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 1987 - Aug 2020)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
VFINX Vanguard 500 Index Investor 20.00%
PENNX Royce Pennsylvania Mutual Invmt 20.00%
FIGTX Federated Hermes Short-Interm Govt IS 18.00%
VUSTX Vanguard Long-Term Treasury Inv 20.00%
^GOLD Gold Price Index 20.00%
CASHX Cash 2.00%
Save portfolio »
Portfolio 2
Ticker Name Allocation
^GOLD Gold Price Index 20.00%
VWINX Vanguard Wellesley Income Inv 80.00%
Save portfolio »
Portfolio 3
Ticker Name Allocation
^GOLD Gold Price Index 25.00%
VWINX Vanguard Wellesley Income Inv 75.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$147,361 8.32% 6.79%20.00%-7.05%-15.50% 0.761.180.77
Portfolio 2$10,000$137,903 8.11% 6.08%23.32%-7.01%-14.77% 0.811.350.57
Portfolio 3$10,000$131,989 7.97% 6.27%21.93%-6.30%-15.48% 0.761.280.52
   

Trailing Returns

Trailing Returns
Name3 MonthYTD1 year3 year5 year10 yearFull
Portfolio 17.42%11.53%14.65%9.97%9.29%8.10%8.32%
Portfolio 25.68%8.60%10.98%8.42%8.40%7.29%8.11%
Portfolio 36.20%9.89%12.08%8.81%8.62%7.17%7.97%
Trailing returns are for full months ending in August 2020 excluding portfolio cashflows.
Notes on results:
  • Past performance is no guarantee of future results, which may vary. All use is subject to terms of service.
  • Investing involves risk, including possible loss of principal. The value of the investments and the income derived from them may fluctuate over time.
  • All portfolio returns presented are hypothetical and backtested. Hypothetical returns do not reflect trading costs, transaction fees, or taxes.
  • The results are based on information from a variety of sources we consider reliable, but we do not represent that the information is accurate or complete.
  • The results do not constitute investment advice or recommendation, are provided solely for informational purposes, and are not an offer to buy or sell any securities.
  • The results are based on the total return of assets and assume that all received dividends and distributions are reinvested.
  • The annual results for 2020 are based on monthly returns from January to August
  • CAGR = Compound Annual Growth Rate
  • Stdev = Annualized standard deviation of monthly returns
  • Sharpe and Sortino ratios are calculated and annualized from monthly excess returns over risk free rate (3-month treasury bill)
  • Stock market correlation is based on the correlation of monthly returns
  • Drawdown analysis is calculated based on monthly returns excluding cashflows
  • The results assume annual rebalancing of portfolio assets to match the specified allocation
Annual returns for the configured portfolios
YearInflationReturnBalanceVanguard 500 Index Investor (VFINX)Royce Pennsylvania Mutual Invmt (PENNX)Federated Hermes Short-Interm Govt IS (FIGTX)Vanguard Long-Term Treasury Inv (VUSTX)Gold Price Index (^GOLD)Cash (CASHX)Vanguard Wellesley Income Inv (VWINX)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3
19874.43%6.36%3.37%4.69%$10,636$10,337$10,4694.71%1.38%3.88%-2.92%24.53%5.93%-1.92%
19884.42%8.02%7.84%6.40%$11,489$11,148$11,13916.22%24.58%5.27%9.15%-15.26%6.80%13.61%
19894.65%14.97%16.18%14.99%$13,209$12,951$12,80931.36%16.69%12.05%17.93%-2.84%8.61%20.93%
19906.11%-0.59%2.38%2.04%$13,131$13,260$13,070-3.32%-11.53%9.40%5.78%-3.11%7.89%3.76%
19913.06%16.72%15.54%14.04%$15,327$15,321$14,90530.22%31.83%13.45%17.43%-8.56%5.71%21.57%
19922.90%6.33%5.79%5.07%$16,297$16,208$15,6617.42%16.19%6.66%7.41%-5.73%3.57%8.67%
19932.75%12.46%15.26%15.41%$18,327$18,681$18,0739.89%11.25%7.10%16.79%17.68%3.05%14.65%
19942.67%-2.01%-3.98%-3.87%$17,959$17,937$17,3741.18%-0.72%-1.92%-7.04%-2.17%4.20%-4.44%
19952.54%20.00%23.32%21.93%$21,551$22,120$21,18437.45%18.72%13.57%30.09%0.98%5.71%28.91%
19963.32%6.72%6.62%5.92%$23,000$23,584$22,43722.88%12.84%3.58%-1.26%-4.59%5.17%9.42%
19971.70%11.51%11.87%9.79%$25,648$26,384$24,63433.19%24.95%7.12%13.90%-21.41%5.22%20.19%
