-2.38%-2.13%-4.18%0.03%0.00%-0.47%-0.54%0.29%
201395.08%$3,059,8443.35%$2,577,422-1.25%$1,721,1903.15%2.95%7.05%5.24%3.12%7.54%8.24%9.69%7.13%7.39%7.30%0.13%0.10%0.66%0.82%-1.25%
2013104.20%$3,188,3232.78%$2,649,076-0.88%$1,706,0624.60%5.05%3.48%3.51%4.20%3.46%3.41%4.18%4.53%4.53%3.84%0.04%0.10%0.28%0.63%-0.88%
2013112.12%$3,255,8251.42%$2,686,571-0.39%$1,699,3393.03%4.17%5.55%5.08%-5.33%0.36%0.46%0.15%-1.52%-2.42%-1.42%0.02%0.10%0.19%0.18%-0.39%
2013122.07%$3,323,3581.23%$2,719,537-1.08%$1,680,9672.55%2.64%1.89%2.72%0.32%2.17%2.73%3.33%-1.06%-0.98%-0.83%-0.05%-0.04%-0.50%-0.88%-1.08%
20141-3.14%$3,219,042-1.71%$2,673,1450.81%$1,694,565-3.50%-3.95%-4.43%-5.14%4.24%-3.68%-1.77%-1.38%-6.97%-6.99%-4.28%0.10%0.10%0.47%1.11%0.81%
201424.66%$3,369,0372.79%$2,747,840-0.30%$1,689,4664.63%3.36%4.21%5.45%5.07%5.71%6.25%6.88%3.60%2.22%4.42%0.11%0.00%0.09%0.18%-0.30%
201431.22%$3,410,0640.66%$2,766,0070.60%$1,699,6640.81%2.34%0.97%1.19%0.65%-0.72%-0.15%0.65%3.48%4.46%3.43%-0.07%0.01%-0.17%-0.49%0.60%
201440.36%$3,422,2240.30%$2,774,331-0.90%$1,684,3670.74%0.66%-3.41%-1.93%3.62%1.67%0.05%-0.42%0.58%0.66%0.82%0.02%0.10%0.19%0.55%-0.90%
201451.78%$3,482,9971.21%$2,807,811-1.51%$1,658,8722.28%2.17%0.10%0.83%2.37%1.10%0.65%0.79%3.38%4.06%3.39%0.12%0.10%0.37%0.73%-1.51%
201462.45%$3,568,4991.46%$2,848,810-0.20%$1,655,4722.06%2.72%4.34%4.44%1.04%1.21%1.85%1.57%2.75%2.61%2.57%-0.07%-0.06%-0.11%-0.12%-0.20%
20147-1.98%$3,497,886-1.27%$2,812,662-0.92%$1,640,175-1.36%-0.74%-5.84%-5.76%0.07%-2.23%-3.18%-3.51%1.16%1.87%0.23%0.02%-0.10%-0.19%-0.27%-0.92%
201483.08%$3,605,5751.97%$2,868,150-1.24%$1,619,7794.00%3.17%4.54%5.83%2.84%0.00%0.66%0.66%3.09%2.24%3.06%0.02%0.10%0.19%0.64%-1.24%
20149-4.34%$3,449,176-2.73%$2,789,943-1.36%$1,597,684-1.42%-2.49%-5.69%-6.98%-6.01%-4.38%-6.08%-5.82%-7.39%-8.20%-4.98%0.03%0.00%-0.08%-0.45%-1.36%
2014102.47%$3,534,1991.63%$2,835,357-1.91%$1,567,0902.44%0.78%6.52%4.61%10.37%-1.70%-2.04%-2.20%1.06%-0.07%-0.88%0.03%0.20%0.38%0.73%-1.91%
2014110.74%$3,560,5020.57%$2,851,660-1.41%$1,544,9942.70%1.16%-0.75%-0.28%2.08%0.00%-0.99%-0.72%-1.01%-1.69%-1.17%0.12%0.10%0.37%0.63%-1.41%
2014120.01%$3,560,787-0.09%$2,849,055-0.45%$1,538,111-0.31%0.74%3.37%2.29%1.83%-3.75%-1.26%-1.10%-4.52%-4.65%-3.08%-0.17%-0.17%-0.26%-0.38%-0.45%
20151-1.98%$3,490,400-0.88%$2,824,0483.34%$1,589,495-3.02%-4.97%-4.90%-4.95%6.89%-0.68%-0.82%-0.65%0.64%-0.82%1.61%0.19%0.30%0.94%1.65%3.34%
201525.00%$3,664,8752.84%$2,904,159-3.66%$1,531,2595.79%7.06%6.03%5.90%-3.71%7.13%6.41%7.47%3.02%3.56%2.57%0.02%-0.10%-0.47%-0.72%-3.66%
20153-0.70%$3,639,073-0.32%$2,894,9270.34%$1,536,398-1.59%-1.92%2.29%1.78%1.77%-2.13%-1.56%-1.96%-2.12%-2.84%-0.77%0.03%0.10%0.51%0.45%0.34%
