This portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs, and stocks. You can analyze and backtest portfolio returns, risk characteristics, style exposures, and drawdowns. The results cover both returns and fund fundamentals based portfolio style analysis along with risk and return decomposition by each portfolio asset. You can compare up to three different portfolios against the selected benchmark, and you can also specify any periodic contribution or withdrawal cashflows and the preferred portfolio rebalancing strategy.
The related asset class level portfolio modeling tool allows you to analyze and compare asset class level portfolios with a longer time horizon starting from 1972.
Ticker | Name | Allocation |
---|---|---|
VFINX | Vanguard 500 Index Investor | 90.00% |
VFITX | Vanguard Interm-Term Treasury Inv | 60.00% |
CASHX | Cash | -50.00% |
Save portfolio » |
Portfolio | Initial Balance | Final Balance | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | Market Correlation |
---|---|---|---|---|---|---|---|---|---|---|
Portfolio 1 | $10,000 | $213,606 | 10.38% | 13.31% | 44.48% | -28.77% | -42.87% | 0.64 | 0.96 | 0.96 |
Vanguard 500 Index Investor | $10,000 | $164,860 | 9.46% | 14.80% | 37.45% | -37.02% | -50.97% | 0.53 | 0.77 | 0.99 |
Name | Total Return | Annualized Return | Annualized Standard Deviation | ||||||
---|---|---|---|---|---|---|---|---|---|
3 Month | Year To Date | 1 year | 3 year | 5 year | 10 year | Full | 3 year | 5 year | |
Portfolio 1 | 6.78% | -23.05% | -23.05% | 5.30% | 7.98% | 11.21% | 10.38% | 19.97% | 17.28% |
Vanguard 500 Index Investor | 7.52% | -18.23% | -18.23% | 7.51% | 9.28% | 12.41% | 9.46% | 21.17% | 18.69% |
Trailing return and volatility are as of last full calendar month ending December 2022 |
Year | Inflation | Portfolio 1 | Vanguard 500 Index Investor | Vanguard 500 Index Investor (VFINX) | Vanguard Interm-Term Treasury Inv (VFITX) | Cash (CASHX) | ||
---|---|---|---|---|---|---|---|---|
Return | Balance | Return | Balance | |||||
1992 | 2.90% | 9.49% | $10,949 | 7.42% | $10,742 | 7.42% | 7.78% | 3.57% |
1993 | 2.75% | 14.17% | $12,501 | 9.89% | $11,805 | 9.89% | 11.43% | 3.05% |
1994 | 2.67% | -3.60% | $12,051 | 1.18% | $11,944 | 1.18% | -4.33% | 4.20% |
1995 | 2.54% | 44.48% | $17,411 | 37.45% | $16,416 | 37.45% | 20.44% | 5.71% |
1996 | 3.32% | 18.72% | $20,671 | 22.88% | $20,172 | 22.88% | 1.92% | 5.17% |
1997 | 1.70% | 32.86% | $27,464 | 33.19% | $26,867 | 33.19% | 8.96% | 5.22% |
1998 | 1.61% | 30.42% | $35,820 | 28.62% | $34,555 | 28.62% | 10.61% | 4.97% |
1999 | 2.68% | 13.99% | $40,833 | 21.07% | $41,836 | 21.07% | -3.52% | 4.77% |
2000 | 3.39% | -3.32% | $39,477 | -9.06% | $38,047 | -9.06% | 14.03% | 5.99% |
2001 | 1.55% | -7.69% | $36,441 | -12.02% | $33,473 | -12.02% | 7.55% | 3.70% |
2002 | 2.38% | -13.07% | $31,677 | -22.15% | $26,060 | -22.15% | 14.15% | 1.65% |
2003 | 1.88% | 26.45% | $40,055 | 28.50% | $33,488 | 28.50% | 2.37% | 1.04% |
2004 | 3.26% | 11.03% | $44,473 | 10.74% | $37,084 | 10.74% | 3.40% | 1.32% |
2005 | 3.42% | 4.11% | $46,299 | 4.77% | $38,855 | 4.77% | 2.32% | 3.14% |
2006 | 2.54% | 13.45% | $52,525 | 15.64% | $44,932 | 15.64% | 3.14% | 4.82% |
2007 | 4.08% | 8.61% | $57,047 | 5.39% | $47,353 | 5.39% | 9.98% | 4.56% |
2008 | 0.09% | -28.77% | $40,633 | -37.02% | $29,822 | -37.02% | 13.32% | 1.53% |
2009 | 2.72% | 22.54% | $49,793 | 26.49% | $37,721 | 26.49% | -1.69% | 0.16% |
2010 | 1.50% | 18.00% | $58,756 | 14.91% | $43,347 | 14.91% | 7.35% | 0.14% |
2011 | 2.96% | 8.44% | $63,713 | 1.97% | $44,199 | 1.97% | 9.80% | 0.07% |
2012 | 1.74% | 15.91% | $73,850 | 15.82% | $51,193 | 15.82% | 2.67% | 0.08% |
2013 | 1.50% | 26.28% | $93,259 | 32.18% | $67,665 | 32.18% | -3.09% | 0.05% |
2014 | 0.76% | 14.82% | $107,077 | 13.51% | $76,806 | 13.51% | 4.32% | 0.03% |
2015 | 0.73% | 1.96% | $109,176 | 1.25% | $77,764 | 1.25% | 1.50% | 0.05% |
2016 | 2.07% | 11.16% | $121,363 | 11.82% | $86,954 | 11.82% | 1.19% | 0.30% |
2017 | 2.11% | 19.91% | $145,524 | 21.67% | $105,795 | 21.67% | 1.57% | 0.88% |
2018 | 1.91% | -4.10% | $139,565 | -4.52% | $101,008 | -4.52% | 1.00% | 1.90% |
2019 | 2.29% | 31.07% | $182,926 | 31.33% | $132,651 | 31.33% | 6.29% | 2.13% |
2020 | 1.36% | 22.51% | $224,102 | 18.25% | $156,857 | 18.25% | 8.21% | 0.44% |
2021 | 7.04% | 23.87% | $277,603 | 28.53% | $201,613 | 28.53% | -2.29% | 0.04% |
2022 | 6.45% | -23.05% | $213,606 | -18.23% | $164,860 | -18.23% | -10.43% | 1.82% |
Year | Month | Portfolio 1 | Vanguard 500 Index Investor | Vanguard 500 Index Investor (VFINX) | Vanguard Interm-Term Treasury Inv (VFITX) | Cash (CASHX) | ||
---|---|---|---|---|---|---|---|---|
Return | Balance | Return | Balance | |||||
1992 | 1 | -3.15% | $9,685 | -1.88% | $9,812 | -1.88% | -2.15% | 0.33% |
