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 Analysis Results (Jan 2014 - Dec 2019)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
VTSAX Vanguard Total Stock Mkt Idx Adm 100.00%
Save portfolio »
Portfolio 2
Ticker Name Allocation
SCHG Schwab US Large-Cap Growth ETF 100.00%
Save portfolio »
Portfolio 3
Ticker Name Allocation
MTUM iShares MSCI USA Momentum Factor ETF 25.00%
USMV iShares MSCI USA Min Vol Factor ETF 25.00%
QUAL iShares MSCI USA Quality Factor ETF 25.00%
IJS iShares S&P Small-Cap 600 Value ETF 25.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$19,134 11.42% 11.66%30.80%-5.17%-14.26% 0.911.431.00
Portfolio 2$10,000$21,939 13.99% 12.31%36.02%-1.36%-15.49% 1.061.750.97
Portfolio 3$10,000$19,828 12.08% 10.84%28.24%-4.71%-14.58% 1.031.670.98
   

Trailing Returns

Trailing Returns
Name3 Month1 year3 year5 yearFull
Portfolio 19.01%30.80%14.55%11.19%11.42%
Portfolio 210.83%36.02%19.77%13.63%13.99%
Portfolio 36.52%28.24%14.40%12.00%12.08%
Trailing returns are for full months ending in December 2019 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.
  • 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
Annual returns for the configured portfolios
YearInflationReturnBalanceVanguard Total Stock Mkt Idx Adm (VTSAX)Schwab US Large-Cap Growth ETF (SCHG)iShares MSCI USA Momentum Factor ETF (MTUM)iShares MSCI USA Min Vol Factor ETF (USMV)iShares MSCI USA Quality Factor ETF (QUAL)iShares S&P Small-Cap 600 Value ETF (IJS)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3
20140.76%12.56%15.81%12.53%$11,256$11,581$11,25312.56%15.81%14.61%16.33%11.62%7.56%
20150.73%0.39%3.24%3.23%$11,299$11,956$11,6170.39%3.24%8.93%5.45%5.46%-6.90%
20162.07%12.66%6.82%14.01%$12,730$12,771$13,24412.66%6.82%5.00%10.57%9.21%31.25%
20172.11%21.17%28.04%22.51%$15,425$16,352$16,22521.17%28.04%37.50%18.91%22.27%11.35%
20181.91%-5.17%-1.36%-4.71%$14,628$16,130$15,462-5.17%-1.36%-1.66%1.36%-5.68%-12.84%
20192.29%30.80%36.02%28.24%$19,134$21,939$19,82830.80%36.02%27.25%27.69%33.89%24.12%
Monthly returns for the configured portfolios
YearMonthReturnBalanceVanguard Total Stock Mkt Idx Adm (VTSAX)Schwab US Large-Cap Growth ETF (SCHG)iShares MSCI USA Momentum Factor ETF (MTUM)iShares MSCI USA Min Vol Factor ETF (USMV)iShares MSCI USA Quality Factor ETF (QUAL)iShares S&P Small-Cap 600 Value ETF (IJS)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3
20141-3.11%-2.43%-3.27%$9,689$9,757$9,673-3.11%-2.43%-2.32%-3.04%-4.19%-3.51%
201424.75%5.17%5.16%$10,150$10,261$10,1734.75%5.17%6.72%4.39%4.89%4.63%
201430.52%-0.62%-0.45%$10,203$10,198$10,1270.52%-0.62%-3.42%0.85%-0.47%1.34%
201440.06%0.04%-0.31%$10,209$10,202$10,0960.06%0.04%-0.99%1.33%0.75%-2.29%
201452.17%3.39%2.03%$10,431$10,548$10,3012.17%3.39%4.07%1.15%2.33%0.62%
201462.57%2.30%1.92%$10,699$10,790$10,4992.57%2.30%2.07%1.24%0.59%3.85%