201541.53%$3,694,6170.93%$2,921,944-2.45%$1,498,7160.92%2.04%-1.95%-1.34%-5.88%5.50%5.61%5.03%6.65%9.96%7.10%0.03%0.00%0.00%0.09%-2.45%
201550.53%$3,714,1190.34%$2,931,952-0.57%$1,490,1521.28%1.07%1.38%1.36%-0.25%0.05%1.18%1.56%-4.02%-4.46%-1.41%0.03%0.10%0.09%0.00%-0.57%
20156-1.72%$3,650,234-1.10%$2,899,8120.00%$1,490,152-1.91%-1.62%1.63%0.05%-4.38%-2.91%-1.52%-1.39%-2.44%-3.19%-3.43%0.03%0.02%-0.06%-0.50%0.00%
20157-0.61%$3,627,963-0.31%$2,890,802-2.99%$1,445,6182.09%-0.26%-2.44%-3.67%5.74%-0.97%-0.65%-1.23%-6.45%-8.03%-6.11%0.03%0.00%0.19%0.36%-2.99%
20158-5.94%$3,412,409-3.60%$2,786,6105.33%$1,522,695-6.02%-6.08%-4.43%-4.04%-6.08%-7.48%-4.19%-4.27%-8.28%-9.07%-9.81%-0.06%0.00%-0.09%-0.09%5.33%
20159-2.98%$3,310,775-1.57%$2,742,897-0.11%$1,520,982-2.47%-3.23%-4.31%-4.51%3.17%-6.84%-3.32%-3.99%-2.72%-3.34%-0.16%0.14%0.20%0.61%0.82%-0.11%
2015106.87%$3,538,2853.96%$2,851,429-6.53%$1,421,6398.38%8.16%6.03%5.28%5.73%7.63%5.02%5.25%6.03%6.21%5.53%0.04%0.00%-0.19%-0.09%-6.53%
2015110.24%$3,546,7720.05%$2,852,948-2.53%$1,385,6700.37%0.36%2.84%3.17%-0.54%-1.30%0.11%-0.77%-3.47%-3.92%-2.05%-0.13%-0.20%-0.37%-0.18%-2.53%
201512-2.38%$3,462,363-1.49%$2,810,5641.68%$1,408,981-1.60%-3.13%-4.90%-6.20%1.89%-3.19%0.13%-0.39%-2.76%-3.01%-0.92%-0.05%-0.10%-0.17%-0.33%1.68%
20161-6.12%$3,250,595-3.37%$2,715,7605.01%$1,479,603-5.01%-6.81%-6.80%-7.18%-3.38%-7.86%-6.51%-7.39%-4.26%-5.64%-5.97%0.24%0.40%1.13%1.19%5.01%
20162-0.19%$3,244,352-0.05%$2,714,3960.93%$1,493,382-0.07%0.17%1.10%1.17%-0.34%-3.18%-0.62%-0.87%-0.61%0.62%-0.42%0.04%0.00%0.28%0.27%0.93%
201638.32%$3,514,2094.99%$2,849,975-5.42%$1,412,4266.75%7.26%7.08%8.77%10.32%7.55%8.04%8.04%13.19%14.69%12.31%0.17%0.20%0.25%0.84%-5.42%
201641.58%$3,569,8570.97%$2,877,504-0.61%$1,403,8140.37%2.71%1.08%1.80%-2.50%4.83%2.33%3.41%0.59%2.71%2.50%0.05%0.10%-0.09%0.09%-0.61%
201650.29%$3,580,2540.14%$2,881,408-2.33%$1,371,0871.80%1.33%1.07%0.47%2.21%-1.87%0.57%-0.79%-3.94%-6.50%-4.18%-0.04%0.00%-0.19%-0.18%-2.33%
201660.33%$3,592,1630.49%$2,895,551-0.38%$1,365,9190.22%-0.10%-0.17%-1.16%7.04%-3.67%-3.93%-5.61%5.29%5.47%5.53%0.35%0.30%0.99%1.28%-0.38%
201674.51%$3,754,0972.75%$2,975,095-2.52%$1,331,4703.72%3.44%5.02%4.85%4.26%4.50%5.77%7.20%5.12%6.29%5.81%-0.04%0.00%0.00%0.27%-2.52%
201680.60%$3,776,4470.27%$2,983,266-0.39%$1,326,3030.12%1.16%1.59%1.74%-3.38%2.63%-0.06%0.37%1.19%1.82%0.60%-0.03%0.00%-0.46%-0.45%-0.39%
201690.64%$3,800,5960.44%$2,996,329-1.17%$1,310,8000.05%0.48%0.72%1.21%-1.88%1.17%2.95%2.74%1.25%1.38%1.63%0.06%0.00%0.22%0.18%-1.17%
201610-1.96%$3,726,146-1.25%$2,958,9900.39%$1,315,968-1.83%-1.72%-3.53%-3.14%-5.82%1.24%-2.63%-0.82%0.21%2.18%-0.39%0.07%0.10%-0.19%-0.36%0.39%
