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 to analyze and backtest portfolio returns, risk characteristics, standard deviation, annual returns and rolling returns. The results include a visualization of the portfolio growth chart and rolling returns, CAGR, standard deviation, Sharpe ratio, Sortino ratio, annual returns and inflation adjusted returns. A periodic contribution or withdrawal can also be specified together with the preferred portfolio rebalancing strategy. You can also analyze and compare asset class based lazy portfolios with a longer time horizon starting from 1972.

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Asset 2
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Asset 3
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Asset 4
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Asset 5
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Asset 6
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Asset 7
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Asset 8
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Asset 9
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Asset 10
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Asset 11
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Asset 12
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Asset 13
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Asset 14
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Asset 15
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Asset 16
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Asset 17
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Asset 18
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Asset 19
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Portfolio Analysis Results (Jan 1994 - Oct 2019)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
CVX Chevron Corporation 6.67%
INTC Intel Corporation 6.67%
JNJ Johnson & Johnson 6.67%
KO Coca-Cola Company 6.67%
MCD McDonald's Corporation 6.67%
MMM 3M Company 6.67%
MSFT Microsoft Corporation 6.67%
PEP Pepsico Inc 6.67%
PFE Pfizer, Inc. 6.67%
PG Procter & Gamble Company 6.67%
VZ Verizon Communications Inc. 6.66%
XOM Exxon Mobil Corporation 6.66%
HD Home Depot, Inc. 6.66%
MRK Merck & Company, Inc. 6.66%
TXN Texas Instruments Incorporated 6.66%
Save portfolio »
Portfolio 2
Ticker Name Allocation
CVX Chevron Corporation 6.67%
IBM International Business Machines Corporation 6.67%
INTC Intel Corporation 6.67%
JNJ Johnson & Johnson 6.67%
KO Coca-Cola Company 6.67%
MCD McDonald's Corporation 6.67%
MMM 3M Company 6.67%
MO Altria Group 6.67%
MSFT Microsoft Corporation 6.67%
PEP Pepsico Inc 6.67%
PFE Pfizer, Inc. 6.66%
PG Procter & Gamble Company 6.66%
T AT&T Inc. 6.66%
VZ Verizon Communications Inc. 6.66%
XOM Exxon Mobil Corporation 6.66%
Save portfolio »
Portfolio 3
Ticker Name Allocation
SPY SPDR S&P 500 ETF 100.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$275,725 13.70% 13.15%46.27%-23.77%-35.93% 0.871.420.85
Portfolio 2$10,000$225,361 12.82% 12.57%47.34%-21.73%-32.29% 0.841.350.81
Portfolio 3$10,000$104,974 9.53% 14.39%38.05%-36.81%-50.80% 0.540.790.99
   
Notes on results:
  • Past performance is not a guarantee of future returns. See Disclaimer and Terms of Use
  • The entered time period is automatically adjusted based on the available return data for the specified assets
  • The annual results for 2019 are based on full calendar months from January to October
  • 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 (1-month treasury bill)
  • Stock market correlation is based on the correlation of monthly returns
  • Drawdowns are calculated based on monthly returns excluding cashflows
  • The backtested results include annual rebalancing of portfolio assets to match the specified allocation
  • The results use total return and assume that all received dividends and distributions are reinvested. Taxes and transaction fees are not included
  • Portfolio cashflows and rebalancing for quarterly and annual periods are aligned with calendar periods.
  • The annual income is calculated from the difference between monthly total returns and split adjusted monthly price changes. This includes both dividends and capital gains distributions.
Annual returns for the configured portfolios
YearInflationReturnBalanceIncomeChevron Corporation (CVX)Intel Corporation (INTC)Johnson & Johnson (JNJ)Coca-Cola Company (KO)McDonald's Corporation (MCD)3M Company (MMM)Microsoft Corporation (MSFT)Pepsico Inc (PEP)Pfizer, Inc. (PFE)Procter & Gamble Company (PG)Verizon Communications Inc. (VZ)Exxon Mobil Corporation (XOM)Home Depot, Inc. (HD)Merck & Company, Inc. (MRK)Texas Instruments Incorporated (TXN)International Business Machines Corporation (IBM)Altria Group (MO)AT&T Inc. (T)SPDR S&P 500 ETF (SPY)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3
19942.67%11.12%10.54%0.40%$11,112$11,054$10,0402.30% [$230]2.70% [$270]2.66% [$266]6.81%3.40%25.01%17.45%3.46%1.50%51.63%-9.55%15.31%11.31%-11.61%0.87%16.85%14.82%19.44%32.27%9.13%1.10%0.40%
19952.54%46.27%47.34%38.05%$16,253$16,287$13,8602.46% [$274]2.82% [$312]2.83% [$284]22.21%78.16%59.14%46.19%55.37%28.44%43.56%56.73%66.70%36.80%41.36%39.43%4.26%76.58%39.03%25.68%63.37%46.96%38.05%
19963.32%33.20%35.69%22.49%$21,648$22,101$16,9772.18% [$354]2.53% [$412]2.22% [$308]28.49%131.30%18.12%43.26%1.17%33.32%88.32%6.21%33.96%32.21%1.36%25.37%5.44%23.97%25.32%67.67%30.75%-6.27%22.49%
19971.70%36.80%33.79%33.48%$29,614$29,569$22,6602.44% [$529]2.78% [$613]1.88% [$319]22.14%7.45%34.30%27.88%5.94%1.21%56.43%36.01%81.93%50.47%45.20%28.43%76.90%35.60%42.20%39.33%24.65%45.63%33.48%
19981.61%44.03%37.99%28.69%$42,654$40,801$29,1611.47% [$434]1.75% [$518]1.47% [$332]11.01%69.03%28.99%1.32%61.77%-11.07%114.60%14.34%68.93%15.88%22.54%22.40%108.45%41.32%91.09%77.48%22.87%49.70%28.69%
19992.68%24.43%8.95%20.39%$53,074$44,454$35,1071.33% [$568]1.57% [$641]1.18% [$343]7.37%39.09%12.47%-12.17%5.45%41.08%68.36%-12.47%-21.50%21.56%16.98%12.55%68.98%-7.48%126.32%17.57%-54.66%-7.42%20.39%
20003.39%0.09%5.32%-9.73%$53,121$46,820$31,6911.31% [$696]1.93% [$860]1.03% [$361]0.51%-26.86%14.24%5.99%-15.11%26.22%-62.85%42.62%43.07%-27.10%-16.30%10.24%-33.32%41.77%-1.79%-20.84%105.93%0.08%-9.73%
20011.55%-3.09%3.61%-11.75%$51,481$48,513$27,9661.33% [$708]1.72% [$805]1.09% [$346]9.29%4.89%14.01%-21.45%-21.51%0.16%52.74%-0.54%-12.49%3.12%-2.52%-7.59%12.20%-35.94%-40.75%43.00%9.10%-16.06%-11.75%
20022.38%-19.18%-19.61%-21.59%$41,609$38,997$21,9291.58% [$814]1.95% [$945]1.32% [$369]-23.12%-50.31%-7.88%-5.50%-38.42%6.39%-21.96%-12.14%-22.16%11.50%-15.18%-8.86%-52.62%-1.26%-46.19%-35.47%-6.78%-64.33%-21.59%
20031.88%30.66%26.04%28.18%$54,364$49,153$28,1082.41% [$1,001]2.62% [$1,020]1.86% [$408]35.41%106.62%-2.11%18.11%56.77%40.63%6.81%12.04%17.76%18.48%-5.60%20.64%49.04%-11.36%96.59%20.50%42.74%1.75%28.18%
20043.26%5.11%8.55%10.70%$57,144$53,355$31,1162.74% [$1,487]3.16% [$1,555]1.99% [$559]25.57%-26.56%25.17%-16.11%31.48%-1.75%8.92%13.82%-22.31%12.38%20.25%28.04%21.47%-27.76%-15.90%7.19%18.38%3.75%10.70%
20053.42%3.35%2.13%4.83%$59,060$54,494$32,6182.27% [$1,298]2.59% [$1,384]1.79% [$557]11.51%8.12%-3.36%-0.66%7.30%-3.51%-0.95%15.24%-10.62%7.18%-22.18%11.76%-4.35%4.04%30.78%-15.83%27.72%0.26%4.83%
20062.54%16.63%20.56%15.85%$68,885$65,699$37,7872.70% [$1,595]3.00% [$1,634]1.98% [$645]33.75%-17.18%12.44%23.10%34.63%2.98%15.83%7.86%15.22%13.36%34.64%39.07%1.01%42.66%-9.82%19.77%19.87%53.17%15.85%
20074.08%17.93%20.02%5.14%$81,236$78,853$39,7282.67% [$1,839]4.60% [$3,023]1.92% [$726]30.56%34.23%3.61%30.44%36.38%10.72%20.83%23.89%-8.15%16.63%22.19%24.34%-31.14%37.36%17.01%12.84%21.18%20.58%5.14%
20080.09%-23.77%-21.73%-36.81%$61,923$61,718$25,1052.64% [$2,146]7.39% [$5,824]1.88% [$745]-18.31%-43.47%-7.77%-24.11%8.55%-29.80%-44.39%-25.97%-16.85%-13.77%-18.02%-13.14%-11.50%-45.34%-52.74%-20.76%-30.09%-28.01%-36.81%
20092.72%23.39%21.72%26.36%$76,408$75,122$31,7243.63% [$2,250]4.00% [$2,468]2.44% [$611]8.10%43.90%11.28%30.24%4.01%48.52%60.50%14.64%8.26%1.20%3.84%-12.60%30.42%26.73%71.84%58.61%40.31%4.82%26.36%
20101.50%12.20%12.54%15.06%$85,732$84,539$36,5013.32% [$2,536]3.74% [$2,808]2.05% [$650]22.95%6.27%-0.58%19.03%26.93%7.07%-6.53%10.63%0.31%9.37%22.59%10.14%24.96%2.86%27.09%14.28%33.92%11.63%15.06%
20112.96%12.52%15.19%1.89%$96,466$97,379$37,1903.36% [$2,883]3.72% [$3,147]2.06% [$753]20.28%19.33%9.89%9.44%34.66%-2.84%-4.52%4.75%28.77%7.04%18.23%18.71%23.40%9.54%-8.89%27.42%27.66%9.01%1.89%
20121.74%9.71%7.25%15.99%$105,832$104,435$43,1373.40% [$3,277]3.65% [$3,552]2.49% [$927]5.08%-12.03%10.83%6.51%-9.26%16.67%5.84%6.40%20.41%5.18%13.18%4.72%50.34%13.13%8.71%5.93%11.77%17.51%15.99%
20131.50%29.12%24.39%32.31%$136,647$129,912$57,0733.58% [$3,793]3.79% [$3,953]2.37% [$1,023]19.32%30.90%34.62%17.23%13.61%54.47%44.28%24.65%26.21%23.69%18.64%20.14%35.92%26.80%46.27%-0.18%28.56%9.76%32.31%