19981.61%10.56%9.31%8.68%$28,357$28,840$26,77128.62%4.17%8.11%13.05%-0.83%4.97%11.84%
19992.68%3.85%-3.14%-2.89%$29,447$27,934$25,99721.07%5.96%-0.52%-8.66%0.85%4.77%-4.14%
20003.39%6.66%11.85%10.77%$31,409$31,244$28,797-9.06%18.35%10.16%19.72%-5.44%5.99%16.17%
20011.55%3.86%6.06%5.73%$32,621$33,137$30,446-12.02%18.38%8.33%4.31%0.75%3.70%7.39%
20022.38%4.00%8.83%9.87%$33,924$36,062$33,452-22.15%-9.22%9.92%16.67%25.57%1.65%4.64%
20031.88%18.69%11.70%12.21%$40,265$40,282$37,53828.50%40.29%2.22%2.68%19.89%1.04%9.66%
20043.26%8.86%6.97%6.83%$43,833$43,091$40,10010.74%20.23%1.60%7.12%4.65%1.32%7.55%
20053.42%8.55%6.34%7.05%$47,581$45,822$42,9294.77%12.50%0.87%6.61%17.77%3.14%3.48%
20062.54%11.77%13.66%14.26%$53,181$52,083$49,05015.64%14.78%3.34%1.74%23.20%4.82%11.28%
20074.08%11.60%10.87%12.18%$59,352$57,744$55,0275.39%2.75%9.18%9.24%31.92%4.56%5.61%
20080.09%-7.05%-7.01%-6.30%$55,169$53,696$51,559-37.02%-34.78%10.64%22.52%4.32%1.53%-9.84%
20092.72%15.20%17.83%18.28%$63,556$63,268$60,98226.49%36.28%0.28%-12.05%25.04%0.16%16.02%
20101.50%16.16%14.37%15.30%$73,826$72,357$70,30914.91%23.86%4.26%8.93%29.24%0.14%10.65%
20112.96%8.04%9.49%9.45%$79,763$79,222$76,9561.97%-4.17%4.67%29.28%8.93%0.07%9.63%
20121.74%8.64%9.70%9.61%$86,652$86,905$84,35015.82%14.58%1.16%3.47%8.26%0.08%10.06%
20131.50%5.08%1.88%0.06%$91,057$88,542$84,39932.18%35.25%-1.84%-13.03%-27.33%0.05%9.19%
20140.76%7.79%6.48%6.08%$98,153$94,277$89,53113.51%-0.70%0.83%25.28%0.12%0.03%8.07%
20150.73%-4.74%-1.40%-2.07%$93,501$92,957$87,6781.25%-11.43%0.13%-1.54%-12.11%0.05%1.28%
20162.07%9.67%8.09%8.09%$102,540$100,472$94,76811.82%26.47%0.80%1.20%8.10%0.30%8.08%
20172.11%11.90%10.69%10.81%$114,742$111,213$105,01521.67%16.24%0.28%8.58%12.66%0.88%10.20%
20181.91%-3.20%-2.24%-2.16%$111,074$108,719$102,746-4.52%-9.66%0.94%-1.90%-0.93%1.90%-2.57%
20192.29%18.95%16.80%16.90%$132,128$126,983$120,11231.33%26.56%4.57%14.13%18.43%2.13%16.39%
20200.83%11.53%8.60%9.89%$147,361$137,903$131,9899.65%-6.99%5.75%20.56%29.22%0.41%3.44%
Annual returns for 2020 are based on partial year data
Monthly returns for the configured portfolios
YearMonthReturnBalanceVanguard 500 Index Investor (VFINX)Royce Pennsylvania Mutual Invmt (PENNX)Federated Hermes Short-Interm Govt IS (FIGTX)Vanguard Long-Term Treasury Inv (VUSTX)Gold Price Index (^GOLD)Cash (CASHX)Vanguard Wellesley Income Inv (VWINX)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3
198715.13%4.29%4.21%$10,513$10,429$10,42113.27%7.31%0.77%1.30%3.02%0.48%4.61%
198722.38%0.36%0.42%$10,764$10,467$10,4653.97%4.81%0.41%1.07%1.34%0.47%0.12%
198731.44%0.02%0.25%$10,918$10,469$10,4922.86%1.84%-0.03%-1.58%3.73%0.46%-0.90%
19874-0.26%-1.81%-1.19%$10,890$10,280$10,366-0.99%-1.55%-2.14%-4.80%7.66%0.47%-4.27%
198750.07%-0.65%-0.64%$10,898$10,213$10,3001.04%0.79%0.27%-1.50%-0.50%0.47%-0.69%
198761.83%1.81%1.62%$11,097$10,398$10,4685.02%2.08%1.18%1.44%-0.82%0.48%2.58%
198772.43%0.61%0.80%$11,367$10,461$10,5514.91%3.44%0.38%-1.11%3.40%0.48%-0.19%
198780.69%0.43%0.26%$11,445$10,506$10,5783.84%2.22%-0.14%-1.56%-1.97%0.51%1.13%
19879-1.25%-1.60%-1.39%$11,301$10,338$10,431-2.29%-0.96%-1.09%-3.72%1.35%0.53%-2.43%
198710-7.53%-1.54%-1.29%$10,450$10,179$10,297-21.73%-19.22%2.82%5.84%2.02%0.56%-2.60%
198711-0.67%0.59%0.91%$10,380$10,239$10,391-8.19%-1.81%0.40%0.47%5.06%0.44%-0.80%
1987122.46%0.96%0.76%$10,636$10,337$10,4697.55%5.21%1.05%1.60%-1.71%0.44%1.84%
198811.82%3.97%3.38%$10,829$10,747$10,8244.17%3.47%2.38%4.65%-5.39%0.48%6.31%
198821.27%-0.09%-0.48%$10,967$10,738$10,7724.59%6.01%0.87%1.16%-6.95%0.47%1.44%
198830.99%-0.60%-0.18%$11,075$10,674$10,752-3.04%4.33%-0.41%-2.24%7.23%0.47%-2.19%
198840.10%-0.76%-0.81%$11,087$10,593$10,6651.01%2.08%-0.14%-1.14%-1.74%0.48%-0.54%
19885-0.12%0.76%0.80%$11,074$10,673$10,7500.81%-0.63%-0.54%-1.59%1.45%0.50%0.61%
198862.36%1.99%1.64%$11,336$10,886$10,9264.56%5.04%1.42%4.09%-4.16%0.54%3.36%
19887-0.40%-0.15%-0.14%$11,290$10,869$10,911-0.37%0.30%-0.23%-1.90%0.06%0.55%-0.20%
