Backtest Portfolio Asset Allocation

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

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

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Portfolio Assets 
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Asset 2
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Asset 3
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Asset 4
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Asset 5
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Asset 6
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Asset 7
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Asset 8
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Asset 9
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Asset 10
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Portfolio Analysis Results (Jan 1985 - Dec 2018)

Portfolio Allocations

Vanguard 500 Index Investor
Ticker Name Allocation
VFINX Vanguard 500 Index Investor 100.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Vanguard 500 Index Investor$10,000$118,566 7.54% 14.81%37.42%-37.03%-52.40% 0.540.770.99
   

Trailing Returns

Trailing Returns
NameTotal ReturnAnnualized ReturnAnnualized Standard Deviation
3 MonthYTD1 year3 year5 year10 yearFull3 year5 year
Vanguard 500 Index Investor-13.54%-4.52%-4.52%9.11%8.35%12.98%10.68%10.95%10.94%
Trailing return and volatility are as of last full calendar quarter ending December 2018
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 assume that dividends and distributions are withdrawn as cash rather than being 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
  • The annual income is calculated from the difference between monthly total returns and split adjusted monthly price changes and thus includes both dividends and capital gains distributions.
  • The annual yield as a percentage is based on the portfolio asset allocation and is not impacted by cashflows.
Annual returns for the configured portfolios
YearInflationVanguard 500 Index InvestorVanguard 500 Index Investor (VFINX)
ReturnBalanceYieldIncome
19853.80%31.14%$11,77812.91%$1,29131.23%
19861.10%18.28%$12,43312.66%$1,49118.06%
19874.43%4.71%$12,6283.54%$4414.71%
19884.42%16.23%$13,9245.76%$72716.22%
19894.65%31.33%$17,2347.17%$99931.36%
19906.11%-3.35%$16,0043.78%$651-3.32%
19913.06%30.17%$20,1434.07%$65130.22%
19922.90%7.43%$20,9893.10%$6257.42%
19932.75%9.88%$22,4542.83%$5949.89%
19942.67%1.22%$22,0133.13%$7021.18%
19952.54%37.42%$29,5083.14%$69237.45%
19963.32%22.89%$35,4352.66%$78422.88%
19971.70%33.16%$46,1422.76%$97833.19%
19981.61%28.60%$58,3761.94%$89728.62%
19992.68%21.04%$69,3292.11%$1,23221.07%
20003.39%-9.06%$62,4280.96%$666-9.06%
20011.55%-12.04%$54,2471.05%$653-12.02%
20022.38%-22.14%$41,5731.28%$697-22.15%