20140.76%14.07%10.77%13.46%$155,868$143,900$64,7563.17% [$4,326]3.45% [$4,477]2.09% [$1,194]-6.98%44.27%17.34%5.27%-0.11%19.99%27.54%17.26%5.30%15.42%-0.56%-6.07%30.25%16.95%25.11%-12.39%34.52%0.65%13.46%
20150.73%4.11%3.46%1.25%$162,274$148,875$65,5673.15% [$4,909]3.50% [$5,031]2.06% [$1,335]-16.21%-2.21%1.16%5.12%30.42%-5.91%22.70%8.75%7.10%-9.95%3.61%-12.76%28.54%-3.87%5.17%-11.41%23.10%8.33%1.25%
20162.07%14.73%16.08%12.00%$186,176$172,812$73,4363.39% [$5,494]3.73% [$5,552]2.24% [$1,472]36.64%8.78%15.32%-0.34%6.20%21.72%15.07%7.80%4.46%9.37%20.72%19.90%3.54%15.05%36.72%25.19%20.46%29.88%12.00%
20172.11%22.50%16.61%21.70%$228,061$201,513$89,3723.25% [$6,052]3.47% [$5,991]2.16% [$1,589]10.62%30.85%24.40%14.37%45.02%34.92%40.72%17.82%15.88%12.70%4.02%-3.80%44.61%-1.47%46.77%-3.98%9.45%-3.94%21.70%
20181.91%3.40%-3.09%-4.56%$235,818$195,286$85,2993.06% [$6,970]3.41% [$6,875]1.92% [$1,720]-9.78%4.21%-5.14%6.79%5.78%-16.91%20.80%-4.81%24.82%3.62%11.25%-15.10%-7.32%40.00%-7.19%-22.54%-27.09%-22.24%-4.56%
20192.20%16.92%15.40%23.06%$275,725$225,361$104,9742.68% [$6,322]3.26% [$6,357]1.63% [$1,388]10.01%22.78%4.47%17.73%12.72%-11.24%42.77%26.95%-9.72%39.26%12.15%2.59%39.34%15.70%28.35%21.85%-4.71%43.42%23.06%
Annual returns for 2019 are based on partial year data
Monthly returns for the configured portfolios
YearMonthReturnBalanceChevron Corporation (CVX)Intel Corporation (INTC)Johnson & Johnson (JNJ)Coca-Cola Company (KO)McDonald's Corporation (MCD)3M Company (MMM)Microsoft Corporation (MSFT)Pepsico Inc (PEP)Pfizer, Inc. (PFE)Procter & Gamble Company (PG)Verizon Communications Inc. (VZ)Exxon Mobil Corporation (XOM)Home Depot, Inc. (HD)Merck & Company, Inc. (MRK)Texas Instruments Incorporated (TXN)International Business Machines Corporation (IBM)Altria Group (MO)AT&T Inc. (T)SPDR S&P 500 ETF (SPY)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3
199411.61%1.27%3.49%$10,161$10,127$10,3497.17%5.32%-5.57%-8.40%6.58%-1.38%5.58%-1.22%-6.34%4.95%-3.08%5.35%-1.27%6.18%10.24%0.00%8.31%1.84%3.49%
19942-0.94%-3.06%-2.92%$10,065$9,817$10,047-6.30%5.36%-4.72%4.28%-0.03%-0.93%-3.08%-3.10%-9.57%-3.36%-3.52%-1.37%6.73%-11.30%15.71%-5.97%-7.05%-6.57%-2.92%
19943-4.35%-3.63%-4.19%$9,627$9,461$9,626-3.03%-1.82%-5.92%-4.24%-6.19%-6.05%2.73%-5.99%-6.90%-6.96%-5.48%-3.08%-2.03%-7.30%-4.40%3.31%-8.47%3.19%-4.19%
199442.53%3.59%1.12%$9,871$9,800$9,7345.95%-9.56%9.60%2.77%5.49%-1.01%9.14%-0.34%9.26%6.93%1.37%0.00%3.07%-0.42%-0.97%5.26%7.65%3.84%1.12%
199453.70%2.59%1.59%$10,236$10,054$9,889-1.21%2.46%7.68%-3.59%3.33%5.01%16.22%-1.37%8.90%-0.88%3.14%-1.64%7.44%2.95%4.90%10.04%-9.63%-0.90%1.59%
19946-3.81%-3.00%-2.29%$9,846$9,753$9,663-3.74%-6.40%-3.11%1.42%-6.67%-2.70%-3.95%-14.49%-0.98%-5.32%4.92%-7.16%-6.57%-1.56%-0.60%-6.75%6.00%5.78%-2.29%
199472.02%3.01%3.23%$10,045$10,046$9,9755.97%1.39%9.62%9.23%-6.06%7.05%-0.24%-0.41%-1.78%5.12%2.39%4.85%-2.97%-0.42%-1.10%5.32%6.80%-2.56%3.23%
199485.99%5.90%3.81%$10,646$10,639$10,355-3.48%10.97%7.29%3.66%4.38%4.60%12.86%8.61%10.92%9.19%-3.31%1.23%10.70%15.19%-0.95%11.15%10.91%-1.49%3.81%
19949-2.18%-0.64%-2.52%$10,415$10,571$10,094-1.77%-6.46%3.24%6.16%-6.64%0.23%-3.44%0.53%1.28%-2.05%-3.20%-3.36%-7.10%5.32%-12.36%1.64%1.59%2.72%-2.52%
1994105.95%5.15%2.84%$11,035$11,115$10,3818.11%1.12%5.56%3.60%9.48%0.23%12.25%5.66%7.23%6.04%0.16%9.35%8.33%0.00%10.11%7.00%0.20%-0.50%2.84%
199411-0.18%-1.27%-3.98%$11,014$10,974$9,968-2.03%1.61%-1.77%1.87%-1.52%-6.68%-0.20%0.71%5.06%-0.60%-4.30%-2.80%1.65%4.56%0.83%-4.70%-2.45%-1.19%-3.98%
1994120.88%0.73%0.72%$11,112$11,054$10,0402.29%1.19%2.58%0.73%3.08%4.15%-2.78%3.35%-0.16%-0.80%-0.75%0.62%-0.45%3.16%-0.49%3.89%-2.36%-2.42%0.72%
199513.31%3.93%3.36%$11,479$11,488$10,3780.00%8.70%6.16%1.94%11.54%-1.87%-2.86%1.72%5.83%5.63%10.57%2.88%1.63%5.57%-7.85%-1.87%3.91%6.62%3.36%
199524.40%3.68%4.08%$11,984$11,911$10,8017.80%14.95%-1.87%4.76%2.10%5.47%6.11%6.10%2.18%2.11%-1.15%3.43%-3.93%5.28%14.13%4.68%1.67%-2.35%4.08%
199533.70%4.04%2.78%$12,428$12,393$11,1020.79%6.43%4.85%2.91%2.63%6.16%12.90%0.46%3.31%-0.38%-1.40%4.31%-1.39%1.31%12.69%9.14%8.08%0.90%2.78%
199546.31%6.83%2.96%$13,212$13,239$11,431-1.30%20.69%9.24%3.10%2.56%2.58%14.94%6.39%1.02%6.03%4.65%4.32%-5.65%0.59%19.77%15.22%3.63%6.08%2.96%
199555.75%4.92%3.97%$13,971$13,890$11,8844.70%9.65%2.23%6.02%8.41%1.40%3.59%17.72%2.34%2.86%1.60%3.80%-0.30%9.62%9.08%-1.46%7.56%1.98%3.97%
199563.04%2.27%2.02%$14,396$14,205$12,124-5.60%12.81%2.08%3.82%3.30%-4.38%6.72%-6.74%4.54%0.00%0.90%-1.05%-1.98%5.18%16.07%3.23%3.26%5.83%2.02%
199574.29%2.83%3.22%$15,013$14,607$12,5146.47%2.73%6.30%2.94%-1.28%-1.31%0.14%3.02%9.91%-3.62%3.47%2.65%7.98%5.09%16.71%13.41%-3.70%1.93%3.22%
19958-2.75%-1.44%0.45%$14,600$14,397$12,570-1.00%-5.58%-3.37%-2.10%-5.32%-2.70%2.21%-3.47%-1.97%0.73%3.93%-4.16%-9.09%-3.39%-4.48%-4.84%4.19%5.19%0.45%
199595.23%4.53%4.24%$15,363$15,048$13,1030.78%-2.04%7.43%7.75%4.79%3.20%-2.16%13.19%8.10%10.99%3.15%5.09%-0.19%13.03%7.04%-8.59%13.37%8.64%4.24%
1995103.61%5.64%-0.29%$15,918$15,896$13,064-4.10%16.28%9.95%4.17%7.19%0.89%10.50%3.19%7.49%5.72%4.67%5.71%-6.58%2.68%-14.06%2.91%0.90%2.36%-0.29%
1995111.20%1.31%4.45%$16,108$16,105$13,6456.71%-12.88%6.73%5.70%9.01%15.78%-12.88%5.23%1.52%6.79%-0.79%2.31%19.13%7.61%-15.51%-0.39%4.15%-3.13%4.45%
1995120.89%1.13%1.57%$16,253$16,287$13,8606.08%-6.78%-1.30%-1.98%1.12%1.53%0.72%1.25%8.62%-4.05%6.15%4.85%7.72%6.63%-10.73%-5.43%3.97%5.77%1.57%
199612.50%4.36%3.56%$16,659$16,998$14,353-0.95%-2.60%12.28%1.52%11.36%-2.82%5.41%6.71%8.73%1.67%4.04%-1.08%-3.66%6.86%-9.95%18.74%2.77%-0.39%3.56%
199621.22%2.76%0.32%$16,862$17,467$14,3998.18%6.48%-2.27%7.13%-0.36%1.70%6.69%6.08%-3.41%-2.38%-3.99%-0.04%-5.98%-5.53%7.55%13.27%6.74%-3.09%0.32%
199630.44%-1.68%1.72%$16,936$17,174$14,6470.90%-3.29%-1.34%2.79%-4.00%-0.77%4.50%0.31%2.09%3.35%-6.43%2.52%10.52%-5.56%2.01%-9.28%-10.46%-4.10%1.72%
199643.57%2.73%1.09%$17,539$17,642$14,8063.34%19.19%0.27%-1.51%-0.26%1.74%9.82%0.40%2.42%0.18%6.31%4.29%-0.79%-2.81%11.43%-3.15%2.71%-3.89%1.09%
199654.53%4.18%2.27%$18,333$18,379$15,1423.89%11.44%5.69%12.88%0.68%4.50%4.86%4.72%3.19%3.99%-4.04%0.65%7.92%6.82%-0.44%-0.60%10.26%-1.50%2.27%
199660.99%1.19%0.88%$18,516$18,598$15,275-1.26%-2.73%1.67%6.81%-2.86%1.10%1.16%7.13%0.88%3.13%2.20%2.51%5.74%0.53%-11.33%-7.26%5.66%-0.25%0.88%
19967-3.74%-1.92%-4.49%$17,823$18,240$14,589-1.91%2.37%-3.54%-4.34%-0.80%-2.25%-1.87%-10.56%-1.68%-0.99%-6.13%-5.32%-6.71%-0.58%-13.00%8.59%0.60%0.13%-4.49%
199682.24%0.55%1.93%$18,222$18,340$14,8702.67%6.24%3.52%6.67%0.16%6.54%3.92%-9.45%1.61%-0.42%-4.86%0.06%5.46%2.14%8.09%6.73%-14.22%-4.60%1.93%
199697.11%6.05%5.59%$19,518$19,449$15,7006.37%19.58%4.06%2.00%2.16%1.45%7.65%-1.35%11.44%9.70%6.44%2.15%7.18%7.89%18.28%8.85%1.32%3.22%5.59%
1996102.53%3.77%3.23%$20,011$20,183$16,2084.99%15.18%-3.90%-0.74%-6.07%9.50%4.08%4.87%4.58%2.01%1.82%6.46%-3.52%4.97%-12.70%3.61%2.92%1.93%3.23%
1996118.82%9.55%7.30%$21,776$22,111$17,3912.74%15.47%8.53%1.48%5.23%10.30%14.30%2.11%8.68%9.85%4.36%7.44%-5.01%12.35%32.47%23.87%11.77%8.23%7.30%
199612-0.59%-0.05%-2.38%$21,648$22,101$16,977-2.99%3.20%-6.57%2.93%-2.94%-0.90%5.34%-2.94%-7.39%-1.03%2.98%3.84%-3.73%-3.58%0.27%-4.94%10.60%-1.43%-2.38%
1997110.89%9.57%6.18%$24,006$24,216$18,0262.12%23.95%16.08%9.98%0.28%2.71%23.45%19.23%11.45%7.86%5.04%5.74%-1.25%13.81%22.94%3.55%5.20%6.92%6.18%
19972-0.34%-0.30%0.96%$23,923$24,143$18,198-2.05%-12.56%-0.13%5.40%-4.79%8.60%-4.41%-5.38%-0.57%3.89%2.79%-2.51%10.35%1.66%-1.59%-8.15%13.77%4.55%0.96%
19973-3.40%-4.42%-4.41%$23,110$23,075$17,3957.95%-1.94%-8.04%-8.40%9.25%-8.02%-5.96%-1.54%-8.19%-4.47%-12.12%7.48%-1.96%-8.14%-2.71%-4.52%-14.82%-7.95%-4.41%
1997411.50%10.84%6.26%$25,768$25,576$18,484-1.62%10.10%15.60%14.13%13.23%2.81%32.52%7.72%14.12%9.98%12.89%5.10%8.41%7.27%19.20%16.94%3.50%5.71%6.26%
199753.30%4.34%6.32%$26,619$26,687$19,6523.03%-1.06%-1.48%7.66%-5.92%6.22%2.06%5.38%7.67%9.64%3.32%5.38%8.84%-0.55%0.56%8.05%11.75%5.41%6.32%
199764.20%3.94%4.11%$27,737$27,737$20,4605.63%-6.39%7.29%-0.53%-3.86%11.29%1.92%2.55%16.02%2.45%8.39%3.38%9.43%14.37%-6.15%4.34%1.47%5.77%4.11%
199777.01%4.84%7.93%$29,682$29,080$22,0826.85%29.53%-3.50%1.65%11.25%-7.33%11.87%1.83%0.08%8.05%-4.37%4.90%8.29%1.53%36.80%17.17%1.98%-3.65%7.93%
19978-6.40%-6.34%-5.18%$27,782$27,236$20,938-1.25%0.34%-8.39%-17.09%-11.83%-4.61%-6.50%-5.88%-7.02%-12.49%-0.26%-4.15%-5.27%-11.61%-1.20%-3.96%-3.19%-8.13%-5.18%
199796.84%4.81%4.81%$29,683$28,545$21,9457.26%0.20%1.76%6.70%0.66%2.85%0.09%13.04%8.46%3.76%11.14%4.70%10.57%9.36%18.08%4.56%-3.96%12.99%4.81%
199710-3.44%-1.81%-2.45%$28,661$28,028$21,407-0.15%-16.56%-0.54%-7.17%-5.91%-1.01%-1.75%-1.58%18.09%-1.19%0.37%-4.10%6.95%-10.69%-20.38%-7.08%-4.66%4.29%-2.45%
1997114.14%6.79%3.87%$29,846$29,931$22,236-2.64%0.81%10.08%10.62%8.41%7.09%8.85%0.00%2.70%12.04%11.56%-0.04%0.56%6.25%-6.97%11.39%9.78%14.15%3.87%