19888-1.31%-0.36%-0.45%$11,142$10,831$10,862-3.40%-1.35%-0.13%0.40%-2.07%0.59%0.00%
198891.28%1.27%0.82%$11,285$10,968$10,9514.26%2.42%1.66%3.86%-7.26%0.62%3.00%
1988101.89%2.22%2.30%$11,498$11,212$11,2032.73%-0.15%1.25%2.45%3.96%0.61%1.90%
198811-0.79%-0.32%-0.18%$11,407$11,176$11,183-1.47%-1.48%-0.88%-1.88%2.47%0.62%-0.84%
1988120.72%-0.26%-0.39%$11,489$11,148$11,1391.74%2.47%-0.04%1.29%-2.92%0.66%0.26%
198911.96%1.72%1.37%$11,714$11,340$11,2927.32%3.59%0.81%2.05%-3.96%0.68%3.15%
19892-0.92%-1.31%-1.34%$11,606$11,191$11,140-2.47%1.66%-0.42%-1.71%-1.78%0.71%-1.21%
198930.88%1.02%0.90%$11,708$11,305$11,2412.26%1.63%0.39%0.86%-0.98%0.74%1.48%
198942.31%1.99%1.79%$11,979$11,530$11,4425.18%2.92%1.99%2.59%-1.47%0.75%2.77%
198951.57%1.94%1.60%$12,167$11,754$11,6254.04%2.27%1.80%3.11%-4.17%0.71%3.26%
198962.23%2.59%2.61%$12,438$12,058$11,929-0.59%0.55%2.70%6.07%3.10%0.73%2.49%
198973.12%2.85%2.63%$12,826$12,402$12,2439.01%2.89%1.95%2.06%-1.26%0.67%3.68%
19898-0.46%-0.81%-0.89%$12,768$12,301$12,1341.86%1.61%-1.44%-2.90%-2.31%0.66%-0.52%
198990.25%0.59%0.66%$12,799$12,374$12,214-0.40%-0.26%0.36%0.15%1.86%0.67%0.35%
1989100.49%1.28%1.34%$12,862$12,532$12,377-2.34%-2.51%2.15%3.88%2.40%0.67%1.07%
1989112.31%2.55%2.87%$13,159$12,852$12,7332.04%0.41%0.86%0.83%8.75%0.66%1.35%
1989120.38%0.77%0.60%$13,209$12,951$12,8092.38%0.94%0.36%-0.05%-2.34%0.64%1.42%
19901-2.30%-1.65%-1.29%$12,905$12,738$12,644-6.72%-4.82%-0.57%-3.67%4.13%0.64%-3.09%
199020.12%0.30%0.17%$12,920$12,776$12,6651.27%1.38%0.18%-0.32%-1.77%0.65%0.86%
19903-1.00%-1.81%-2.32%$12,791$12,545$12,3722.61%2.72%0.04%-0.26%-9.61%0.66%0.23%
19904-1.56%-2.05%-1.94%$12,590$12,288$12,132-2.50%-2.06%-0.30%-2.84%-0.20%0.66%-2.48%
199053.84%3.59%3.30%$13,074$12,730$12,5329.69%4.36%2.06%4.49%-1.28%0.66%4.77%
199060.24%-0.05%-0.22%$13,105$12,723$12,504-0.66%1.01%1.38%2.28%-2.99%0.65%0.62%
199070.96%1.53%1.77%$13,231$12,918$12,725-0.35%-2.00%1.49%0.70%5.71%0.65%0.61%
19908-3.89%-2.45%-2.06%$12,717$12,602$12,463-9.03%-9.61%-0.28%-4.25%4.15%0.63%-3.97%
19909-0.56%0.72%1.01%$12,646$12,692$12,589-4.89%-5.80%0.84%1.15%5.33%0.62%-0.43%
199010-1.76%-0.40%-0.84%$12,423$12,642$12,483-0.41%-5.13%1.49%2.15%-7.08%0.60%1.36%
1990113.59%3.06%2.96%$12,869$13,029$12,8536.44%4.86%1.36%4.60%1.41%0.60%3.46%
1990122.04%1.77%1.69%$13,131$13,260$13,0702.72%4.12%1.37%2.05%0.35%0.59%2.11%
199111.25%-0.05%-0.37%$13,295$13,253$13,0224.35%5.02%1.05%1.09%-5.23%0.54%1.25%
199123.44%1.88%1.71%$13,753$13,502$13,2447.12%9.39%0.48%0.50%-0.90%0.52%2.53%
199131.34%0.77%0.62%$13,938$13,607$13,3262.41%4.67%0.53%0.27%-1.94%0.51%1.39%
199140.74%1.00%0.97%$14,040$13,742$13,4560.20%0.72%1.01%1.28%0.59%0.48%1.09%
199151.75%1.21%1.18%$14,286$13,909$13,6154.27%2.71%0.62%-0.14%0.74%0.46%1.31%
19916-1.29%-0.72%-0.56%$14,102$13,809$13,540-4.56%-2.36%0.09%-0.78%2.21%0.47%-1.35%
199171.74%1.76%1.57%$14,348$14,052$13,7524.63%2.42%1.03%1.53%-1.49%0.47%2.49%
199181.02%1.19%0.89%$14,494$14,219$13,8752.33%1.11%1.83%3.49%-4.26%0.47%2.37%
199190.92%1.96%1.97%$14,627$14,498$14,148-1.67%0.41%1.49%2.95%2.16%0.45%1.92%
1991100.97%1.46%1.43%$14,768$14,711$14,3501.33%1.51%1.29%-0.08%0.72%0.43%1.62%
199111-0.91%0.18%0.30%$14,634$14,737$14,393-4.01%-2.97%1.25%0.02%2.48%0.40%-0.28%
1991124.73%3.96%3.56%$15,327$15,321$14,90511.41%5.98%2.04%6.26%-3.59%0.37%5.52%
19921-0.16%-2.20%-2.05%$15,303$14,983$14,599-1.88%4.66%-0.74%-3.21%0.27%0.33%-2.82%
199220.94%-0.10%-0.11%$15,447$14,968$14,5821.24%2.75%0.25%0.64%-0.28%0.32%-0.06%
19923-1.30%-1.11%-1.25%$15,246$14,801$14,401-1.93%0.00%-0.40%-1.10%-3.23%0.33%-0.57%
199240.23%1.32%1.14%$15,281$14,996$14,5642.91%-1.02%1.07%-0.07%-1.57%0.34%2.04%
199251.03%1.77%1.68%$15,439$15,261$14,8090.48%0.52%1.28%2.70%0.34%0.31%2.11%
199260.08%1.20%1.23%$15,452$15,445$14,992-1.49%-2.05%1.44%1.12%1.75%0.31%1.07%
199273.14%4.03%4.04%$15,938$16,067$15,5984.04%1.83%1.92%4.02%4.21%0.30%3.99%
19928-1.25%-0.57%-0.84%$15,739$15,975$15,467-2.07%-0.90%0.94%0.71%-4.99%0.27%0.49%