2016114.28%$3,885,7542.37%$3,028,983-2.62%$1,281,5183.66%7.85%13.19%14.87%-1.81%0.49%-1.80%-0.57%-5.22%-3.50%-6.08%-0.12%-0.20%-0.93%-1.43%-2.62%
2016122.75%$3,992,5151.74%$3,081,633-2.69%$1,247,0691.98%2.49%4.06%3.41%4.64%3.29%2.44%3.15%0.00%0.44%0.57%0.08%0.04%-0.01%0.11%-2.69%
201711.91%$4,068,9131.22%$3,119,244-1.25%$1,231,5241.90%1.45%-1.44%-0.53%-0.14%4.30%4.17%4.31%5.98%6.30%5.82%0.16%0.10%0.19%0.28%-1.25%
201722.37%$4,165,2131.50%$3,166,104-3.23%$1,191,7974.00%3.01%0.68%0.32%3.34%-0.69%1.61%1.31%3.32%4.56%5.25%0.07%0.20%0.09%0.37%-3.23%
201730.27%$4,176,5750.21%$3,172,7840.00%$1,191,7970.08%-0.93%0.17%-1.14%-2.32%2.27%2.41%1.94%3.21%2.74%3.10%0.09%0.08%0.17%0.12%0.00%
201741.13%$4,223,6880.81%$3,198,345-1.45%$1,174,5251.03%0.66%1.59%0.46%0.09%1.41%3.26%2.54%1.91%0.73%1.27%0.08%0.20%0.28%0.64%-1.45%
201750.20%$4,232,2290.20%$3,204,620-1.91%$1,152,0711.40%-0.11%-2.99%-3.51%-0.49%1.73%2.95%1.86%2.98%1.81%0.37%0.09%0.10%0.19%0.36%-1.91%
201761.55%$4,297,8410.92%$3,234,1700.15%$1,153,7980.60%1.65%3.72%2.59%2.10%1.06%1.01%1.81%0.93%0.26%0.62%0.10%0.02%-0.18%-0.21%0.15%
201772.39%$4,400,5501.57%$3,284,965-1.95%$1,131,3442.07%1.68%0.47%0.77%1.26%4.68%3.50%3.77%5.28%5.35%4.19%0.10%0.20%0.28%0.46%-1.95%
20178-0.25%$4,389,692-0.04%$3,283,799-0.76%$1,122,7080.26%-0.94%-2.16%-2.55%0.11%-0.11%0.53%0.49%2.07%2.50%2.30%0.11%0.20%0.38%0.55%-0.76%
201793.16%$4,528,5841.88%$3,345,465-1.38%$1,107,1622.08%3.85%8.39%7.92%-0.32%3.57%2.81%3.18%-0.98%-2.24%-0.49%0.08%-0.10%-0.37%-0.45%-1.38%
2017101.54%$4,598,5480.98%$3,378,199-1.56%$1,089,8902.35%1.44%1.11%0.96%-0.54%1.79%1.03%0.86%3.39%3.55%2.85%0.01%0.10%-0.19%0.18%-1.56%
2017112.25%$4,701,9421.36%$3,424,2700.79%$1,098,5263.04%3.55%2.64%2.12%2.80%0.95%0.79%0.09%0.30%0.49%1.53%-0.02%-0.10%-0.28%-0.18%0.79%
2017121.55%$4,774,6530.96%$3,457,263-0.92%$1,088,4041.09%2.31%-1.03%0.03%-0.18%2.60%2.73%2.86%3.38%3.70%3.99%0.05%-0.08%-0.05%-0.14%-0.92%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1Portfolio 2
Large-cap Value23.42%17.01%
Large-cap Growth0.00%3.26%
Mid-cap Value13.55%6.98%
Mid-cap Growth3.54%2.90%
Small-cap Value23.63%13.21%
Small-cap Growth0.00%0.00%
Global ex-US Developed Markets24.71%13.79%
Emerging Markets11.14%6.10%
Corporate Bonds0.00%6.97%
Long-Term Treasuries0.00%0.00%
Intermediate-Term Treasuries0.00%0.00%
Short-Term Treasuries0.00%29.78%
R Squared98.67%98.78%
Style analysis is based on monthly returns from April 2005 to December 2017 and uses total portfolio return with monthly rebalancing. Returns based style analysis aims to explain the portfolio returns based on asset class exposures, it does not identify the actual portfolio holdings.

