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 4
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Asset 5
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Asset 6
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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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Portfolio Analysis Results (Jan 2002 - Oct 2020)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
DFELX DFA Enhanced 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
VTSMX Vanguard Total Stock Mkt Idx Inv 70.00%
VGTSX Vanguard Total Intl Stock Index Inv 30.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRTWRRMWRRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$6,000$293,879 22.95% 8.35%7.42%17.11%46.49%-40.89%-57.87%
(-46.54%)
0.480.680.96
Portfolio 2$6,000$329,847 23.71% 7.52%8.51%15.29%34.05%-39.16%-53.26%
(-41.69%)
0.470.670.99
* The number in parentheses shows the calculated value taking into account the periodic contributions.
   

Trailing Returns

Trailing Returns
Name3 MonthYTD1 year3 year5 year10 yearFull
Portfolio 10.52%-12.42%-7.44%-0.31%5.19%7.86%8.35%
Portfolio 20.80%0.11%6.47%6.88%9.34%9.98%7.52%
Trailing returns are for full months ending in October 2020 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 2020 are based on monthly returns from January to October
  • CAGR = Compound Annual Growth Rate
  • TWRR = Annualized time weighted rate of return
  • MWRR = Annualized money weighted rate of return (internal rate of return) taking into account the periodic cashflows
  • 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
  • Inflation adjusted annual contribution of $6,000 was applied at the end of each period. This is reflected in the CAGR and maximum drawdown shown above.
Annual returns for the configured portfolios
YearInflationReturnBalanceDFA Enhanced US Large Company I (DFELX)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)Vanguard Total Stock Mkt Idx Inv (VTSMX)Vanguard Total Intl Stock Index Inv (VGTSX)
Portfolio 1Portfolio 2Portfolio 1Portfolio 2Adjustment
20022.38%-9.79%-19.20%$11,555$10,991$6,143-20.80%-14.92%-13.27%-9.27%4.18%-8.52%1.91%5.79%-9.45%-1.70%-0.18%-20.96%-15.08%
20031.88%46.49%34.05%$23,185$20,991$6,25828.86%34.42%60.72%59.40%35.59%49.93%58.78%66.48%60.17%76.21%72.80%31.35%40.34%
20043.26%22.65%15.01%$34,898$30,604$6,46210.04%18.25%18.39%25.39%32.07%28.80%30.92%34.80%29.93%39.53%28.88%12.51%20.84%
20053.42%12.06%8.86%$45,790$39,997$6,6833.58%10.24%5.69%7.79%13.15%15.27%21.96%23.23%29.86%30.81%25.75%5.98%15.57%
20062.54%23.92%18.85%$63,597$54,388$6,85215.03%20.18%16.16%21.55%35.26%34.15%24.88%28.39%29.17%37.93%37.31%15.51%26.64%
20074.08%2.42%8.50%$72,269$66,143$7,1325.07%-2.76%-5.22%-10.75%-18.67%10.24%5.66%2.95%36.02%45.64%38.02%5.49%15.52%
20080.09%-40.89%-39.16%$49,857$47,382$7,138-37.28%-40.80%-36.72%-36.79%-37.36%-46.33%-43.87%-41.68%-49.20%-53.94%-54.53%-37.04%-44.10%
20092.72%37.70%31.11%$75,985$69,454$7,33328.73%30.19%28.06%33.62%28.17%39.45%41.96%39.51%71.77%92.28%99.74%28.70%36.73%
20101.50%21.93%15.30%$100,094$87,524$7,44215.66%20.17%31.29%30.90%28.67%10.57%23.91%18.10%21.82%22.06%30.18%17.09%11.12%
20112.96%-5.88%-3.70%$101,869$91,952$7,6632.25%-3.14%-3.25%-7.55%8.95%-16.85%-15.35%-17.46%-17.41%-25.62%-22.62%0.96%-14.56%
20121.74%19.40%16.82%$129,425$115,214$7,79616.96%22.05%18.24%21.72%17.48%16.61%18.86%22.26%19.16%19.36%24.44%16.25%18.14%
20131.50%28.41%27.86%$174,109$155,224$7,91332.11%40.32%45.06%42.38%1.39%23.12%27.44%32.39%-3.12%-3.80%-1.38%33.35%15.04%
20140.76%7.15%7.43%$194,526$174,730$7,97313.54%10.07%2.92%3.48%31.11%-6.99%-6.30%-4.99%-1.71%-4.41%3.00%12.43%-4.24%
20150.73%-2.82%-1.11%$197,063$180,828$8,0311.08%-3.49%-3.62%-7.81%3.24%-6.31%5.91%3.99%-15.81%-18.77%-8.70%0.29%-4.37%
20162.07%15.45%10.17%$235,712$207,414$8,19812.60%18.89%25.63%28.26%8.38%8.41%5.80%8.00%12.09%19.84%10.92%12.53%4.65%
20172.11%19.53%22.95%$290,121$263,397$8,37121.44%18.97%11.18%7.21%5.71%26.09%30.24%27.98%36.57%33.76%35.26%21.05%27.40%
20181.91%-11.75%-8.01%$264,575$250,824$8,531-5.45%-11.65%-11.60%-15.13%-2.99%-17.49%-19.42%-23.31%-13.62%-11.93%-17.56%-5.26%-14.44%
20192.29%23.52%27.88%$335,541$329,488$8,72632.76%25.45%20.66%18.12%28.10%15.67%24.20%21.00%16.03%9.64%14.89%30.65%21.43%
20201.29%-12.42%0.11%$293,879$329,847$0.002.71%-17.19%-15.54%-19.89%-15.34%-22.22%-10.47%-18.81%-3.89%-14.86%-4.86%3.15%-6.98%
Annual returns for 2020 are based on partial year data
Monthly returns for the configured portfolios