1992 | 2 | 1.28% | $9,809 | 1.24% | $9,934 | 1.24% | 0.52% | 0.32% |
1992 | 3 | -2.47% | $9,567 | -1.93% | $9,743 | -1.93% | -0.91% | 0.33% |
1992 | 4 | 2.83% | $9,838 | 2.91% | $10,026 | 2.91% | 0.57% | 0.34% |
1992 | 5 | 1.58% | $9,993 | 0.48% | $10,075 | 0.48% | 2.18% | 0.31% |
1992 | 6 | -0.41% | $9,952 | -1.49% | $9,925 | -1.49% | 1.82% | 0.31% |
1992 | 7 | 5.33% | $10,483 | 4.04% | $10,326 | 4.04% | 3.07% | 0.30% |
1992 | 8 | -1.23% | $10,354 | -2.07% | $10,113 | -2.07% | 1.20% | 0.27% |
1992 | 9 | 1.95% | $10,556 | 1.17% | $10,231 | 1.17% | 1.73% | 0.26% |
1992 | 10 | -0.87% | $10,465 | 0.33% | $10,265 | 0.33% | -1.71% | 0.23% |
1992 | 11 | 2.58% | $10,735 | 3.40% | $10,614 | 3.40% | -0.46% | 0.25% |
1992 | 12 | 1.99% | $10,949 | 1.21% | $10,742 | 1.21% | 1.80% | 0.27% |
1993 | 1 | 2.17% | $11,187 | 0.81% | $10,829 | 0.81% | 2.72% | 0.26% |
1993 | 2 | 2.62% | $11,480 | 1.36% | $10,976 | 1.36% | 2.53% | 0.24% |
1993 | 3 | 1.99% | $11,708 | 2.11% | $11,207 | 2.11% | 0.40% | 0.25% |
1993 | 4 | -1.72% | $11,507 | -2.42% | $10,935 | -2.42% | 0.93% | 0.24% |
1993 | 5 | 2.13% | $11,752 | 2.65% | $11,225 | 2.65% | -0.15% | 0.24% |
1993 | 6 | 1.41% | $11,918 | 0.27% | $11,255 | 0.27% | 2.20% | 0.26% |
1993 | 7 | -0.48% | $11,861 | -0.42% | $11,208 | -0.42% | 0.02% | 0.25% |
1993 | 8 | 4.49% | $12,394 | 3.79% | $11,632 | 3.79% | 2.18% | 0.25% |
1993 | 9 | -0.44% | $12,339 | -0.79% | $11,540 | -0.79% | 0.62% | 0.25% |
1993 | 10 | 1.74% | $12,554 | 2.08% | $11,779 | 2.08% | 0.09% | 0.24% |
1993 | 11 | -1.72% | $12,339 | -1.00% | $11,662 | -1.00% | -1.16% | 0.25% |
1993 | 12 | 1.31% | $12,501 | 1.22% | $11,805 | 1.22% | 0.56% | 0.26% |
1994 | 1 | 3.81% | $12,977 | 3.38% | $12,204 | 3.38% | 1.49% | 0.25% |
1994 | 2 | -4.00% | $12,458 | -2.71% | $11,872 | -2.71% | -2.46% | 0.25% |
1994 | 3 | -5.69% | $11,749 | -4.39% | $11,351 | -4.39% | -2.62% | 0.28% |
1994 | 4 | 0.47% | $11,805 | 1.29% | $11,498 | 1.29% | -0.92% | 0.29% |
1994 | 5 | 1.45% | $11,975 | 1.63% | $11,685 | 1.63% | 0.18% | 0.32% |
1994 | 6 | -2.68% | $11,655 | -2.47% | $11,396 | -2.47% | -0.33% | 0.35% |
1994 | 7 | 3.90% | $12,109 | 3.28% | $11,770 | 3.28% | 1.70% | 0.35% |
1994 | 8 | 3.76% | $12,564 | 4.08% | $12,249 | 4.08% | 0.30% | 0.36% |
1994 | 9 | -3.48% | $12,127 | -2.45% | $11,950 | -2.45% | -1.79% | 0.38% |
1994 | 10 | 1.74% | $12,338 | 2.25% | $12,218 | 2.25% | -0.26% | 0.39% |
1994 | 11 | -3.86% | $11,862 | -3.65% | $11,772 | -3.65% | -0.38% | 0.42% |
1994 | 12 | 1.59% | $12,051 | 1.46% | $11,944 | 1.46% | 0.79% | 0.47% |
1995 | 1 | 3.31% | $12,450 | 2.58% | $12,252 | 2.58% | 1.94% | 0.47% |
1995 | 2 | 4.84% | $13,052 | 3.88% | $12,728 | 3.88% | 2.58% | 0.49% |
1995 | 3 | 2.80% | $13,418 | 2.95% | $13,104 | 2.95% | 0.57% | 0.48% |
1995 | 4 | 3.33% | $13,865 | 2.94% | $13,489 | 2.94% | 1.56% | 0.48% |
1995 | 5 | 6.16% | $14,719 | 3.95% | $14,022 | 3.95% | 4.74% | 0.48% |
1995 | 6 | 2.29% | $15,056 | 2.31% | $14,346 | 2.31% | 0.81% | 0.47% |
1995 | 7 | 2.34% | $15,409 | 3.30% | $14,820 | 3.30% | -0.61% | 0.46% |
1995 | 8 | 0.78% | $15,529 | 0.25% | $14,857 | 0.25% | 1.31% | 0.46% |
1995 | 9 | 4.10% | $16,166 | 4.23% | $15,486 | 4.23% | 0.90% | 0.44% |
1995 | 10 | 0.49% | $16,246 | -0.36% | $15,429 | -0.36% | 1.76% | 0.44% |
1995 | 11 | 4.74% | $17,015 | 4.38% | $16,105 | 4.38% | 1.82% | 0.45% |
1995 | 12 | 2.32% | $17,411 | 1.93% | $16,416 | 1.93% | 1.44% | 0.45% |
1996 | 1 | 3.25% | $17,977 | 3.39% | $16,972 | 3.39% | 0.69% | 0.42% |
1996 | 2 | -0.76% | $17,841 | 0.92% | $17,129 | 0.92% | -2.38% | 0.41% |
1996 | 3 | 0.07% | $17,853 | 0.98% | $17,296 | 0.98% | -1.09% | 0.41% |
1996 | 4 | 0.55% | $17,951 | 1.46% | $17,548 | 1.46% | -1.03% | 0.42% |
1996 | 5 | 1.91% | $18,295 | 2.54% | $17,994 | 2.54% | -0.44% | 0.42% |
1996 | 6 | 1.04% | $18,485 | 0.38% | $18,063 | 0.38% | 1.51% | 0.42% |
1996 | 7 | -4.07% | $17,732 | -4.42% | $17,265 | -4.42% | 0.14% | 0.42% |
1996 | 8 | 1.42% | $17,984 | 2.10% | $17,627 | 2.10% | -0.35% | 0.44% |
1996 | 9 | 5.96% | $19,056 | 5.61% | $18,615 | 5.61% | 1.91% | 0.43% |
1996 | 10 | 3.72% | $19,764 | 2.76% | $19,128 | 2.76% | 2.48% | 0.41% |
1996 | 11 | 7.65% | $21,275 | 7.56% | $20,575 | 7.56% | 2.04% | 0.42% |
1996 | 12 | -2.84% | $20,671 | -1.96% | $20,172 | -1.96% | -1.45% | 0.42% |
1997 | 1 | 5.45% | $21,798 | 6.22% | $21,426 | 6.22% | 0.06% | 0.43% |
1997 | 2 | 0.57% | $21,922 | 0.79% | $21,595 | 0.79% | 0.10% | 0.42% |
1997 | 3 | -4.73% | $20,885 | -4.14% | $20,702 | -4.14% | -1.30% | 0.43% |
1997 | 4 | 6.19% | $22,179 | 5.96% | $21,935 | 5.96% | 1.61% | 0.44% |
1997 | 5 | 5.83% | $23,472 | 6.09% | $23,270 | 6.09% | 0.83% | 0.43% |
1997 | 6 | 4.41% | $24,507 | 4.45% | $24,307 | 4.45% | 1.00% | 0.40% |