199291.54%1.33%1.41%$15,981$16,188$15,6841.17%1.43%1.29%1.36%2.65%0.26%1.03%
199210-0.89%-1.75%-1.81%$15,839$15,904$15,4000.33%0.90%-1.24%-1.89%-2.79%0.23%-1.51%
1992111.29%0.26%0.16%$16,042$15,946$15,4253.40%4.18%-0.51%0.50%-1.49%0.25%0.66%
1992121.59%1.65%1.53%$16,297$16,208$15,6611.21%3.04%1.23%2.63%-0.39%0.27%2.10%
199311.31%1.39%1.26%$16,510$16,434$15,8580.81%2.00%1.79%2.85%-0.74%0.26%1.93%
199321.17%2.52%2.32%$16,704$16,849$16,2261.36%0.98%1.22%3.20%-0.86%0.24%3.35%
199331.53%1.73%1.82%$16,961$17,141$16,5202.11%2.06%0.31%0.19%3.11%0.25%1.41%
199340.30%1.02%1.25%$17,011$17,316$16,728-2.42%-2.38%0.85%0.76%4.88%0.24%0.10%
199352.25%1.72%2.02%$17,394$17,614$17,0652.65%1.95%-0.36%0.38%6.53%0.24%0.52%
199361.03%1.92%1.81%$17,573$17,953$17,3750.27%-0.60%1.11%4.17%0.26%0.26%2.36%
199371.75%2.04%2.31%$17,880$18,319$17,775-0.42%1.08%0.16%1.39%6.16%0.25%0.98%
199380.57%1.08%0.51%$17,983$18,518$17,8673.79%2.38%1.28%3.99%-7.52%0.25%3.42%
19939-0.81%-0.32%-0.56%$17,838$18,459$17,766-0.79%0.46%0.34%0.33%-4.32%0.25%0.65%
1993101.62%1.11%1.28%$18,127$18,663$17,9922.08%1.39%0.16%0.62%3.97%0.24%0.45%
199311-1.02%-1.73%-1.60%$17,942$18,340$17,704-1.00%-1.60%-0.31%-2.48%0.35%0.25%-2.23%
1993122.15%1.86%2.09%$18,327$18,681$18,0731.22%3.13%0.35%0.42%5.62%0.26%0.93%
199410.95%0.79%0.52%$18,502$18,828$18,1673.38%1.93%0.81%2.23%-3.54%0.25%1.87%
19942-1.38%-2.21%-2.02%$18,247$18,412$17,801-2.71%0.12%-1.26%-3.99%0.97%0.25%-2.96%
19943-2.06%-2.30%-2.04%$17,871$17,989$17,438-4.39%-3.07%-1.06%-3.82%2.00%0.28%-3.36%
19944-0.95%-0.63%-0.80%$17,701$17,875$17,2981.29%-0.73%-0.79%-1.29%-3.28%0.29%0.06%
199450.80%1.17%1.28%$17,842$18,084$17,5201.60%-0.25%0.10%-0.47%2.96%0.32%0.72%
19946-0.84%-0.86%-0.79%$17,693$17,929$17,382-2.45%-1.23%0.10%-0.81%0.17%0.35%-1.12%
199471.50%1.83%1.65%$17,958$18,258$17,6683.28%1.49%1.11%2.94%-1.09%0.35%2.60%
199481.46%0.84%0.82%$18,220$18,412$17,8124.08%3.06%0.25%-0.67%0.46%0.36%0.94%
19949-0.90%-1.71%-1.45%$18,056$18,097$17,553-2.45%-0.83%-0.71%-3.00%2.36%0.38%-2.72%
199410-0.12%-0.58%-0.72%$18,034$17,992$17,4262.25%0.24%-0.01%-0.36%-2.79%0.39%0.00%
199411-1.33%-1.13%-1.07%$17,795$17,789$17,240-3.65%-2.63%-0.60%0.62%-0.20%0.42%-1.37%
1994120.92%0.83%0.78%$17,959$17,937$17,3741.46%1.35%0.15%1.62%0.04%0.47%1.03%
199510.90%1.86%1.61%$18,120$18,271$17,6542.58%0.00%1.57%2.62%-2.18%0.47%2.87%
199522.39%2.56%2.43%$18,553$18,739$18,0833.88%3.10%1.89%2.73%0.40%0.49%3.08%
199531.84%1.64%1.79%$18,894$19,047$18,4072.95%0.92%0.56%0.72%4.14%0.48%1.06%
199541.51%1.46%1.34%$19,180$19,325$18,6542.94%2.46%1.02%1.65%-0.57%0.48%1.95%
199552.80%4.20%3.87%$19,717$20,138$19,3763.95%1.14%2.68%7.52%-1.40%0.48%5.51%
199561.50%0.85%0.84%$20,014$20,308$19,5382.31%2.75%0.51%1.13%0.72%0.47%0.87%
199570.86%0.00%-0.05%$20,186$20,308$19,5283.30%2.92%0.14%-1.40%-0.96%0.46%0.21%
199580.93%1.32%1.23%$20,373$20,576$19,7690.26%1.78%0.70%2.05%-0.26%0.46%1.66%
199591.94%1.98%1.90%$20,768$20,984$20,1434.21%2.21%0.59%1.81%0.43%0.44%2.31%
199510-0.20%0.57%0.52%$20,727$21,103$20,248-0.36%-4.21%1.07%2.97%-0.35%0.44%0.76%
1995112.50%2.56%2.50%$21,244$21,644$20,7534.38%2.97%1.13%2.31%1.35%0.45%2.81%
1995121.44%2.20%2.07%$21,551$22,120$21,1841.93%1.47%0.95%2.70%-0.21%0.45%2.68%
199611.54%1.70%1.90%$21,883$22,497$21,5853.39%-1.30%0.93%-0.05%4.79%0.42%0.93%
19962-0.73%-1.98%-1.93%$21,724$22,051$21,1680.92%2.50%-1.06%-4.93%-1.21%0.41%-2.18%
19963-0.31%-0.20%-0.25%$21,657$22,008$21,1150.98%0.90%-0.59%-1.98%-1.07%0.41%0.03%
19964-0.02%-0.74%-0.78%$21,652$21,844$20,9511.46%1.52%-0.33%-1.78%-1.27%0.42%-0.61%
199651.31%0.20%0.18%$21,936$21,889$20,9882.54%4.38%-0.12%-0.46%-0.19%0.42%0.30%
19966-0.28%0.61%0.43%$21,874$22,023$21,0790.38%-2.28%0.93%2.14%-2.19%0.42%1.33%
19967-1.61%-0.56%-0.47%$21,521$21,900$20,980-4.42%-4.17%0.27%-0.05%0.86%0.42%-0.91%
199680.75%0.80%0.76%$21,682$22,074$21,1402.10%2.30%0.07%-1.29%0.30%0.44%0.92%
199691.98%1.93%1.69%$22,112$22,499$21,4965.61%2.00%1.32%2.79%-1.93%0.43%2.89%