Holdings Based Style Analysis for Portfolio 1

Holdings Based Style Analysis for Portfolio 1
TickerNameCategoryWeightYieldFeesP/EReturn ContributionRisk Contribution
DFUSXDFA US Large Company ILarge Blend20.00%1.25%0.08%25.67$656,42616.30%
DFLVXDFA US Large Cap Value ILarge Value20.00%1.53%0.22%15.33$795,81520.03%
DFSCXDFA US Micro Cap ISmall Blend10.00%0.71%0.44%15.13$397,02510.94%
DFSVXDFA US Small Cap Value ISmall Value10.00%1.66%0.39%11.94$400,88111.55%
DFREXDFA Real Estate Securities IReal Estate10.00%2.25%0.18%44.94$374,7449.66%
DFIVXDFA International Value IForeign Large Value10.00%2.73%0.34%12.88$284,05510.62%
DFISXDFA International Small Company IForeign Small/Mid Blend5.00%1.58%0.44%16.06$196,8394.50%
DISVXDFA International Small Cap Value IForeign Small/Mid Value5.00%1.71%0.49%11.95$211,2444.74%
DFEMXDFA Emerging Markets IDiversified Emerging Mkts3.00%1.55%0.35%14.10$118,1123.33%
DFEVXDFA Emerging Markets Value IDiversified Emerging Mkts3.00%2.12%0.46%9.19$138,9283.73%
DEMSXDFA Emerging Markets Small Cap IDiversified Emerging Mkts4.00%1.94%0.60%12.93$200,5854.60%
100.00%1.64%0.29%19.31$3,774,653100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Maturity