1997 | 7 | 8.61% | $26,617 | 7.97% | $26,243 | 7.97% | 2.85% | 0.43% |
1997 | 8 | -5.86% | $25,057 | -5.61% | $24,771 | -5.61% | -0.99% | 0.43% |
1997 | 9 | 5.62% | $26,467 | 5.47% | $26,125 | 5.47% | 1.47% | 0.43% |
1997 | 10 | -2.21% | $25,881 | -3.35% | $25,250 | -3.35% | 1.66% | 0.41% |
1997 | 11 | 4.06% | $26,930 | 4.60% | $26,411 | 4.60% | 0.31% | 0.43% |
1997 | 12 | 1.98% | $27,464 | 1.72% | $26,867 | 1.72% | 1.09% | 0.43% |
1998 | 1 | 1.80% | $27,959 | 1.11% | $27,165 | 1.11% | 1.73% | 0.44% |
1998 | 2 | 5.89% | $29,607 | 7.19% | $29,119 | 7.19% | -0.38% | 0.43% |
1998 | 3 | 4.46% | $30,927 | 5.10% | $30,605 | 5.10% | 0.14% | 0.44% |
1998 | 4 | 0.99% | $31,233 | 1.01% | $30,914 | 1.01% | 0.49% | 0.42% |
1998 | 5 | -1.21% | $30,855 | -1.74% | $30,375 | -1.74% | 0.98% | 0.41% |
1998 | 6 | 4.01% | $32,093 | 4.07% | $31,611 | 4.07% | 0.95% | 0.41% |
1998 | 7 | -1.01% | $31,767 | -1.05% | $31,278 | -1.05% | 0.22% | 0.42% |
1998 | 8 | -11.32% | $28,170 | -14.47% | $26,751 | -14.47% | 3.20% | 0.42% |
1998 | 9 | 7.75% | $30,355 | 6.41% | $28,466 | 6.41% | 3.64% | 0.40% |
1998 | 10 | 6.64% | $32,370 | 8.16% | $30,790 | 8.16% | -0.77% | 0.36% |
1998 | 11 | 5.08% | $34,014 | 6.07% | $32,660 | 6.07% | -0.35% | 0.36% |
1998 | 12 | 5.31% | $35,820 | 5.81% | $34,555 | 5.81% | 0.38% | 0.37% |
1999 | 1 | 3.99% | $37,250 | 4.20% | $36,008 | 4.20% | 0.65% | 0.37% |
1999 | 2 | -4.77% | $35,473 | -3.12% | $34,883 | -3.12% | -3.07% | 0.37% |
1999 | 3 | 3.81% | $36,824 | 4.00% | $36,277 | 4.00% | 0.58% | 0.38% |
1999 | 4 | 3.51% | $38,117 | 3.85% | $37,674 | 3.85% | 0.28% | 0.37% |
1999 | 5 | -3.12% | $36,927 | -2.39% | $36,774 | -2.39% | -1.37% | 0.37% |
1999 | 6 | 4.80% | $38,698 | 5.56% | $38,818 | 5.56% | -0.26% | 0.38% |
1999 | 7 | -3.28% | $37,428 | -3.13% | $37,603 | -3.13% | -0.45% | 0.39% |
1999 | 8 | -0.69% | $37,169 | -0.50% | $37,416 | -0.50% | -0.07% | 0.39% |
1999 | 9 | -2.01% | $36,422 | -2.74% | $36,391 | -2.74% | 1.08% | 0.41% |
1999 | 10 | 5.52% | $38,432 | 6.33% | $38,693 | 6.33% | 0.12% | 0.40% |
1999 | 11 | 1.56% | $39,031 | 2.02% | $39,476 | 2.02% | -0.08% | 0.42% |
1999 | 12 | 4.62% | $40,833 | 5.98% | $41,836 | 5.98% | -0.94% | 0.43% |
2000 | 1 | -5.05% | $38,770 | -5.03% | $39,731 | -5.03% | -0.46% | 0.43% |
2000 | 2 | -1.38% | $38,235 | -1.91% | $38,973 | -1.91% | 1.00% | 0.47% |
2000 | 3 | 9.81% | $41,984 | 9.75% | $42,774 | 9.75% | 2.04% | 0.47% |
2000 | 4 | -3.07% | $40,695 | -3.00% | $41,491 | -3.00% | -0.26% | 0.48% |
2000 | 5 | -1.97% | $39,892 | -2.04% | $40,645 | -2.04% | 0.16% | 0.48% |
2000 | 6 | 3.31% | $41,212 | 2.49% | $41,659 | 2.49% | 2.20% | 0.46% |
2000 | 7 | -1.20% | $40,717 | -1.50% | $41,035 | -1.50% | 0.62% | 0.48% |
2000 | 8 | 6.20% | $43,242 | 6.19% | $43,575 | 6.19% | 1.62% | 0.51% |
2000 | 9 | -4.48% | $41,304 | -5.29% | $41,270 | -5.29% | 0.89% | 0.52% |
2000 | 10 | -0.08% | $41,271 | -0.43% | $41,093 | -0.43% | 0.90% | 0.51% |
2000 | 11 | -5.89% | $38,839 | -7.89% | $37,853 | -7.89% | 2.14% | 0.52% |
2000 | 12 | 1.64% | $39,477 | 0.51% | $38,047 | 0.51% | 2.39% | 0.51% |
2001 | 1 | 3.71% | $40,943 | 3.55% | $39,396 | 3.55% | 1.33% | 0.48% |
2001 | 2 | -7.54% | $37,854 | -9.14% | $35,796 | -9.14% | 1.26% | 0.41% |
2001 | 3 | -5.40% | $35,808 | -6.36% | $33,521 | -6.36% | 0.50% | 0.40% |
2001 | 4 | 6.12% | $38,001 | 7.77% | $36,125 | 7.77% | -1.16% | 0.35% |
2001 | 5 | 0.56% | $38,214 | 0.65% | $36,360 | 0.65% | 0.22% | 0.32% |
2001 | 6 | -2.20% | $37,372 | -2.45% | $35,471 | -2.45% | 0.30% | 0.30% |
2001 | 7 | 0.50% | $37,559 | -1.00% | $35,116 | -1.00% | 2.73% | 0.30% |
2001 | 8 | -5.11% | $35,640 | -6.27% | $32,913 | -6.27% | 1.11% | 0.29% |
2001 | 9 | -5.79% | $33,575 | -8.09% | $30,250 | -8.09% | 2.41% | 0.28% |
2001 | 10 | 2.94% | $34,561 | 1.90% | $30,823 | 1.90% | 2.22% | 0.20% |
2001 | 11 | 5.35% | $36,410 | 7.65% | $33,183 | 7.65% | -2.32% | 0.17% |
2001 | 12 | 0.09% | $36,441 | 0.87% | $33,473 | 0.87% | -1.16% | 0.15% |
2002 | 1 | -1.13% | $36,031 | -1.47% | $32,979 | -1.47% | 0.45% | 0.14% |
2002 | 2 | -1.02% | $35,662 | -1.94% | $32,341 | -1.94% | 1.29% | 0.14% |
2002 | 3 | 1.81% | $36,309 | 3.74% | $33,552 | 3.74% | -2.30% | 0.15% |
2002 | 4 | -4.00% | $34,857 | -6.07% | $31,513 | -6.07% | 2.62% | 0.15% |
2002 | 5 | -0.08% | $34,829 | -0.75% | $31,276 | -0.75% | 1.04% | 0.15% |
2002 | 6 | -5.23% | $33,008 | -7.13% | $29,044 | -7.13% | 1.72% | 0.14% |
2002 | 7 | -5.42% | $31,218 | -7.72% | $26,802 | -7.72% | 2.66% | 0.14% |
2002 | 8 | 1.97% | $31,833 | 0.65% | $26,977 | 0.65% | 2.42% | 0.14% |
2002 | 9 | -7.90% | $29,318 | -10.87% | $24,043 | -10.87% | 3.03% | 0.14% |
2002 | 10 | 7.42% | $31,493 | 8.78% | $26,155 | 8.78% | -0.70% | 0.13% |
2002 | 11 | 4.56% | $32,930 | 5.88% | $27,692 | 5.88% | -1.32% | 0.12% |