199712-0.78%-1.21%1.91%$29,614$29,569$22,660-3.98%-9.50%4.67%6.70%-1.55%-15.78%-8.66%-1.35%2.49%4.76%1.96%0.31%5.11%12.29%-9.15%-4.45%4.97%0.86%1.91%
199814.61%1.81%1.29%$30,980$30,105$22,952-2.92%15.35%1.61%-2.91%-1.31%1.75%15.43%-0.34%9.64%-1.50%2.60%-3.06%2.76%10.73%21.39%-5.62%-8.29%6.80%1.29%
199827.69%6.87%6.93%$33,363$32,175$24,5439.03%10.73%12.96%5.98%15.96%2.81%13.62%1.04%8.51%8.29%-3.04%8.19%5.58%8.68%6.18%5.98%4.82%-2.73%6.93%
199834.14%5.06%4.88%$34,743$33,801$25,739-0.70%-12.96%-2.57%13.08%9.97%6.67%5.60%17.32%12.64%-0.59%13.93%6.08%5.95%0.85%-6.68%-0.54%-3.29%14.67%4.88%
199842.15%0.92%1.28%$35,489$34,113$26,0692.96%3.56%-2.64%-2.02%3.13%3.71%0.70%-7.03%14.17%-2.30%-7.79%8.04%3.05%-6.00%18.64%11.55%-10.94%-3.92%1.28%
19985-2.58%-2.00%-2.08%$34,575$33,431$25,527-2.69%-11.60%-3.07%3.29%6.20%-1.29%-5.89%2.83%-7.75%2.05%-2.07%-2.96%12.74%-2.90%-19.79%1.59%0.67%-6.18%-2.08%
199866.52%4.76%4.26%$36,830$35,023$26,6144.85%3.76%7.15%9.30%5.14%-11.27%27.78%1.24%3.70%8.57%-0.41%1.24%5.81%14.77%13.37%-2.29%6.50%2.89%4.26%
19987-1.45%0.52%-1.35%$36,297$35,205$26,255-1.34%13.91%4.39%-5.85%-3.17%-8.59%1.44%-5.46%1.04%-12.55%0.20%-1.58%0.83%-7.62%1.97%15.41%11.27%2.94%-1.35%
19988-12.48%-12.01%-14.12%$31,769$30,975$22,548-9.68%-15.66%-10.38%-19.10%-15.50%-8.17%-12.73%-28.41%-15.16%-3.62%-2.69%-6.29%-8.96%-6.17%-20.21%-14.86%-5.14%-7.02%-14.12%
199898.49%9.56%6.36%$34,467$33,938$23,98313.50%20.46%13.41%-11.30%5.88%7.57%14.72%6.07%13.71%-7.03%9.77%7.93%3.68%12.25%11.87%14.10%12.42%16.58%6.36%
1998107.53%7.21%8.11%$37,063$36,386$25,927-3.05%4.01%4.15%17.25%12.36%8.06%-3.80%14.65%1.48%25.12%10.64%1.42%10.28%4.25%20.80%15.56%10.54%4.87%8.11%
1998118.84%7.03%5.57%$40,339$38,943$27,3713.38%20.72%-0.01%3.92%4.60%1.78%15.23%14.63%4.50%-1.20%4.58%5.31%14.20%14.85%19.45%11.36%9.41%3.51%5.57%
1998125.74%4.77%6.54%$42,654$40,801$29,161-0.82%10.16%3.23%-4.37%9.63%-11.65%13.68%6.00%11.67%4.21%-2.92%-2.50%23.06%-4.59%12.11%11.66%-3.56%11.86%6.54%
199914.38%2.66%3.52%$44,521$41,885$30,188-10.17%18.87%1.49%-2.52%2.60%9.14%26.18%-4.59%2.90%-0.14%11.88%-3.93%-1.12%-0.51%15.58%-0.61%-12.38%1.13%3.52%
19992-2.72%-4.20%-3.21%$43,311$40,125$29,2204.00%-14.86%0.59%-2.20%7.85%-3.89%-14.21%-3.69%2.75%-1.51%-3.96%-4.71%-1.34%11.07%-9.80%-7.24%-16.53%-2.08%-3.21%
199934.69%2.97%4.15%$45,345$41,315$30,43315.45%-0.89%9.52%-3.68%6.73%-4.47%19.40%4.68%5.16%9.43%-10.30%6.01%4.35%-1.35%11.28%4.42%-9.07%-10.76%4.15%
199941.49%4.69%3.80%$46,018$43,253$31,58912.39%2.94%4.28%10.90%-6.48%25.80%-9.27%-5.74%-17.07%-3.94%12.29%17.71%-4.02%-12.17%2.98%18.02%-0.36%18.69%3.80%
19995-3.69%-3.06%-2.29%$44,322$41,928$30,867-6.66%-11.60%-4.71%0.64%-9.03%-3.05%-0.77%-3.89%-6.83%-0.47%-4.99%-3.36%-5.33%-3.91%7.10%11.03%9.98%-8.30%-2.29%
199967.29%5.38%5.54%$47,554$44,183$32,5762.77%10.06%5.80%-9.26%6.82%1.38%11.77%9.40%1.87%-5.62%19.41%-3.44%14.00%9.31%31.66%11.42%5.30%13.45%5.54%
19997-0.76%-0.87%-3.10%$47,194$43,797$31,565-4.01%15.97%-7.08%-2.32%1.37%1.15%-4.85%0.65%-6.77%3.13%-1.51%2.92%-0.97%-8.15%0.06%-2.76%-7.31%-1.09%-3.10%
199984.67%2.51%-0.52%$49,398$44,896$31,4021.82%19.16%12.61%-1.24%-0.63%8.09%7.87%-12.36%11.71%9.59%-4.20%-0.13%-3.56%-0.65%13.98%-0.80%0.50%-15.86%-0.52%
19999-2.63%-3.52%-2.24%$48,097$43,317$30,699-3.86%-9.58%-10.15%-19.10%4.53%1.65%-2.16%-10.26%-4.97%-5.54%9.79%-3.65%11.59%-3.13%0.23%-2.86%-7.53%6.78%-2.24%
1999106.60%1.60%6.41%$51,272$44,008$32,6672.89%4.21%14.01%22.28%-4.62%-1.04%2.21%13.73%10.63%12.23%-2.97%-2.55%10.38%22.76%9.17%-18.80%-22.85%3.30%6.41%
1999112.23%1.60%1.67%$52,415$44,710$33,210-2.36%-0.93%-0.69%14.36%11.03%1.08%-1.64%-0.36%-7.51%2.98%-1.78%7.71%4.62%-1.10%7.03%5.03%-0.47%-0.21%1.67%
1999121.26%-0.57%5.71%$53,074$44,454$35,107-2.19%7.33%-10.12%-13.46%-11.89%2.42%28.23%2.36%-11.43%1.45%-3.48%1.58%30.23%-14.29%0.59%4.67%-10.67%-7.39%5.71%
20001-0.28%-2.13%-4.98%$52,924$43,508$33,359-3.46%20.20%-7.71%-1.39%-7.29%-4.34%-16.17%-3.19%11.56%-7.50%1.26%2.87%-17.64%17.02%11.56%4.06%-9.24%-11.56%-4.98%
20002-4.84%-8.92%-1.52%$50,360$39,626$32,851-9.94%14.25%-16.04%-15.34%-15.05%-5.22%-8.68%-5.86%-10.99%-13.05%-20.99%-8.60%1.55%-21.70%54.18%-8.37%-3.29%-11.95%-1.52%
200036.32%8.44%9.69%$53,543$42,972$36,03423.77%16.76%-2.43%-3.10%17.72%0.43%18.88%9.04%13.81%-35.42%24.90%3.57%12.26%1.40%-3.69%15.21%5.22%11.59%9.69%
20004-0.43%-0.43%-3.51%$53,315$42,785$34,768-7.91%-3.88%17.44%0.67%1.84%-2.19%-34.35%5.20%15.21%5.80%-1.26%-0.40%-12.40%11.87%1.82%-5.81%5.42%4.57%-3.51%
200050.82%3.40%-1.57%$53,753$44,240$34,2229.36%-1.65%8.88%12.96%-5.91%-0.36%-10.30%10.90%5.85%11.30%-11.88%7.81%-13.27%7.79%-11.28%-3.64%19.43%-0.29%-1.57%
200061.86%2.55%1.97%$54,754$45,371$34,896-8.25%7.22%13.83%7.95%-8.03%-3.21%27.87%9.59%7.87%-14.66%-3.90%-5.78%2.00%2.68%-4.93%2.10%3.59%0.72%1.97%
20007-3.36%-2.23%-1.57%$52,914$44,360$34,348-6.87%-0.14%-8.65%6.75%-3.80%8.51%-12.73%3.09%-9.64%1.04%-7.27%2.15%3.63%-6.48%-13.34%2.45%-4.94%-2.70%-1.57%
200080.66%2.65%6.53%$53,264$45,533$36,5927.82%12.21%-0.86%-14.14%-5.67%3.90%0.00%-6.92%-0.33%8.47%-6.92%2.37%-7.05%-2.00%12.18%17.74%17.82%-1.87%6.53%
20009-4.70%-2.92%-5.48%$50,760$44,202$34,5870.87%-44.49%2.16%5.06%0.99%-2.03%-13.61%8.24%4.13%8.36%11.31%9.15%10.14%6.51%-28.84%-14.69%0.81%19.42%-5.48%
2000104.28%5.78%-0.47%$52,934$46,756$34,425-3.67%8.27%-1.93%9.52%2.69%6.04%14.20%5.30%-3.86%7.12%20.24%0.09%-18.77%20.82%3.34%-12.54%24.42%16.21%-0.47%
200011-2.51%-0.95%-7.47%$51,603$46,312$31,8550.47%-15.38%8.91%4.01%3.49%3.99%-16.70%-6.32%2.82%4.81%-2.81%-0.85%-8.77%3.06%-23.95%-4.95%4.27%-4.77%-7.47%
2000122.94%1.10%-0.52%$53,121$46,820$31,6913.13%-21.02%5.06%-2.69%6.67%20.65%-24.40%9.57%3.81%4.76%-10.79%-1.21%16.59%1.39%26.97%-9.09%16.72%-13.08%-0.52%
20011-0.23%2.95%4.45%$52,999$48,204$33,100-1.37%23.08%-11.36%-4.82%-13.68%-8.17%40.78%-11.08%-1.85%-7.95%10.40%-3.21%5.50%-12.22%-7.50%31.76%0.00%1.77%4.45%
20012-5.82%-3.13%-9.54%$49,917$46,694$29,9423.64%-22.76%4.86%-8.57%0.17%2.45%-3.38%4.56%-0.09%-1.87%-9.92%-3.18%-11.83%-2.41%-32.53%-10.70%9.50%-1.34%-9.54%
20013-5.39%-5.85%-5.60%$47,226$43,963$28,2662.50%-7.88%-10.13%-14.53%-9.69%-7.85%-7.31%-4.33%-9.00%-11.21%-0.40%-0.06%1.51%-4.93%4.84%-3.72%-0.46%-6.44%-5.60%
200149.75%9.00%8.54%$51,831$47,919$30,6819.98%17.47%10.30%2.28%3.58%14.54%23.89%-0.32%5.74%-3.49%12.57%9.38%9.28%0.09%25.00%19.71%5.61%-7.03%8.54%
200150.06%0.75%-0.56%$51,860$48,278$30,5090.15%-12.56%0.85%2.62%10.11%0.12%2.11%2.17%-0.70%6.98%-0.40%0.67%4.65%-3.48%-11.83%-2.79%2.59%4.36%-0.56%
20016-2.41%-1.54%-2.38%$50,611$47,535$29,782-5.78%8.29%3.06%-4.69%-10.63%-3.78%5.52%-0.93%-6.62%-0.68%-2.46%-1.56%-4.08%-12.44%-6.51%1.52%-2.65%-6.95%-2.38%
200172.13%0.38%-1.02%$51,692$47,714$29,4780.98%1.91%8.29%-0.89%7.69%-1.95%-9.33%5.50%2.92%11.93%1.95%-4.38%6.63%6.37%8.22%-7.30%-8.08%13.13%-1.02%
20018-3.73%-3.25%-5.93%$49,761$46,166$27,729-0.01%-6.15%-2.24%9.13%3.05%-6.45%-13.81%0.79%-6.81%4.41%-7.66%-3.32%-8.70%-3.73%-4.06%-4.87%4.18%-9.15%-5.93%
20019-5.46%-2.55%-8.16%$47,042$44,987$25,467-6.61%-26.90%5.10%-3.39%-9.62%-5.48%-10.31%3.50%4.67%-1.83%8.22%-1.87%-16.50%2.30%-24.53%-8.23%3.09%15.18%-8.16%
2001103.29%2.62%1.30%$48,591$46,165$25,7984.48%19.47%4.53%2.20%-3.94%6.08%13.64%0.43%4.49%1.91%-7.30%0.13%-0.36%-4.19%12.13%17.83%-3.09%-18.66%1.30%
2001115.78%3.80%7.80%$51,400$47,918$27,810-3.22%33.84%0.89%-1.54%3.80%10.34%10.42%-0.16%3.63%4.99%-5.64%-4.64%22.30%6.17%14.51%7.09%0.79%-1.92%7.80%
2001120.16%1.24%0.56%$51,481$48,513$27,9665.41%-3.70%1.46%0.40%-1.38%3.17%3.18%0.42%-7.99%2.16%0.98%5.08%9.35%-12.75%-12.64%4.65%-1.58%4.79%0.56%
200210.47%-0.57%-0.98%$51,725$48,235$27,692-6.48%11.41%-2.69%-7.21%2.68%-6.10%-3.83%2.88%4.57%3.72%-1.58%-0.64%-1.80%0.65%11.55%-10.81%9.29%-3.78%-0.98%
20022-0.24%-0.12%-1.79%$51,601$48,175$27,1961.62%-18.47%6.23%8.32%-3.97%6.81%-8.43%0.82%-1.39%3.81%0.97%6.40%-0.18%3.63%-5.96%-8.94%5.09%1.04%-1.79%
200233.51%3.56%3.32%$53,414$49,890$28,1006.90%6.51%6.65%10.74%6.32%-2.48%3.38%2.28%-2.98%6.25%-1.50%6.13%-2.68%-5.59%12.78%5.99%1.13%-1.06%3.32%
20024-3.28%-4.03%-5.82%$51,660$47,879$26,466-3.94%-5.92%-1.68%6.22%2.34%9.38%-13.35%0.78%-8.53%0.61%-12.24%-8.35%-4.61%-5.63%-6.49%-19.46%3.34%-16.43%-5.82%
20025-0.85%0.80%-0.59%$51,223$48,260$26,3081.42%-3.39%-3.61%0.09%5.42%0.19%-2.58%0.15%-4.48%-0.79%7.21%-0.02%-10.09%5.08%-7.31%-3.78%5.18%10.40%-0.59%
20026-6.15%-6.67%-7.38%$48,072$45,043$24,3681.43%-33.85%-14.82%1.16%-4.98%-1.94%7.44%-7.00%1.16%0.49%-6.63%2.48%-11.78%-10.75%-17.34%-10.50%-22.72%-11.05%-7.38%
20027-7.54%-6.69%-7.88%$44,448$42,029$22,447-15.25%2.85%0.65%-10.82%-13.01%2.30%-12.29%-10.91%-7.57%0.16%-16.99%-10.17%-15.93%-2.05%-2.23%-2.22%5.43%-8.54%-7.88%
20028-1.54%-0.60%0.68%$43,762$41,778$22,6003.09%-11.17%3.63%2.12%-4.00%-0.22%2.29%-7.89%2.66%-0.38%-6.06%-2.95%6.64%1.85%-14.90%7.31%8.58%-10.56%0.68%