Holdings Based Style Analysis for Portfolio 2

Holdings Based Style Analysis for Portfolio 2
TickerNameCategoryWeightYieldFeesP/EDurationReturn ContributionRisk Contribution
DFUSXDFA US Large Company ILarge Blend12.00%1.25%0.08%25.67$352,22116.36%
DFLVXDFA US Large Cap Value ILarge Value12.00%1.53%0.22%15.33$443,18020.08%
DFSCXDFA US Micro Cap ISmall Blend6.00%0.71%0.44%15.13$226,83610.97%
DFSVXDFA US Small Cap Value ISmall Value6.00%1.66%0.39%11.94$233,33811.60%
DFREXDFA Real Estate Securities IReal Estate6.00%2.25%0.18%44.94$214,4609.74%
DFIVXDFA International Value IForeign Large Value6.00%2.73%0.34%12.88$163,06310.77%
DFISXDFA International Small Company IForeign Small/Mid Blend3.00%1.58%0.44%16.06$111,4984.60%
DISVXDFA International Small Cap Value IForeign Small/Mid Value3.00%1.71%0.49%11.95$120,1634.85%
DFEMXDFA Emerging Markets IDiversified Emerging Mkts1.80%1.55%0.35%14.10$67,4133.38%
DFEVXDFA Emerging Markets Value IDiversified Emerging Mkts1.80%2.12%0.46%9.19$80,4903.79%
DEMSXDFA Emerging Markets Small Cap IDiversified Emerging Mkts2.40%1.94%0.60%12.93$115,5114.67%
DFIHXDFA One-Year Fixed-Income IUltrashort Bond10.00%0.04%0.17%0.13$60,316-0.07%
DFGFXDFA Two-Year Global Fixed-Income IWorld Bond-USD Hedged10.00%0.57%0.17%0.63$64,360-0.12%
DFFGXDFA Short-Term Government IShort Government10.00%0.03%0.20%2.77$93,292-0.44%
DFGBXDFA Five-Year Global Fixed-Income IWorld Bond-USD Hedged10.00%0.03%0.26%4.21$111,123-0.16%
100.00%1.05%0.25%19.311.94$2,457,263100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Style Analysis for Portfolio 3

Holdings Based Style Analysis for Portfolio 3
TickerNameCategoryWeightYieldFeesP/EReturn ContributionRisk Contribution
HSGFXHussman Strategic GrowthLong-Short Equity100.00%0.16%1.23%12.11$88,404100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fund fundamentals data as of 09/27/2021. (c) 2021 Morningstar. All Rights Reserved. The fund fundamentals information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.