20147-1.98%-0.93%-2.07%$10,487$10,690$10,282-1.98%-0.93%-1.04%-1.42%-0.76%-5.07%
201484.18%4.26%4.35%$10,926$11,146$10,7294.18%4.26%4.60%3.98%4.35%4.46%
20149-2.11%-1.59%-2.00%$10,695$10,968$10,514-2.11%-1.59%-0.67%-0.79%-0.77%-5.94%
2014102.74%2.87%4.01%$10,988$11,283$10,9362.74%2.87%2.30%4.25%2.67%7.13%
2014112.43%3.08%2.56%$11,255$11,631$11,2162.43%3.08%3.75%3.56%2.29%0.48%
2014120.00%-0.43%0.33%$11,256$11,581$11,2530.00%-0.43%-0.81%0.04%-0.27%2.56%
20151-2.77%-1.31%-2.06%$10,944$11,429$11,021-2.77%-1.31%-0.69%-0.49%-1.73%-5.32%
201525.76%6.55%5.23%$11,574$12,178$11,5985.76%6.55%5.43%3.65%6.02%5.86%
20153-1.01%-0.85%-0.60%$11,457$12,074$11,528-1.01%-0.85%-1.05%-0.74%-1.56%1.03%
201540.42%-0.19%-0.82%$11,506$12,052$11,4340.42%-0.19%-1.04%-0.58%0.17%-1.82%
201551.39%1.67%1.67%$11,666$12,254$11,6261.39%1.67%3.36%1.02%1.52%0.75%
20156-1.70%-1.43%-1.01%$11,467$12,078$11,509-1.70%-1.43%-0.34%-2.23%-1.84%0.42%
201571.65%2.94%2.02%$11,656$12,434$11,7421.65%2.94%3.79%4.02%2.88%-2.70%
20158-6.00%-5.99%-5.16%$10,956$11,689$11,136-6.00%-5.99%-6.00%-4.53%-5.41%-4.62%
20159-2.94%-3.51%-1.86%$10,634$11,278$10,928-2.94%-3.51%-1.89%-0.62%-1.30%-3.77%
2015107.86%8.28%7.14%$11,470$12,213$11,7087.86%8.28%7.32%5.99%8.65%6.57%
2015110.56%0.26%0.77%$11,534$12,244$11,7980.56%0.26%0.53%-0.21%0.44%2.47%
201512-2.04%-2.35%-1.54%$11,299$11,956$11,617-2.04%-2.35%-0.13%0.50%-1.72%-5.08%
20161-5.65%-7.04%-3.92%$10,661$11,114$11,162-5.65%-7.04%-3.81%-1.39%-4.62%-5.85%
20162-0.04%0.12%0.61%$10,656$11,128$11,230-0.04%0.12%-1.28%1.04%0.60%2.08%
201637.03%6.87%6.77%$11,406$11,893$11,9907.03%6.87%5.31%5.93%6.43%9.41%
201640.65%-0.44%0.20%$11,480$11,841$12,0140.65%-0.44%-0.63%-0.36%-0.40%2.13%
201651.77%2.01%1.37%$11,683$12,079$12,1781.77%2.01%2.45%1.58%1.07%0.44%
201660.25%-1.16%2.19%$11,712$11,938$12,4450.25%-1.16%2.95%4.49%0.48%0.83%
201673.95%4.99%3.06%$12,175$12,534$12,8253.95%4.99%2.68%1.47%3.05%5.06%
201680.28%0.27%-0.63%$12,208$12,569$12,7450.28%0.27%-1.49%-1.96%-0.22%1.13%
201690.15%0.61%0.16%$12,227$12,645$12,7650.15%0.61%0.50%-0.64%-0.10%0.87%
201610-2.21%-2.56%-2.65%$11,956$12,321$12,428-2.21%-2.56%-1.94%-2.75%-2.04%-3.74%
2016114.45%2.77%4.24%$12,489$12,663$12,9544.45%2.77%-0.59%0.61%3.01%13.34%
2016121.93%0.85%2.24%$12,730$12,771$13,2441.93%0.85%1.10%2.43%2.00%3.20%
201711.93%3.53%1.09%$12,976$13,222$13,3881.93%3.53%3.15%1.26%1.16%-1.21%
201723.71%4.19%3.61%$13,457$13,775$13,8723.71%4.19%3.80%4.54%4.69%1.35%
201730.08%0.66%0.39%$13,467$13,866$13,9260.08%0.66%2.05%0.12%-0.04%-0.65%
201741.05%2.25%1.30%$13,609$14,178$14,1071.05%2.25%2.58%1.40%0.62%0.51%
201751.02%2.33%1.60%$13,748$14,508$14,3331.02%2.33%4.77%2.00%1.49%-2.26%
201760.93%0.16%0.82%$13,875$14,531$14,4490.93%0.16%0.35%-0.35%0.57%2.96%
201771.87%2.67%1.87%$14,134$14,919$14,7201.87%2.67%3.48%2.02%1.02%0.75%
201780.16%1.03%0.09%$14,157$15,074$14,7330.16%1.03%1.47%0.76%0.47%-2.72%