20029-10.80%-11.55%-10.49%$39,034$36,952$20,230-9.63%-16.68%-0.42%-5.59%-25.67%-11.99%-10.88%-6.20%-12.27%0.82%-11.48%-10.01%-20.62%-8.86%-25.03%-22.65%-21.33%-18.76%-10.49%
20021010.37%11.44%8.23%$43,083$41,179$21,895-2.34%24.55%8.64%-3.09%2.55%15.43%22.25%19.35%9.48%-0.59%39.25%5.52%10.65%18.66%7.53%35.38%5.03%29.34%8.23%
2002113.36%-0.56%6.17%$44,532$40,948$23,2460.15%20.83%-2.61%-1.37%3.55%2.79%7.87%-3.67%-0.36%-4.43%10.91%4.08%-8.59%9.53%26.17%10.31%-7.44%-44.74%6.17%
200212-6.56%-4.76%-5.66%$41,609$38,997$21,929-0.82%-25.43%-5.80%-3.94%-13.08%-5.04%-10.37%-0.27%-3.04%1.67%-7.47%0.40%-8.81%-4.13%-24.99%-10.84%9.14%-4.88%-5.66%
20031-3.00%-3.37%-2.46%$40,361$37,683$21,390-3.13%0.58%-0.19%-7.71%-11.44%1.01%-8.20%-4.12%-0.20%0.05%-0.28%-2.26%-12.99%-2.16%6.07%0.90%-6.56%-9.00%-2.46%
20032-0.19%-1.80%-1.35%$40,285$37,005$21,1010.75%10.29%-1.77%-0.59%-4.42%1.19%0.20%-5.34%-1.78%-4.34%-9.67%0.30%12.20%-4.77%5.35%-0.13%2.06%-14.89%-1.35%
200333.06%1.15%0.21%$41,519$37,431$21,1450.75%-5.62%10.33%1.23%6.25%3.72%2.15%4.80%4.49%8.78%2.23%2.73%4.17%4.57%-2.27%0.62%-21.09%-3.56%0.21%
200345.16%4.53%8.46%$43,663$39,128$22,934-2.85%13.02%-2.61%-0.20%18.26%-3.07%5.62%8.20%-1.32%1.36%6.92%0.72%15.48%6.21%13.09%8.25%2.67%18.26%8.46%
200355.29%6.31%5.48%$45,974$41,598$24,19114.12%13.27%-3.15%12.80%9.53%0.88%-3.75%2.13%1.33%2.19%1.26%4.14%15.50%-4.47%10.87%3.89%34.27%8.99%5.48%
200361.83%2.65%1.07%$46,814$42,702$24,4491.78%-0.05%-4.88%2.32%17.78%1.98%4.19%1.04%10.09%-2.88%4.23%-1.35%2.13%9.63%-14.15%-6.29%11.64%0.35%1.07%
200371.22%0.43%1.80%$47,386$42,884$24,890-0.12%19.61%0.17%-3.10%4.31%8.70%3.00%3.53%-2.31%-0.96%-10.42%-0.92%-5.80%-8.70%7.34%-1.52%-11.95%-7.23%1.80%
200382.59%0.71%2.06%$48,613$43,189$25,4032.07%14.96%-3.82%-3.22%-2.56%2.09%0.42%-3.32%-9.89%-0.66%0.91%6.68%3.08%-3.95%26.39%1.14%3.02%-3.85%2.06%
20039-0.44%0.89%-1.09%$48,399$43,575$25,127-1.95%-3.74%-0.12%-0.80%5.00%-3.04%4.83%3.26%1.54%6.34%-8.15%-2.92%-0.75%1.33%-4.40%7.71%8.02%-0.93%-1.09%
2003107.96%6.26%5.35%$52,253$46,302$26,4723.99%19.73%1.64%8.01%6.20%14.19%-5.45%4.34%4.02%6.40%4.80%-0.05%16.39%-12.58%26.93%1.30%6.16%9.64%5.35%
2003110.60%1.52%1.09%$52,568$47,006$26,7612.07%1.85%-1.60%0.69%4.08%0.65%-1.64%0.63%6.73%-2.09%-2.26%-0.34%-0.84%-8.25%2.90%1.37%11.83%-2.92%1.09%
2003123.42%4.57%5.03%$54,364$49,153$28,10815.03%-4.44%4.79%9.14%-3.12%7.58%6.46%-2.79%5.24%3.78%6.82%13.26%-3.27%14.76%-1.28%2.36%5.96%11.98%5.03%
200411.03%0.92%1.98%$54,924$49,607$28,663-0.05%-4.77%3.41%-2.98%3.66%-6.99%1.02%1.37%3.68%1.67%6.18%-0.51%-0.06%3.03%6.78%7.07%2.15%-1.06%1.98%
200421.88%1.49%1.36%$55,958$50,347$29,0523.18%-4.20%1.36%1.46%9.95%-0.91%-4.05%9.82%0.50%1.41%3.99%4.02%2.37%1.01%-2.23%-2.59%3.53%-5.84%1.36%
20043-1.67%-1.55%-1.32%$55,026$49,566$28,669-0.65%-6.85%-5.92%1.20%0.95%4.93%-6.03%4.08%-4.37%2.31%-4.67%-1.38%3.09%-7.37%-4.67%-4.83%-4.24%2.21%-1.32%
200440.59%1.54%-1.89%$55,351$50,329$28,1274.24%-5.40%6.53%0.54%-4.69%5.63%4.81%1.19%2.03%1.35%4.34%2.31%-5.81%6.36%-14.03%-4.00%1.71%2.73%-1.89%
200450.48%-1.08%1.71%$55,617$49,783$28,608-0.41%11.13%3.65%1.54%-3.05%-1.79%0.38%-2.06%-0.70%1.92%-8.37%2.29%2.07%0.64%4.02%0.68%-13.38%-4.82%1.71%
200460.88%1.81%1.85%$56,108$50,687$29,1374.10%-3.33%-0.02%-1.22%-1.52%6.45%8.88%1.38%-3.00%0.98%4.66%2.68%-1.77%1.20%-7.39%-0.50%5.83%2.32%1.85%
20047-3.27%-2.08%-3.22%$54,275$49,630$28,1991.64%-11.67%-0.77%-13.11%5.77%-8.50%-0.25%-7.20%-6.77%-3.76%7.63%4.26%-4.20%-4.53%-11.69%-1.23%-4.90%5.87%-3.22%
200480.65%0.68%0.24%$54,628$49,969$28,2672.80%-12.53%5.66%1.94%-1.75%0.45%-3.90%0.00%2.77%7.33%1.84%0.16%8.67%-0.84%-8.39%-2.52%2.84%1.78%0.24%
20049-1.36%-0.57%1.00%$53,885$49,683$28,55010.03%-5.78%-3.05%-9.90%3.74%-2.90%1.28%-2.25%-6.34%-3.31%0.33%4.84%7.22%-25.99%8.90%1.24%-2.47%0.62%1.00%
2004101.37%0.88%1.29%$54,621$50,120$28,918-1.08%10.97%3.64%1.52%4.00%-3.00%1.16%1.91%-5.39%-4.99%0.21%1.84%4.80%-5.12%15.01%4.68%3.02%-1.54%1.29%
2004112.26%4.06%4.45%$55,857$52,157$30,2053.69%0.72%3.81%-2.71%7.39%3.05%6.63%0.67%-3.49%4.49%5.45%4.69%1.84%-10.51%-1.10%5.21%18.63%-0.36%4.45%
2004122.30%2.30%3.02%$57,144$53,355$31,116-3.83%4.51%5.14%5.93%4.29%3.12%-0.34%5.06%-3.17%2.99%-1.75%0.02%2.37%16.28%1.82%4.61%7.55%2.38%3.02%
20051-2.61%-1.65%-2.24%$55,650$52,474$30,4193.60%-4.02%2.02%-0.36%1.03%2.79%-1.65%2.87%-10.15%-2.93%-11.29%0.66%-3.46%-12.73%-5.62%-5.23%4.47%-6.62%-2.24%
200525.51%4.22%2.09%$58,714$54,687$31,05414.90%7.24%1.82%3.16%2.13%0.00%-3.97%0.30%9.64%-0.26%1.07%23.29%-3.01%13.01%14.05%-0.71%2.85%1.26%2.09%
20053-2.09%-1.91%-1.83%$57,489$53,640$30,487-6.07%-3.17%2.38%-2.00%-5.86%2.08%-3.93%-1.11%-0.08%-0.17%-1.31%-5.86%-4.21%3.34%-3.70%-1.30%0.72%-1.54%-1.83%
20054-0.88%-1.56%-1.87%$56,985$52,804$29,916-10.82%1.25%2.19%4.25%-5.88%-10.76%4.68%4.92%3.43%2.71%2.00%-4.31%-7.51%4.73%-1.98%-16.41%-0.61%1.82%-1.87%
200553.24%2.29%3.22%$58,830$54,015$30,8804.33%15.01%-1.75%2.74%5.56%0.77%2.30%1.11%3.39%1.85%-1.17%-0.96%11.25%-4.31%10.74%-0.82%3.31%-1.76%3.22%
20056-2.64%-2.67%0.15%$57,276$52,572$30,9263.98%-3.49%-3.13%-5.85%-10.31%-5.68%-3.72%-3.69%-1.15%-4.35%-2.35%2.26%-0.90%-3.93%1.56%-1.79%-2.66%1.58%0.15%
200574.08%3.52%3.83%$59,615$54,423$32,1093.74%4.30%-1.60%4.81%12.32%3.73%3.10%1.11%-3.92%6.00%0.24%2.23%11.85%0.84%13.23%12.48%3.56%4.36%3.83%
20058-0.42%0.45%-0.94%$59,365$54,665$31,8086.64%-4.96%-0.38%0.55%4.11%-4.58%7.23%0.59%-3.16%-0.27%-4.44%2.45%-7.10%-7.89%2.90%-3.17%5.59%-1.51%-0.94%
200590.86%1.46%0.80%$59,873$55,461$32,0625.42%-4.16%-0.17%-1.21%3.20%3.11%-6.03%3.88%-2.00%7.17%-0.06%6.08%-5.41%-3.61%3.73%-0.50%5.43%-0.46%0.80%
200510-4.23%-3.21%-2.37%$57,342$53,681$31,304-11.83%-4.67%-1.04%-0.95%-5.64%3.57%-0.12%4.18%-12.94%-5.36%-2.37%-11.65%7.60%3.71%-15.69%2.07%1.82%0.88%-2.37%
2005114.34%3.32%4.40%$59,828$55,465$32,6801.21%13.91%-0.87%0.44%9.28%3.84%8.02%0.20%-1.64%2.14%1.49%3.89%2.05%5.53%13.77%8.83%-3.01%4.44%4.40%
200512-1.28%-1.75%-0.19%$59,060$54,494$32,618-0.94%-6.45%-2.67%-5.58%-0.38%-1.25%-5.53%0.24%10.00%1.21%-5.82%-3.21%-3.11%8.20%-1.26%-7.54%3.73%-1.69%-0.19%
200611.42%1.63%2.40%$59,898$55,383$33,4014.60%-14.82%-4.26%2.65%3.83%-6.13%7.65%-3.22%10.12%2.82%6.47%11.71%0.17%8.46%-8.77%-1.09%-3.19%7.38%2.40%
200620.56%0.44%0.57%$60,236$55,627$33,593-4.12%-2.64%0.76%1.43%-0.29%1.79%-4.23%3.38%2.91%1.18%6.44%-4.89%3.95%1.04%2.12%-1.06%-0.61%6.32%0.57%
200630.49%-0.24%1.65%$60,530$55,491$34,1472.64%-5.53%2.72%0.49%-1.58%2.85%1.27%-1.81%-4.85%-3.84%1.07%2.51%0.72%2.17%8.78%2.78%-0.37%-1.99%1.65%
200640.83%0.99%1.26%$61,035$56,039$34,5785.26%2.67%-1.03%0.21%0.61%12.87%-11.25%0.78%1.65%1.56%-1.86%3.65%-5.60%-2.30%6.99%-0.16%3.25%-1.85%1.26%
20065-3.11%-2.26%-3.01%$59,138$54,775$33,537-1.15%-9.34%3.38%4.93%-4.05%-1.54%-5.85%3.81%-5.70%-6.80%-5.51%-2.96%-4.53%-2.18%-10.03%-2.61%-1.11%-0.57%-3.01%
200661.16%1.47%0.26%$59,822$55,580$33,6253.80%5.44%-0.50%-1.59%1.30%-3.45%2.87%-0.20%-0.80%2.49%7.31%0.72%-5.73%9.43%-3.01%-3.85%2.66%7.02%0.26%
200673.02%3.78%0.45%$61,631$57,678$33,7765.99%-5.26%4.39%3.44%5.33%-12.84%3.26%5.56%10.74%1.63%2.22%10.42%-3.02%10.54%-1.58%0.77%8.91%8.82%0.45%
200683.64%3.87%2.18%$63,872$59,912$34,513-1.32%9.35%3.97%0.70%1.44%2.51%7.21%3.00%7.01%10.14%4.02%0.36%-1.21%1.63%9.44%5.02%4.45%3.80%2.18%
200692.89%2.06%2.70%$65,720$61,146$35,4440.71%5.11%0.43%0.40%8.97%3.79%6.42%0.43%2.90%0.13%5.54%-0.84%6.23%3.33%2.03%1.20%-7.40%4.59%2.70%
2006102.50%3.88%3.15%$67,365$63,516$36,5623.61%3.74%3.79%4.57%7.16%5.94%4.97%-2.79%-6.03%2.78%0.74%6.44%2.92%8.40%-9.11%12.68%6.24%6.29%3.15%
2006111.54%1.80%1.99%$68,405$64,663$37,2898.42%0.77%-1.65%0.90%2.53%3.91%2.61%-2.32%4.08%-0.95%-1.97%8.01%2.33%-2.00%-2.09%-0.12%3.54%-0.99%1.99%
2006120.70%1.60%1.34%$68,885$65,699$37,7871.67%-5.37%0.17%3.03%5.62%-4.33%1.70%1.41%-5.78%2.36%6.58%-0.23%5.77%-1.21%-2.54%5.69%2.95%5.43%1.34%
200711.51%1.35%1.50%$69,922$66,589$38,356-0.88%3.51%1.18%-0.77%0.05%-4.66%3.35%4.30%1.31%1.41%4.58%-3.30%1.44%2.64%8.44%2.06%1.83%6.36%1.50%
20072-3.16%-3.62%-1.96%$67,715$64,177$37,603-5.31%-4.74%-5.24%-2.51%-1.49%0.33%-8.40%-3.20%-3.84%-2.13%-2.91%-2.85%-2.82%-1.34%-0.74%-5.98%-3.56%-2.21%-1.96%
200730.53%2.08%1.16%$68,075$65,508$38,0397.94%-3.68%-4.24%3.57%3.11%3.17%-1.06%1.13%1.20%-0.52%1.39%5.26%-6.66%0.91%-2.78%1.42%5.25%7.15%1.16%
200747.23%5.58%4.43%$72,997$69,164$39,7245.18%12.39%6.57%8.73%7.17%8.30%7.43%3.98%4.75%2.53%1.76%5.21%3.08%16.46%14.45%8.43%3.69%-0.91%4.43%
200753.89%4.39%3.39%$75,836$72,201$41,0725.51%3.70%-0.84%1.53%4.70%6.86%2.84%3.39%5.00%-1.32%14.01%5.24%2.64%1.96%2.88%4.70%3.16%6.77%3.39%
20076-0.86%-1.21%-1.46%$75,182$71,325$40,4703.37%7.03%-2.61%-0.63%0.42%-1.33%-3.98%-4.56%-6.98%-3.71%-5.42%0.85%1.82%-4.34%6.42%-1.27%-0.38%0.39%-1.46%
20077-1.18%-0.68%-3.13%$74,297$70,840$39,2031.21%-0.51%-1.82%-0.38%-5.69%2.45%-1.63%1.19%-8.06%1.66%4.53%1.49%-5.54%-0.30%-6.27%5.13%-5.23%-4.81%-3.13%
200782.72%3.46%1.28%$76,315$73,288$39,7063.67%9.53%2.82%3.20%2.88%2.88%-0.55%3.67%6.90%5.58%-1.74%1.13%3.73%1.05%-2.70%5.83%4.42%1.81%1.28%