YearMonthReturnBalanceDFA Enhanced US Large Company I (DFELX)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)Vanguard Total Stock Mkt Idx Inv (VTSMX)Vanguard Total Intl Stock Index Inv (VGTSX)
Portfolio 1Portfolio 2Portfolio 1Portfolio 2
200210.53%-2.26%$6,032$5,864-1.45%1.04%1.10%1.54%-0.34%-2.21%-1.23%-0.99%5.56%7.94%7.72%-1.24%-4.63%
200220.14%-1.18%$6,040$5,795-1.81%1.28%-2.77%-0.16%1.87%1.13%3.46%3.98%-1.34%-1.34%-0.98%-2.05%0.90%
200235.63%4.78%$6,380$6,0723.14%4.16%8.84%9.86%6.25%6.21%4.95%4.79%4.19%5.99%6.25%4.38%5.71%
200240.50%-3.29%$6,412$5,872-5.61%-0.91%2.43%4.53%0.64%3.35%3.57%3.92%1.01%2.77%2.79%-4.90%0.42%
200250.34%-0.47%$6,434$5,844-0.59%0.62%-2.73%-3.15%1.33%3.34%5.78%6.28%-2.49%-1.24%-0.90%-1.22%1.16%
20026-3.96%-6.18%$6,179$5,483-6.79%-6.08%-3.56%-2.07%2.70%-2.81%-2.56%-1.77%-7.65%-7.14%-6.53%-7.06%-4.28%
20027-9.19%-8.60%$5,611$5,012-7.22%-11.10%-14.48%-15.60%-5.07%-10.25%-5.25%-5.29%-4.86%-3.96%-4.72%-8.02%-9.80%
200280.30%0.32%$5,628$5,0280.83%1.62%-0.57%-1.25%0.26%-0.10%-0.88%-0.25%0.35%0.24%1.19%0.53%-0.12%
20029-9.03%-10.33%$5,120$4,509-10.78%-11.13%-6.74%-7.28%-3.59%-11.89%-7.12%-6.62%-10.53%-11.99%-11.47%-10.07%-10.88%
2002102.66%7.03%$5,256$4,8259.01%3.92%2.57%1.62%-5.06%2.85%-1.23%-0.95%4.14%4.27%4.19%7.65%5.70%
2002116.19%5.65%$5,582$5,0985.56%7.07%8.36%8.52%4.48%6.00%2.63%2.20%7.45%7.81%7.68%6.06%4.75%
200212-3.03%-4.90%$11,555$10,991-5.54%-4.55%-4.29%-3.58%1.31%-2.57%0.67%1.23%-4.00%-2.98%-3.40%-5.57%-3.43%
20031-2.02%-2.91%$11,321$10,671-2.59%-2.32%-2.23%-3.45%-2.52%-3.37%-0.27%0.27%-0.12%1.51%1.80%-2.54%-3.76%
20032-1.62%-1.91%$11,138$10,468-1.33%-2.93%-2.88%-4.11%1.80%-1.97%0.55%0.54%-1.59%-0.87%-1.06%-1.69%-2.42%
20033-0.05%0.19%$11,133$10,4880.90%-0.47%1.11%-0.21%2.40%-2.46%-0.41%-0.94%-1.61%-2.25%-0.89%1.09%-1.93%
200349.13%8.64%$12,149$11,3958.33%9.20%9.28%10.56%3.79%10.95%8.21%9.52%13.38%13.15%12.97%8.21%9.70%
200357.77%6.12%$13,094$12,0925.49%6.69%11.51%11.72%5.51%7.57%9.23%10.06%7.35%7.45%7.50%6.11%6.15%
200362.77%1.79%$13,456$12,3091.18%1.08%4.51%3.65%2.08%3.22%4.51%5.64%3.84%4.41%4.30%1.43%2.66%
200373.79%2.60%$13,966$12,6291.29%2.52%7.38%7.04%5.12%4.50%3.43%4.06%2.00%2.31%1.99%2.36%3.18%
200383.58%2.42%$14,466$12,9351.91%3.55%4.73%5.14%0.70%2.59%5.14%5.54%4.51%6.59%6.00%2.39%2.51%
200391.18%0.02%$14,638$12,937-0.63%-2.20%0.09%-0.78%3.44%3.84%5.70%5.64%4.40%4.89%3.82%-1.15%2.78%
2003106.68%6.23%$15,615$13,7435.30%6.69%8.94%10.00%1.35%7.85%5.39%5.71%7.63%8.88%8.62%6.12%6.49%
2003112.26%1.61%$15,969$13,9650.84%2.22%4.30%4.16%4.50%2.09%0.55%0.44%-1.00%1.13%1.98%1.38%2.13%
2003126.00%5.50%$23,185$20,9915.49%6.83%2.77%5.33%2.92%7.47%5.66%6.27%10.51%12.03%9.93%4.48%7.80%
200413.27%2.04%$23,944$21,4201.81%1.69%5.78%4.89%4.11%2.53%5.59%6.10%1.85%2.75%2.97%2.23%1.60%
200422.29%1.75%$24,491$21,7941.55%2.58%0.50%1.41%1.77%2.99%2.98%3.07%4.39%6.47%4.22%1.43%2.50%
200431.03%-0.61%$24,744$21,661-1.41%-0.40%0.14%0.94%5.72%1.56%4.02%4.20%0.65%1.25%1.68%-1.07%0.45%
20044-4.28%-2.42%$23,686$21,136-2.22%-1.69%-4.09%-3.17%-14.35%-3.01%-3.01%-3.52%-6.34%-7.05%-5.63%-2.11%-3.14%
200450.76%1.08%$23,867$21,3641.25%0.57%0.00%0.38%7.22%0.96%-1.12%-0.99%-1.23%-2.95%-4.22%1.35%0.46%
200463.39%2.18%$24,677$21,8301.77%2.99%4.41%6.69%2.89%4.14%4.66%4.55%1.80%1.82%0.83%2.09%2.40%
20047-3.23%-3.66%$23,879$21,031-3.20%-3.27%-7.47%-5.33%0.41%-3.69%-3.65%-3.48%-0.08%1.29%0.64%-3.80%-3.34%
200481.24%0.44%$24,175$21,1240.68%0.00%-1.52%-1.49%7.96%1.25%0.89%1.23%2.78%4.44%3.30%0.31%0.75%
200492.90%2.11%$24,876$21,5691.00%3.08%5.01%4.93%-0.34%3.19%2.38%2.66%5.58%6.59%5.56%1.74%2.96%
2004102.40%2.15%$25,472$22,0341.58%1.17%1.84%0.96%5.40%3.83%3.21%3.26%2.79%3.12%2.45%1.68%3.24%
2004116.90%5.47%$27,231$23,2383.66%6.55%8.97%10.00%4.35%7.37%7.21%8.75%8.70%10.82%9.47%4.68%7.23%
2004124.42%3.89%$34,898$30,6043.39%3.99%4.58%3.62%5.01%4.98%4.71%5.16%6.40%6.43%5.30%3.63%4.44%
20051-2.29%-2.37%$34,099$29,878-2.62%-2.49%-4.10%-3.57%-8.37%-1.04%2.37%2.79%0.79%1.64%2.78%-2.68%-1.67%
200523.29%2.86%$35,222$30,7321.93%3.02%0.83%2.70%3.14%3.95%4.43%4.74%7.46%9.11%6.33%2.07%4.68%
20053-2.25%-2.11%$34,429$30,083-2.00%-0.26%-3.23%-1.95%-1.52%-2.50%-1.76%-0.94%-6.88%-7.31%-6.97%-1.75%-2.93%
20054-2.69%-2.24%$33,503$29,408-1.72%-3.44%-6.22%-7.28%5.67%-3.05%-2.39%-1.95%-2.41%-3.56%-3.68%-2.32%-2.07%
200553.06%2.64%$34,529$30,1853.17%4.28%6.03%6.65%3.28%0.13%-1.70%-1.49%2.96%1.44%1.95%3.77%0.08%
200562.49%0.96%$35,389$30,4740.11%2.03%4.52%4.17%5.11%1.58%2.52%2.35%2.97%3.29%2.53%0.81%1.30%
200575.30%3.98%$37,266$31,6863.29%4.96%7.63%7.11%7.27%4.45%3.61%3.80%6.41%7.28%5.48%4.11%3.68%
20058-0.18%0.19%$37,201$31,746-0.72%-0.83%-1.39%-1.67%-3.73%3.30%4.41%3.90%0.61%1.59%0.65%-0.94%2.85%