Portfolio return and risk metrics
MetricPortfolio 1Portfolio 2Portfolio 3
Arithmetic Mean (monthly)0.87%0.63%0.07%
Arithmetic Mean (annualized)10.90%7.87%0.81%
Geometric Mean (monthly)0.75%0.60%0.04%
Geometric Mean (annualized)9.39%7.38%0.49%
Volatility (monthly)4.75%2.76%2.32%
Volatility (annualized)16.47%9.55%8.02%
Downside Deviation (monthly)3.27%1.82%1.55%
Max. Drawdown-57.75%-36.07%-52.85%
US Market Correlation0.950.94-0.23
Beta(*)1.040.60-0.13
Alpha (annualized)3.00%3.35%1.70%
R289.51%87.97%5.50%
Sharpe Ratio0.540.64-0.08
Sortino Ratio0.770.94-0.12
Treynor Ratio (%)8.5510.215.34
Calmar Ratio0.810.90-0.35
Active Return3.27%1.26%-5.63%
Tracking Error5.37%6.84%18.54%
Information Ratio0.610.18-0.30
Skewness-0.84-0.730.15
Excess Kurtosis3.372.492.40
Historical Value-at-Risk (5%)-8.61%-4.70%-3.09%
Analytical Value-at-Risk (5%)-6.96%-4.03%-3.74%
Conditional Value-at-Risk (5%)-11.38%-6.31%-4.82%
Upside Capture Ratio (%)112.6267.28-10.60
Downside Capture Ratio (%)97.6054.62-20.87
Safe Withdrawal Rate8.81%8.24%7.46%
Perpetual Withdrawal Rate6.49%4.80%0.00%
Positive Periods138 out of 209 (66.03%)141 out of 209 (67.46%)101 out of 209 (48.33%)
Gain/Loss Ratio0.840.881.12
* US stock market is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.

Drawdowns for Historical Market Stress Periods

Drawdowns for Historical Market Stress Periods
Stress PeriodStartEndPortfolio 1Portfolio 2Portfolio 3
Subprime CrisisNov 2007Mar 2009-57.75%-36.07%-14.46%

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsApr 20112 years 2 months3 years 6 months-57.75%
2May 2011Sep 20115 monthsDec 20121 year 3 months1 year 8 months-22.75%
3Jun 2002Sep 20024 monthsJul 200310 months1 year 2 months-20.58%
4Jul 2001Sep 20013 monthsMar 20026 months9 months-13.93%
5Jun 2015Feb 20169 monthsJul 20165 months1 year 2 months-12.65%
6Sep 2000Nov 20003 monthsJan 20012 months5 months-8.96%
7Feb 2001Mar 20012 monthsJun 20013 months5 months-8.38%
8Jun 2007Aug 20073 monthsOct 20072 months5 months-5.67%
9Mar 2005Apr 20052 monthsJun 20052 months4 months-4.86%
10May 2006Jul 20063 monthsOct 20063 months6 months-4.39%
Worst 10 drawdowns included above

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsDec 20101 year 10 months3 years 2 months-36.07%
2May 2011Sep 20115 monthsSep 20121 year1 year 5 months-13.55%
3Jun 2002Sep 20024 monthsMay 20038 months1 year-10.81%
4Jun 2015Feb 20169 monthsJul 20165 months1 year 2 months-7.42%
5Jul 2001Sep 20013 monthsFeb 20025 months8 months-7.21%
6Feb 2001Mar 20012 monthsMay 20012 months4 months-4.75%
7Sep 2000Nov 20003 monthsJan 20012 months5 months-4.72%
8Apr 2004Apr 20041 monthSep 20045 months6 months-3.26%
9Jun 2007Aug 20073 monthsOct 20072 months5 months-3.01%
10Sep 2014Sep 20141 monthFeb 20155 months6 months-2.73%
Worst 10 drawdowns included above