20031.88%28.51%$52,5971.76%$73328.50%
20043.26%10.73%$57,1931.90%$99910.74%
20053.42%4.77%$58,8731.77%$1,0144.77%
20062.54%15.63%$66,9011.86%$1,09615.64%
20074.08%5.40%$69,2371.91%$1,2765.39%
20080.09%-37.03%$42,5671.85%$1,283-37.02%
20092.72%26.52%$52,5972.53%$1,07826.49%
20101.50%14.93%$59,3341.91%$1,00714.91%
20112.96%1.94%$59,3241.94%$1,1511.97%
20121.74%15.82%$67,3002.33%$1,38315.82%
20131.50%32.16%$87,2752.24%$1,51032.18%
20140.76%13.50%$97,2801.94%$1,69213.51%
20150.73%1.27%$96,5571.97%$1,9201.25%
20162.07%11.81%$105,8252.11%$2,03711.82%
20172.11%21.66%$126,4452.02%$2,13921.67%
20181.91%-4.52%$118,5661.82%$2,305-4.52%
Monthly returns for the configured portfolios
YearMonthVanguard 500 Index Investor ReturnVanguard 500 Index Investor BalanceVanguard 500 Index Investor (VFINX)
198517.58%$10,7587.58%
198521.38%$10,9071.38%
198530.00%$10,8150.01%
19854-0.28%$10,784-0.28%
198556.03%$11,4346.03%
198561.43%$11,5061.43%
19857-0.22%$11,481-0.22%
19858-0.67%$11,404-0.67%
19859-3.14%$10,953-3.14%
1985104.40%$11,4344.40%
1985116.94%$12,2286.94%
1985124.61%$11,7784.67%
198610.43%$11,8290.43%
198627.58%$12,7257.58%
198635.48%$13,3305.48%
19864-1.35%$13,151-1.35%
198655.45%$13,8685.45%
198661.66%$14,0061.67%
19867-5.74%$13,202-5.74%
198687.45%$14,1857.45%
19869-8.31%$12,915-8.31%
1986105.63%$13,6425.63%
1986112.55%$13,9912.55%
198612-2.45%$12,433-2.64%
1987113.27%$14,08313.27%
198723.97%$14,6413.97%
198732.90%$14,9742.89%
19874-1.03%$14,821-1.03%
198751.04%$14,9741.04%
198765.03%$15,6355.02%
198774.91%$16,4044.91%
198783.84%$17,0343.84%
19879-2.29%$16,552-2.29%
198710-21.73%$12,956-21.73%
198711-8.19%$11,895-8.19%
1987127.54%$12,6287.55%
198814.18%$13,0584.17%
198824.59%$13,6584.59%
19883-3.04%$13,151-3.04%
198841.01%$13,2841.01%
198850.81%$13,3910.81%
198864.55%$13,9094.56%
19887-0.37%$13,858-0.37%
19888-3.40%$13,386-3.40%
198894.25%$13,8634.26%
1988102.73%$14,2422.73%
198811-1.40%$14,042-1.40%
1988121.68%$13,9241.66%
198917.32%$14,9447.32%
19892-2.47%$14,575-2.47%
198932.25%$14,7232.26%
198945.18%$15,4875.18%
198954.04%$16,1124.04%
19896-0.57%$15,927-0.59%
198979.01%$17,3629.01%
198981.86%$17,6841.86%
19899-0.41%$17,520-0.40%
198910-2.34%$17,111-2.34%
1989112.04%$17,4592.04%
1989122.35%$17,2342.38%
19901-6.72%$16,076-6.72%
199021.27%$16,2811.27%
199032.61%$16,5882.61%
19904-2.50%$16,173-2.50%
199059.69%$17,7419.69%
19906-0.66%$17,531-0.66%
19907-0.35%$17,469-0.35%
19908-9.03%$15,891-9.03%
19909-4.90%$15,020-4.89%
199010-0.41%$14,959-0.41%
1990116.44%$15,9226.44%
1990122.70%$16,0042.72%
199114.32%$16,6964.32%
199127.15%$17,8897.15%
199132.41%$18,1922.41%
199140.20%$18,2270.20%
199154.27%$19,0064.27%
19916-4.56%$18,048-4.56%
199174.63%$18,8834.63%
199182.33%$19,3242.33%
19919-1.67%$18,909-1.67%
1991101.33%$19,1601.33%
199111-4.01%$18,391-4.01%