200591.92%2.04%$37,913$32,3940.62%1.54%0.61%0.80%0.47%2.79%2.39%2.34%7.92%8.02%6.56%0.86%4.73%
200510-2.68%-2.34%$36,898$31,637-2.07%-2.68%-2.81%-2.92%-2.26%-1.53%-1.98%-2.32%-5.02%-6.26%-4.88%-1.86%-3.37%
2005113.98%3.57%$38,365$32,7653.81%3.98%4.53%4.21%4.50%1.79%1.95%1.86%7.22%7.38%7.13%3.97%2.67%
2005121.93%1.68%$45,790$39,9970.01%0.13%0.18%0.34%0.02%4.86%6.65%6.44%5.76%6.27%6.55%0.14%5.14%
200616.40%4.51%$48,721$41,8012.69%4.74%9.14%8.82%7.68%6.81%6.91%7.33%9.52%9.56%9.65%3.50%6.87%
200620.23%-0.22%$48,833$41,7090.00%-0.35%0.25%-0.35%1.89%0.93%-0.63%0.21%-0.31%0.38%1.05%0.00%-0.72%
200633.32%2.22%$50,456$42,6351.25%1.76%4.55%6.09%5.18%4.21%4.61%4.77%1.36%3.38%1.83%1.80%3.17%
200642.18%2.35%$51,555$43,6351.20%2.82%-0.41%0.98%-3.78%5.03%4.73%4.15%5.96%8.72%8.12%1.11%5.12%
20065-4.36%-3.62%$49,305$42,056-2.96%-1.86%-5.89%-4.39%-2.99%-4.04%-5.04%-4.80%-11.57%-10.84%-10.53%-3.23%-4.45%
200660.18%-0.00%$49,395$42,0560.10%0.87%-0.89%0.05%5.53%-0.69%-1.92%-1.86%-0.15%-0.91%-4.41%0.17%-0.38%
20067-0.24%0.27%$49,278$42,1690.61%-1.45%-3.45%-3.75%3.43%1.55%-1.08%-0.36%1.83%2.36%2.30%-0.13%1.15%
200682.51%2.38%$50,516$43,1732.32%1.61%2.78%1.95%3.52%3.40%2.65%2.55%3.13%1.82%3.47%2.31%2.53%
200691.87%1.63%$51,461$43,8772.56%2.76%0.56%1.19%2.00%1.40%0.74%0.95%1.35%2.03%2.77%2.27%0.25%
2006104.71%3.68%$53,887$45,4903.17%3.96%5.45%5.43%6.27%4.42%3.97%4.39%5.94%6.94%7.54%3.53%4.00%
2006113.33%2.70%$55,683$46,7191.96%1.89%2.25%3.03%4.75%3.27%4.52%4.83%6.37%7.24%7.61%2.23%3.73%
2006121.91%1.75%$63,597$54,3881.34%2.01%1.61%1.38%-2.13%3.89%3.64%3.75%4.03%3.57%4.54%1.13%3.09%
200712.69%1.60%$65,305$55,2601.42%2.89%1.15%2.20%8.66%1.86%2.80%2.67%1.45%1.54%1.88%1.88%0.96%
20072-0.85%-1.12%$64,751$54,644-1.96%-1.50%-0.50%-0.23%-2.33%-0.08%1.41%1.81%-1.58%0.56%0.89%-1.61%0.06%
200731.51%1.62%$65,728$55,5291.14%0.66%1.02%1.09%-2.48%3.21%3.74%4.35%4.56%5.21%4.43%1.11%2.80%
200743.60%3.98%$68,092$57,7414.33%4.24%1.50%1.81%-0.09%5.02%3.31%2.97%6.34%7.97%7.64%4.01%3.92%
200753.50%3.51%$70,477$59,7663.43%4.10%3.15%3.65%0.00%3.41%2.04%1.91%6.69%7.60%7.93%3.69%3.09%
20076-1.55%-0.98%$69,386$59,181-1.74%-1.62%-0.33%-1.55%-9.38%-0.73%-0.16%-0.42%1.63%2.84%2.99%-1.67%0.61%
20077-3.72%-2.69%$66,809$57,592-3.02%-6.21%-6.51%-7.64%-7.87%-2.79%0.05%-0.25%2.37%4.74%4.86%-3.41%-1.06%
20078-0.52%0.77%$66,463$58,0371.37%-1.91%1.16%-0.76%6.05%-1.16%-3.86%-4.10%-1.75%-3.23%-4.17%1.45%-0.72%
200793.45%4.46%$68,755$60,6223.72%2.58%1.48%-0.28%3.91%5.20%2.20%2.08%8.81%9.01%6.87%3.59%6.38%
2007102.99%3.13%$70,812$62,5171.60%0.54%1.70%1.11%1.13%4.82%5.40%3.94%10.92%10.97%7.50%1.85%5.90%
200711-6.77%-4.51%$66,018$59,696-4.21%-5.60%-8.42%-8.72%-10.20%-6.08%-7.31%-8.12%-6.53%-7.30%-8.02%-4.49%-4.57%
200712-1.33%-1.15%$72,269$66,143-0.71%-0.32%-0.06%-1.20%-5.86%-2.18%-3.34%-3.12%-0.41%-0.16%1.19%-0.60%-2.28%
20081-5.74%-6.82%$68,121$61,632-6.27%-3.84%-7.65%-3.94%0.04%-8.10%-7.61%-6.60%-8.74%-9.96%-12.06%-6.08%-8.55%
20082-1.85%-2.07%$66,858$60,356-3.24%-3.09%-3.14%-2.84%-3.80%-1.30%2.53%2.19%3.17%3.99%2.89%-3.07%0.33%
200830.28%-0.62%$67,048$59,981-0.45%-0.93%0.31%0.84%6.29%1.20%0.13%0.93%-3.12%-3.36%-4.74%-0.58%-0.71%
200844.48%5.27%$70,053$63,1434.70%6.27%2.07%1.66%5.90%4.44%2.13%1.70%7.11%7.71%6.12%5.02%5.85%
200851.83%1.92%$71,332$64,3531.39%2.38%3.98%4.14%0.20%0.04%2.64%2.20%0.58%0.85%-0.64%2.09%1.51%
20086-9.84%-8.43%$64,312$58,926-8.49%-10.96%-9.05%-10.10%-10.98%-9.93%-7.40%-8.74%-10.29%-11.63%-11.52%-8.19%-8.99%
20087-0.33%-1.64%$64,098$57,961-0.82%-1.12%4.48%2.07%2.90%-2.83%-4.81%-4.44%-1.33%-1.96%-1.57%-0.77%-3.67%
200880.35%-0.38%$64,323$57,7401.53%1.96%3.38%4.15%2.47%-4.22%-3.94%-3.22%-5.96%-8.57%-6.04%1.58%-5.10%
20089-9.08%-10.33%$58,481$51,774-9.21%-9.00%-7.37%-6.89%-0.21%-11.67%-15.16%-14.39%-13.95%-17.25%-18.06%-9.26%-13.09%
200810-23.10%-18.84%$44,970$42,020-17.05%-22.53%-20.71%-22.14%-31.53%-25.09%-23.42%-21.76%-26.35%-31.05%-30.34%-17.63%-22.09%
200811-10.47%-7.48%$40,263$38,876-6.80%-9.81%-12.84%-12.99%-23.14%-6.14%-5.16%-5.55%-9.09%-7.59%-6.12%-7.90%-6.29%
2008126.10%3.52%$49,857$47,3821.17%3.25%5.66%5.25%17.07%7.48%8.21%9.09%7.79%12.21%14.08%1.86%8.16%
20091-11.44%-9.37%$44,152$42,944-8.38%-11.86%-11.91%-14.28%-17.75%-13.77%-7.90%-8.43%-7.65%-9.03%-7.69%-8.26%-11.96%
20092-12.50%-10.20%$38,633$38,565-10.93%-14.04%-13.11%-12.71%-20.97%-12.28%-9.11%-10.99%-6.56%-8.50%-6.14%-10.45%-9.58%
200939.50%8.85%$42,305$41,9789.11%9.83%9.58%10.40%3.54%10.86%6.62%6.52%14.45%17.30%13.76%8.65%9.31%
2009416.83%11.25%$49,426$46,6989.86%16.18%17.39%19.66%31.30%18.36%13.25%16.21%14.77%19.66%20.25%10.61%12.78%
200958.99%8.06%$53,871$50,4625.98%7.67%3.43%3.22%2.60%14.87%14.89%13.77%17.04%22.50%22.91%5.38%14.35%