200794.19%4.87%3.87%$79,516$76,856$41,2436.63%0.43%6.33%7.51%10.60%2.85%2.54%8.28%-1.65%7.70%5.73%7.97%-15.32%3.82%6.86%0.95%1.29%6.12%3.87%
2007102.52%2.69%1.36%$81,517$78,926$41,802-2.21%4.02%-0.81%7.46%9.69%-7.72%24.95%0.63%0.74%-0.68%5.03%-0.62%-2.87%12.71%-10.63%-1.43%4.89%-0.40%1.36%
200711-1.34%-1.66%-3.87%$80,421$77,613$40,183-3.44%-2.64%4.59%1.09%0.43%-3.03%-8.43%4.69%-2.25%6.44%-6.21%-2.69%-8.61%1.89%-3.16%-9.10%6.35%-8.57%-3.87%
2007121.01%1.60%-1.13%$81,236$78,853$39,7286.33%2.22%-1.54%-1.18%0.75%1.27%5.95%-1.17%-4.34%-0.78%1.11%5.08%-5.67%-1.48%5.80%2.78%-1.61%8.77%-1.13%
20081-7.64%-7.18%-6.05%$75,030$73,191$37,326-10.80%-20.86%-5.34%-3.86%-9.05%-5.54%-8.43%-10.34%2.77%-10.44%-10.21%-8.53%13.73%-20.67%-7.03%-0.92%0.28%-6.44%-6.05%
20082-2.98%-1.85%-2.58%$72,792$71,834$36,3614.83%-4.75%-1.22%-0.92%1.68%-0.95%-16.24%2.22%-3.27%1.16%-6.46%1.96%-13.35%-3.90%-3.20%6.71%-3.50%-9.51%-2.58%
200830.81%2.27%-0.90%$73,384$73,463$36,033-1.50%6.06%4.70%4.79%3.07%0.96%4.34%4.35%-6.06%5.88%0.36%-2.79%6.25%-13.58%-5.64%1.12%1.24%9.96%-0.90%
200842.17%1.47%4.77%$74,974$74,544$37,75012.64%5.10%3.42%-3.29%6.83%-2.84%0.49%-5.08%-3.92%-3.76%7.30%10.04%2.97%0.24%3.50%4.83%-9.91%2.11%4.77%
200850.33%1.40%1.51%$75,219$75,585$38,3213.80%4.76%0.18%-2.73%-0.44%1.52%-0.33%-0.34%-2.18%-1.49%-0.03%-4.20%-5.00%2.42%11.39%7.66%11.30%3.07%1.51%
20086-6.68%-6.66%-8.35%$70,197$70,551$35,121-0.02%-7.33%-3.60%-8.62%-4.61%-10.28%-2.86%-6.30%-9.76%-7.93%-7.98%-0.71%-13.69%-2.30%-13.30%-8.42%-6.34%-15.56%-8.35%
20087-1.36%0.15%-0.90%$69,242$70,655$34,806-14.70%3.31%6.42%-0.92%6.35%1.15%-6.51%4.67%6.87%8.35%-2.67%-8.74%1.75%-12.71%-13.07%7.97%-1.02%-7.44%-0.90%
200884.20%2.73%1.55%$72,153$72,583$35,3432.87%3.69%3.53%1.11%4.31%2.44%6.53%2.88%4.04%6.55%3.17%-0.01%13.81%8.42%0.53%-4.52%3.34%3.83%1.55%
20089-4.07%-3.85%-9.44%$69,216$69,786$32,008-4.45%-18.10%-1.63%2.27%-0.48%-4.59%-2.20%4.71%-3.51%-0.11%-8.63%-2.94%-3.77%-10.55%-12.28%-3.92%-4.21%-12.72%-9.44%
200810-9.57%-10.11%-16.52%$62,592$62,732$26,721-9.55%-14.42%-11.46%-16.68%-6.11%-5.87%-16.34%-20.01%-3.96%-6.76%-6.01%-4.56%-8.88%-1.93%-8.47%-20.51%-3.28%-2.57%-16.52%
200811-1.08%-0.91%-6.96%$61,915$62,162$24,8616.86%-13.11%-3.75%7.27%2.29%4.98%-8.85%-0.54%-5.48%-0.29%10.04%8.72%-2.03%-13.67%-20.40%-11.71%-16.21%6.69%-6.96%
2008120.01%-0.71%0.98%$61,923$61,718$25,105-6.38%6.23%2.13%-3.41%5.86%-14.03%-3.86%-2.64%7.79%-3.93%3.83%-0.40%0.64%15.41%-0.32%3.14%-4.31%-0.21%0.98%
20091-7.91%-6.45%-8.21%$57,022$57,740$23,044-4.66%-12.01%-3.58%-5.63%-6.71%-6.52%-12.04%-8.29%-17.67%-11.23%-10.62%-4.20%-6.47%-6.09%-2.99%8.90%9.83%-12.31%-8.21%
20092-8.41%-7.44%-10.74%$52,229$53,443$20,568-13.11%-0.24%-12.60%-4.38%-9.08%-14.57%-4.88%-4.16%-13.71%-11.61%-4.49%-10.78%-2.97%-15.24%-4.01%0.94%-6.65%-3.45%-10.74%
200939.03%7.28%8.35%$56,947$57,332$22,28510.76%17.97%5.20%8.70%4.44%9.37%13.75%7.89%10.64%-2.24%5.85%0.29%14.09%12.35%15.05%5.28%5.79%6.02%8.35%
200942.69%2.52%9.93%$58,479$58,779$24,498-1.70%4.99%-0.46%-2.05%-2.35%15.85%10.29%-3.34%-1.91%5.92%1.92%-2.10%11.71%-9.38%10.10%6.52%1.94%3.30%9.93%
200954.32%4.31%5.85%$61,004$61,314$25,9301.86%0.48%6.29%14.19%10.70%0.00%3.77%4.60%15.01%5.06%-3.56%4.65%-12.01%13.78%7.42%3.52%4.65%-3.24%5.85%
200963.51%1.96%-0.07%$63,145$62,514$25,913-0.63%5.28%2.97%-1.56%-1.73%5.25%13.79%6.47%-1.25%-1.62%5.02%0.81%2.97%2.83%9.79%-1.75%-2.27%0.20%-0.07%
200976.95%6.66%7.46%$67,535$66,680$27,8464.86%16.31%7.20%3.85%-4.23%17.34%-1.05%3.26%6.20%9.50%6.04%0.69%9.78%7.33%13.43%12.94%6.96%7.43%7.46%
200982.28%1.54%3.69%$69,078$67,707$28,8751.70%6.34%0.06%-2.15%3.05%2.98%5.38%-0.14%5.89%-2.52%-3.21%-1.16%5.20%8.06%2.25%0.57%4.28%-0.69%3.69%
200990.96%1.80%3.55%$69,740$68,929$29,8990.70%-3.69%0.74%10.99%1.48%2.36%4.34%4.34%-0.90%7.04%-2.48%-0.78%-1.56%-1.26%-3.66%1.32%-0.74%3.69%3.55%
2009100.85%1.45%-1.92%$70,332$69,929$29,3248.68%-2.35%-3.02%-0.73%2.70%-0.31%7.81%3.22%2.90%0.90%-0.67%4.46%-5.82%-2.21%-0.51%0.84%1.68%-3.47%-1.92%
2009116.86%5.52%6.16%$75,157$73,787$31,1302.84%1.23%7.26%8.07%8.85%5.95%6.52%2.76%7.70%7.50%6.32%5.35%9.05%17.07%7.85%5.23%3.87%4.95%6.16%
2009121.66%1.81%1.91%$76,408$75,122$31,724-1.35%6.25%2.50%-0.35%-1.28%6.75%3.64%-1.59%0.11%-2.76%5.31%-9.16%6.59%1.95%3.04%3.60%6.14%4.05%1.91%
20101-3.54%-3.64%-3.63%$73,706$72,386$30,571-6.33%-4.90%-2.41%-4.82%-0.02%-2.64%-7.55%-1.94%2.58%2.26%-9.88%-5.51%-3.18%4.49%-13.21%-6.50%1.17%-8.15%-3.63%
201021.95%1.17%3.12%$75,144$73,236$31,5251.21%6.67%0.99%-2.82%3.15%0.23%2.21%4.78%-5.04%2.81%-1.67%1.54%11.39%-3.40%8.36%4.37%1.31%-2.17%3.12%
201033.65%3.74%6.09%$77,886$75,977$33,4454.88%8.57%3.49%5.18%4.49%4.27%2.16%6.65%-2.28%-0.02%7.22%3.05%4.46%2.32%0.37%0.86%3.74%4.15%6.09%
201041.54%1.32%1.55%$79,088$76,977$33,9627.40%2.47%-1.38%-2.82%5.80%6.10%4.27%-1.42%-2.51%-1.00%-5.37%1.18%8.90%-6.18%6.78%0.58%3.27%2.50%1.55%
20105-6.49%-6.48%-7.95%$73,954$71,987$31,264-8.46%-5.55%-8.50%-3.84%-4.49%-9.99%-15.14%-3.57%-7.96%-1.72%-4.78%-10.18%-3.89%-3.85%-6.11%-2.39%-4.25%-6.75%-7.95%
20106-4.26%-3.05%-5.17%$70,804$69,793$29,646-8.14%-9.20%1.30%-1.66%-1.50%-0.40%-10.81%-2.35%-6.37%-1.82%1.82%-5.61%-16.52%4.93%-4.67%-1.42%0.49%-0.45%-5.17%
201075.91%7.12%6.83%$74,988$74,759$31,67112.30%5.91%-1.64%9.96%5.86%8.29%12.17%6.50%5.19%2.77%12.56%4.57%1.57%-1.46%6.56%3.98%10.58%9.09%6.83%
20108-1.81%-1.29%-4.50%$73,628$73,796$30,246-1.89%-13.57%-0.92%1.40%5.57%-7.60%-8.59%-1.12%7.23%-2.44%1.62%-0.23%-1.59%2.03%-6.76%-3.63%0.72%4.20%-4.50%
201097.48%6.67%8.96%$79,137$78,714$32,9559.41%8.66%8.66%5.52%1.98%10.39%4.35%4.29%7.92%0.50%10.36%4.53%13.87%5.79%17.90%8.94%9.36%5.81%8.96%
2010102.84%3.47%3.82%$81,388$81,444$34,2141.91%4.43%2.87%4.78%4.38%-2.87%8.90%-1.72%1.46%6.81%1.12%7.61%-2.46%-1.36%9.44%7.05%5.83%1.18%3.82%
201011-0.03%-0.86%0.00%$81,360$80,742$34,214-1.12%6.35%-2.60%3.73%1.47%0.34%-4.70%-1.03%-5.46%-3.93%-1.45%5.27%-1.47%-5.07%7.54%-1.05%-5.59%-2.56%0.00%
2010125.37%4.70%6.68%$85,732$84,539$36,50112.70%-0.61%0.49%4.12%-1.97%2.76%10.49%1.82%7.42%5.34%11.78%5.12%16.05%5.66%2.20%3.75%4.15%5.72%6.68%
201110.65%0.60%2.33%$86,287$85,045$37,3514.03%2.04%-3.36%-4.44%-4.03%1.88%-0.64%-1.56%4.05%-1.14%0.89%10.34%4.88%-7.96%4.73%10.38%-4.51%-4.95%2.33%
201122.92%3.28%3.47%$88,810$87,832$38,64910.10%0.89%3.72%1.70%3.57%5.53%-3.58%-1.38%6.71%-0.13%3.65%6.57%1.90%-1.81%5.01%0.32%7.91%3.12%3.47%
201130.25%1.16%0.01%$89,035$88,854$38,6533.60%-6.01%-3.56%4.54%0.54%1.38%-4.48%2.34%5.56%-2.30%4.39%-1.64%-0.43%2.53%-2.95%0.74%4.16%7.86%0.01%
201144.56%4.49%2.90%$93,091$92,846$39,7721.81%14.72%10.92%1.69%2.92%3.97%2.09%6.96%3.25%6.22%-0.71%4.58%0.24%8.91%3.18%4.61%3.11%3.10%2.90%
20115-0.14%0.28%-1.12%$92,959$93,104$39,326-3.39%-2.02%3.28%-0.96%4.90%-2.34%-2.88%3.24%3.28%3.24%-2.25%-4.58%-2.34%2.23%-0.65%-0.53%4.55%1.41%-1.12%
20116-1.15%-0.76%-1.69%$91,888$92,394$38,662-1.97%-1.55%-1.14%1.45%3.41%0.50%3.96%-0.24%-3.96%-5.12%0.81%-2.50%0.55%-2.94%-7.00%1.55%-4.55%-0.48%-1.69%
20117-2.71%-1.64%-2.00%$89,396$90,876$37,8891.15%0.77%-2.60%1.07%2.56%-8.13%5.38%-9.07%-6.55%-2.48%-3.98%-1.95%-3.56%-3.29%-8.99%6.00%-0.42%-5.56%-2.00%
20118-1.70%-0.88%-5.50%$87,879$90,075$35,806-4.22%-8.98%2.46%3.59%5.25%-4.13%-2.31%1.41%-0.31%3.56%2.49%-6.59%-3.73%-3.02%-11.90%-5.04%3.38%-2.67%-5.50%
20119-2.86%-2.59%-6.94%$85,367$87,740$33,319-6.32%6.01%-3.21%-3.45%-2.86%-13.49%-6.43%-3.93%-6.85%-0.79%1.74%-1.88%-1.53%-0.03%1.68%1.72%0.15%0.14%-6.94%
2011106.90%5.81%10.91%$91,261$92,840$36,95613.46%15.00%1.10%1.12%5.73%10.07%6.99%1.70%8.94%2.10%1.89%7.52%8.91%5.50%15.93%5.58%2.76%4.33%10.91%
2011112.14%1.72%-0.41%$93,216$94,434$36,806-1.34%2.39%1.45%-0.90%3.65%3.28%-3.22%2.49%5.24%0.91%2.03%3.62%10.37%3.62%-2.05%2.23%4.14%-1.13%-0.41%
2011123.49%3.12%1.04%$96,466$97,379$37,1903.48%-2.65%1.33%4.08%5.04%0.85%1.49%3.67%7.82%3.31%6.33%5.37%7.19%6.72%-3.29%-2.19%4.77%4.35%1.04%
201211.82%0.51%4.64%$98,226$97,879$38,914-3.08%8.95%0.50%-3.49%-1.28%6.09%13.75%-1.02%-1.11%-4.75%-4.91%-1.20%5.59%1.51%11.81%4.74%-4.22%-1.30%4.64%
201222.82%2.97%4.34%$101,000$100,790$40,6046.63%2.54%-0.39%3.45%0.94%1.71%8.19%-3.37%-0.24%7.27%1.19%3.86%7.16%-0.26%3.00%2.54%5.99%4.01%4.34%
201232.31%2.52%3.22%$103,337$103,330$41,909-1.75%4.61%1.35%6.71%-1.19%1.84%1.64%5.42%7.19%-0.61%0.31%0.27%6.42%1.71%0.78%6.06%3.96%2.09%3.22%
201240.26%0.91%-0.67%$103,603$104,268$41,629-0.61%1.00%-1.30%3.12%-0.66%0.17%-0.74%-0.53%1.10%-4.52%7.03%-0.45%2.94%2.19%-4.46%-0.75%4.34%6.88%-0.67%
20125-4.62%-3.48%-6.01%$98,812$100,636$39,129-6.91%-8.35%-3.17%-2.08%-7.60%-4.89%-8.23%3.61%-3.56%-2.12%3.12%-8.30%-4.18%-4.23%-10.83%-6.45%-0.06%3.83%-6.01%
201265.24%4.81%4.05%$103,987$105,481$40,7157.31%3.13%8.22%5.34%-0.91%6.15%4.80%4.14%5.17%-1.67%6.72%8.83%7.40%12.31%0.74%1.39%8.65%4.36%4.05%
201271.45%2.32%1.18%$105,498$107,931$41,1973.87%-3.56%2.46%3.34%0.94%1.82%-3.66%2.93%4.52%6.29%2.72%1.50%-1.53%5.80%-4.46%0.20%4.11%7.66%1.18%