19911211.36%$20,14311.41%
19921-1.88%$19,764-1.88%
199221.24%$20,0101.24%
19923-1.92%$19,513-1.93%
199242.91%$20,0822.91%
199250.48%$20,1790.48%
19926-1.50%$19,764-1.49%
199274.04%$20,5644.04%
19928-2.07%$20,138-2.07%
199291.17%$20,2611.17%
1992100.33%$20,3280.33%
1992113.40%$21,0193.40%
1992121.22%$20,9891.21%
199310.81%$21,1580.81%
199321.36%$21,4451.36%
199332.10%$21,7672.11%
19934-2.42%$21,240-2.42%
199352.65%$21,8032.65%
199360.26%$21,7470.27%
19937-0.42%$21,655-0.42%
199383.79%$22,4743.79%
19939-0.80%$22,182-0.79%
1993102.08%$22,6432.08%
199311-1.00%$22,418-1.00%
1993121.23%$22,4541.22%
199413.38%$23,2123.38%
19942-2.71%$22,582-2.71%
19943-4.36%$21,445-4.39%
199441.29%$21,7211.29%
199451.63%$22,0751.63%
19946-2.46%$21,419-2.47%
199473.28%$22,1213.28%
199484.08%$23,0234.08%
19949-2.45%$22,346-2.45%
1994102.25%$22,8482.25%
199411-3.65%$22,013-3.65%
1994121.47%$22,0131.46%
199512.58%$22,5822.58%
199523.88%$23,4583.88%
199532.95%$24,0372.95%
199542.94%$24,7442.94%
199553.95%$25,7223.95%
199562.31%$26,2042.31%
199573.30%$27,0703.30%
199580.25%$27,1360.25%
199594.23%$28,1714.23%
199510-0.36%$28,069-0.36%
1995114.38%$29,2984.38%
1995121.92%$29,5081.93%
199613.39%$30,5073.39%
199620.92%$30,7890.92%
199630.98%$30,9580.98%
199641.46%$31,4091.46%
199652.54%$32,2082.54%
199660.38%$32,2180.38%
19967-4.42%$30,794-4.42%
199682.10%$31,4402.10%
199695.61%$33,0895.61%
1996102.76%$34,0012.76%
1996117.56%$36,5737.56%
199612-1.95%$35,435-1.96%
199716.22%$37,6386.22%
199720.79%$37,9350.79%
19973-4.12%$36,214-4.14%
199745.96%$38,3715.96%
199756.09%$40,7076.09%
199764.46%$42,3824.45%
199777.97%$45,7587.97%
19978-5.61%$43,192-5.61%
199795.47%$45,4155.47%
199710-3.35%$43,893-3.35%
1997114.60%$45,9124.60%
1997121.68%$46,1421.72%
199811.11%$46,6551.11%
199827.19%$50,0107.19%
199835.10%$52,3625.10%
199841.01%$52,8891.01%
19985-1.74%$51,967-1.74%
199864.07%$53,9454.07%
19987-1.05%$53,376-1.05%
19988-14.47%$45,651-14.47%
199896.42%$48,4436.41%
1998108.16%$52,3988.16%
1998116.07%$55,5796.07%
1998125.79%$58,3765.81%
199914.20%$60,8304.20%
19992-3.12%$58,929-3.12%
199933.99%$60,9124.00%
199943.85%$63,2583.85%
19995-2.39%$61,747-2.39%
199965.54%$64,9745.56%
19997-3.13%$62,941-3.13%
19998-0.50%$62,628-0.50%
19999-2.74%$60,733-2.74%
1999106.33%$64,5756.33%
1999112.02%$65,8812.02%
1999125.97%$69,3295.98%
20001-5.03%$65,840-5.03%
20002-1.91%$64,585-1.91%
200039.76%$70,7339.75%
20004-3.00%$68,612-3.00%
20005-2.04%$67,213-2.04%
200062.49%$68,7302.49%
20007-1.50%$67,700-1.50%
200086.19%$71,8906.19%
20009-5.29%$67,925-5.29%
200010-0.43%$67,633-0.43%
200011-7.89%$62,300-7.89%
2000120.51%$62,4280.51%
200113.55%$64,6413.55%
20012-9.14%$58,735-9.14%
20013-6.36%$54,851-6.36%
200147.77%$59,1147.77%
200150.65%$59,4980.65%
20016-2.45%$57,900-2.45%
20017-1.00%$57,321-1.00%
20018-6.27%$53,724-6.27%