20096-0.36%-0.18%$53,678$50,3700.35%-1.21%2.76%0.35%-3.10%-1.50%1.05%-0.33%-0.88%-1.23%-0.50%0.34%-1.32%
2009710.18%8.49%$59,144$54,6467.91%9.43%9.82%13.44%10.49%11.83%7.50%9.31%11.40%13.41%12.68%7.82%9.96%
200985.41%3.59%$62,342$56,6063.91%6.80%2.73%5.14%13.53%5.68%6.35%8.66%0.34%0.74%1.19%3.63%3.50%
200995.52%4.52%$65,782$59,1643.93%4.35%5.76%6.33%6.69%5.14%5.32%4.71%8.76%9.23%8.34%4.23%5.15%
200910-3.88%-2.44%$63,229$57,720-1.82%-4.30%-7.27%-7.53%-4.56%-4.02%-1.82%-3.62%-2.10%-2.36%-0.11%-2.57%-2.17%
2009114.54%5.06%$66,098$60,6416.33%5.63%1.78%3.11%6.87%2.92%1.36%0.54%5.95%6.37%5.85%5.63%3.86%
2009123.87%2.44%$75,985$69,4541.72%2.70%8.69%7.92%6.87%1.17%0.97%1.17%3.58%4.95%5.51%2.86%1.53%
20101-3.55%-3.97%$73,284$66,698-3.44%-2.34%-2.94%-3.16%-5.22%-5.81%-1.55%-1.92%-5.48%-5.69%-4.43%-3.50%-5.07%
201023.23%2.43%$75,653$68,3183.26%4.32%4.39%6.15%5.51%0.31%-0.14%-0.95%1.21%0.78%1.72%3.36%0.22%
201037.87%6.40%$81,604$72,6895.89%7.80%8.08%8.86%10.17%7.97%7.14%8.12%8.34%8.80%8.54%6.27%6.71%
201043.34%1.04%$84,333$73,4481.63%3.16%7.27%8.11%7.03%-1.73%1.54%1.26%0.57%0.65%1.61%2.17%-1.71%
20105-8.93%-8.79%$76,804$66,993-7.88%-8.56%-7.42%-9.90%-5.34%-11.77%-11.83%-13.46%-9.33%-10.48%-10.09%-8.00%-10.78%
20106-5.13%-4.42%$72,862$64,034-5.14%-7.56%-7.24%-10.14%-5.18%-1.74%-0.23%-2.01%0.15%0.62%2.65%-5.66%-1.17%
201078.62%7.95%$79,141$69,1247.06%7.82%7.14%8.69%9.87%12.47%9.14%9.73%8.78%9.25%9.18%6.99%10.33%
20108-4.83%-4.30%$75,320$66,152-4.44%-6.11%-7.98%-8.38%-1.26%-4.94%-2.98%-4.67%-2.34%-1.81%0.48%-4.75%-3.22%
201099.97%9.75%$82,833$72,6018.94%9.80%12.16%12.93%4.33%10.71%11.00%11.23%11.34%12.01%12.11%9.47%10.41%
2010103.90%3.82%$86,063$75,3773.86%3.68%4.34%4.17%4.68%3.55%3.93%3.13%2.97%3.42%3.99%3.94%3.55%
201011-0.55%-0.94%$85,591$74,670-0.13%-0.75%4.24%4.49%-1.98%-5.11%-2.79%-2.85%-2.23%-3.25%-2.72%0.58%-4.52%
2010128.25%7.25%$100,094$87,5246.69%9.72%8.19%9.18%4.68%9.37%10.92%12.32%8.09%8.31%5.75%6.81%8.34%
201111.67%1.74%$101,765$89,0472.50%3.23%-1.09%0.31%3.53%4.24%1.22%2.09%-2.61%-3.13%-4.24%2.19%0.70%
201123.86%3.33%$105,697$92,0153.29%5.39%5.87%6.28%4.53%3.29%3.05%2.90%-0.74%-1.68%-2.95%3.60%2.71%
201130.71%0.19%$106,445$92,1900.00%0.45%3.25%2.05%-1.50%-2.76%-0.16%0.50%5.53%5.75%5.55%0.45%-0.43%
201143.39%3.65%$110,058$95,5553.18%2.51%1.68%1.26%5.79%5.32%4.75%4.30%3.48%3.57%5.25%2.99%5.24%
20115-1.78%-1.67%$108,094$93,959-0.91%-1.42%-1.92%-3.12%1.36%-3.61%-2.78%-3.43%-2.78%-3.82%-2.29%-1.16%-2.87%
20116-1.93%-1.70%$106,011$92,357-1.73%-1.82%-2.16%-1.81%-3.29%-1.40%-2.03%-2.18%-1.22%-2.05%-0.81%-1.79%-1.51%
20117-2.16%-2.06%$103,722$90,453-1.88%-4.57%-2.69%-2.88%1.64%-3.23%-0.96%-1.92%-0.81%-0.85%1.13%-2.28%-1.53%
20118-8.11%-6.72%$95,315$84,372-5.50%-8.46%-8.93%-10.58%-5.38%-10.72%-7.84%-9.51%-8.12%-10.15%-9.51%-5.99%-8.45%
20119-10.77%-9.07%$85,053$76,718-7.09%-10.10%-10.58%-12.58%-10.98%-10.94%-11.82%-11.80%-15.14%-17.95%-17.79%-7.75%-12.29%
20111012.47%11.14%$95,658$85,26811.04%13.81%15.43%15.82%14.42%9.56%7.64%7.61%12.44%13.14%11.02%11.51%10.22%
201111-1.85%-1.01%$93,886$84,408-0.61%-0.83%-0.60%-0.68%-3.78%-3.29%-3.16%-3.23%-3.49%-5.07%-4.89%-0.29%-2.88%
2011120.34%-0.14%$101,869$91,9521.12%0.79%0.86%1.01%4.59%-2.67%-2.91%-2.66%-2.95%-3.59%-2.65%0.80%-2.64%
201216.79%5.74%$108,785$97,2304.69%4.96%6.96%7.43%6.32%6.72%8.53%10.01%10.73%13.87%11.27%5.08%7.27%
201224.18%4.53%$113,329$101,6304.36%5.77%1.91%3.18%-1.06%5.15%5.06%5.96%5.40%6.09%8.17%4.26%5.14%
201231.65%1.90%$115,200$103,5603.39%1.83%2.98%2.30%5.15%-0.78%0.39%0.13%-2.63%-4.30%-2.61%3.07%-0.75%
20124-1.36%-0.99%$113,633$102,536-0.55%-2.09%-1.42%-1.60%2.86%-3.60%-1.20%-2.78%-1.81%-3.27%-2.39%-0.65%-1.78%
20125-7.95%-7.69%$104,595$94,654-6.04%-7.10%-6.97%-7.12%-4.57%-12.35%-11.64%-12.72%-10.78%-11.06%-9.17%-6.24%-11.14%
201264.99%4.51%$109,816$98,9274.20%5.37%5.12%4.38%5.64%7.04%3.91%4.93%4.89%4.52%3.83%3.91%6.03%
201270.52%0.86%$110,391$99,7801.69%0.97%-0.91%-0.24%1.97%-0.41%-0.28%-0.29%0.81%-0.63%-1.26%1.03%0.44%
201282.87%2.55%$113,556$102,3252.33%3.95%3.12%4.21%-0.15%4.08%3.47%3.67%0.60%1.39%2.60%2.48%2.72%
201293.15%2.88%$117,138$105,2712.57%3.65%4.19%3.31%-1.87%3.55%4.17%4.67%5.58%6.43%5.85%2.58%3.62%
201210-0.55%-1.08%$116,496$104,129-1.80%0.27%-2.05%-0.82%-0.77%1.29%0.66%0.93%-0.57%-1.29%-0.39%-1.76%0.56%
2012110.82%1.06%$117,448$105,2290.65%0.22%0.94%1.84%-0.35%1.53%0.85%1.39%1.30%1.10%1.72%0.74%1.82%
2012123.56%2.08%$129,425$115,2140.82%3.03%3.80%3.72%3.66%4.92%4.91%6.24%5.81%7.31%6.15%1.19%4.17%
201315.07%4.85%$135,985$120,8035.12%6.94%5.68%6.56%3.53%4.64%4.39%5.13%0.51%1.61%1.84%5.50%3.34%