201280.83%-0.77%2.51%$106,376$107,098$42,2293.17%-2.56%-1.71%-7.43%0.94%2.15%5.28%-0.41%0.16%4.11%-4.87%1.17%9.32%-2.54%6.61%-0.15%-5.59%-3.38%2.51%
201291.57%1.57%2.54%$108,047$108,775$43,3003.92%-8.74%2.19%2.11%2.53%-0.19%-3.44%-1.56%4.15%3.23%6.12%4.75%6.38%5.75%-5.10%6.47%-0.38%2.89%2.54%
201210-1.32%-3.02%-1.82%$106,626$105,490$42,512-5.42%-4.55%2.77%-1.98%-5.40%-5.22%-4.10%-2.16%0.08%0.63%-0.97%-0.31%1.67%1.18%2.69%-6.23%-4.76%-7.18%-1.82%
2012110.05%-0.40%0.57%$106,682$105,067$42,752-3.29%-8.59%-0.68%2.68%1.17%4.51%-5.94%1.40%1.52%0.85%-1.16%-2.70%6.49%-2.91%4.91%-1.86%6.32%-1.33%0.57%
201212-0.80%-0.60%0.90%$105,832$104,435$43,1372.32%5.37%0.53%-4.40%1.34%2.09%0.34%-1.78%0.24%-2.78%-1.93%-1.80%-4.95%-6.68%4.82%0.78%-5.73%-1.23%0.90%
201316.08%5.81%5.12%$112,262$110,507$45,3456.48%2.04%5.45%2.73%8.03%8.29%2.77%6.46%9.72%11.61%1.99%3.95%8.20%5.64%7.78%6.01%7.12%4.56%5.12%
201322.44%2.23%1.28%$115,002$112,970$45,9242.53%0.29%3.79%3.97%1.45%4.07%2.11%4.75%0.33%1.36%6.70%0.18%2.36%-1.20%4.08%-0.68%-0.39%3.22%1.28%
201333.63%3.79%3.80%$119,182$117,250$47,6681.43%4.60%7.12%5.20%3.95%2.22%2.91%4.41%5.44%1.16%5.63%0.63%2.43%4.44%3.05%6.21%3.83%2.17%3.80%
201344.46%3.81%1.92%$124,495$121,716$48,5832.68%9.66%4.54%4.67%2.46%-1.51%15.69%4.25%0.73%0.40%10.83%-1.24%5.12%6.33%2.86%-5.04%6.16%3.32%1.92%
20135-0.36%-1.07%2.36%$124,050$120,419$49,7311.42%2.33%-0.48%-5.53%-4.70%5.91%6.16%-2.06%-5.55%-0.01%-10.07%2.37%7.24%-0.64%-0.83%3.18%-1.12%-6.59%2.36%
201360.30%-0.01%-1.34%$124,426$120,407$49,066-3.59%-0.21%2.00%1.00%2.52%-0.83%-1.03%1.97%2.86%0.30%3.84%-0.13%-1.01%0.36%-2.95%-8.13%-1.88%1.17%-1.34%
201372.87%1.85%5.17%$127,998$122,628$51,6026.38%-3.67%8.90%-0.07%-0.93%7.39%-7.82%2.14%5.21%5.08%-0.72%3.76%2.01%3.70%13.24%2.06%0.20%0.89%5.17%
20138-3.47%-3.67%-3.00%$123,561$118,133$50,054-3.54%-4.90%-6.89%-4.74%-3.01%-2.74%5.65%-4.56%-3.49%-3.00%-4.24%-6.38%-5.74%-1.83%-2.50%-6.08%-3.37%-4.08%-3.00%
201391.25%0.88%3.17%$125,107$119,169$51,6400.89%4.28%0.32%-0.06%1.96%5.13%-0.36%0.42%1.84%-2.95%-1.50%-1.28%2.36%1.58%5.47%1.60%2.80%-0.03%3.17%
2013104.38%5.19%4.63%$130,582$125,353$54,031-1.27%6.76%6.83%4.46%0.32%5.39%6.40%5.77%6.82%7.65%9.47%4.16%2.69%-5.29%5.22%-3.22%8.38%8.49%4.63%
2013113.46%2.30%2.96%$135,103$128,236$55,6322.92%-1.66%2.92%2.27%1.72%6.61%8.50%0.44%4.19%4.30%-1.76%5.02%3.57%10.51%2.16%0.79%-0.67%-2.73%2.96%
2013121.14%1.31%2.59%$136,647$129,912$57,0732.02%8.89%-3.24%2.79%-0.35%5.05%-1.89%-1.12%-3.47%-3.34%-0.97%8.26%2.58%1.36%2.12%4.39%5.12%-0.14%2.59%
20141-4.08%-5.04%-3.52%$131,078$123,368$55,061-10.63%-5.47%-3.41%-8.45%-2.95%-8.60%1.15%-3.11%-0.75%-5.17%-1.21%-8.93%-6.67%5.83%-2.76%-5.81%-8.26%-3.96%-3.52%
201423.68%2.57%4.55%$135,906$126,536$57,5674.24%1.86%4.88%1.00%1.90%5.79%2.00%-0.36%6.52%2.66%-0.92%5.19%6.74%7.59%6.04%5.38%2.95%-4.17%4.55%
201432.52%3.59%0.83%$139,334$131,075$58,0463.10%4.24%6.63%2.01%3.03%0.69%7.00%5.01%0.03%2.47%-0.02%1.46%-2.98%0.40%4.89%3.95%4.60%9.83%0.83%
201441.96%2.74%0.70%$142,060$134,666$58,4495.56%3.41%3.12%5.51%3.42%2.53%-1.44%2.86%-2.62%3.24%-0.69%4.84%0.48%3.15%-2.99%2.07%7.16%3.12%0.70%
201450.91%0.54%2.32%$143,355$135,399$59,806-1.33%3.24%0.86%0.29%0.85%3.11%2.04%2.84%-4.43%-2.13%6.91%-1.17%0.91%-1.20%3.37%-5.62%3.62%-0.64%2.32%
201462.01%1.78%2.06%$146,243$137,807$61,0406.32%13.10%3.11%4.33%-0.68%0.48%1.86%1.90%0.17%-2.72%-2.06%0.15%1.50%0.74%1.72%-1.68%2.09%-0.31%2.06%
20147-0.85%-0.27%-1.34%$145,002$137,433$60,220-1.00%9.68%-4.33%-7.25%-6.13%-1.64%3.50%-1.39%-2.44%-0.83%4.17%-1.73%-0.14%-1.92%-2.60%5.74%-3.20%1.95%-1.34%
201484.29%2.98%3.95%$151,228$141,522$62,5961.01%3.75%4.34%6.18%-0.04%2.81%5.91%4.98%2.40%7.49%-1.19%1.23%15.65%5.94%4.17%0.92%6.11%-1.77%3.95%
20149-0.37%0.37%-1.38%$150,669$142,041$61,733-7.83%-0.29%2.76%3.00%1.16%-1.61%2.05%1.36%0.61%0.76%0.34%-5.44%-1.38%-0.66%-1.02%-1.28%7.92%0.80%-1.38%
2014101.84%0.83%2.36%$153,447$143,215$63,1870.53%-2.33%1.12%-1.83%-1.14%8.53%1.27%3.31%1.29%5.01%1.63%2.83%6.30%-2.26%4.86%-13.40%5.22%0.16%2.36%
2014113.26%2.57%2.75%$158,442$146,900$64,923-8.40%10.26%1.09%7.78%4.20%4.67%2.48%4.09%4.91%3.62%0.68%-5.71%1.93%4.25%9.59%-0.68%3.97%1.55%2.75%
201412-1.63%-2.04%-0.26%$155,868$143,900$64,7563.04%-2.58%-3.40%-5.82%-3.21%2.64%-2.84%-4.91%0.00%0.73%-7.53%2.11%6.11%-5.26%-1.75%-1.07%-0.95%-5.06%-0.26%
20151-3.17%-3.40%-2.96%$150,925$139,004$62,838-8.60%-8.96%-4.24%-2.49%-1.34%-1.23%-13.02%-0.82%0.32%-6.81%-1.12%-5.44%-0.52%6.15%0.59%-4.44%7.77%-0.61%-2.96%
201525.39%5.45%5.62%$159,067$146,585$66,3705.05%1.35%3.08%5.17%7.90%4.56%9.31%5.54%10.78%1.00%8.18%2.04%9.89%-2.89%10.01%6.37%6.01%4.98%5.62%
20153-2.64%-3.55%-1.57%$154,862$141,381$65,325-1.59%-5.95%-1.86%-5.59%-1.48%-2.19%-7.27%-2.74%1.37%-3.75%-1.66%-4.00%-0.47%-1.02%-2.74%-0.89%-10.25%-5.53%-1.57%
201540.91%2.41%0.98%$156,276$144,795$65,9675.79%4.09%-1.39%0.02%-0.91%-5.19%19.63%-0.52%-2.47%-2.17%4.88%2.79%-5.84%3.62%-4.63%6.72%0.06%7.62%0.98%
201550.76%0.22%1.29%$157,457$145,117$66,815-6.34%6.65%1.69%0.99%0.23%2.36%-3.03%1.38%3.27%-1.41%-1.98%-1.66%4.15%2.23%3.15%-0.20%2.30%-0.29%1.29%
20156-4.12%-3.51%-2.03%$150,973$140,020$65,459-6.34%-11.72%-2.68%-3.44%-0.90%-3.00%-5.78%-2.49%-3.51%-0.19%-5.72%-2.35%0.27%-5.79%-7.89%-4.12%-3.44%2.84%-2.03%
201571.34%1.53%2.26%$152,993$142,164$66,938-8.28%-4.83%2.82%4.72%5.04%-1.92%5.78%3.22%7.55%-1.16%1.57%-4.80%5.31%3.57%-2.31%-0.41%11.18%-0.87%2.26%
20158-4.95%-4.97%-6.10%$145,421$135,096$62,858-7.29%-0.60%-5.48%-4.28%-4.01%-5.42%-6.20%-3.55%-9.95%-7.86%-1.67%-4.12%-0.49%-8.67%-4.28%-7.95%-1.47%-4.43%-6.10%
201590.01%0.25%-2.54%$145,430$135,440$61,260-2.61%5.61%-0.67%2.92%3.69%-0.26%1.70%2.25%-2.51%1.80%-5.43%-1.18%-0.32%-7.49%3.51%-1.97%2.62%-1.87%-2.54%
20151010.69%9.33%8.51%$160,977$148,080$66,47015.21%12.34%8.23%5.56%13.92%10.89%18.93%8.37%7.67%7.13%9.13%11.28%7.06%10.67%15.28%-3.37%11.16%4.31%8.51%
2015110.93%-0.02%0.37%$162,474$148,052$66,7131.66%3.41%0.94%1.41%2.49%0.25%3.95%-1.99%-2.31%-2.02%-3.05%-0.43%8.28%-3.02%2.47%0.46%-4.75%0.48%0.37%
201512-0.12%0.56%-1.72%$162,274$148,875$65,567-1.49%-0.92%1.46%0.80%3.49%-3.79%2.08%0.47%-1.50%6.11%1.69%-4.54%-0.78%0.52%-5.70%-1.29%2.05%2.20%-1.72%
20161-0.85%0.06%-4.98%$160,900$148,964$62,303-3.88%-9.96%1.67%-0.09%4.77%0.24%-0.70%-0.62%-5.55%3.77%9.46%-0.13%-4.91%-4.07%-2.71%-9.32%4.98%6.27%-4.98%
20162-0.81%-0.08%-0.08%$159,602$148,852$62,251-2.29%-3.76%1.46%0.49%-4.60%4.64%-6.99%-1.49%-1.71%-1.71%1.52%3.89%-1.30%-0.91%0.17%6.08%0.75%2.47%-0.08%
201636.50%6.58%6.72%$169,974$158,641$66,43714.33%9.33%2.84%8.39%7.24%6.22%8.55%5.51%-0.10%2.52%6.60%4.29%8.09%6.29%8.30%15.58%2.70%6.01%6.72%
201640.37%-0.11%0.39%$170,600$158,461$66,6997.11%-6.40%3.59%-3.43%0.64%0.45%-9.70%0.47%10.36%-1.87%-4.81%5.75%0.34%3.65%-0.02%-3.64%0.08%0.34%0.39%
201651.66%1.70%1.70%$173,429$161,147$67,834-0.11%5.23%1.26%-0.45%-3.50%1.23%7.03%-1.74%7.04%1.15%-0.08%1.55%-0.81%2.59%6.24%6.35%1.48%0.85%1.70%
201663.26%4.27%0.35%$179,089$168,031$68,0713.79%3.83%7.64%2.43%-0.68%4.04%-3.45%5.49%1.47%4.48%9.71%5.30%-3.35%3.24%3.38%-1.27%9.30%10.37%0.35%
201672.51%1.40%3.65%$183,581$170,377$70,554-2.24%6.28%3.24%-3.75%-2.24%1.85%10.77%2.81%4.77%1.88%0.23%-5.11%8.26%1.82%11.94%5.82%-1.83%1.30%3.65%
20168-0.49%-1.38%0.12%$182,679$168,032$70,638-0.83%3.74%-4.07%-0.46%-0.93%1.11%2.01%-1.30%-4.86%2.01%-5.56%-1.18%-2.48%7.04%-0.30%-0.23%-2.38%-5.57%0.12%
201690.12%0.00%0.01%$182,897$168,039$70,6442.33%5.18%-1.01%-1.75%-0.26%-1.68%0.24%1.89%-2.67%2.79%-0.67%0.16%-4.06%0.13%0.92%-0.02%-3.41%-0.66%0.01%
201610-2.90%-2.77%-1.73%$177,591$163,383$69,4191.78%-7.63%-1.81%0.19%-2.42%-6.20%4.03%-1.44%-6.38%-2.53%-6.40%-4.54%-5.18%-5.91%0.95%-3.25%4.57%-8.30%-1.73%
2016112.00%1.48%3.68%$181,139$165,794$71,9767.56%0.28%-3.38%-4.03%6.78%4.57%1.23%-5.92%2.37%-5.00%3.74%5.70%6.62%4.21%5.12%6.50%-3.31%5.00%3.68%
2016122.78%4.23%2.03%$186,176$172,812$73,4365.50%4.52%3.51%2.75%2.05%3.98%3.12%4.53%1.06%1.96%6.97%3.39%3.62%-3.06%-1.30%2.32%6.73%10.10%2.03%
20171-0.20%-0.29%1.79%$185,811$172,315$74,750-5.40%1.52%-1.70%0.27%0.70%-2.10%4.04%-0.81%-2.31%5.01%-7.19%-7.06%2.61%5.30%4.19%5.14%5.26%0.31%1.79%
201723.58%3.26%3.93%$192,455$177,924$77,6872.00%-0.98%8.62%0.94%4.92%7.28%-0.44%6.36%8.62%3.96%1.27%-2.17%5.33%6.26%1.43%3.86%5.25%-0.88%3.93%
201730.73%-0.09%0.13%$193,851$177,756$77,785-4.56%-0.36%1.91%2.03%1.54%2.67%2.94%2.04%0.26%-1.34%-1.77%0.85%1.94%-2.83%5.14%-3.16%-3.90%-0.57%0.13%
201740.83%-0.13%0.99%$195,451$177,519$78,557-0.62%0.22%-0.87%1.67%7.96%2.35%3.95%1.27%-0.85%-2.06%-4.70%-0.44%6.31%-1.90%-1.10%-7.95%0.50%-3.47%0.99%
201752.42%1.89%1.41%$200,176$180,868$79,666-2.02%0.63%4.56%5.38%7.83%5.04%2.59%3.88%-2.81%0.87%1.59%-0.48%-1.09%4.46%4.18%-3.85%5.10%-2.78%1.41%
20176-0.71%-0.28%0.64%$198,757$180,356$80,1740.82%-6.56%3.15%-0.55%2.13%1.82%-1.30%-1.18%2.88%-1.07%-4.25%0.29%-0.07%-0.84%-6.74%0.79%-0.48%-2.08%0.64%