Drawdowns for Portfolio 3

Drawdowns for Portfolio 3 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Oct 2008Dec 20179 years 3 months-52.85%
2Mar 2004Aug 20046 monthsDec 20044 months10 months-5.13%
3Sep 2002Nov 20023 monthsMay 20036 months9 months-4.02%
4Jan 2001Jan 20011 monthFeb 20011 month2 months-3.18%
5Oct 2000Oct 20001 monthNov 20001 month2 months-3.00%
6Sep 2007Apr 20088 monthsJun 20082 months10 months-2.25%
7Sep 2003Sep 20031 monthOct 20031 month2 months-2.13%
8Apr 2007May 20072 monthsJul 20072 months4 months-2.01%
9Oct 2005Nov 20052 monthsFeb 20063 months5 months-1.95%
10Apr 2001Apr 20011 monthJul 20013 months4 months-1.93%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
DFUSXDFA US Large Company I5.68%14.46%32.33%-36.76%-50.68%0.350.490.99
DFLVXDFA US Large Cap Value I9.39%17.14%40.32%-40.80%-60.60%0.530.760.94
DFSCXDFA US Micro Cap I9.91%19.77%60.72%-36.72%-56.88%0.500.750.89
DFSVXDFA US Small Cap Value I11.09%20.46%59.40%-36.79%-61.18%0.550.820.87
DFREXDFA Real Estate Securities I10.48%21.37%35.59%-37.36%-69.53%0.510.730.63
DFIVXDFA International Value I6.66%18.80%49.93%-46.33%-62.70%0.360.520.84
DFISXDFA International Small Company I9.71%16.83%58.78%-43.87%-57.90%0.550.800.78
DISVXDFA International Small Cap Value I11.15%17.64%66.48%-41.68%-57.69%0.610.910.77
DFEMXDFA Emerging Markets I8.96%21.00%71.77%-49.20%-59.19%0.450.660.80
DFEVXDFA Emerging Markets Value I10.77%23.85%92.28%-53.94%-64.51%0.490.730.78
DEMSXDFA Emerging Markets Small Cap I11.42%22.28%99.74%-54.53%-63.34%0.530.790.77
DFIHXDFA One-Year Fixed-Income I2.22%0.81%5.76%0.26%-0.53%1.112.22-0.22
DFGFXDFA Two-Year Global Fixed-Income I2.38%0.99%6.07%0.33%-1.20%1.001.83-0.25
DFFGXDFA Short-Term Government I3.41%2.84%11.79%-0.45%-3.96%0.681.10-0.29
DFGBXDFA Five-Year Global Fixed-Income I3.82%2.72%10.39%-0.41%-3.54%0.851.37-0.19
HSGFXHussman Strategic Growth0.49%8.02%21.08%-12.72%-52.85%-0.08-0.12-0.23

Monthly Correlations

Correlations for the portfolio assets
TickerNameDFUSXDFLVXDFSCXDFSVXDFREXDFIVXDFISXDISVXDFEMXDFEVXDEMSXDFIHXDFGFXDFFGXDFGBXHSGFXPortfolio 1Portfolio 2Portfolio 3
DFUSXDFA US Large Company I1.000.930.850.840.610.840.760.760.790.770.76-0.22-0.25-0.29-0.19-0.260.930.92-0.26
DFLVXDFA US Large Cap Value I0.931.000.880.920.670.880.800.810.780.770.75-0.17-0.21-0.28-0.20-0.130.960.95-0.13
DFSCXDFA US Micro Cap I0.850.881.000.970.630.760.730.740.720.700.69-0.23-0.25-0.27-0.22-0.090.910.90-0.09
DFSVXDFA US Small Cap Value I0.840.920.971.000.670.800.750.770.720.710.69-0.21-0.24-0.27-0.22-0.050.930.92-0.05
DFREXDFA Real Estate Securities I0.610.670.630.671.000.650.590.610.570.560.56-0.020.00-0.010.140.030.750.740.03
DFIVXDFA International Value I0.840.880.760.800.651.000.940.940.860.870.85-0.06-0.10-0.16-0.08-0.110.930.93-0.11
DFISXDFA International Small Company I0.760.800.730.750.590.941.000.990.850.860.86-0.03-0.07-0.09-0.01-0.100.880.89-0.10
DISVXDFA International Small Cap Value I0.760.810.740.770.610.940.991.000.830.840.84-0.02-0.05-0.09-0.01-0.100.890.90-0.10
DFEMXDFA Emerging Markets I0.790.780.720.720.570.860.850.831.000.990.97-0.04-0.06-0.13-0.02-0.070.870.87-0.07
DFEVXDFA Emerging Markets Value I0.770.770.700.710.560.870.860.840.991.000.98-0.00-0.03-0.11-0.01-0.060.860.86-0.06
DEMSXDFA Emerging Markets Small Cap I0.760.750.690.690.560.850.860.840.970.981.00-0.02-0.05-0.100.01-0.050.850.85-0.05
DFIHXDFA One-Year Fixed-Income I-0.22-0.17-0.23-0.21-0.02-0.06-0.03-0.02-0.04-0.00-0.021.000.930.680.630.07-0.14-0.090.07
DFGFXDFA Two-Year Global Fixed-Income I-0.25-0.21-0.25-0.240.00-0.10-0.07-0.05-0.06-0.03-0.050.931.000.790.760.08-0.17-0.110.08
DFFGXDFA Short-Term Government I-0.29-0.28-0.27-0.27-0.01-0.16-0.09-0.09-0.13-0.11-0.100.680.791.000.880.02-0.22-0.150.02
DFGBXDFA Five-Year Global Fixed-Income I-0.19-0.20-0.22-0.220.14-0.08-0.01-0.01-0.02-0.010.010.630.760.881.000.03-0.12-0.060.03
HSGFXHussman Strategic Growth-0.26-0.13-0.09-0.050.03-0.11-0.10-0.10-0.07-0.06-0.050.070.080.020.031.00-0.11-0.131.00