201320.62%0.54%$136,834$121,4511.42%1.27%1.10%1.75%1.10%-2.99%-0.06%0.60%-1.19%-1.68%1.02%1.28%-1.23%
201333.14%2.98%$141,126$125,0673.70%4.81%4.87%4.91%2.76%0.29%1.82%2.04%-1.45%-0.86%-0.47%3.88%0.77%
201341.93%2.23%$143,847$127,8621.93%1.00%-0.79%-1.11%6.75%4.92%2.66%2.84%1.08%0.88%2.03%1.70%3.58%
201351.22%0.80%$145,596$128,8882.27%4.13%5.18%5.39%-5.96%-1.24%-2.19%-1.97%-3.27%-2.85%-1.45%2.32%-2.95%
20136-2.06%-1.96%$142,591$126,363-1.53%-1.15%0.46%-0.70%-1.87%-3.53%-2.65%-3.04%-6.30%-8.42%-8.65%-1.27%-3.75%
201375.43%5.23%$150,330$132,9785.28%6.00%7.41%7.34%0.87%6.83%6.62%7.46%1.43%1.94%0.46%5.49%4.56%
20138-3.12%-2.50%$145,643$129,653-2.95%-2.99%-3.48%-4.17%-7.04%-0.74%-0.34%-1.23%-2.38%-2.13%-4.18%-2.82%-1.63%
201395.07%4.63%$153,032$135,6603.14%2.95%7.05%5.24%3.12%7.54%8.24%9.69%7.13%7.39%7.30%3.66%7.21%
2013104.21%4.00%$159,474$141,0824.65%5.05%3.48%3.51%4.20%3.46%3.41%4.18%4.53%4.53%3.84%4.22%3.41%
2013112.13%2.11%$162,865$144,0643.08%4.17%5.55%5.08%-5.33%0.36%0.46%0.15%-1.52%-2.42%-1.42%2.88%0.12%
2013122.04%2.25%$174,109$155,2242.41%2.64%1.89%2.72%0.32%2.17%2.73%3.33%-1.06%-0.98%-0.83%2.63%1.25%
20141-3.10%-3.61%$168,707$149,624-3.32%-3.95%-4.43%-5.14%4.24%-3.68%-1.77%-1.38%-6.97%-6.99%-4.28%-3.11%-4.78%
201424.64%4.93%$176,534$156,9984.53%3.36%4.21%5.45%5.07%5.71%6.25%6.88%3.60%2.22%4.42%4.73%5.39%
201431.21%0.48%$178,669$157,7550.77%2.34%0.97%1.19%0.65%-0.72%-0.15%0.65%3.48%4.46%3.43%0.51%0.41%
201440.37%0.43%$179,325$158,4410.80%0.66%-3.41%-1.93%3.62%1.67%0.05%-0.42%0.58%0.66%0.82%0.06%1.31%
201451.81%2.09%$182,570$161,7452.45%2.17%0.10%0.83%2.37%1.10%0.65%0.79%3.38%4.06%3.39%2.17%1.88%
201462.43%2.30%$187,001$165,4631.92%2.72%4.34%4.44%1.04%1.21%1.85%1.57%2.75%2.61%2.57%2.54%1.74%
20147-2.00%-1.87%$183,270$162,371-1.44%-0.74%-5.84%-5.76%0.07%-2.23%-3.18%-3.51%1.16%1.87%0.23%-1.98%-1.61%
201483.09%3.25%$188,942$167,6444.08%3.17%4.54%5.83%2.84%0.00%0.66%0.66%3.09%2.24%3.06%4.18%1.05%
20149-4.35%-2.98%$180,725$162,654-1.48%-2.49%-5.69%-6.98%-6.01%-4.38%-6.08%-5.82%-7.39%-8.20%-4.98%-2.14%-5.01%
2014102.47%1.87%$185,193$165,6932.48%0.78%6.52%4.61%10.37%-1.70%-2.04%-2.20%1.06%-0.07%-0.88%2.74%-0.31%
2014110.78%1.67%$186,634$168,4542.86%1.16%-0.75%-0.28%2.08%0.00%-0.99%-0.72%-1.01%-1.69%-1.17%2.41%-0.25%
201412-0.04%-1.01%$194,526$174,730-0.55%0.74%3.37%2.29%1.83%-3.75%-1.26%-1.10%-4.52%-4.65%-3.08%-0.01%-3.65%
20151-1.91%-1.90%$190,803$171,406-2.70%-4.97%-4.90%-4.95%6.89%-0.68%-0.82%-0.65%0.64%-0.82%1.61%-2.77%0.13%
201524.95%5.69%$200,257$181,1585.56%7.06%6.03%5.90%-3.71%7.13%6.41%7.47%3.02%3.56%2.57%5.76%5.52%
20153-0.67%-1.19%$198,909$179,000-1.44%-1.92%2.29%1.78%1.77%-2.13%-1.56%-1.96%-2.12%-2.84%-0.77%-1.04%-1.54%
201541.52%1.84%$201,933$182,2970.89%2.04%-1.95%-1.34%-5.88%5.50%5.61%5.03%6.65%9.96%7.10%0.42%5.08%
201550.55%0.66%$203,034$183,4941.36%1.07%1.38%1.36%-0.25%0.05%1.18%1.56%-4.02%-4.46%-1.41%1.39%-0.94%
20156-1.76%-2.01%$199,459$179,800-2.11%-1.62%1.63%0.05%-4.38%-2.91%-1.52%-1.39%-2.44%-3.19%-3.43%-1.71%-2.69%
20157-0.59%0.88%$198,282$181,3882.19%-0.26%-2.44%-3.67%5.74%-0.97%-0.65%-1.23%-6.45%-8.03%-6.11%1.63%-0.80%
20158-5.99%-6.41%$186,403$169,763-6.26%-6.08%-4.43%-4.04%-6.08%-7.48%-4.19%-4.27%-8.28%-9.07%-9.81%-6.03%-7.29%
20159-2.96%-3.22%$180,892$164,294-2.37%-3.23%-4.31%-4.51%3.17%-6.84%-3.32%-3.99%-2.72%-3.34%-0.16%-2.93%-3.90%
2015106.91%7.37%$193,393$176,4088.57%8.16%6.03%5.28%5.73%7.63%5.02%5.25%6.03%6.21%5.53%7.84%6.26%
2015110.20%-0.01%$193,774$176,3940.16%0.36%2.84%3.17%-0.54%-1.30%0.11%-0.77%-3.47%-3.92%-2.05%0.54%-1.32%
201512-2.45%-2.04%$197,063$180,828-1.92%-3.13%-4.90%-6.20%1.89%-3.19%0.13%-0.39%-2.76%-3.01%-0.92%-2.03%-2.07%
20161-6.07%-5.65%$185,101$170,616-4.77%-6.81%-6.80%-7.18%-3.38%-7.86%-6.51%-7.39%-4.26%-5.64%-5.97%-5.67%-5.59%
20162-0.18%-0.71%$184,771$169,4060.00%0.17%1.10%1.17%-0.34%-3.18%-0.62%-0.87%-0.61%0.62%-0.42%-0.04%-2.27%
201638.39%7.36%$200,273$181,8717.12%7.26%7.08%8.77%10.32%7.55%8.04%8.04%13.19%14.69%12.31%7.01%8.19%
201641.61%1.10%$203,497$183,8740.51%2.71%1.08%1.80%-2.50%4.83%2.33%3.41%0.59%2.71%2.50%0.63%2.22%
201650.27%0.95%$204,055$185,6141.70%1.33%1.07%0.47%2.21%-1.87%0.57%-0.79%-3.94%-6.50%-4.18%1.79%-1.02%
201660.38%-0.12%$204,829$185,3920.45%-0.10%-0.17%-1.16%7.04%-3.67%-3.93%-5.61%5.29%5.47%5.53%0.23%-0.94%
201674.51%4.09%$214,069$192,9663.74%3.44%5.02%4.85%4.26%4.50%5.77%7.20%5.12%6.29%5.81%3.95%4.41%
201680.57%0.40%$215,291$193,7360.00%1.16%1.59%1.74%-3.38%2.63%-0.06%0.37%1.19%1.82%0.60%0.26%0.74%
201690.63%0.51%$216,640$194,721-0.01%0.48%0.72%1.21%-1.88%1.17%2.95%2.74%1.25%1.38%1.63%0.15%1.37%