201772.00%0.81%2.06%$202,722$181,818$81,8214.66%5.13%0.33%2.21%1.29%-3.37%5.47%0.97%-1.28%5.03%9.81%-0.85%-2.48%-0.33%6.44%-5.95%-12.76%4.73%2.06%
201780.86%0.31%0.29%$204,460$182,388$82,060-0.44%-0.39%0.37%-0.63%3.72%2.15%3.40%-0.06%3.29%1.60%-0.89%-3.71%0.78%-0.03%1.77%-0.09%-2.42%-3.95%0.29%
201792.72%1.91%2.01%$210,022$185,880$83,7139.18%8.58%-1.78%-0.39%-2.06%2.73%-0.37%-3.72%5.25%-1.40%3.17%7.40%9.13%0.98%8.23%1.43%1.09%4.56%2.01%
2017103.13%3.13%2.36%$216,594$191,692$85,686-1.37%19.46%7.23%2.16%6.53%9.67%11.67%-1.08%-1.79%-4.39%-2.10%1.67%1.36%-13.96%8.56%6.19%1.26%-13.00%2.36%
2017113.13%3.32%3.06%$223,379$198,061$88,3053.64%-0.85%0.55%0.35%3.64%6.16%1.70%6.44%4.36%4.23%6.31%0.86%9.01%0.33%0.62%0.94%5.62%8.11%3.06%
2017122.10%1.74%1.21%$228,061$201,513$89,3725.21%2.94%0.28%0.24%0.09%-3.20%1.63%2.92%-0.11%2.10%4.01%0.42%5.40%2.68%7.35%-0.36%6.23%6.87%1.21%
201813.06%2.12%5.64%$235,028$205,781$94,4090.13%4.29%-1.10%3.73%-0.57%6.43%11.07%0.32%2.26%-5.31%3.32%4.38%6.00%5.30%5.60%6.70%-1.50%-2.39%5.64%
20182-6.40%-6.29%-3.64%$219,985$192,836$90,976-9.83%3.07%-5.42%-9.18%-7.24%-5.44%-0.85%-8.79%-1.07%-9.06%-11.71%-12.36%-9.27%-8.49%-1.20%-3.84%-10.51%-3.07%-3.64%
20183-0.67%-0.58%-2.74%$218,500$191,710$88,4821.89%5.66%-1.33%1.38%-0.86%-6.79%-2.67%0.21%-2.26%0.97%0.17%-1.49%-1.65%1.34%-4.12%-1.54%0.09%-1.79%-2.74%
201840.76%-1.33%0.52%$220,153$189,163$88,9399.71%-0.88%-1.30%-0.51%7.07%-11.45%2.47%-7.52%3.16%-7.88%4.50%4.21%3.68%8.08%-2.37%-5.52%-9.96%-6.97%0.52%
201851.63%0.52%2.43%$223,749$190,153$91,1010.21%7.54%-4.73%-0.49%-4.44%2.15%6.15%0.24%-0.91%1.15%-3.40%5.54%1.50%1.12%10.99%-1.44%-0.66%-1.16%2.43%
201861.25%0.94%0.58%$226,542$191,942$91,6261.71%-9.95%1.44%2.91%-1.45%-0.26%-0.23%8.60%0.97%6.68%5.54%1.83%4.58%2.76%-1.48%-1.14%3.14%-0.65%0.58%
201874.06%3.88%3.70%$235,748$199,386$95,020-0.13%-3.24%9.21%6.32%0.54%7.93%7.58%5.63%10.06%4.56%3.84%-1.47%1.24%8.52%1.53%3.74%3.33%1.11%3.70%
201881.49%1.12%3.19%$239,252$201,613$98,053-5.29%1.30%2.32%-4.42%3.62%0.01%6.30%-2.60%4.87%2.56%5.29%-0.63%2.16%4.13%0.97%2.17%-0.27%-0.09%3.19%
201891.83%2.43%0.59%$243,620$206,507$98,6373.22%-2.35%2.58%4.52%3.12%-0.10%1.82%0.63%6.14%0.34%-1.80%6.05%3.18%4.14%-4.55%3.23%4.40%5.13%0.59%
201810-2.21%-2.21%-6.91%$238,240$201,948$91,820-8.69%-0.87%1.32%3.66%5.74%-9.71%-6.61%0.52%-2.29%7.50%8.10%-6.28%-15.10%3.76%-12.76%-23.66%7.84%-7.27%-6.91%
2018116.29%4.79%1.85%$253,235$211,630$93,5247.55%5.85%5.60%6.10%7.22%10.03%4.27%8.51%8.19%6.57%5.62%0.79%3.12%7.78%7.56%9.03%-15.70%1.83%1.85%
201812-6.88%-7.72%-8.79%$235,818$195,286$85,299-8.53%-4.83%-12.15%-6.05%-5.80%-8.36%-8.40%-8.68%-5.58%-2.74%-6.77%-14.23%-4.71%-3.00%-5.36%-8.53%-8.41%-8.64%-8.79%
201912.87%3.78%8.01%$242,581$202,674$92,1295.39%0.40%3.12%1.65%0.68%5.12%2.82%1.98%-1.92%5.78%-1.03%7.46%6.82%-2.59%7.34%18.25%-0.08%7.11%8.01%
201924.45%4.36%3.24%$253,365$211,517$95,1155.35%13.10%3.35%-5.80%3.48%4.27%7.74%3.46%2.12%2.16%3.38%9.04%0.88%9.22%5.07%3.97%6.20%3.53%3.24%
201932.86%3.27%1.81%$260,615$218,441$96,8353.01%1.40%2.31%4.26%3.30%0.19%5.28%5.98%-2.03%5.58%3.88%2.24%4.42%3.00%0.27%2.15%11.15%0.77%1.81%
201941.15%-0.08%4.09%$263,600$218,265$100,791-2.53%-4.95%1.01%4.69%4.04%-8.79%10.73%4.49%-4.38%3.06%-2.28%-0.64%6.15%-5.36%11.09%-0.59%-5.40%0.31%4.09%
20195-5.17%-5.26%-6.38%$249,968$206,774$94,363-4.24%-13.18%-6.48%0.14%0.94%-14.97%-4.95%-0.04%3.15%-3.35%-4.97%-10.84%-6.80%0.64%-10.89%-8.38%-9.70%-1.23%-6.38%
201966.97%6.28%6.96%$267,380$219,751$100,9309.30%8.70%6.20%4.45%4.74%8.51%8.31%3.19%4.34%6.55%5.11%8.28%10.30%6.56%10.02%8.59%-1.98%9.58%6.96%
201970.64%0.55%1.51%$269,078$220,966$102,457-1.07%5.60%-6.50%3.36%1.47%0.80%1.72%-2.53%-10.34%8.35%-2.22%-2.96%2.75%-1.03%9.58%7.50%-0.59%3.16%1.51%
201980.49%-0.93%-1.67%$270,385$218,900$100,741-3.40%-5.58%-0.70%4.58%3.99%-6.59%1.51%6.98%-7.61%1.86%5.23%-6.76%6.65%4.19%-1.01%-7.52%-7.07%3.55%-1.67%
201991.85%2.33%1.95%$275,382$223,999$102,7030.75%8.69%0.79%-0.36%-1.50%1.66%0.85%0.97%1.07%3.45%3.78%3.11%2.42%-2.00%4.44%7.30%-4.62%7.32%1.95%
2019100.12%0.61%2.21%$275,725$225,361$104,974-2.07%9.70%2.06%-0.02%-8.39%0.36%3.12%0.05%6.79%0.74%1.22%-4.31%1.10%2.95%-8.01%-8.04%9.51%3.12%2.21%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1Portfolio 3
Large-cap Value34.36%46.27%
Large-cap Growth44.64%52.82%
Mid-cap Value0.00%0.00%
Mid-cap Growth0.00%0.55%
Small-cap Value0.00%0.00%
Small-cap Growth0.00%0.00%
Global ex-US Developed Markets0.00%0.00%
Emerging Markets0.00%0.04%
REITs0.00%0.00%
Corporate Bonds0.00%0.33%
Long-Term Treasuries12.55%0.00%
Intermediate-Term Treasuries0.00%0.00%
Short-Term Treasuries8.45%0.00%
R Squared80.38%99.90%
Style analysis is based on monthly returns from Apr 2005 to Oct 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
TickerNameCategoryWeightReturn ContributionRisk Contribution
CVXChevron CorporationEnergy / Integrated oil Companies6.67%$12,3145.52%
INTCIntel CorporationTechnology / Semiconductors6.67%$20,40511.03%
JNJJohnson & JohnsonHealth Care / Major Pharmaceuticals6.67%$14,3685.54%
KOCoca-Cola CompanyConsumer Non-Durables / Beverages 6.67%$12,1445.16%
MCDMcDonald's CorporationConsumer Services / Restaurants6.67%$21,9656.03%
MMM3M CompanyHealth Care / Medical/Dental Instruments6.67%$13,3025.59%
MSFTMicrosoft CorporationTechnology / Computer Software: Prepackaged Software6.67%$32,0469.54%
PEPPepsico IncConsumer Non-Durables / Beverages 6.67%$15,9775.82%
PFEPfizer, Inc.Health Care / Major Pharmaceuticals6.67%$12,8996.38%
PGProcter & Gamble CompanyBasic Industries / Package Goods/Cosmetics6.67%$16,3024.02%
VZVerizon Communications Inc.Public Utilities / Telecommunications Equipment6.66%$12,9635.93%
XOMExxon Mobil CorporationEnergy / Integrated oil Companies6.66%$6,2524.89%
HDHome Depot, Inc.Consumer Services / RETAIL: Building Materials6.66%$29,1466.48%
MRKMerck & Company, Inc.Health Care / Major Pharmaceuticals6.66%$17,6256.52%
TXNTexas Instruments IncorporatedTechnology / Semiconductors6.66%$28,01511.52%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Holdings Based Style Analysis for Portfolio 2

Holdings Based Style Analysis for Portfolio 2
TickerNameCategoryWeightReturn ContributionRisk Contribution
CVXChevron CorporationEnergy / Integrated oil Companies6.67%$11,5866.01%
IBMInternational Business Machines CorporationTechnology / Computer Manufacturing6.67%$8,4348.39%
INTCIntel CorporationTechnology / Semiconductors6.67%$19,23710.32%
JNJJohnson & JohnsonHealth Care / Major Pharmaceuticals6.67%$13,6205.99%
KOCoca-Cola CompanyConsumer Non-Durables / Beverages 6.67%$11,3345.66%
MCDMcDonald's CorporationConsumer Services / Restaurants6.67%$20,5716.26%
MMM3M CompanyHealth Care / Medical/Dental Instruments6.67%$13,0525.98%
MOAltria GroupConsumer Non-Durables / Farming/Seeds/Milling6.67%$17,9095.77%
MSFTMicrosoft CorporationTechnology / Computer Software: Prepackaged Software6.67%$29,7339.81%
PEPPepsico IncConsumer Non-Durables / Beverages 6.67%$14,5886.18%
PFEPfizer, Inc.Health Care / Major Pharmaceuticals6.66%$12,3736.43%
PGProcter & Gamble CompanyBasic Industries / Package Goods/Cosmetics6.66%$14,8954.13%
TAT&T Inc.Public Utilities / Telecommunications Equipment6.66%$9,8206.76%
VZVerizon Communications Inc.Public Utilities / Telecommunications Equipment6.66%$12,1426.96%
XOMExxon Mobil CorporationEnergy / Integrated oil Companies6.66%$6,0665.34%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Holdings Based Style Analysis for Portfolio 3

Holdings Based Style Analysis for Portfolio 3
TickerNameCategoryERWeightReturn ContributionRisk Contribution
SPYSPDR S&P 500 ETFLarge Blend0.09%100.00%$94,974100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fund fundamentals data as of 11/05/2019. © 2019 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)1.15%1.08%0.85%
Arithmetic Mean (annualized)14.67%13.70%10.67%
Geometric Mean (monthly)1.08%1.01%0.76%
Geometric Mean (annualized)13.70%12.82%9.53%
Volatility (monthly)3.80%3.63%4.15%
Volatility (annualized)13.15%12.57%14.39%
Downside Deviation (monthly)2.23%2.17%2.77%
Max. Drawdown-35.93%-32.29%-50.80%
US Market Correlation0.850.810.99
Beta(*)0.760.690.96
Alpha (annualized)6.04%5.88%0.38%
R272.33%65.40%97.34%
Sharpe Ratio0.870.840.54
Sortino Ratio1.421.350.79
Treynor Ratio (%)15.0915.348.15
Calmar Ratio2.251.401.09
Active Return4.20%3.32%0.03%
Tracking Error7.80%8.72%2.42%
Information Ratio0.540.380.01
Skewness-0.28-0.37-0.66
Excess Kurtosis0.691.011.18
Historical Value-at-Risk (5%)-5.62%-5.53%-6.95%
Analytical Value-at-Risk (5%)-5.08%-4.90%-5.98%
Conditional Value-at-Risk (5%)-7.72%-7.76%-9.47%
Upside Capture Ratio (%)90.9681.8495.91
Downside Capture Ratio (%)65.9757.9394.70
Safe Withdrawal Rate16.07%15.45%9.40%
Perpetual Withdrawal Rate10.42%9.70%6.89%
Positive Periods208 out of 310 (67.10%)201 out of 310 (64.84%)202 out of 310 (65.16%)
Gain/Loss Ratio1.071.160.89
* US stock market is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.