2002 | 12 | -3.81% | $31,677 | -5.89% | $26,060 | -5.89% | 2.58% | 0.10% |
2003 | 1 | -2.68% | $30,828 | -2.62% | $25,376 | -2.62% | -0.49% | 0.10% |
2003 | 2 | -0.35% | $30,720 | -1.52% | $24,991 | -1.52% | 1.77% | 0.10% |
2003 | 3 | 0.69% | $30,931 | 0.96% | $25,230 | 0.96% | -0.19% | 0.10% |
2003 | 4 | 7.46% | $33,237 | 8.25% | $27,312 | 8.25% | 0.24% | 0.09% |
2003 | 5 | 6.23% | $35,308 | 5.26% | $28,750 | 5.26% | 2.74% | 0.09% |
2003 | 6 | 0.83% | $35,601 | 1.26% | $29,112 | 1.26% | -0.43% | 0.09% |
2003 | 7 | -0.76% | $35,332 | 1.74% | $29,620 | 1.74% | -3.87% | 0.07% |
2003 | 8 | 1.86% | $35,988 | 1.93% | $30,192 | 1.93% | 0.19% | 0.08% |
2003 | 9 | 0.71% | $36,243 | -1.07% | $29,869 | -1.07% | 3.09% | 0.08% |
2003 | 10 | 4.31% | $37,806 | 5.64% | $31,554 | 5.64% | -1.36% | 0.08% |
2003 | 11 | 0.74% | $38,087 | 0.86% | $31,826 | 0.86% | 0.01% | 0.08% |
2003 | 12 | 5.17% | $40,055 | 5.22% | $33,488 | 5.22% | 0.85% | 0.08% |
2004 | 1 | 2.07% | $40,884 | 1.82% | $34,098 | 1.82% | 0.81% | 0.08% |
2004 | 2 | 1.89% | $41,659 | 1.38% | $34,567 | 1.38% | 1.23% | 0.08% |
2004 | 3 | -0.79% | $41,329 | -1.51% | $34,044 | -1.51% | 1.06% | 0.08% |
2004 | 4 | -3.29% | $39,970 | -1.58% | $33,507 | -1.58% | -3.25% | 0.08% |
2004 | 5 | 0.90% | $40,328 | 1.36% | $33,962 | 1.36% | -0.51% | 0.08% |
2004 | 6 | 2.01% | $41,140 | 1.93% | $34,618 | 1.93% | 0.54% | 0.09% |
2004 | 7 | -2.54% | $40,093 | -3.31% | $33,471 | -3.31% | 0.91% | 0.11% |
2004 | 8 | 1.48% | $40,685 | 0.38% | $33,600 | 0.38% | 2.07% | 0.12% |
2004 | 9 | 1.00% | $41,090 | 1.07% | $33,958 | 1.07% | 0.19% | 0.13% |
2004 | 10 | 1.80% | $41,830 | 1.51% | $34,472 | 1.51% | 0.91% | 0.14% |
2004 | 11 | 2.68% | $42,949 | 4.05% | $35,867 | 4.05% | -1.48% | 0.16% |
2004 | 12 | 3.55% | $44,473 | 3.39% | $37,084 | 3.39% | 0.97% | 0.18% |
2005 | 1 | -1.97% | $43,599 | -2.45% | $36,174 | -2.45% | 0.56% | 0.18% |
2005 | 2 | 1.18% | $44,113 | 2.09% | $36,932 | 2.09% | -0.98% | 0.21% |
2005 | 3 | -1.99% | $43,233 | -1.76% | $36,281 | -1.76% | -0.51% | 0.23% |
2005 | 4 | -0.80% | $42,888 | -1.91% | $35,588 | -1.91% | 1.75% | 0.23% |
2005 | 5 | 3.43% | $44,360 | 3.17% | $36,715 | 3.17% | 1.20% | 0.24% |
2005 | 6 | 0.32% | $44,503 | 0.13% | $36,762 | 0.13% | 0.55% | 0.25% |
2005 | 7 | 2.32% | $45,536 | 3.71% | $38,124 | 3.71% | -1.41% | 0.26% |
2005 | 8 | -0.01% | $45,533 | -0.91% | $37,776 | -0.91% | 1.65% | 0.28% |
2005 | 9 | -0.10% | $45,489 | 0.79% | $38,076 | 0.79% | -1.14% | 0.29% |
2005 | 10 | -2.10% | $44,535 | -1.68% | $37,437 | -1.68% | -0.79% | 0.29% |
2005 | 11 | 3.50% | $46,095 | 3.76% | $38,846 | 3.76% | 0.48% | 0.33% |
2005 | 12 | 0.44% | $46,299 | 0.02% | $38,855 | 0.02% | 1.01% | 0.32% |
2006 | 1 | 2.02% | $47,235 | 2.65% | $39,883 | 2.65% | -0.34% | 0.33% |
2006 | 2 | 0.12% | $47,291 | 0.26% | $39,988 | 0.26% | 0.09% | 0.37% |
2006 | 3 | 0.39% | $47,474 | 1.23% | $40,480 | 1.23% | -0.99% | 0.38% |
2006 | 4 | 0.79% | $47,848 | 1.33% | $41,019 | 1.33% | -0.37% | 0.38% |
2006 | 5 | -2.80% | $46,507 | -2.90% | $39,831 | -2.90% | 0.02% | 0.39% |
2006 | 6 | -0.03% | $46,495 | 0.13% | $39,882 | 0.13% | 0.10% | 0.40% |
2006 | 7 | 1.16% | $47,035 | 0.61% | $40,124 | 0.61% | 1.35% | 0.41% |
2006 | 8 | 2.89% | $48,396 | 2.36% | $41,072 | 2.36% | 1.62% | 0.42% |
2006 | 9 | 2.64% | $49,674 | 2.56% | $42,125 | 2.56% | 0.94% | 0.41% |
2006 | 10 | 3.03% | $51,181 | 3.25% | $43,494 | 3.25% | 0.57% | 0.40% |
2006 | 11 | 2.13% | $52,271 | 1.89% | $44,316 | 1.89% | 1.12% | 0.42% |
2006 | 12 | 0.49% | $52,525 | 1.39% | $44,932 | 1.39% | -0.98% | 0.41% |
2007 | 1 | 1.00% | $53,053 | 1.49% | $45,603 | 1.49% | -0.26% | 0.41% |
2007 | 2 | -0.87% | $52,593 | -1.97% | $44,705 | -1.97% | 1.86% | 0.42% |
2007 | 3 | 0.79% | $53,009 | 1.11% | $45,202 | 1.11% | 0.03% | 0.42% |
2007 | 4 | 4.07% | $55,168 | 4.42% | $47,199 | 4.42% | 0.57% | 0.41% |
2007 | 5 | 2.21% | $56,387 | 3.48% | $48,840 | 3.48% | -1.18% | 0.40% |
2007 | 6 | -1.80% | $55,374 | -1.68% | $48,022 | -1.68% | -0.18% | 0.39% |
2007 | 7 | -1.93% | $54,307 | -3.08% | $46,540 | -3.08% | 1.81% | 0.39% |
2007 | 8 | 2.31% | $55,564 | 1.50% | $47,238 | 1.50% | 1.97% | 0.40% |
2007 | 9 | 3.40% | $57,454 | 3.72% | $48,997 | 3.72% | 0.46% | 0.33% |
2007 | 10 | 1.73% | $58,450 | 1.58% | $49,770 | 1.58% | 0.84% | 0.31% |
2007 | 11 | -1.86% | $57,365 | -4.19% | $47,687 | -4.19% | 3.46% | 0.32% |
2007 | 12 | -0.56% | $57,047 | -0.70% | $47,353 | -0.70% | 0.27% | 0.26% |
2008 | 1 | -3.41% | $55,103 | -6.02% | $44,504 | -6.02% | 3.10% | 0.28% |
2008 | 2 | -2.20% | $53,894 | -3.25% | $43,057 | -3.25% | 1.35% | 0.16% |
2008 | 3 | 0.11% | $53,951 | -0.44% | $42,868 | -0.44% | 0.93% | 0.15% |
2008 | 4 | 2.90% | $55,514 | 4.85% | $44,948 | 4.85% | -2.14% | 0.11% |