1996101.79%3.37%3.18%$22,509$23,257$22,1792.76%0.74%1.61%3.88%0.13%0.41%4.14%
1996112.72%2.56%2.28%$23,120$23,853$22,6867.56%3.05%1.11%3.24%-2.16%0.42%3.64%
199612-0.52%-1.13%-1.09%$23,000$23,584$22,437-1.96%2.84%-0.58%-2.38%-0.55%0.42%-1.25%
199710.16%-0.23%-0.62%$23,036$23,529$22,2986.22%1.27%0.38%-0.65%-6.43%0.43%1.32%
199721.07%1.26%1.41%$23,282$23,825$22,6120.79%0.97%0.05%-0.11%3.79%0.42%0.67%
19973-2.34%-2.62%-2.64%$22,737$23,200$22,015-4.14%-1.79%-0.58%-2.29%-2.91%0.43%-2.55%
199741.35%1.30%1.09%$23,043$23,502$22,2545.96%-0.56%1.05%2.35%-2.30%0.44%2.16%
199753.40%2.46%2.41%$23,826$24,079$22,7896.09%7.32%0.65%0.98%1.60%0.43%2.65%
199762.06%1.21%0.95%$24,316$24,370$23,0064.45%5.51%0.85%1.78%-3.20%0.40%2.20%
199773.67%4.49%4.11%$25,209$25,465$23,9527.97%4.23%1.91%5.34%-2.45%0.43%5.97%
19978-1.57%-1.96%-1.87%$24,812$24,967$23,504-5.61%1.79%-0.47%-2.57%-0.31%0.43%-2.28%
199793.66%3.43%3.36%$25,721$25,824$24,2945.47%6.21%1.03%2.63%2.07%0.43%3.71%
199710-1.53%-0.46%-0.76%$25,327$25,704$24,109-3.35%-2.32%1.13%2.99%-6.23%0.41%0.67%
1997110.60%1.30%1.01%$25,480$26,039$24,3514.60%0.00%0.08%1.27%-4.69%0.43%2.40%
1997120.66%1.32%1.16%$25,648$26,384$24,6341.72%0.39%0.84%1.66%-2.22%0.43%1.93%
199811.52%1.63%1.85%$26,038$26,814$25,0881.11%-1.79%1.41%1.91%5.05%0.44%0.78%
199822.06%0.47%0.28%$26,574$26,939$25,1597.19%6.90%-0.33%-0.75%-2.44%0.43%1.23%
199832.28%2.29%2.22%$27,180$27,556$25,7175.10%4.38%0.27%0.14%1.21%0.44%2.56%
199841.32%0.64%0.80%$27,540$27,732$25,9231.01%1.52%0.45%0.40%3.22%0.42%0.00%
19985-1.27%-0.48%-0.80%$27,191$27,599$25,716-1.74%-1.26%0.65%1.83%-5.50%0.41%0.81%
199861.41%1.07%1.07%$27,574$27,896$25,9904.07%-0.93%0.53%2.35%0.92%0.41%1.11%
19987-1.60%-1.53%-1.59%$27,132$27,470$25,578-1.05%-4.35%0.45%-0.51%-2.51%0.42%-1.29%
19988-5.42%-2.95%-3.10%$25,662$26,659$24,786-14.47%-12.90%1.94%4.83%-5.35%0.42%-2.39%
199894.23%5.86%5.96%$26,748$28,222$26,2636.41%2.12%2.27%3.29%7.48%0.40%5.49%
1998101.84%0.15%0.11%$27,241$28,265$26,2928.16%3.31%0.33%-1.69%-0.53%0.36%0.31%
1998112.40%2.09%2.01%$27,895$28,856$26,8226.07%4.55%-0.42%0.88%0.82%0.36%2.38%
1998121.65%-0.06%-0.19%$28,357$28,840$26,7715.81%4.17%0.31%-0.16%-2.34%0.37%0.46%
199910.32%-0.60%-0.62%$28,448$28,666$26,6064.20%-3.13%0.39%0.98%-0.83%0.37%-0.54%
19992-2.93%-2.18%-2.01%$27,615$28,042$26,073-3.12%-5.90%-1.68%-4.76%0.58%0.37%-2.86%
19993-0.28%0.10%-0.08%$27,538$28,070$26,0534.00%-3.43%0.75%-0.34%-2.65%0.38%0.81%
199943.08%3.09%3.06%$28,385$28,938$26,8503.85%9.12%0.18%0.19%2.56%0.37%3.22%
19995-1.52%-1.80%-2.08%$27,955$28,417$26,292-2.39%3.82%-0.93%-1.68%-6.28%0.37%-0.69%
199961.63%-0.59%-0.73%$28,409$28,248$26,1015.56%5.46%0.29%-1.05%-2.83%0.38%-0.07%
19997-1.34%-1.72%-1.74%$28,027$27,762$25,646-3.13%-0.65%-0.18%-0.58%-2.07%0.39%-1.64%
19998-0.65%-0.84%-0.81%$27,845$27,530$25,440-0.50%-2.08%0.22%-0.49%-0.31%0.39%-0.95%
199992.42%2.79%3.63%$28,519$28,297$26,364-2.74%-2.13%0.89%0.91%17.35%0.41%-0.53%
1999100.96%0.70%0.66%$28,794$28,496$26,5386.33%-2.04%0.05%0.12%0.03%0.40%0.88%
1999110.58%-1.08%-1.18%$28,962$28,188$26,2242.02%4.02%-0.05%-0.59%-2.59%0.42%-0.68%
1999121.67%-0.90%-0.87%$29,447$27,934$25,9975.98%3.84%-0.41%-1.60%-0.38%0.43%-1.04%
20001-1.84%-1.29%-1.35%$28,906$27,575$25,645-5.03%-2.61%-0.51%1.25%-2.39%0.43%-1.01%
200021.78%-1.69%-1.35%$29,420$27,111$25,298-1.91%3.39%0.72%2.96%3.65%0.47%-3.00%
200031.94%3.24%2.65%$29,991$27,989$25,9699.76%2.05%1.16%3.14%-5.76%0.47%5.61%
20004-0.71%0.01%-0.03%$29,779$27,992$25,963-3.01%0.80%-0.12%-0.66%-0.61%0.48%0.16%
20005-0.79%0.84%0.73%$29,544$28,227$26,152-2.04%-0.80%0.29%-0.46%-1.02%0.48%1.27%
200063.14%0.57%0.88%$30,472$28,387$26,3812.49%3.74%1.66%2.30%5.84%0.46%-0.63%
20007-0.09%0.82%0.52%$30,445$28,619$26,519-1.49%2.58%0.59%1.49%-3.96%0.48%1.98%
200082.72%2.40%2.27%$31,272$29,307$27,1216.19%4.15%1.07%2.08%0.09%0.51%2.93%
20009-1.11%1.25%1.11%$30,925$29,673$27,421-5.29%0.60%1.05%-0.85%-1.21%0.52%1.80%
200010-0.68%0.45%0.24%$30,716$29,806$27,486-0.43%-2.04%0.58%1.57%-3.34%0.51%1.27%