201792.46%1.11%3.47%$14,506$15,240$15,2442.46%1.11%2.81%0.52%2.65%8.58%
2017102.17%3.03%2.72%$14,821$15,702$15,6602.17%3.03%5.04%1.95%2.92%0.59%
2017113.04%3.06%3.28%$15,272$16,182$16,1743.04%3.06%2.80%3.08%3.60%3.76%
2017121.01%1.05%0.32%$15,425$16,352$16,2251.01%1.05%0.12%0.24%1.25%-0.37%
201815.32%7.16%4.40%$16,246$17,522$16,9395.32%7.16%8.22%3.49%4.57%1.33%
20182-3.71%-2.81%-3.14%$15,643$17,030$16,407-3.71%-2.81%-1.46%-4.25%-2.91%-4.04%
20183-1.98%-2.43%-0.96%$15,332$16,617$16,249-1.98%-2.43%-3.44%-0.25%-1.29%1.37%
201840.38%0.61%0.29%$15,390$16,718$16,2960.38%0.61%0.50%0.21%-1.31%1.76%
201852.82%3.95%3.26%$15,825$17,379$16,8282.82%3.95%3.45%1.00%2.70%5.87%
201860.67%1.26%0.59%$15,931$17,599$16,9280.67%1.26%-0.07%1.70%-0.00%0.80%
201873.35%2.63%2.83%$16,465$18,061$17,4073.35%2.63%1.76%3.29%3.71%2.62%
201883.45%5.05%3.96%$17,034$18,974$18,0953.45%5.05%5.87%3.06%3.73%3.14%
201890.16%0.59%0.03%$17,061$19,085$18,1000.16%0.59%0.92%1.25%1.07%-3.05%
201810-7.40%-8.47%-7.88%$15,799$17,468$16,673-7.40%-8.47%-9.86%-4.05%-7.57%-9.94%
2018112.08%0.97%1.56%$16,127$17,638$16,9332.08%0.97%1.42%3.23%0.92%0.57%
201812-9.30%-8.55%-8.69%$14,628$16,130$15,462-9.30%-8.55%-7.51%-6.68%-8.46%-12.38%
201918.60%8.99%8.15%$15,886$17,581$16,7228.60%8.99%6.46%5.65%8.25%12.26%
201923.51%3.26%3.93%$16,444$18,154$17,3803.51%3.26%3.39%3.83%4.36%4.13%
201931.45%2.59%0.80%$16,682$18,624$17,5191.45%2.59%2.12%2.72%2.53%-3.91%
201943.98%4.54%3.14%$17,345$19,470$18,0693.98%4.54%2.26%2.18%3.79%4.32%
20195-6.43%-6.17%-5.13%$16,229$18,270$17,142-6.43%-6.17%-2.20%-1.61%-6.58%-9.98%
201966.99%7.05%6.44%$17,364$19,558$18,2456.99%7.05%6.12%4.98%7.07%7.66%
201971.44%1.89%1.54%$17,613$19,927$18,5261.44%1.89%1.80%1.67%1.38%1.30%
20198-2.01%-0.96%-1.22%$17,259$19,737$18,300-2.01%-0.96%0.27%1.59%-1.78%-5.14%
201991.70%0.29%1.72%$17,553$19,795$18,6141.70%0.29%-1.14%0.98%1.85%5.57%
2019102.11%3.19%1.14%$17,923$20,426$18,8272.11%3.19%0.65%-0.23%2.21%2.00%
2019113.78%4.53%2.97%$18,601$21,352$19,3853.78%4.53%3.29%1.39%4.46%2.71%
2019122.86%2.75%2.28%$19,134$21,939$19,8282.86%2.75%1.69%1.77%2.83%2.84%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1Portfolio 2Portfolio 3
Large-cap Value34.78%0.00%14.44%
Large-cap Growth46.32%85.50%47.73%
Mid-cap Value6.55%9.42%0.00%
Mid-cap Growth6.14%4.29%8.10%
Small-cap Value0.99%0.00%19.33%
Small-cap Growth4.54%0.78%1.59%
Global ex-US Developed Markets0.00%0.00%0.00%
Emerging Markets0.68%0.00%0.00%
Corporate Bonds0.00%0.00%0.00%
Long-Term Treasuries0.00%0.00%5.72%
Intermediate-Term Treasuries0.00%0.00%3.08%
Short-Term Treasuries0.00%0.00%0.00%
R Squared99.85%97.50%98.17%
Style analysis is based on monthly returns from Jan 2014 to Dec 2019 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
VTSAXVanguard Total Stock Mkt Idx AdmLarge Blend100.00%0.04%26.42$9,134100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Maturity