201610-1.96%-2.07%$212,387$190,696-1.85%-1.72%-3.53%-3.14%-5.82%1.24%-2.63%-0.82%0.21%2.18%-0.39%-2.21%-1.72%
2016114.25%2.47%$221,423$195,4093.52%7.85%13.19%14.87%-1.81%0.49%-1.80%-0.57%-5.22%-3.50%-6.08%4.44%-2.15%
2016122.75%1.95%$235,712$207,4142.00%2.49%4.06%3.41%4.64%3.29%2.44%3.15%0.00%0.44%0.57%1.92%2.02%
201711.92%2.50%$240,232$212,5931.92%1.45%-1.44%-0.53%-0.14%4.30%4.17%4.31%5.98%6.30%5.82%1.91%3.87%
201722.35%3.04%$245,876$219,0563.92%3.01%0.68%0.32%3.34%-0.69%1.61%1.31%3.32%4.56%5.25%3.71%1.50%
201730.30%0.89%$246,610$221,0080.20%-0.93%0.17%-1.14%-2.32%2.27%2.41%1.94%3.21%2.74%3.10%0.07%2.82%
201741.15%1.40%$249,441$224,1041.13%0.66%1.59%0.46%0.09%1.41%3.26%2.54%1.91%0.73%1.27%1.05%2.20%
201750.22%1.62%$249,993$227,7401.49%-0.11%-2.99%-3.51%-0.49%1.73%2.95%1.86%2.98%1.81%0.37%1.01%3.01%
201761.53%0.80%$253,821$229,5570.51%1.65%3.72%2.59%2.10%1.06%1.01%1.81%0.93%0.26%0.62%0.92%0.52%
201772.43%2.35%$259,993$234,9502.28%1.68%0.47%0.77%1.26%4.68%3.50%3.77%5.28%5.35%4.19%1.87%3.42%
20178-0.24%0.30%$259,367$235,6560.29%-0.94%-2.16%-2.55%0.11%-0.11%0.53%0.49%2.07%2.50%2.30%0.15%0.64%
201793.11%2.25%$267,428$240,9571.81%3.85%8.39%7.92%-0.32%3.57%2.81%3.18%-0.98%-2.24%-0.49%2.45%1.81%
2017101.54%2.09%$271,546$245,9882.32%1.44%1.11%0.96%-0.54%1.79%1.03%0.86%3.39%3.55%2.85%2.16%1.94%
2017112.20%2.33%$277,529$251,7322.82%3.55%2.64%2.12%2.80%0.95%0.79%0.09%0.30%0.49%1.53%3.04%0.78%
2017121.52%1.31%$290,121$263,3970.96%2.31%-1.03%0.03%-0.18%2.60%2.73%2.86%3.38%3.70%3.99%0.99%2.01%
201813.93%5.39%$301,516$277,6015.41%5.14%2.04%1.50%-3.34%5.86%4.84%4.40%7.52%8.78%6.54%5.31%5.59%
20182-4.89%-4.14%$286,780$266,097-3.96%-4.96%-4.31%-4.68%-7.44%-5.62%-4.30%-4.92%-4.79%-4.71%-4.25%-3.72%-5.14%
20183-0.71%-1.59%$284,730$261,867-2.70%-2.28%1.71%0.93%3.96%-1.23%-0.70%-1.54%-0.51%-1.36%-0.57%-1.99%-0.64%
201840.67%0.51%$286,629$263,2130.16%0.16%0.82%1.32%0.49%2.68%0.85%2.00%-1.29%0.38%-0.99%0.38%0.83%
201851.38%1.37%$290,571$266,8262.59%0.92%5.94%6.29%3.69%-3.62%-0.84%-2.88%-3.95%-4.34%-2.21%2.79%-1.92%
20186-0.47%-0.13%$289,219$266,4900.46%-0.70%1.40%0.06%4.30%-2.28%-1.96%-2.56%-4.25%-5.45%-6.74%0.68%-2.08%
201872.77%3.09%$297,224$274,7293.67%4.13%2.20%1.61%0.85%3.18%0.97%1.57%3.60%4.59%1.60%3.34%2.48%
201881.18%1.84%$300,723$279,7873.39%1.44%3.77%2.84%2.82%-3.53%-1.53%-2.95%-2.30%-2.38%-2.93%3.44%-2.19%
20189-0.73%0.20%$298,529$280,3410.45%0.07%-2.44%-3.19%-2.43%1.76%-0.57%0.46%-1.19%0.09%-3.22%0.16%0.30%
201810-7.57%-7.66%$275,938$258,863-7.06%-6.36%-10.40%-9.41%-2.21%-8.42%-9.51%-9.93%-8.35%-8.40%-9.48%-7.40%-8.35%
2018111.79%1.84%$280,867$263,6352.00%2.33%0.55%0.91%4.89%-0.73%-1.03%-1.87%4.36%3.58%6.14%2.06%1.26%
201812-8.84%-8.10%$264,575$250,824-8.89%-11.00%-11.83%-12.79%-7.53%-6.10%-6.81%-7.13%-2.32%-2.15%-1.85%-9.29%-4.85%
201919.09%8.28%$288,629$271,6038.53%8.65%10.11%12.00%11.29%7.85%7.91%7.51%8.18%7.30%7.36%8.59%7.58%
201922.44%2.97%$295,663$279,6663.16%2.49%5.11%3.27%0.71%1.69%2.50%2.68%-0.90%-0.69%0.30%3.50%1.72%
20193-0.08%1.23%$295,431$283,0962.30%-0.50%-3.56%-3.66%4.42%-1.10%-0.62%-1.58%0.90%0.56%1.04%1.44%0.72%
201943.00%3.62%$304,279$293,3444.15%3.44%3.40%4.04%-0.34%3.25%3.48%3.32%1.58%0.76%0.93%3.98%2.76%
20195-6.77%-6.19%$283,690$275,200-6.35%-7.75%-9.11%-11.52%0.95%-7.53%-6.13%-7.81%-5.96%-5.28%-4.96%-6.45%-5.55%
201966.27%6.63%$301,491$293,4597.16%8.03%7.31%7.77%1.13%6.28%5.18%5.15%5.58%5.07%5.04%6.97%5.83%
201970.07%0.47%$301,687$294,8451.55%1.05%0.72%0.39%1.74%-3.27%-1.69%-1.56%-2.46%-4.41%-2.44%1.44%-1.89%
20198-3.16%-2.12%$292,159$288,603-1.60%-4.11%-6.23%-8.00%4.18%-4.10%-2.46%-2.54%-4.03%-5.12%-4.20%-2.03%-2.35%
201993.32%1.99%$301,854$294,3521.89%3.94%4.14%5.96%1.61%5.08%2.73%3.65%2.56%2.56%1.91%1.70%2.72%
2019102.45%2.46%$309,237$301,5982.11%2.12%2.11%1.83%1.01%3.37%4.30%4.38%4.00%3.48%3.83%2.10%3.38%
2019112.24%3.01%$316,177$310,6673.71%3.91%3.03%3.17%-1.60%1.05%2.53%1.67%-0.51%-0.11%-0.90%3.77%1.11%
2019123.36%3.25%$335,541$329,4882.85%2.79%3.57%3.92%0.50%3.22%4.98%5.36%7.05%6.12%6.91%2.85%4.27%
20201-3.55%-1.04%$323,616$326,0490.07%-4.11%-5.44%-6.88%1.39%-5.64%-3.86%-5.27%-6.13%-8.05%-5.18%-0.08%-3.30%
20202-8.88%-7.75%$294,884$300,781-8.39%-10.57%-10.09%-10.79%-6.94%-8.31%-9.08%-9.38%-4.89%-5.99%-5.97%-8.18%-6.72%
20203-19.95%-14.47%$236,052$257,257-14.03%-20.15%-23.25%-26.60%-18.46%-21.38%-20.16%-22.76%-18.38%-21.21%-23.24%-13.78%-16.11%
2020412.14%11.75%$264,698$287,47713.72%13.08%13.32%15.81%8.81%6.63%11.37%11.22%10.45%11.82%13.95%13.25%8.09%
202053.98%5.22%$275,241$302,4725.38%3.83%4.44%2.85%1.82%4.43%6.67%4.98%1.66%0.78%2.58%5.38%4.80%
202062.30%2.83%$281,559$311,0292.32%-0.85%2.78%2.65%2.11%3.65%1.85%2.25%6.58%5.64%8.24%2.28%4.24%