2008 | 5 | 0.32% | $55,692 | 1.29% | $45,529 | 1.29% | -1.32% | 0.12% |
2008 | 6 | -7.30% | $51,626 | -8.44% | $41,688 | -8.44% | 0.77% | 0.15% |
2008 | 7 | -0.34% | $51,452 | -0.83% | $41,341 | -0.83% | 0.77% | 0.16% |
2008 | 8 | 1.84% | $52,401 | 1.45% | $41,939 | 1.45% | 0.98% | 0.14% |
2008 | 9 | -7.67% | $48,384 | -8.91% | $38,204 | -8.91% | 0.51% | 0.14% |
2008 | 10 | -15.97% | $40,660 | -16.79% | $31,788 | -16.79% | -1.36% | 0.08% |
2008 | 11 | -3.13% | $39,389 | -7.17% | $29,508 | -7.17% | 5.58% | 0.04% |
2008 | 12 | 3.16% | $40,633 | 1.07% | $29,822 | 1.07% | 3.66% | 0.00% |
2009 | 1 | -8.86% | $37,031 | -8.41% | $27,314 | -8.41% | -2.39% | 0.01% |
2009 | 2 | -9.83% | $33,391 | -10.66% | $24,403 | -10.66% | -0.58% | 0.02% |
2009 | 3 | 9.80% | $36,662 | 8.76% | $26,540 | 8.76% | 3.20% | 0.02% |
2009 | 4 | 7.52% | $39,421 | 9.56% | $29,077 | 9.56% | -1.76% | 0.02% |
2009 | 5 | 4.39% | $41,150 | 5.62% | $30,711 | 5.62% | -1.10% | 0.01% |
2009 | 6 | -0.02% | $41,143 | 0.22% | $30,778 | 0.22% | -0.37% | 0.01% |
2009 | 7 | 7.25% | $44,125 | 7.58% | $33,111 | 7.58% | 0.60% | 0.02% |
2009 | 8 | 3.77% | $45,786 | 3.60% | $34,302 | 3.60% | 0.89% | 0.02% |
2009 | 9 | 3.87% | $47,559 | 3.72% | $35,577 | 3.72% | 0.92% | 0.01% |
2009 | 10 | -1.54% | $46,827 | -1.87% | $34,913 | -1.87% | 0.25% | 0.01% |
2009 | 11 | 6.47% | $49,859 | 5.98% | $37,001 | 5.98% | 1.96% | 0.00% |
2009 | 12 | -0.13% | $49,793 | 1.95% | $37,721 | 1.95% | -3.13% | 0.01% |
2010 | 1 | -2.17% | $48,714 | -3.60% | $36,362 | -3.60% | 1.97% | 0.01% |
2010 | 2 | 3.04% | $50,195 | 3.09% | $37,486 | 3.09% | 0.40% | 0.01% |
2010 | 3 | 4.90% | $52,656 | 6.01% | $39,740 | 6.01% | -0.91% | 0.01% |
2010 | 4 | 2.13% | $53,776 | 1.58% | $40,367 | 1.58% | 1.23% | 0.01% |
2010 | 5 | -6.27% | $50,405 | -8.01% | $37,136 | -8.01% | 1.85% | 0.01% |
2010 | 6 | -3.45% | $48,668 | -5.24% | $35,190 | -5.24% | 2.07% | 0.01% |
2010 | 7 | 6.81% | $51,981 | 7.00% | $37,652 | 7.00% | 1.07% | 0.02% |
2010 | 8 | -2.78% | $50,536 | -4.53% | $35,947 | -4.53% | 2.00% | 0.01% |
2010 | 9 | 7.92% | $54,536 | 8.92% | $39,153 | 8.92% | 0.36% | 0.01% |
2010 | 10 | 3.55% | $56,474 | 3.79% | $40,636 | 3.79% | 0.45% | 0.01% |
2010 | 11 | -0.59% | $56,138 | 0.00% | $40,636 | 0.00% | -0.98% | 0.01% |
2010 | 12 | 4.66% | $58,756 | 6.67% | $43,347 | 6.67% | -2.29% | 0.01% |
2011 | 1 | 2.33% | $60,127 | 2.36% | $44,368 | 2.36% | 0.29% | 0.01% |
2011 | 2 | 2.81% | $61,817 | 3.42% | $45,884 | 3.42% | -0.43% | 0.01% |
2011 | 3 | -0.05% | $61,784 | 0.03% | $45,896 | 0.03% | -0.12% | 0.01% |
2011 | 4 | 3.60% | $64,007 | 2.95% | $47,249 | 2.95% | 1.60% | 0.01% |
2011 | 5 | -0.03% | $63,990 | -1.15% | $46,708 | -1.15% | 1.77% | 0.00% |
2011 | 6 | -1.59% | $62,975 | -1.67% | $45,927 | -1.67% | -0.16% | 0.01% |
2011 | 7 | -0.54% | $62,634 | -2.05% | $44,987 | -2.05% | 2.18% | 0.00% |
2011 | 8 | -3.14% | $60,667 | -5.45% | $42,536 | -5.45% | 2.70% | 0.01% |
2011 | 9 | -5.55% | $57,298 | -7.04% | $39,541 | -7.04% | 0.73% | 0.00% |
2011 | 10 | 9.57% | $62,782 | 10.91% | $43,856 | 10.91% | -0.42% | 0.00% |
2011 | 11 | -0.03% | $62,761 | -0.23% | $43,754 | -0.23% | 0.29% | 0.00% |
2011 | 12 | 1.52% | $63,713 | 1.02% | $44,199 | 1.02% | 1.00% | 0.00% |
2012 | 1 | 4.47% | $66,563 | 4.46% | $46,172 | 4.46% | 0.81% | 0.00% |
2012 | 2 | 3.47% | $68,872 | 4.31% | $48,161 | 4.31% | -0.65% | 0.01% |
2012 | 3 | 2.51% | $70,603 | 3.28% | $49,741 | 3.28% | -0.79% | 0.01% |
2012 | 4 | 0.32% | $70,831 | -0.64% | $49,423 | -0.64% | 1.50% | 0.01% |
2012 | 5 | -4.61% | $67,562 | -6.02% | $46,449 | -6.02% | 1.24% | 0.01% |
2012 | 6 | 3.46% | $69,902 | 4.11% | $48,357 | 4.11% | -0.22% | 0.01% |
2012 | 7 | 1.74% | $71,120 | 1.37% | $49,020 | 1.37% | 0.86% | 0.01% |
2012 | 8 | 2.03% | $72,563 | 2.24% | $50,118 | 2.24% | 0.10% | 0.01% |
2012 | 9 | 2.23% | $74,182 | 2.58% | $51,409 | 2.58% | -0.06% | 0.01% |
2012 | 10 | -1.84% | $72,820 | -1.86% | $50,453 | -1.86% | -0.32% | 0.01% |
2012 | 11 | 0.86% | $73,447 | 0.56% | $50,735 | 0.56% | 0.62% | 0.01% |
2012 | 12 | 0.55% | $73,850 | 0.90% | $51,193 | 0.90% | -0.41% | 0.01% |
2013 | 1 | 4.14% | $76,909 | 5.18% | $53,843 | 5.18% | -0.74% | 0.00% |
2013 | 2 | 1.60% | $78,137 | 1.34% | $54,564 | 1.34% | 0.71% | 0.01% |
2013 | 3 | 3.48% | $80,859 | 3.74% | $56,604 | 3.74% | 0.27% | 0.01% |
2013 | 4 | 2.14% | $82,591 | 1.91% | $57,684 | 1.91% | 0.71% | 0.01% |
2013 | 5 | 1.00% | $83,415 | 2.33% | $59,027 | 2.33% | -1.84% | 0.00% |
2013 | 6 | -2.16% | $81,611 | -1.35% | $58,230 | -1.35% | -1.62% | 0.00% |
2013 | 7 | 4.72% | $85,467 | 5.07% | $61,183 | 5.07% | 0.13% | 0.00% |
2013 | 8 | -3.24% | $82,694 | -2.91% | $59,402 | -2.91% | -1.02% | 0.00% |
2013 | 9 | 3.71% | $85,763 | 3.12% | $61,256 | 3.12% | 1.47% | 0.00% |