Holdings Based Style Analysis for Portfolio 2

Holdings Based Style Analysis for Portfolio 2
TickerNameCategoryWeightERP/EReturn ContributionRisk Contribution
SCHGSchwab US Large-Cap Growth ETFLarge Growth100.00%0.04%35.24$11,939100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Holdings Based Style Analysis for Portfolio 3

Holdings Based Style Analysis for Portfolio 3
TickerNameCategoryWeightERP/EReturn ContributionRisk Contribution
MTUMiShares MSCI USA Momentum Factor ETFLarge Growth25.00%0.15%33.69$2,99023.57%
USMViShares MSCI USA Min Vol Factor ETFLarge Blend25.00%0.15%25.76$2,62017.98%
QUALiShares MSCI USA Quality Factor ETFLarge Blend25.00%0.15%26.01$2,52825.40%
IJSiShares S&P Small-Cap 600 Value ETFSmall Value25.00%0.25%16.22$1,69033.05%
100.00%0.18%25.42$9,828100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fund fundamentals data as of 09/28/2020. (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 2Portfolio 3
Arithmetic Mean (monthly)0.96%1.16%1.00%
Arithmetic Mean (annualized)12.17%14.84%12.73%
Geometric Mean (monthly)0.91%1.10%0.96%
Geometric Mean (annualized)11.42%13.99%12.08%
Volatility (monthly)3.37%3.55%3.13%
Volatility (annualized)11.66%12.31%10.84%
Downside Deviation (monthly)2.11%2.12%1.89%
Max. Drawdown-14.26%-15.49%-14.58%
US Market Correlation1.000.970.98
Beta(*)1.001.030.91
Alpha (annualized)0.10%2.17%1.61%
R2100.00%94.62%96.30%
Sharpe Ratio0.911.061.03
Sortino Ratio1.431.751.67
Treynor Ratio (%)10.6612.6912.24
Calmar Ratio1.021.280.99
Active Return0.12%2.69%0.78%
Tracking Error0.04%2.88%2.32%
Information Ratio3.250.930.34
Skewness-0.55-0.50-0.56
Excess Kurtosis1.060.831.21
Historical Value-at-Risk (5%)-6.15%-6.47%-5.14%
Analytical Value-at-Risk (5%)-4.58%-4.69%-4.11%
Conditional Value-at-Risk (5%)-7.71%-8.02%-7.24%
Upside Capture Ratio (%)100.42110.0294.42
Downside Capture Ratio (%)99.7895.8084.10
Safe Withdrawal Rate21.71%23.00%22.44%
Perpetual Withdrawal Rate8.77%10.83%9.32%
Positive Periods54 out of 72 (75.00%)50 out of 72 (69.44%)51 out of 72 (70.83%)
Gain/Loss Ratio0.701.030.95
* US stock market is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Oct 2018Dec 20183 monthsApr 20194 months7 months-14.26%
2Jun 2015Sep 20154 monthsMay 20168 months1 year-8.84%
3May 2019May 20191 monthJun 20191 month2 months-6.43%
4Feb 2018Mar 20182 monthsJul 20184 months6 months-5.62%
5Jan 2014Jan 20141 monthFeb 20141 month2 months-3.11%
6Jan 2015Jan 20151 monthFeb 20151 month2 months-2.77%
7Oct 2016Oct 20161 monthNov 20161 month2 months-2.21%
8Sep 2014Sep 20141 monthOct 20141 month2 months-2.11%
9Aug 2019Aug 20191 monthOct 20192 months3 months-2.01%
10Jul 2014Jul 20141 monthAug 20141 month2 months-1.98%
Worst 10 drawdowns included above