202073.84%5.20%$292,364$327,2155.82%3.16%2.92%3.21%3.31%-0.29%3.64%2.36%8.27%5.27%7.61%5.64%4.10%
202084.96%6.37%$306,865$348,0587.29%4.43%4.76%5.58%0.03%6.86%6.91%6.52%1.02%1.56%2.94%7.18%4.31%
20209-3.19%-3.13%$297,067$337,172-3.93%-2.35%-4.62%-5.13%-2.57%-4.26%-1.01%-2.51%-0.70%-2.03%-0.66%-3.57%-1.96%
202010-1.07%-2.17%$293,879$329,847-2.56%-1.26%3.47%3.95%-3.39%-2.87%-3.33%-3.51%1.47%0.25%-0.15%-2.16%-2.21%
* End-of-month balance includes the annual contribution/withdrawal

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1Portfolio 2
Large-cap Value22.74%23.71%
Large-cap Growth0.71%34.16%
Mid-cap Value14.15%5.63%
Mid-cap Growth3.80%4.43%
Small-cap Value23.11%2.65%
Small-cap Growth0.00%0.18%
Global ex-US Developed Markets24.48%22.42%
Emerging Markets11.00%6.82%
Corporate Bonds0.00%0.00%
Long-Term Treasuries0.00%0.00%
Intermediate-Term Treasuries0.00%0.00%
Short-Term Treasuries0.00%0.00%
R Squared98.76%99.85%
Style analysis is based on monthly returns from Apr 2005 to Oct 2020 and uses total portfolio return with monthly rebalancing. Returns based style analysis aims to explain the portfolio returns based on asset class exposures, it does not identify the actual portfolio holdings.

Holdings Based Style Analysis for Portfolio 1

Holdings Based Style Analysis for Portfolio 1
TickerNameCategoryWeightERP/EReturn ContributionRisk Contribution
DFELXDFA Enhanced US Large Company ILarge Blend20.00%0.15%25.90$51,42916.37%
DFLVXDFA US Large Cap Value ILarge Value20.00%0.26%16.74$31,85920.26%
DFSCXDFA US Micro Cap ISmall Blend10.00%0.51%15.60$14,52010.83%
DFSVXDFA US Small Cap Value ISmall Value10.00%0.51%12.58$10,19311.78%
DFREXDFA Real Estate Securities IReal Estate10.00%0.18%30.77$16,2749.58%
DFIVXDFA International Value IForeign Large Value10.00%0.39%13.67$3,33910.59%
DFISXDFA International Small Company IForeign Small/Mid Blend5.00%0.52%15.56$6,9654.64%
DISVXDFA International Small Cap Value IForeign Small/Mid Value5.00%0.64%11.74$4,7564.94%
DFEMXDFA Emerging Markets IDiversified Emerging Mkts3.00%0.43%15.25$4,2293.09%
DFEVXDFA Emerging Markets Value IDiversified Emerging Mkts3.00%0.51%9.06$3,1043.48%
DEMSXDFA Emerging Markets Small Cap IDiversified Emerging Mkts4.00%0.67%12.35$6,5654.43%
100.00%0.35%18.38$153,233100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Style Analysis for Portfolio 2

Holdings Based Style Analysis for Portfolio 2
TickerNameCategoryWeightERP/EReturn ContributionRisk Contribution
VTSMXVanguard Total Stock Mkt Idx InvLarge Blend70.00%0.14%25.00$161,38567.98%
VGTSXVanguard Total Intl Stock Index InvForeign Large Blend30.00%0.17%17.46$27,81732.02%
100.00%0.15%22.74$189,201100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Maturity

Fund fundamentals data as of 11/25/2020. (c) 2020 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 2
Arithmetic Mean (monthly)0.80%0.71%
Arithmetic Mean (annualized)9.98%8.80%
Geometric Mean (monthly)0.67%0.61%
Geometric Mean (annualized)8.35%7.52%
Volatility (monthly)4.94%4.42%
Volatility (annualized)17.11%15.29%
Downside Deviation (monthly)3.50%3.08%
Max. Drawdown-57.87%-53.26%
US Market Correlation0.960.99
Beta(*)1.091.00
Alpha (annualized)-0.28%-0.60%
R291.76%97.51%
Sharpe Ratio0.480.47
Sortino Ratio0.680.67
Treynor Ratio (%)7.607.17
Calmar Ratio-0.010.31
Active Return0.18%-0.65%
Tracking Error5.09%2.42%
Information Ratio0.03-0.27
Skewness-0.96-0.77
Excess Kurtosis3.672.02
Historical Value-at-Risk (5%)-8.91%-7.97%
Analytical Value-at-Risk (5%)-7.33%-6.55%
Conditional Value-at-Risk (5%)-12.21%-10.59%
Upside Capture Ratio (%)106.6498.50
Downside Capture Ratio (%)107.10101.52
Safe Withdrawal Rate10.19%7.68%
Perpetual Withdrawal Rate6.05%5.29%
Positive Periods148 out of 226 (65.49%)144 out of 226 (63.72%)
Gain/Loss Ratio0.820.87
* 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 2
Subprime CrisisNov 2007Mar 2009-57.87%-53.26%

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-57.87%
2Jan 2020Mar 20203 months-29.65%
3May 2011Sep 20115 monthsDec 20121 year 3 months1 year 8 months-22.72%
4Jun 2002Sep 20024 monthsJul 200310 months1 year 2 months-20.42%
5Feb 2018Dec 201811 monthsNov 201911 months1 year 10 months-15.08%
6Jun 2015Feb 20169 monthsJul 20165 months1 year 2 months-12.70%
7Jun 2007Aug 20073 monthsOct 20072 months5 months-5.70%
8Mar 2005Apr 20052 monthsJun 20052 months4 months-4.88%
9May 2006Jul 20063 monthsOct 20063 months6 months-4.42%
10Sep 2014Sep 20141 monthFeb 20155 months6 months-4.35%
Worst 10 drawdowns included above