200011-0.86%1.29%1.32%$30,452$30,191$27,848-7.88%-2.82%1.43%2.99%1.74%0.52%1.20%
2000123.15%3.49%3.41%$31,409$31,244$28,7970.50%8.51%1.81%2.45%1.99%0.51%3.80%
200111.55%-0.53%-0.72%$31,897$31,079$28,5893.55%6.25%1.40%0.28%-3.63%0.48%0.25%
20012-1.38%1.15%1.13%$31,456$31,436$28,912-9.14%-0.96%0.89%1.80%0.83%0.41%1.23%
20013-2.90%-0.71%-0.87%$30,543$31,213$28,660-6.36%-5.11%0.73%-0.60%-3.37%0.40%-0.07%
200142.58%1.92%1.93%$31,330$31,813$29,2147.77%6.55%-0.30%-2.56%2.11%0.35%1.88%
200151.77%1.14%1.17%$31,883$32,175$29,5560.65%5.60%0.44%0.21%1.65%0.32%1.02%
200161.04%0.07%0.14%$32,214$32,199$29,597-2.45%4.79%0.34%0.76%1.16%0.30%-0.18%
200170.01%1.12%0.95%$32,219$32,561$29,879-1.00%-2.22%1.82%3.61%-1.74%0.30%1.80%
20018-0.38%1.04%1.14%$32,097$32,900$30,218-6.27%-1.39%0.78%2.02%2.67%0.29%0.67%
20019-1.92%0.94%1.32%$31,481$33,210$30,617-8.09%-11.78%2.40%0.88%7.36%0.28%-0.56%
2001101.75%-0.64%-0.90%$32,031$32,998$30,3411.90%5.66%1.37%5.12%-4.90%0.20%0.43%
2001110.57%-0.11%-0.17%$32,214$32,963$30,2897.65%4.40%-1.12%-5.07%-1.17%0.17%0.14%
2001121.26%0.53%0.52%$32,621$33,137$30,4460.87%7.17%-0.66%-1.82%0.36%0.15%0.57%
200210.73%0.78%0.86%$32,857$33,396$30,708-1.47%1.35%0.48%1.20%2.10%0.14%0.45%
200221.16%2.36%2.54%$33,238$34,184$31,487-1.94%0.40%0.89%1.24%5.15%0.14%1.65%
200231.36%0.24%0.33%$33,689$34,267$31,5903.74%6.91%-1.58%-3.86%1.53%0.15%-0.10%
200240.69%1.03%1.11%$33,923$34,618$31,940-6.07%1.62%1.96%3.73%2.26%0.15%0.70%
200250.68%2.32%2.57%$34,154$35,423$32,759-0.75%-3.18%0.77%0.39%5.97%0.15%1.33%
20026-1.95%-1.27%-1.35%$33,489$34,972$32,315-7.13%-3.29%1.20%1.76%-2.48%0.14%-0.93%
20027-3.90%-2.58%-2.70%$32,183$34,068$31,442-7.72%-12.94%2.15%2.93%-4.35%0.14%-2.09%
200281.98%1.25%1.35%$32,820$34,495$31,8650.65%0.75%1.06%4.28%2.68%0.14%0.86%
20029-0.78%-1.33%-1.01%$32,564$34,035$31,544-10.87%-5.81%1.73%4.02%3.48%0.14%-2.67%
2002100.46%1.30%1.06%$32,714$34,478$31,8788.78%2.06%-0.01%-2.84%-2.10%0.13%2.31%
2002111.82%1.99%1.90%$33,311$35,163$32,4835.88%6.67%-0.96%-0.98%0.68%0.12%2.36%
2002121.84%2.56%2.98%$33,924$36,062$33,452-5.89%-2.49%1.91%4.05%8.82%0.10%0.82%
200310.01%-0.08%0.29%$33,926$36,034$33,550-2.62%-2.58%-0.19%-0.45%5.85%0.10%-1.56%
20032-1.17%-1.08%-1.36%$33,529$35,647$33,092-1.52%-2.80%1.24%3.03%-5.46%0.10%0.10%
20033-0.82%-0.82%-1.00%$33,254$35,355$32,7630.96%-0.16%-0.05%-1.13%-3.63%0.10%-0.11%
200343.55%2.85%2.71%$34,434$36,361$33,6498.25%8.19%0.22%0.91%0.57%0.09%3.40%
200355.62%4.83%4.98%$36,371$38,118$35,3265.26%8.46%1.60%5.67%7.32%0.09%4.24%
20036-0.44%-0.69%-0.91%$36,211$37,854$35,0031.26%2.19%-0.15%-1.48%-4.26%0.09%0.18%
20037-0.19%-2.25%-1.97%$36,143$37,001$34,3141.74%5.09%-2.29%-8.57%2.53%0.07%-3.38%
200382.90%1.49%1.76%$37,191$37,552$34,9191.93%4.84%0.10%1.43%5.88%0.08%0.40%
200391.40%2.05%2.13%$37,711$38,321$35,662-1.07%-1.34%2.20%5.07%3.30%0.08%1.72%
2003101.87%0.26%0.21%$38,418$38,419$35,7375.64%6.53%-0.99%-2.58%-0.45%0.08%0.44%
2003111.85%1.08%1.22%$39,130$38,835$36,1710.86%4.39%-0.14%0.31%3.13%0.08%0.54%
2003122.90%3.73%3.78%$40,265$40,282$37,5385.22%2.39%0.74%1.23%4.49%0.08%3.52%
200410.68%-0.41%-0.63%$40,539$40,117$37,3001.82%3.38%0.45%1.74%-3.96%0.08%0.48%
200420.86%0.93%0.81%$40,889$40,488$37,6031.38%0.98%0.96%1.96%-0.98%0.08%1.38%
200431.93%1.59%1.92%$41,678$41,134$38,324-1.51%2.48%0.63%1.45%7.04%0.08%0.32%
20044-4.14%-3.39%-3.70%$39,952$39,738$36,905-1.58%-3.16%-2.40%-5.52%-8.31%0.08%-2.17%
200450.62%-0.04%0.03%$40,198$39,721$36,9171.36%1.20%-0.15%-0.56%1.22%0.08%-0.34%
200461.39%1.02%1.00%$40,755$40,126$37,2861.93%3.22%0.11%0.87%0.65%0.09%1.11%
20047-1.42%0.06%-0.01%$40,176$40,151$37,283-3.31%-4.47%0.68%1.52%-1.11%0.11%0.34%
200481.64%2.45%2.54%$40,836$41,133$38,2300.38%-0.65%1.38%3.39%4.05%0.12%2.07%
200492.08%0.93%1.00%$41,688$41,515$38,6121.07%6.36%-0.04%0.94%2.06%0.13%0.66%
2004101.24%1.00%1.08%$42,205$41,929$39,0291.51%0.41%0.55%1.46%2.38%0.14%0.66%
2004113.07%2.00%2.28%$43,500$42,769$39,9204.05%7.80%-1.02%-2.25%6.54%0.16%0.89%