2013 | 10 | 4.48% | $89,605 | 4.59% | $64,066 | 4.59% | 0.49% | 0.00% |
2013 | 11 | 2.64% | $91,972 | 3.03% | $66,006 | 3.03% | -0.14% | 0.00% |
2013 | 12 | 1.40% | $93,259 | 2.51% | $67,665 | 2.51% | -1.49% | 0.01% |
2014 | 1 | -2.23% | $91,182 | -3.47% | $65,318 | -3.47% | 1.67% | 0.01% |
2014 | 2 | 4.24% | $95,044 | 4.56% | $68,297 | 4.56% | 0.21% | 0.00% |
2014 | 3 | 0.40% | $95,427 | 0.82% | $68,859 | 0.82% | -0.60% | 0.00% |
2014 | 4 | 0.93% | $96,317 | 0.72% | $69,358 | 0.72% | 0.49% | 0.00% |
2014 | 5 | 2.69% | $98,908 | 2.33% | $70,977 | 2.33% | 1.03% | 0.00% |
2014 | 6 | 1.77% | $100,656 | 2.05% | $72,434 | 2.05% | -0.13% | 0.00% |
2014 | 7 | -1.48% | $99,162 | -1.39% | $71,428 | -1.39% | -0.39% | 0.00% |
2014 | 8 | 4.21% | $103,337 | 3.98% | $74,272 | 3.98% | 1.03% | 0.00% |
2014 | 9 | -1.65% | $101,629 | -1.41% | $73,223 | -1.41% | -0.66% | 0.00% |
2014 | 10 | 2.84% | $104,518 | 2.42% | $74,997 | 2.42% | 1.12% | 0.00% |
2014 | 11 | 2.90% | $107,546 | 2.68% | $77,009 | 2.68% | 0.84% | 0.00% |
2014 | 12 | -0.44% | $107,077 | -0.26% | $76,806 | -0.26% | -0.35% | 0.00% |
2015 | 1 | -1.20% | $105,793 | -3.02% | $74,488 | -3.02% | 2.70% | 0.00% |
2015 | 2 | 4.14% | $110,172 | 5.74% | $78,763 | 5.74% | -1.59% | 0.00% |
2015 | 3 | -0.98% | $109,096 | -1.59% | $77,508 | -1.59% | 0.76% | 0.00% |
2015 | 4 | 0.72% | $109,879 | 0.95% | $78,244 | 0.95% | -0.21% | 0.00% |
2015 | 5 | 1.07% | $111,052 | 1.27% | $79,239 | 1.27% | -0.12% | 0.00% |
2015 | 6 | -2.18% | $108,633 | -1.93% | $77,708 | -1.93% | -0.74% | 0.00% |
2015 | 7 | 2.39% | $111,225 | 2.08% | $79,324 | 2.08% | 0.85% | 0.00% |
2015 | 8 | -5.45% | $105,160 | -6.05% | $74,528 | -6.05% | -0.03% | 0.01% |
2015 | 9 | -1.47% | $103,614 | -2.48% | $72,676 | -2.48% | 1.19% | 0.01% |
2015 | 10 | 7.13% | $111,002 | 8.42% | $78,797 | 8.42% | -0.47% | 0.00% |
2015 | 11 | 0.02% | $111,022 | 0.29% | $79,023 | 0.29% | -0.39% | 0.01% |
2015 | 12 | -1.66% | $109,176 | -1.59% | $77,764 | -1.59% | -0.38% | 0.02% |
2016 | 1 | -3.04% | $105,862 | -4.98% | $73,894 | -4.98% | 2.36% | 0.01% |
2016 | 2 | 0.38% | $106,268 | -0.15% | $73,787 | -0.15% | 0.82% | 0.03% |
2016 | 3 | 6.05% | $112,695 | 6.78% | $78,786 | 6.78% | 0.22% | 0.03% |
2016 | 4 | 0.24% | $112,967 | 0.37% | $79,081 | 0.37% | -0.13% | 0.02% |
2016 | 5 | 1.44% | $114,589 | 1.78% | $80,491 | 1.78% | -0.21% | 0.02% |
2016 | 6 | 1.43% | $116,226 | 0.25% | $80,692 | 0.25% | 2.05% | 0.03% |
2016 | 7 | 3.23% | $119,978 | 3.68% | $83,658 | 3.68% | 0.04% | 0.02% |
2016 | 8 | -0.32% | $119,596 | 0.13% | $83,767 | 0.13% | -0.72% | 0.02% |
2016 | 9 | 0.16% | $119,788 | 0.01% | $83,774 | 0.01% | 0.29% | 0.03% |
2016 | 10 | -2.05% | $117,333 | -1.83% | $82,238 | -1.83% | -0.73% | 0.02% |
2016 | 11 | 1.69% | $119,315 | 3.70% | $85,280 | 3.70% | -2.65% | 0.03% |
2016 | 12 | 1.72% | $121,363 | 1.96% | $86,954 | 1.96% | -0.05% | 0.04% |
2017 | 1 | 1.85% | $123,602 | 1.88% | $88,591 | 1.88% | 0.30% | 0.04% |
2017 | 2 | 3.78% | $128,276 | 3.96% | $92,102 | 3.96% | 0.39% | 0.04% |
2017 | 3 | 0.11% | $128,413 | 0.10% | $92,194 | 0.10% | 0.07% | 0.04% |
2017 | 4 | 1.34% | $130,130 | 1.02% | $93,133 | 1.02% | 0.77% | 0.06% |
2017 | 5 | 1.56% | $132,163 | 1.39% | $94,431 | 1.39% | 0.59% | 0.07% |
2017 | 6 | 0.24% | $132,480 | 0.61% | $95,008 | 0.61% | -0.47% | 0.08% |
2017 | 7 | 2.03% | $135,175 | 2.04% | $96,949 | 2.04% | 0.42% | 0.08% |
2017 | 8 | 0.70% | $136,127 | 0.29% | $97,233 | 0.29% | 0.86% | 0.09% |
2017 | 9 | 1.34% | $137,952 | 2.06% | $99,235 | 2.06% | -0.83% | 0.08% |
2017 | 10 | 1.92% | $140,600 | 2.32% | $101,535 | 2.32% | -0.21% | 0.09% |
2017 | 11 | 2.49% | $144,099 | 3.06% | $104,641 | 3.06% | -0.39% | 0.09% |
2017 | 12 | 0.99% | $145,524 | 1.10% | $105,795 | 1.10% | 0.07% | 0.10% |
2018 | 1 | 4.26% | $151,721 | 5.71% | $111,838 | 5.71% | -1.56% | 0.11% |
2018 | 2 | -3.68% | $146,141 | -3.69% | $107,706 | -3.69% | -0.49% | 0.12% |
2018 | 3 | -1.91% | $143,355 | -2.56% | $104,954 | -2.56% | 0.75% | 0.14% |
2018 | 4 | -0.32% | $142,889 | 0.37% | $105,346 | 0.37% | -0.92% | 0.14% |
2018 | 5 | 2.55% | $146,532 | 2.39% | $107,868 | 2.39% | 0.76% | 0.15% |
2018 | 6 | 0.53% | $147,303 | 0.61% | $108,521 | 0.61% | 0.11% | 0.16% |
2018 | 7 | 3.03% | $151,768 | 3.71% | $112,546 | 3.71% | -0.35% | 0.16% |
2018 | 8 | 3.31% | $156,785 | 3.25% | $116,200 | 3.25% | 0.77% | 0.17% |
2018 | 9 | -0.06% | $156,694 | 0.55% | $116,844 | 0.55% | -0.82% | 0.17% |
2018 | 10 | -6.33% | $146,767 | -6.85% | $108,841 | -6.85% | -0.06% | 0.18% |
2018 | 11 | 2.32% | $150,174 | 2.03% | $111,047 | 2.03% | 0.96% | 0.19% |
2018 | 12 | -7.06% | $139,565 | -9.04% | $101,008 | -9.04% | 1.90% | 0.19% |
2019 | 1 | 7.45% | $149,966 | 8.00% | $109,091 | 8.00% | 0.58% | 0.20% |
2019 | 2 | 2.65% | $153,945 | 3.20% | $112,583 | 3.20% | -0.26% | 0.20% |