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Oct 2018Dec 20183 monthsApr 20194 months7 months-15.49%
2Aug 2015Jan 20166 monthsJul 20166 months1 year-10.61%
3May 2019May 20191 monthJun 20191 month2 months-6.17%
4Feb 2018Mar 20182 monthsJun 20183 months5 months-5.17%
5Oct 2016Oct 20161 monthNov 20161 month2 months-2.56%
6Jan 2014Jan 20141 monthFeb 20141 month2 months-2.43%
7Dec 2014Jan 20152 monthsFeb 20151 month3 months-1.74%
8Sep 2014Sep 20141 monthOct 20141 month2 months-1.59%
9Jun 2015Jun 20151 monthJul 20151 month2 months-1.43%
10Mar 2015Apr 20152 monthsMay 20151 month3 months-1.03%
Worst 10 drawdowns included above

Drawdowns for Portfolio 3

Drawdowns for Portfolio 3 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Oct 2018Dec 20183 monthsJun 20196 months9 months-14.58%
2Aug 2015Sep 20152 monthsNov 20152 months4 months-6.93%
3Dec 2015Jan 20162 monthsMar 20162 months4 months-5.39%
4Feb 2018Mar 20182 monthsJul 20184 months6 months-4.07%
5Jan 2014Jan 20141 monthFeb 20141 month2 months-3.27%
6Aug 2016Oct 20163 monthsNov 20161 month4 months-3.10%
7Jul 2014Jul 20141 monthAug 20141 month2 months-2.07%
8Jan 2015Jan 20151 monthFeb 20151 month2 months-2.06%
9Sep 2014Sep 20141 monthOct 20141 month2 months-2.00%
10Mar 2015Apr 20152 monthsMay 20151 month3 months-1.41%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
VTSAXVanguard Total Stock Mkt Idx Adm11.42%11.66%30.80%-5.17%-14.26%0.911.431.00
SCHGSchwab US Large-Cap Growth ETF13.99%12.31%36.02%-1.36%-15.49%1.061.750.97
MTUMiShares MSCI USA Momentum Factor ETF14.52%11.45%37.50%-1.66%-15.44%1.172.000.87
USMViShares MSCI USA Min Vol Factor ETF13.05%8.71%27.69%1.36%-7.56%1.362.440.86
QUALiShares MSCI USA Quality Factor ETF12.10%11.34%33.89%-5.68%-14.61%0.991.630.98
IJSiShares S&P Small-Cap 600 Value ETF7.96%16.40%31.25%-12.84%-23.06%0.500.760.86

Monthly Correlations

Correlations for the portfolio assets
TickerNameVTSAXSCHGMTUMUSMVQUALIJSPortfolio 1Portfolio 2Portfolio 3
VTSAXVanguard Total Stock Mkt Idx Adm1.000.970.870.860.980.861.000.970.98
SCHGSchwab US Large-Cap Growth ETF0.971.000.910.840.960.770.971.000.95
MTUMiShares MSCI USA Momentum Factor ETF0.870.911.000.840.880.610.870.910.89
USMViShares MSCI USA Min Vol Factor ETF0.860.840.841.000.880.640.860.840.90
QUALiShares MSCI USA Quality Factor ETF0.980.960.880.881.000.800.980.960.97
IJSiShares S&P Small-Cap 600 Value ETF0.860.770.610.640.801.000.860.770.87

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
VTSAXVanguard Total Stock Mkt Idx Adm$9,134
SCHGSchwab US Large-Cap Growth ETF$11,939
MTUMiShares MSCI USA Momentum Factor ETF$2,990
USMViShares MSCI USA Min Vol Factor ETF$2,620
QUALiShares MSCI USA Quality Factor ETF$2,528
IJSiShares S&P Small-Cap 600 Value ETF$1,690

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
VTSAXVanguard Total Stock Mkt Idx Adm100.00%
SCHGSchwab US Large-Cap Growth ETF100.00%
MTUMiShares MSCI USA Momentum Factor ETF23.57%
USMViShares MSCI USA Min Vol Factor ETF17.98%
QUALiShares MSCI USA Quality Factor ETF25.40%
IJSiShares S&P Small-Cap 600 Value ETF33.05%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2Portfolio 3
AverageHighLowAverageHighLowAverageHighLow
1 year12.07%30.80%-5.17%14.76%36.02%-1.36%12.64%28.24%-4.71%
3 years10.75%14.55%8.38%12.74%19.77%8.49%11.80%14.40%9.82%
5 years9.55%11.19%7.90%11.83%13.63%10.03%10.55%12.00%9.11%
Result statistics are based on annualized rolling returns over full calendar year periods