20019-8.11%$49,201-8.09%
2001101.90%$50,1331.90%
2001117.65%$53,9707.65%
2001120.88%$54,2470.87%
20021-1.47%$53,448-1.47%
20022-1.94%$52,413-1.94%
200233.74%$54,2263.74%
20024-6.07%$50,932-6.07%
20025-0.75%$50,548-0.75%
20026-7.13%$46,788-7.13%
20027-7.72%$43,176-7.72%
200280.65%$43,4580.65%
20029-10.87%$38,555-10.87%
2002108.78%$41,9428.78%
2002115.88%$44,4065.88%
200212-5.90%$41,573-5.89%
20031-2.62%$40,482-2.62%
20032-1.52%$39,867-1.52%
200330.96%$40,0970.96%
200348.25%$43,4078.25%
200355.26%$45,6925.26%
200361.27%$46,1171.26%
200371.74%$46,9211.74%
200381.93%$47,8281.93%
20039-1.07%$47,131-1.07%
2003105.64%$49,7905.64%
2003110.86%$50,2200.86%
2003125.21%$52,5975.22%
200411.82%$53,5551.82%
200421.38%$54,2931.38%
20043-1.52%$53,284-1.51%
20044-1.58%$52,444-1.58%
200451.36%$53,1561.36%
200461.93%$54,0011.93%
20047-3.31%$52,213-3.31%
200480.38%$52,4130.38%
200491.07%$52,7611.07%
2004101.51%$53,5601.51%
2004114.05%$55,7274.05%
2004123.39%$57,1933.39%
20051-2.45%$55,789-2.45%
200522.09%$56,9572.09%
20053-1.76%$55,733-1.76%
20054-1.91%$54,667-1.91%
200553.17%$56,3993.17%
200560.13%$56,2550.13%
200573.71%$58,3403.71%
20058-0.91%$57,807-0.91%
200590.79%$57,9920.79%
200510-1.68%$57,018-1.68%
2005113.76%$59,1653.76%
2005120.03%$58,8730.02%
200612.65%$60,4302.65%
200620.26%$60,5890.26%
200631.23%$61,0861.23%
200641.33%$61,9011.33%
20065-2.90%$60,108-2.90%
200660.12%$59,9330.13%
200670.61%$60,2970.61%
200682.36%$61,7212.36%
200692.56%$63,0332.56%
2006103.25%$65,0823.25%
2006111.89%$66,3111.89%
2006121.39%$66,9011.39%
200711.49%$67,9001.49%
20072-1.97%$66,563-1.97%
200731.12%$67,0241.11%
200744.42%$69,9854.42%
200753.48%$72,4183.48%
20076-1.68%$70,912-1.68%
20077-3.08%$68,724-3.08%
200781.50%$69,7541.50%
200793.72%$72,0343.72%
2007101.58%$73,1711.58%
200711-4.19%$70,108-4.19%
200712-0.69%$69,237-0.70%
20081-6.02%$65,072-6.02%
20082-3.25%$62,956-3.25%
20083-0.44%$62,372-0.44%
200844.85%$65,4004.85%
200851.29%$66,2451.29%
20086-8.44%$60,364-8.44%
20087-0.83%$59,862-0.83%
200881.45%$60,7271.45%
20089-8.89%$55,005-8.91%
200810-16.79%$45,768-16.79%
200811-7.17%$42,485-7.17%
2008121.04%$42,5671.07%
20091-8.41%$38,986-8.41%
20092-10.66%$34,831-10.66%
200938.79%$37,6238.76%
200949.56%$41,2199.56%
200955.62%$43,5355.62%
200960.21%$43,4020.22%
200977.58%$46,6917.58%
200983.60%$48,3713.60%
200993.72%$49,9233.72%
200910-1.87%$48,991-1.87%
2009115.98%$51,9215.98%
2009121.95%$52,5971.95%
20101-3.60%$50,702-3.60%
201023.09%$52,2693.09%
201036.01%$55,1906.01%
201041.58%$56,0601.58%
20105-8.01%$51,573-8.01%
20106-5.22%$48,622-5.24%
201077.00%$52,0247.00%
20108-4.53%$49,667-4.53%
201098.91%$53,8228.92%
2010103.79%$55,8613.79%
2010110.00%$55,8610.00%
2010126.67%$59,3346.67%
201112.36%$60,7332.36%
201123.42%$62,8073.42%
201130.02%$62,5610.03%
201142.95%$64,4062.95%