2004120.77%0.75%0.45%$43,833$43,091$40,1003.39%1.68%0.49%2.22%-3.93%0.18%1.96%
20051-1.11%-0.69%-0.84%$43,348$42,793$39,763-2.45%-2.56%-0.04%2.59%-3.09%0.18%-0.09%
200521.37%1.62%1.72%$43,942$43,487$40,4452.09%3.64%-0.70%-1.24%3.15%0.21%1.25%
20053-1.25%-1.50%-1.52%$43,392$42,837$39,832-1.76%-1.66%-0.31%-0.76%-1.83%0.23%-1.41%
20054-0.21%1.13%1.18%$43,301$43,321$40,302-1.91%-5.36%1.14%3.22%1.92%0.23%0.94%
200551.25%-0.11%-0.41%$43,844$43,272$40,1363.17%5.04%0.70%2.55%-4.88%0.24%1.07%
200562.25%1.74%1.96%$44,830$44,026$40,9250.13%3.90%0.33%1.64%5.47%0.25%0.87%
200570.67%-0.29%-0.39%$45,131$43,898$40,7673.71%5.19%-1.03%-2.58%-1.85%0.26%0.09%
200580.70%0.82%0.83%$45,445$44,259$41,106-0.91%-0.55%1.20%2.87%0.99%0.28%0.78%
200591.43%1.59%2.05%$46,094$44,961$41,9490.79%1.10%-0.87%-2.78%9.23%0.29%-0.25%
200510-1.37%-1.17%-1.13%$45,461$44,435$41,475-1.68%-2.55%-0.40%-1.74%-0.53%0.29%-1.34%
2005113.12%1.92%2.14%$46,879$45,289$42,3643.76%5.41%0.35%0.57%5.29%0.33%1.03%
2005121.50%1.18%1.33%$47,581$45,822$42,9290.02%0.95%0.53%2.33%3.50%0.32%0.53%
200614.21%2.86%3.36%$49,582$47,132$44,3702.65%8.35%0.04%-0.90%10.87%0.33%0.85%
20062-0.67%0.14%-0.02%$49,251$47,200$44,3630.26%-1.80%-0.16%0.81%-2.24%0.37%0.80%
200631.59%0.46%0.74%$50,033$47,417$44,6901.23%5.23%-0.36%-3.39%4.68%0.38%-0.66%
200642.38%3.19%3.70%$51,225$48,928$46,3421.33%0.66%0.17%-1.96%10.65%0.38%1.09%
20065-1.20%-0.17%-0.06%$50,610$48,843$46,314-2.90%-4.53%-0.08%-0.03%1.40%0.39%-0.66%
20066-1.53%-1.00%-1.37%$49,834$48,354$45,6780.13%-1.38%0.21%0.71%-6.05%0.40%0.58%
200670.71%2.35%2.41%$50,189$49,492$46,7770.61%-3.15%1.06%1.84%3.10%0.41%2.14%
200681.36%1.07%0.90%$50,873$50,023$47,1962.36%2.71%1.12%2.74%-1.42%0.42%1.81%
200690.05%0.09%-0.18%$50,900$50,070$47,1112.56%0.09%0.65%1.58%-3.89%0.41%1.23%
2006102.08%1.45%1.40%$51,957$50,796$47,7723.25%5.18%0.45%0.77%0.75%0.40%1.64%
2006113.05%2.53%2.84%$53,541$52,083$49,1271.89%3.09%0.79%1.91%7.11%0.42%1.30%
200612-0.67%-0.00%-0.16%$53,181$52,083$49,0501.39%0.19%-0.58%-2.14%-2.27%0.41%0.65%
200711.05%0.84%0.97%$53,738$52,522$49,5271.49%1.64%-0.02%-0.85%2.93%0.41%0.32%
200720.96%1.16%1.22%$54,255$53,129$50,130-1.97%0.51%1.36%2.93%2.11%0.42%0.91%
200730.23%0.43%0.37%$54,378$53,356$50,3181.11%1.27%0.28%-1.13%-0.37%0.42%0.63%
200742.21%1.84%1.87%$55,579$54,339$51,2604.42%3.01%0.46%0.86%2.30%0.41%1.73%
200750.51%-0.19%-0.35%$55,863$54,237$51,0833.48%4.30%-0.88%-1.93%-2.64%0.40%0.45%
20076-0.95%-1.22%-1.22%$55,335$53,578$50,460-1.68%-1.01%0.20%-0.88%-1.30%0.39%-1.19%
20077-0.53%-0.12%0.03%$55,042$53,514$50,475-3.08%-5.11%1.51%2.39%2.31%0.39%-0.73%
200781.19%1.33%1.31%$55,698$54,225$51,1351.50%0.33%1.29%1.97%0.98%0.40%1.42%
200793.48%3.52%3.97%$57,636$56,135$53,1663.72%1.98%0.80%0.21%10.57%0.33%1.72%
2007102.52%2.10%2.38%$59,088$57,315$54,4331.58%2.43%0.53%1.40%6.26%0.31%0.94%
200711-0.87%-0.31%-0.34%$58,576$57,138$54,248-4.19%-6.32%2.98%4.59%-0.76%0.32%-0.18%
2007121.32%1.06%1.44%$59,352$57,744$55,027-0.70%0.24%0.34%-0.48%6.41%0.26%-0.50%
200810.68%1.49%2.06%$59,757$58,602$56,163-6.02%-6.28%2.57%2.64%10.73%0.28%-0.82%
200820.67%0.13%0.47%$60,158$58,678$56,429-3.25%-0.79%1.09%0.35%5.23%0.16%-1.29%
20083-0.54%-0.61%-0.84%$59,831$58,323$55,955-0.44%0.80%0.43%1.02%-3.91%0.15%0.38%
20084-0.59%-0.57%-0.99%$59,478$57,992$55,4024.85%3.65%-1.49%-1.84%-6.70%0.11%1.18%
200850.82%-0.09%0.03%$59,966$57,940$55,4161.29%4.38%-1.05%-2.13%1.69%0.12%-0.56%
20086-1.33%-1.62%-1.19%$59,169$56,999$54,759-8.44%-6.20%0.59%1.80%5.02%0.15%-3.41%
20087-0.21%-0.18%-0.26%$59,043$56,894$54,615-0.83%0.29%0.59%0.30%-1.32%0.16%0.15%
20088-0.74%-1.46%-2.00%$58,604$56,063$53,5221.45%2.71%0.86%1.80%-9.26%0.14%0.78%
20089-2.14%-1.48%-0.99%$57,350$55,231$52,991-8.91%-9.91%0.58%0.28%6.18%0.14%-3.47%
200810-11.37%-9.45%-10.00%$50,831$50,009$47,692-16.79%-22.20%0.46%-3.63%-17.38%0.08%-7.19%
2008113.19%2.58%3.14%$52,452$51,301$49,191-7.17%-9.96%3.34%12.07%11.46%0.04%0.33%
2008125.18%4.67%4.81%$55,169$53,696$51,5591.07%5.48%2.29%8.87%6.78%0.00%4.07%