2019 | 3 | 2.71% | $158,116 | 1.94% | $114,763 | 1.94% | 1.78% | 0.20% |
2019 | 4 | 3.48% | $163,624 | 4.04% | $119,401 | 4.04% | -0.05% | 0.20% |
2019 | 5 | -4.63% | $156,054 | -6.36% | $111,801 | -6.36% | 2.05% | 0.20% |
2019 | 6 | 6.72% | $166,541 | 7.03% | $119,664 | 7.03% | 1.02% | 0.19% |
2019 | 7 | 1.08% | $168,347 | 1.43% | $121,370 | 1.43% | -0.16% | 0.17% |
2019 | 8 | -0.07% | $168,234 | -1.59% | $119,439 | -1.59% | 2.48% | 0.17% |
2019 | 9 | 1.13% | $170,144 | 1.86% | $121,659 | 1.86% | -0.70% | 0.16% |
2019 | 10 | 1.91% | $173,399 | 2.15% | $124,281 | 2.15% | 0.16% | 0.15% |
2019 | 11 | 2.98% | $178,559 | 3.62% | $128,781 | 3.62% | -0.37% | 0.13% |
2019 | 12 | 2.45% | $182,926 | 3.01% | $132,651 | 3.01% | -0.36% | 0.13% |
2020 | 1 | 1.13% | $184,991 | -0.05% | $132,584 | -0.05% | 2.19% | 0.13% |
2020 | 2 | -6.26% | $173,416 | -8.24% | $121,658 | -8.24% | 2.12% | 0.13% |
2020 | 3 | -9.52% | $156,899 | -12.37% | $106,606 | -12.37% | 2.27% | 0.10% |
2020 | 4 | 11.81% | $175,424 | 12.81% | $120,266 | 12.81% | 0.46% | 0.01% |
2020 | 5 | 4.53% | $183,370 | 4.76% | $125,986 | 4.76% | 0.42% | 0.01% |
2020 | 6 | 1.95% | $186,947 | 1.98% | $128,478 | 1.98% | 0.30% | 0.01% |
2020 | 7 | 5.35% | $196,940 | 5.63% | $135,707 | 5.63% | 0.49% | 0.01% |
2020 | 8 | 6.32% | $209,396 | 7.18% | $145,447 | 7.18% | -0.22% | 0.01% |
2020 | 9 | -3.37% | $202,334 | -3.81% | $139,904 | -3.81% | 0.16% | 0.01% |
2020 | 10 | -2.76% | $196,743 | -2.67% | $136,167 | -2.67% | -0.59% | 0.01% |
2020 | 11 | 10.02% | $216,449 | 10.94% | $151,058 | 10.94% | 0.23% | 0.01% |
2020 | 12 | 3.54% | $224,102 | 3.84% | $156,857 | 3.84% | 0.14% | 0.01% |
2021 | 1 | -1.19% | $221,432 | -1.02% | $155,255 | -1.02% | -0.46% | 0.01% |
2021 | 2 | 1.72% | $225,237 | 2.76% | $159,536 | 2.76% | -1.32% | 0.01% |
2021 | 3 | 3.49% | $233,090 | 4.37% | $166,503 | 4.37% | -0.88% | 0.00% |
2021 | 4 | 5.22% | $245,257 | 5.32% | $175,366 | 5.32% | 0.72% | 0.00% |
2021 | 5 | 0.92% | $247,503 | 0.69% | $176,574 | 0.69% | 0.52% | 0.00% |
2021 | 6 | 2.02% | $252,502 | 2.31% | $180,644 | 2.31% | -0.09% | 0.00% |
2021 | 7 | 2.78% | $259,510 | 2.38% | $184,939 | 2.38% | 1.13% | 0.00% |
2021 | 8 | 2.56% | $266,146 | 3.03% | $190,541 | 3.03% | -0.28% | 0.01% |
2021 | 9 | -4.79% | $253,407 | -4.66% | $181,655 | -4.66% | -0.97% | 0.00% |
2021 | 10 | 5.89% | $268,339 | 6.99% | $194,359 | 6.99% | -0.72% | 0.00% |
2021 | 11 | -0.41% | $267,250 | -0.71% | $192,989 | -0.71% | 0.42% | 0.00% |
2021 | 12 | 3.87% | $277,603 | 4.47% | $201,613 | 4.47% | -0.35% | 0.00% |
2022 | 1 | -5.64% | $261,958 | -5.19% | $191,157 | -5.19% | -1.59% | 0.01% |
2022 | 2 | -2.94% | $254,266 | -3.00% | $185,423 | -3.00% | -0.28% | 0.02% |
2022 | 3 | 1.55% | $258,199 | 3.69% | $192,272 | 3.69% | -3.12% | 0.03% |
2022 | 4 | -9.57% | $233,481 | -8.73% | $175,486 | -8.73% | -2.39% | 0.04% |
2022 | 5 | 0.56% | $234,792 | 0.17% | $175,785 | 0.17% | 0.74% | 0.07% |
2022 | 6 | -7.95% | $216,123 | -8.27% | $161,255 | -8.27% | -0.83% | 0.09% |
2022 | 7 | 9.39% | $236,426 | 9.21% | $176,106 | 9.21% | 1.92% | 0.14% |
2022 | 8 | -5.49% | $223,436 | -4.09% | $168,902 | -4.09% | -2.91% | 0.20% |
2022 | 9 | -10.47% | $200,038 | -9.22% | $153,329 | -9.22% | -3.26% | 0.24% |
2022 | 10 | 6.64% | $213,326 | 8.08% | $165,720 | 8.08% | -0.83% | 0.27% |
2022 | 11 | 6.34% | $226,853 | 5.58% | $174,960 | 5.58% | 2.55% | 0.34% |
2022 | 12 | -5.84% | $213,606 | -5.77% | $164,860 | -5.77% | -0.77% | 0.36% |
Metric | Portfolio 1 | Vanguard 500 Index Investor |
---|---|---|
Arithmetic Mean (monthly) | 0.90% | 0.85% |
Arithmetic Mean (annualized) | 11.36% | 10.67% |
Geometric Mean (monthly) | 0.83% | 0.76% |
Geometric Mean (annualized) | 10.38% | 9.46% |
Standard Deviation (monthly) | 3.84% | 4.27% |
Standard Deviation (annualized) | 13.31% | 14.80% |
Downside Deviation (monthly) | 2.48% | 2.85% |
Maximum Drawdown | -42.87% | -50.97% |
Stock Market Correlation | 0.96 | 0.99 |
Beta(*) | 0.88 | 1.00 |
Alpha (annualized) | 1.86% | -0.00% |
R2 | 95.56% | 100.00% |
Sharpe Ratio | 0.64 | 0.53 |
Sortino Ratio | 0.96 | 0.77 |
Treynor Ratio (%) | 9.68 | 7.88 |
Calmar Ratio | 0.19 | 0.31 |
Active Return | 0.92% | N/A |
Tracking Error | 3.33% | N/A |
Information Ratio | 0.28 | N/A |
Skewness | -0.55 | -0.61 |
Excess Kurtosis | 1.19 | 1.12 |
Historical Value-at-Risk (5%) | -5.81% | -7.15% |
Analytical Value-at-Risk (5%) | -5.44% | -6.18% |
Conditional Value-at-Risk (5%) | -8.29% | -9.60% |
Upside Capture Ratio (%) | 92.23 | 100.00 |
Downside Capture Ratio (%) | 84.79 | 100.00 |
Safe Withdrawal Rate | 9.79% | 8.47% |
Perpetual Withdrawal Rate | 7.14% | 6.36% |
Positive Periods | 241 out of 372 (64.78%) | 245 out of 372 (65.86%) |
Gain/Loss Ratio | 0.99 | 0.86 |