20115-1.15%$63,668-1.15%
20116-1.68%$62,321-1.67%
20117-2.05%$61,045-2.05%
20118-5.45%$57,720-5.45%
20119-7.04%$53,371-7.04%
20111010.91%$59,19610.91%
201111-0.23%$59,057-0.23%
2011121.02%$59,3241.02%
201214.46%$61,9724.46%
201224.31%$64,6414.31%
201233.28%$66,4863.28%
20124-0.64%$66,060-0.64%
20125-6.02%$62,085-6.02%
201264.10%$64,3194.11%
201271.37%$65,2001.37%
201282.24%$66,6602.24%
201292.58%$68,0482.58%
201210-1.86%$66,783-1.86%
2012110.56%$67,1570.56%
2012120.90%$67,3000.90%
201315.18%$70,7845.18%
201321.34%$71,7321.34%
201333.73%$74,0833.74%
201341.91%$75,4971.91%
201352.33%$77,2542.33%
20136-1.35%$75,850-1.35%
201375.07%$79,6985.07%
20138-2.91%$77,377-2.91%
201393.13%$79,4163.12%
2013104.59%$83,0584.59%
2013113.03%$85,5743.03%
2013122.51%$87,2752.51%
20141-3.47%$84,247-3.47%
201424.56%$88,0894.56%
201430.82%$88,4380.82%
201440.72%$89,0780.72%
201452.33%$91,1582.33%
201462.05%$92,6382.05%
20147-1.39%$91,352-1.39%
201483.98%$94,9903.98%
20149-1.40%$93,233-1.41%
2014102.42%$95,4922.42%
2014112.68%$98,0532.68%
201412-0.28%$97,280-0.26%
20151-3.02%$94,344-3.02%
201525.74%$99,7595.74%
20153-1.58%$97,700-1.59%
201540.95%$98,6270.95%
201551.27%$99,8821.27%
20156-1.92%$97,520-1.93%
201572.08%$99,5492.08%
20158-6.05%$93,530-6.05%
20159-2.48%$90,748-2.48%
2015108.42%$98,3918.42%
2015110.29%$98,6730.29%
201512-1.60%$96,557-1.59%
20161-4.98%$91,752-4.98%
20162-0.15%$91,619-0.15%
201636.77%$97,3316.78%
201640.37%$97,6950.37%
201651.78%$99,4361.78%
201660.25%$99,2160.25%
201673.68%$102,8643.68%
201680.13%$102,9970.13%
201690.01%$102,5670.01%
201610-1.83%$100,686-1.83%
2016113.70%$104,4113.70%
2016121.97%$105,8251.96%
201711.88%$107,8181.88%
201723.96%$112,0903.96%
201730.10%$111,7060.10%
201741.02%$112,8431.02%
201751.39%$114,4161.39%
201760.61%$114,6260.61%
201772.04%$116,9672.04%
201780.29%$117,3100.29%
201792.06%$119,1442.06%
2017102.32%$121,9062.32%
2017113.06%$125,6353.06%
2017121.10%$126,4451.10%
201815.71%$133,6685.71%
20182-3.69%$128,730-3.69%
20183-2.56%$124,903-2.56%
201840.37%$125,3690.37%
201852.39%$128,3712.39%
201860.60%$128,5810.61%
201873.71%$133,3503.71%
201883.25%$137,6793.25%
201890.55%$137,8530.55%
201810-6.85%$128,412-6.85%
2018112.03%$131,0142.03%
201812-9.02%$118,566-9.04%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryVanguard 500 Index Investor
Large-cap Value47.21%
Large-cap Growth52.57%
Mid-cap Value0.00%
Mid-cap Growth0.00%
Small-cap Value0.00%
Small-cap Growth0.00%
Global ex-US Developed Markets0.00%
Emerging Markets0.00%
Corporate Bonds0.00%
Long-Term Treasuries0.00%
Intermediate-Term Treasuries0.22%
Short-Term Treasuries0.00%
R Squared99.91%
Style analysis is based on monthly returns from April 2005 to December 2018 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 Vanguard 500 Index Investor