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsJan 20133 years 11 months5 years 3 months-53.26%
2Apr 2002Sep 20026 monthsNov 20031 year 2 months1 year 8 months-25.75%
3Jan 2020Mar 20203 monthsAug 20205 months8 months-21.92%
4Oct 2018Dec 20183 monthsApr 20194 months7 months-13.57%
5Jun 2015Feb 20169 monthsJul 20165 months1 year 2 months-11.78%
6May 2019May 20191 monthJun 20191 month2 months-6.19%
7Feb 2018Mar 20182 monthsAug 20185 months7 months-5.67%
8Sep 2020Oct 20202 months-5.23%
9Mar 2005Apr 20052 monthsJul 20053 months5 months-4.31%
10Jul 2004Jul 20041 monthOct 20043 months4 months-3.66%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
DFELXDFA Enhanced US Large Company I7.91%14.86%32.76%-37.28%-51.32%0.500.721.00
DFLVXDFA US Large Cap Value I7.18%17.82%40.32%-40.80%-60.60%0.410.570.96
DFSCXDFA US Micro Cap I7.96%19.96%60.72%-36.72%-56.88%0.420.600.90
DFSVXDFA US Small Cap Value I7.58%21.54%59.40%-36.79%-61.18%0.390.560.89
DFREXDFA Real Estate Securities I9.01%21.46%35.59%-37.36%-69.53%0.460.640.68
DFIVXDFA International Value I5.27%19.37%49.93%-46.33%-62.70%0.300.420.86
DFISXDFA International Small Company I9.25%17.49%58.78%-43.87%-57.90%0.520.750.83
DISVXDFA International Small Cap Value I9.04%18.59%66.48%-41.68%-57.69%0.490.710.82
DFEMXDFA Emerging Markets I9.28%20.36%71.77%-49.20%-59.19%0.480.710.79
DFEVXDFA Emerging Markets Value I9.98%23.29%92.28%-53.94%-64.51%0.470.710.76
DEMSXDFA Emerging Markets Small Cap I11.34%22.22%99.74%-54.53%-63.34%0.540.800.77
VTSMXVanguard Total Stock Mkt Idx Inv8.18%15.05%33.35%-37.04%-50.89%0.510.741.00
VGTSXVanguard Total Intl Stock Index Inv5.69%17.29%40.34%-44.10%-58.50%0.340.470.88

Monthly Correlations

Correlations for the portfolio assets
TickerNameDFELXDFLVXDFSCXDFSVXDFREXDFIVXDFISXDISVXDFEMXDFEVXDEMSXVTSMXVGTSXPortfolio 1Portfolio 2
DFELXDFA Enhanced US Large Company I1.000.950.860.860.670.860.820.810.790.760.771.000.880.940.98
DFLVXDFA US Large Cap Value I0.951.000.920.930.700.890.850.850.790.780.780.960.880.970.96
DFSCXDFA US Micro Cap I0.860.921.000.990.680.810.780.790.720.700.710.900.790.930.89
DFSVXDFA US Small Cap Value I0.860.930.991.000.690.820.790.810.720.710.710.890.800.940.89
DFREXDFA Real Estate Securities I0.670.700.680.691.000.650.620.630.590.580.590.680.650.770.69
DFIVXDFA International Value I0.860.890.810.820.651.000.940.950.870.880.860.860.970.940.92
DFISXDFA International Small Company I0.820.850.780.790.620.941.000.990.860.870.870.830.940.910.89
DISVXDFA International Small Cap Value I0.810.850.790.810.630.950.991.000.850.860.860.820.930.910.88
DFEMXDFA Emerging Markets I0.790.790.720.720.590.870.860.851.000.990.970.790.920.870.86
DFEVXDFA Emerging Markets Value I0.760.780.700.710.580.880.870.860.991.000.980.760.920.850.84
DEMSXDFA Emerging Markets Small Cap I0.770.780.710.710.590.860.870.860.970.981.000.770.910.850.84
VTSMXVanguard Total Stock Mkt Idx Inv1.000.960.900.890.680.860.830.820.790.760.771.000.880.960.99
VGTSXVanguard Total Intl Stock Index Inv0.880.880.790.800.650.970.940.930.920.920.910.881.000.930.94

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2
DFELXDFA Enhanced US Large Company I$51,429
DFLVXDFA US Large Cap Value I$31,859
DFSCXDFA US Micro Cap I$14,520
DFSVXDFA US Small Cap Value I$10,193
DFREXDFA Real Estate Securities I$16,274
DFIVXDFA International Value I$3,339
DFISXDFA International Small Company I$6,965
DISVXDFA International Small Cap Value I$4,756
DFEMXDFA Emerging Markets I$4,229
DFEVXDFA Emerging Markets Value I$3,104
DEMSXDFA Emerging Markets Small Cap I$6,565
VTSMXVanguard Total Stock Mkt Idx Inv$161,385
VGTSXVanguard Total Intl Stock Index Inv$27,817

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2
DFELXDFA Enhanced US Large Company I16.37%
DFLVXDFA US Large Cap Value I20.26%
DFSCXDFA US Micro Cap I10.83%
DFSVXDFA US Small Cap Value I11.78%
DFREXDFA Real Estate Securities I9.58%
DFIVXDFA International Value I10.59%
DFISXDFA International Small Company I4.64%
DISVXDFA International Small Cap Value I4.94%
DFEMXDFA Emerging Markets I3.09%
DFEVXDFA Emerging Markets Value I3.48%
DEMSXDFA Emerging Markets Small Cap I4.43%
VTSMXVanguard Total Stock Mkt Idx Inv67.98%
VGTSXVanguard Total Intl Stock Index Inv32.02%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2
AverageHighLowAverageHighLow
1 year11.64%46.49%-40.89%9.65%34.05%-39.16%
3 years10.11%26.27%-9.13%8.55%18.84%-7.77%
5 years9.15%20.64%-0.88%7.86%16.81%-0.79%
7 years8.48%14.13%4.14%7.34%12.71%0.89%
10 years8.80%11.88%5.84%7.56%11.15%4.47%
15 years9.34%11.70%7.99%7.97%9.90%6.87%
Result statistics are based on annualized rolling returns over full calendar year periods