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
DFUSXDFA US Large Company I$656,426$352,221
DFLVXDFA US Large Cap Value I$795,815$443,180
DFSCXDFA US Micro Cap I$397,025$226,836
DFSVXDFA US Small Cap Value I$400,881$233,338
DFREXDFA Real Estate Securities I$374,744$214,460
DFIVXDFA International Value I$284,055$163,063
DFISXDFA International Small Company I$196,839$111,498
DISVXDFA International Small Cap Value I$211,244$120,163
DFEMXDFA Emerging Markets I$118,112$67,413
DFEVXDFA Emerging Markets Value I$138,928$80,490
DEMSXDFA Emerging Markets Small Cap I$200,585$115,511
DFIHXDFA One-Year Fixed-Income I$60,316
DFGFXDFA Two-Year Global Fixed-Income I$64,360
DFFGXDFA Short-Term Government I$93,292
DFGBXDFA Five-Year Global Fixed-Income I$111,123
HSGFXHussman Strategic Growth$88,404

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
DFUSXDFA US Large Company I16.30%16.36%
DFLVXDFA US Large Cap Value I20.03%20.08%
DFSCXDFA US Micro Cap I10.94%10.97%
DFSVXDFA US Small Cap Value I11.55%11.60%
DFREXDFA Real Estate Securities I9.66%9.74%
DFIVXDFA International Value I10.62%10.77%
DFISXDFA International Small Company I4.50%4.60%
DISVXDFA International Small Cap Value I4.74%4.85%
DFEMXDFA Emerging Markets I3.33%3.38%
DFEVXDFA Emerging Markets Value I3.73%3.79%
DEMSXDFA Emerging Markets Small Cap I4.60%4.67%
DFIHXDFA One-Year Fixed-Income I-0.07%
DFGFXDFA Two-Year Global Fixed-Income I-0.12%
DFFGXDFA Short-Term Government I-0.44%
DFGBXDFA Five-Year Global Fixed-Income I-0.16%
HSGFXHussman Strategic Growth100.00%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2Portfolio 3
AverageHighLowAverageHighLowAverageHighLow
1 year11.34%76.14%-50.39%7.99%42.94%-30.10%0.66%28.90%-20.19%
3 years10.35%32.22%-18.20%7.81%19.94%-8.18%0.29%20.93%-11.64%
5 years9.85%25.78%-5.27%7.64%16.13%-0.80%-0.15%15.30%-10.07%
7 years8.59%17.17%0.75%7.06%11.08%3.09%-0.35%12.07%-9.33%
10 years8.26%12.44%5.20%6.92%9.44%4.77%-0.43%8.20%-6.83%
15 years9.55%11.72%7.86%7.48%8.54%6.59%-0.01%2.82%-2.21%