Holdings Based Style Analysis for Vanguard 500 Index Investor
TickerNameCategoryWeightYieldExpense RatioP/EContribution
SECTTMNetGrossReturnRisk
VFINXVanguard 500 Index InvestorLarge Blend100.00%1.12%1.16%0.14%0.14%24.91$145,958100.00%
Return contribution includes $37,392 cash distribution from dividends that were not reinvested

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fund fundamentals data as of 12/03/2021. (c) 2021 Morningstar. All Rights Reserved. The fund fundamentals information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.

Portfolio return and risk metrics
MetricVanguard 500 Index Investor
Arithmetic Mean (monthly)0.94%
Arithmetic Mean (annualized)11.91%
Geometric Mean (monthly)0.85%
Geometric Mean (annualized)7.54%
Standard Deviation (monthly)4.28%
Standard Deviation (annualized)14.81%
Downside Deviation (monthly)2.84%
Max. Drawdown-52.40%
US Market Correlation0.99
Beta(*)0.98
Alpha (annualized)0.40%
R297.82%
Sharpe Ratio0.54
Sortino Ratio0.77
Treynor Ratio (%)8.12
Calmar Ratio0.67
Active Return0.20%
Tracking Error2.21%
Information Ratio0.09
Skewness-0.81
Excess Kurtosis2.59
Historical Value-at-Risk (5%)-6.80%
Analytical Value-at-Risk (5%)-6.09%
Conditional Value-at-Risk (5%)-9.71%
Upside Capture Ratio (%)98.10
Downside Capture Ratio (%)96.40
Safe Withdrawal Rate11.20%
Perpetual Withdrawal Rate7.31%
Positive Periods267 out of 408 (65.44%)
Gain/Loss Ratio0.93
* 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 PeriodStartEndVanguard 500 Index Investor
Black Monday PeriodSep 1987Nov 1987-29.78%
Asian CrisisJul 1997Jan 1998-5.61%
Russian Debt DefaultJul 1998Oct 1998-15.38%
Dotcom CrashMar 2000Oct 2002-44.83%
Subprime CrisisNov 2007Mar 2009-50.97%

Drawdowns for Vanguard 500 Index Investor

Drawdowns for Vanguard 500 Index Investor (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsMar 20134 years 1 month5 years 5 months-52.40%
2Sep 2000Sep 20022 years 1 monthMay 20074 years 8 months6 years 9 months-46.37%
3Sep 1987Nov 19873 monthsJul 19891 year 8 months1 year 11 months-30.17%
4Jun 1990Oct 19905 monthsFeb 19914 months9 months-15.68%
5Jul 1998Aug 19982 monthsNov 19983 months5 months-15.38%
6Oct 2018Dec 20183 months-13.99%
7Sep 1986Dec 19864 monthsFeb 19872 months6 months-12.35%
8Jun 2015Sep 20154 monthsJul 201610 months1 year 2 months-9.14%
9Sep 1989Jan 19905 monthsMay 19904 months9 months-9.10%
10Feb 1994Jun 19945 monthsFeb 19958 months1 year 1 month-7.72%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
VFINXVanguard 500 Index Investor10.68%14.82%37.45%-37.02%-50.97%0.540.770.99

Portfolio Asset Performance

Performance of portfolio assets
NameTotal ReturnAnnualized ReturnExpense Ratio
Quarter to DateYear To Date1 year3 year5 year10 yearNetGross
Vanguard 500 Index Investor-13.55%-4.52%-4.52%9.11%8.34%12.97%0.14%0.14%
Trailing returns as of last calendar quarter ending December 2018

Annual Asset Returns

Rolling returns summary
Roll PeriodAverageHighLow
1 year12.19%53.65%-43.33%
3 years10.67%32.67%-16.14%
5 years10.38%28.48%-6.73%
7 years9.99%21.51%-3.95%
10 years9.45%19.37%-3.52%
15 years8.87%18.68%3.64%