Drawdowns for Historical Market Stress Periods

Drawdowns for Historical Market Stress Periods
Stress PeriodStartEndPortfolio 1Portfolio 2Portfolio 3
Asian CrisisJul 1997Jan 1998-6.40%-6.34%-5.18%
Russian Debt DefaultJul 1998Oct 1998-13.74%-12.01%-15.28%
Dotcom CrashMar 2000Oct 2002-28.71%-25.93%-44.71%
Subprime CrisisNov 2007Mar 2009-35.93%-32.29%-50.80%

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsDec 20101 year 10 months3 years 2 months-35.93%
2Jul 2000Sep 20022 years 3 monthsJan 20041 year 4 months3 years 7 months-28.71%
3Jul 1998Aug 19982 monthsOct 19982 months4 months-13.74%
4Mar 2015Aug 20156 monthsOct 20152 months8 months-8.58%
5May 2011Sep 20115 monthsNov 20112 months7 months-8.30%
6Feb 2018Mar 20182 monthsJul 20184 months6 months-7.03%
7Dec 2018Dec 20181 monthFeb 20192 months3 months-6.88%
8Aug 1997Aug 19971 monthSep 19971 month2 months-6.40%
9Feb 1994Mar 19942 monthsMay 19942 months4 months-5.25%
10May 2019May 20191 monthJun 20191 month2 months-5.17%
Worst 10 drawdowns included above

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsOct 20101 year 8 months3 years-32.29%
2Apr 2002Sep 20026 monthsFeb 20041 year 5 months1 year 11 months-25.93%
3Aug 1998Aug 19981 monthOct 19982 months3 months-12.01%
4Sep 1999Feb 20006 monthsJun 20004 months10 months-11.74%
5Feb 2001Mar 20012 monthsMay 20012 months4 months-8.80%
6Feb 2018Apr 20183 monthsSep 20185 months8 months-8.08%
7Dec 2014Aug 20159 monthsOct 20152 months11 months-8.04%
8Dec 2018Dec 20181 monthMar 20193 months4 months-7.72%
9Jun 2001Sep 20014 monthsDec 20013 months7 months-6.82%
10Feb 1994Mar 19942 monthsAug 19945 months7 months-6.58%
Worst 10 drawdowns included above

Drawdowns for Portfolio 3

Drawdowns for Portfolio 3 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsMar 20123 years 1 month4 years 5 months-50.80%
2Sep 2000Sep 20022 years 1 monthNov 20064 years 2 months6 years 3 months-44.71%
3Jul 1998Aug 19982 monthsNov 19983 months5 months-15.28%
4Oct 2018Dec 20183 monthsApr 20194 months7 months-13.52%
5Aug 2015Sep 20152 monthsMay 20168 months10 months-8.48%
6Feb 1994Mar 19942 monthsAug 19945 months7 months-6.98%
7Apr 2012May 20122 monthsAug 20123 months5 months-6.63%
8Jan 2000Feb 20002 monthsMar 20001 month3 months-6.43%
9May 2019May 20191 monthJun 20191 month2 months-6.38%
10Feb 2018Mar 20182 monthsJul 20184 months6 months-6.28%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
CVXChevron Corporation10.46%19.75%36.64%-23.12%-37.17%0.480.780.52
INTCIntel Corporation12.87%34.72%131.30%-50.31%-81.34%0.460.700.57
JNJJohnson & Johnson12.59%17.97%59.14%-7.88%-32.51%0.621.020.41
KOCoca-Cola Company8.82%19.75%46.19%-24.11%-50.11%0.410.600.37
MCDMcDonald's Corporation12.96%20.18%61.77%-38.42%-69.40%0.590.900.43
MMM3M Company10.12%20.56%54.47%-29.80%-49.19%0.460.710.53
MSFTMicrosoft Corporation18.92%30.77%114.60%-62.85%-66.77%0.641.100.57
PEPPepsico Inc10.37%18.84%56.73%-25.97%-35.69%0.500.750.46
PFEPfizer, Inc.10.83%21.27%81.93%-22.31%-66.49%0.480.750.43
PGProcter & Gamble Company11.48%18.70%50.47%-27.10%-48.06%0.560.820.30
VZVerizon Communications Inc.7.88%22.41%45.20%-22.18%-55.45%0.340.560.38
XOMExxon Mobil Corporation8.83%17.16%39.43%-15.10%-35.61%0.440.700.49
HDHome Depot, Inc.15.38%25.40%108.45%-52.62%-69.16%0.600.970.59
MRKMerck & Company, Inc.10.12%24.75%76.58%-45.34%-65.17%0.420.640.33
TXNTexas Instruments Incorporated15.67%37.12%126.32%-52.74%-82.11%0.510.840.60
IBMInternational Business Machines Corporation11.00%26.57%77.48%-35.47%-55.32%0.440.710.59
MOAltria Group15.22%24.47%105.93%-54.66%-61.62%0.610.930.25
TAT&T Inc.4.29%24.06%53.17%-64.33%-81.49%0.200.290.33
SPYSPDR S&P 500 ETF9.53%14.39%38.05%-36.81%-50.80%0.540.790.99

Monthly Correlations

Correlations for the portfolio assets
TickerNameCVXINTCJNJKOMCDMMMMSFTPEPPFEPGVZXOMHDMRKTXNIBMMOTSPYPortfolio 1Portfolio 2Portfolio 3
CVXChevron Corporation-0.190.250.240.370.360.260.240.290.110.270.730.260.190.230.320.180.250.540.550.570.54
INTCIntel Corporation0.19-0.200.090.210.270.530.180.180.040.200.200.230.180.660.510.120.070.580.630.560.58
JNJJohnson & Johnson0.250.20-0.460.340.360.250.500.530.460.270.280.130.470.160.250.260.260.450.610.630.45
KOCoca-Cola Company0.240.090.46-0.370.290.170.530.280.470.230.310.140.360.080.110.260.260.390.510.540.39
MCDMcDonald's Corporation0.370.210.340.37-0.190.250.430.340.290.330.330.310.320.230.240.200.280.470.590.590.47
MMM3M Company0.360.270.360.290.19-0.150.290.220.270.260.370.320.150.280.320.240.200.530.540.550.53
MSFTMicrosoft Corporation0.260.530.250.170.250.15-0.240.270.060.360.230.320.190.340.480.060.210.590.610.600.59
PEPPepsico Inc0.240.180.500.530.430.290.24-0.390.380.350.260.280.390.190.160.270.380.480.610.620.48
PFEPfizer, Inc.0.290.180.530.280.340.220.270.39-0.250.320.270.250.540.180.200.170.290.470.590.570.47
PGProcter & Gamble Company0.110.040.460.470.290.270.060.380.25-0.070.230.120.300.120.040.210.190.310.420.420.31
VZVerizon Communications Inc.0.270.200.270.230.330.260.360.350.320.07-0.330.200.380.110.290.200.630.430.520.590.43
XOMExxon Mobil Corporation0.730.200.280.310.330.370.230.260.270.230.33-0.170.240.240.330.160.280.510.560.590.51
HDHome Depot, Inc.0.260.230.130.140.310.320.320.280.250.120.200.17-0.050.310.310.070.250.580.500.410.58
MRKMerck & Company, Inc.0.190.180.470.360.320.150.190.390.540.300.380.240.05-0.130.100.230.300.370.520.470.37
TXNTexas Instruments Incorporated0.230.660.160.080.230.280.340.190.180.120.110.240.310.13-0.410.090.030.580.610.450.58
IBMInternational Business Machines Corporation0.320.510.250.110.240.320.480.160.200.040.290.330.310.100.41-0.170.210.600.520.600.60
MOAltria Group0.180.120.260.260.200.240.060.270.170.210.200.160.070.230.090.17-0.280.270.300.450.27
TAT&T Inc.0.250.070.260.260.280.200.210.380.290.190.630.280.250.300.030.210.28-0.370.410.530.37
SPYSPDR S&P 500 ETF0.540.580.450.390.470.530.590.480.470.310.430.510.580.370.580.600.270.37-0.880.851.00

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
CVXChevron Corporation$12,314$11,586
INTCIntel Corporation$20,405$19,237
JNJJohnson & Johnson$14,368$13,620
KOCoca-Cola Company$12,144$11,334
MCDMcDonald's Corporation$21,965$20,571
MMM3M Company$13,302$13,052
MSFTMicrosoft Corporation$32,046$29,733
PEPPepsico Inc$15,977$14,588
PFEPfizer, Inc.$12,899$12,373
PGProcter & Gamble Company$16,302$14,895
VZVerizon Communications Inc.$12,963$12,142
XOMExxon Mobil Corporation$6,252$6,066
HDHome Depot, Inc.$29,146
MRKMerck & Company, Inc.$17,625
TXNTexas Instruments Incorporated$28,015
IBMInternational Business Machines Corporation$8,434
MOAltria Group$17,909
TAT&T Inc.$9,820
SPYSPDR S&P 500 ETF$94,974

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
CVXChevron Corporation5.52%6.01%
INTCIntel Corporation11.03%10.32%
JNJJohnson & Johnson5.54%5.99%
KOCoca-Cola Company5.16%5.66%
MCDMcDonald's Corporation6.03%6.26%
MMM3M Company5.59%5.98%
MSFTMicrosoft Corporation9.54%9.81%
PEPPepsico Inc5.82%6.18%
PFEPfizer, Inc.6.38%6.43%
PGProcter & Gamble Company4.02%4.13%
VZVerizon Communications Inc.5.93%6.96%
XOMExxon Mobil Corporation4.89%5.34%
HDHome Depot, Inc.6.48%
MRKMerck & Company, Inc.6.52%
TXNTexas Instruments Incorporated11.52%
IBMInternational Business Machines Corporation8.39%
MOAltria Group5.77%
TAT&T Inc.6.76%
SPYSPDR S&P 500 ETF100.00%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2Portfolio 3
AverageHighLowAverageHighLowAverageHighLow
1 year14.77%46.27%-23.77%13.76%47.34%-21.73%10.55%38.05%-36.81%
3 years13.90%38.65%-7.79%13.15%38.81%-4.27%9.71%31.17%-14.52%
5 years12.81%36.72%1.49%12.11%32.47%3.08%8.69%28.45%-2.38%
7 years11.39%26.94%2.67%11.00%24.67%3.50%7.36%17.91%-1.53%
10 years10.50%18.45%3.71%10.35%17.26%4.23%6.58%13.01%-1.49%
15 years10.20%13.72%7.45%10.14%13.63%8.02%6.23%9.82%4.17%
Result statistics are based on annualized rolling returns over full calendar year periods