* Vanguard 500 Index Investor is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values. |
Stress Period | Start | End | Portfolio 1 | Vanguard 500 Index Investor |
---|---|---|---|---|
Asian Crisis | Jul 1997 | Jan 1998 | -5.86% | -5.61% |
Russian Debt Default | Jul 1998 | Oct 1998 | -12.22% | -15.38% |
Dotcom Crash | Mar 2000 | Oct 2002 | -32.20% | -44.82% |
Subprime Crisis | Nov 2007 | Mar 2009 | -42.87% | -50.97% |
COVID-19 Start | Jan 2020 | Mar 2020 | -15.19% | -19.63% |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Nov 2007 | Feb 2009 | 1 year 4 months | Dec 2010 | 1 year 10 months | 3 years 2 months | -42.87% |
2 | Sep 2000 | Sep 2002 | 2 years 1 month | Dec 2004 | 2 years 3 months | 4 years 4 months | -32.20% |
3 | Jan 2022 | Sep 2022 | 9 months | -27.94% | |||
4 | Feb 2020 | Mar 2020 | 2 months | Jun 2020 | 3 months | 5 months | -15.19% |
5 | Jul 1998 | Aug 1998 | 2 months | Oct 1998 | 2 months | 4 months | -12.22% |
6 | Sep 2018 | Dec 2018 | 4 months | Mar 2019 | 3 months | 7 months | -10.98% |
7 | May 2011 | Sep 2011 | 5 months | Jan 2012 | 4 months | 9 months | -10.48% |
8 | Feb 1994 | Jun 1994 | 5 months | Feb 1995 | 8 months | 1 year 1 month | -10.19% |
9 | Aug 2015 | Sep 2015 | 2 months | Mar 2016 | 6 months | 8 months | -6.84% |
10 | Jan 2000 | Feb 2000 | 2 months | Mar 2000 | 1 month | 3 months | -6.36% |
Worst 10 drawdowns included above |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Nov 2007 | Feb 2009 | 1 year 4 months | Aug 2012 | 3 years 6 months | 4 years 10 months | -50.97% |
2 | Sep 2000 | Sep 2002 | 2 years 1 month | Nov 2006 | 4 years 2 months | 6 years 3 months | -44.82% |
3 | Jan 2022 | Sep 2022 | 9 months | -23.95% | |||
4 | Jan 2020 | Mar 2020 | 3 months | Jul 2020 | 4 months | 7 months | -19.63% |
5 | Jul 1998 | Aug 1998 | 2 months | Nov 1998 | 3 months | 5 months | -15.38% |
6 | Oct 2018 | Dec 2018 | 3 months | Apr 2019 | 4 months | 7 months | -13.55% |
7 | Aug 2015 | Sep 2015 | 2 months | May 2016 | 8 months | 10 months | -8.38% |
8 | Feb 1994 | Mar 1994 | 2 months | Aug 1994 | 5 months | 7 months | -6.98% |
9 | Jan 2000 | Feb 2000 | 2 months | Mar 2000 | 1 month | 3 months | -6.84% |
10 | Sep 2020 | Oct 2020 | 2 months | Nov 2020 | 1 month | 3 months | -6.38% |
Worst 10 drawdowns included above |
Ticker | Name | CAGR | Stdev | Best Year | Worst Year | Max Drawdown | Sharpe Ratio | Sortino Ratio | Market Correlation |
---|---|---|---|---|---|---|---|---|---|
VFINX | Vanguard 500 Index Investor | 9.46% | 14.80% | 37.45% | -37.02% | -50.97% | 0.53 | 0.77 | 0.99 |
VFITX | Vanguard Interm-Term Treasury Inv | 4.64% | 4.75% | 20.44% | -10.43% | -14.24% | 0.50 | 0.80 | -0.11 |
CASHX | Cash | 2.32% | 0.59% | 5.99% | 0.03% | 0.00% | N/A | N/A | -0.01 |
Name | Total Return | Annualized Return | Expense Ratio | |||||
---|---|---|---|---|---|---|---|---|
3 Month | Year To Date | 1 year | 3 year | 5 year | 10 year | Net | Gross | |
Vanguard 500 Index Investor | 7.52% | -18.23% | -18.23% | 7.51% | 9.28% | 12.41% | 0.14% | 0.14% |
Vanguard Interm-Term Treasury Inv | 0.91% | -10.43% | -10.43% | -1.80% | 0.33% | 0.70% | 0.20% | 0.20% |
Cash | 0.97% | 1.82% | 1.82% | 0.77% | 1.26% | 0.76% | ||
Trailing returns as of last calendar month ending December 2022 |
Ticker | Name | VFINX | VFITX | CASHX | Portfolio 1 | Vanguard 500 Index Investor |
---|---|---|---|---|---|---|
VFINX | Vanguard 500 Index Investor | 1.00 | -0.09 | -0.00 | 0.98 | 1.00 |
VFITX | Vanguard Interm-Term Treasury Inv | -0.09 | 1.00 | 0.15 | 0.12 | -0.09 |
CASHX | Cash | -0.00 | 0.15 | 1.00 | 0.01 | -0.00 |
Ticker | Name | Portfolio 1 |
---|---|---|
VFINX | Vanguard 500 Index Investor | $191,778 |
VFITX | Vanguard Interm-Term Treasury Inv | $27,742 |
CASHX | Cash | -$15,914 |
Return attribution decomposes portfolio gains into its constituent parts and identifies the contribution to returns by each of the assets. |
Ticker | Name | Portfolio 1 |
---|---|---|
VFINX | Vanguard 500 Index Investor | 97.47% |
VFITX | Vanguard Interm-Term Treasury Inv | 2.55% |
CASHX | Cash | -0.02% |
Risk attribution decomposes portfolio risk into its constituent parts and identifies the contribution to overall volatility by each of the assets. |
Roll Period | Portfolio 1 | Vanguard 500 Index Investor | ||||
---|---|---|---|---|---|---|
Average | High | Low | Average | High | Low | |
1 year | 12.01% | 50.32% | -38.04% | 11.30% | 56.19% | -43.32% |
3 years | 11.56% | 32.09% | -10.95% | 10.54% | 32.68% | -16.14% |
5 years | 11.09% | 27.64% | -4.33% | 9.95% | 28.49% | -6.73% |
7 years | 10.41% | 21.41% | -0.94% | 9.09% | 21.51% | -3.94% |
10 years | 9.66% | 16.51% | -0.60% | 8.11% | 16.52% | -3.51% |
15 years | 9.06% | 12.23% | 6.10% | 7.38% | 11.10% | 3.64% |