20091-4.26%-2.55%-2.03%$52,816$52,326$50,509-8.41%-9.37%-0.88%-8.47%5.72%0.01%-4.62%
20092-3.49%-3.11%-2.67%$50,972$50,696$49,163-10.66%-10.65%-0.13%-1.01%3.53%0.02%-4.96%
200933.59%1.39%1.02%$52,801$51,400$49,6668.76%8.72%1.86%5.27%-3.73%0.02%2.94%
200943.15%1.96%1.58%$54,466$52,410$50,4519.56%18.00%-0.76%-4.99%-3.63%0.02%3.54%
200953.53%5.65%5.96%$56,388$55,371$53,4585.62%4.16%-0.63%-2.68%10.44%0.01%4.39%
20096-0.84%0.07%-0.22%$55,914$55,407$53,3390.22%0.00%-0.47%0.70%-4.20%0.01%1.25%
200974.03%4.59%4.33%$58,168$57,953$55,6477.58%10.12%0.47%0.80%0.48%0.02%5.68%
200982.22%2.21%2.18%$59,461$59,234$56,8623.60%3.14%0.64%1.68%1.76%0.02%2.32%
200993.56%2.33%2.45%$61,579$60,616$58,2553.72%6.45%0.62%1.98%4.21%0.01%1.87%
200910-0.78%0.86%1.09%$61,098$61,139$58,889-1.87%-4.63%0.19%-1.45%4.44%0.01%-0.05%
2009115.27%5.27%5.78%$64,317$64,363$62,2945.98%3.00%1.18%1.91%13.05%0.00%3.20%
200912-1.18%-1.70%-2.11%$63,556$63,268$60,9821.95%6.03%-1.78%-5.66%-7.51%0.01%-0.01%
20101-0.93%-0.40%-0.43%$62,967$63,014$60,721-3.60%-4.02%1.28%2.66%-0.83%0.01%-0.29%
201022.05%1.42%1.50%$64,256$63,907$61,6323.09%4.52%0.33%-0.21%2.76%0.01%1.08%
201032.15%1.72%1.65%$65,639$65,005$62,6506.01%6.22%-0.50%-1.51%0.65%0.01%1.99%
201043.16%2.34%2.55%$67,715$66,524$64,2461.58%5.06%0.68%2.76%5.71%0.01%1.49%
20105-1.54%-1.65%-1.39%$66,669$65,424$63,351-8.01%-6.71%0.94%4.23%2.40%0.01%-2.71%
20106-0.52%0.80%0.95%$66,321$65,947$63,952-5.24%-6.69%1.09%4.67%3.02%0.01%0.19%
201071.09%1.40%0.90%$67,046$66,872$64,5257.00%5.86%0.58%-0.17%-6.03%0.02%3.49%
201080.85%2.02%2.31%$67,619$68,224$66,016-4.53%-6.46%0.66%7.08%6.59%0.01%0.86%
201094.40%3.17%3.28%$70,596$70,387$68,1848.92%11.62%0.32%-1.82%4.90%0.01%2.70%
2010101.45%1.35%1.46%$71,621$71,335$69,1803.79%3.63%0.48%-3.29%3.04%0.01%0.88%
2010110.87%-0.12%0.08%$72,244$71,251$69,2340.00%3.60%-0.70%-1.60%2.73%0.01%-0.92%
2010122.19%1.55%1.55%$73,826$72,357$70,3096.67%7.09%-0.98%-3.58%1.59%0.01%1.54%
20111-0.87%-0.60%-0.91%$73,182$71,922$69,6682.36%1.03%0.24%-2.38%-5.59%0.01%0.65%
201123.14%2.72%2.94%$75,482$73,880$71,7153.42%5.10%-0.28%1.24%6.33%0.01%1.88%
201130.95%0.50%0.60%$76,203$74,253$72,1420.03%2.75%-0.09%0.02%1.98%0.01%0.14%
201142.99%3.40%3.61%$78,479$76,780$74,7462.95%2.28%1.03%2.04%6.71%0.01%2.58%
201150.08%0.68%0.64%$78,545$77,302$75,224-1.15%-2.23%0.87%3.29%0.07%0.00%0.84%
20116-1.54%-1.26%-1.30%$77,333$76,331$74,243-1.67%-1.81%-0.16%-2.00%-2.02%0.01%-1.06%
201171.51%1.69%2.11%$78,498$77,625$75,806-2.05%-3.69%1.08%4.18%8.17%0.00%0.04%
201182.06%2.24%2.86%$80,117$79,366$77,971-5.45%-7.24%1.82%8.68%11.36%0.01%-0.27%
20119-3.67%-3.63%-4.14%$77,175$76,487$74,743-7.04%-11.66%0.18%10.16%-10.67%0.00%-1.46%
2011104.90%4.53%4.65%$80,956$79,949$78,21510.91%15.13%-0.16%-3.34%6.30%0.00%4.03%
2011110.54%-0.10%0.00%$81,391$79,867$78,216-0.23%-0.79%0.01%1.82%1.39%0.00%-0.53%
201112-2.00%-0.81%-1.61%$79,763$79,222$76,9561.02%-0.76%0.05%3.13%-12.31%0.00%2.53%
201215.22%4.28%4.88%$83,930$82,615$80,7154.46%7.06%0.67%0.08%13.91%0.00%1.88%
201221.39%1.33%1.34%$85,096$83,714$81,7974.31%3.13%-0.14%-2.11%1.49%0.01%1.28%
20123-1.04%-0.97%-1.32%$84,211$82,902$80,7203.28%1.52%-0.09%-3.77%-6.07%0.01%0.46%
201240.16%0.60%0.52%$84,348$83,399$81,137-0.64%-1.82%0.26%4.37%-0.68%0.01%0.93%
20125-2.56%-2.29%-2.51%$82,185$81,486$79,103-6.02%-7.52%-0.14%7.79%-5.65%0.01%-1.43%
201261.47%2.12%2.15%$83,391$83,210$80,8004.11%2.19%-0.11%-1.44%2.60%0.01%2.00%
201271.17%2.25%2.20%$84,365$85,083$82,5791.37%-0.80%0.48%3.32%1.47%0.01%2.44%
201281.29%0.75%0.81%$85,453$85,722$83,2452.24%3.60%0.04%-1.06%1.63%0.01%0.53%
201292.19%2.23%2.57%$87,329$87,631$85,3842.58%2.43%0.16%-2.10%7.73%0.01%0.86%
201210-1.31%-0.48%-0.66%$86,186$87,211$84,822-1.86%-0.42%-0.39%-0.43%-3.21%0.01%0.25%
2012110.81%0.31%0.32%$86,881$87,482$85,0910.56%1.45%0.30%1.35%0.41%0.01%0.29%
201212-0.26%-0.66%-0.87%$86,652$86,905$84,3500.90%3.60%0.13%-1.99%-3.97%0.01%0.19%
201311.58%1.25%1.20%$88,025$87,990$85,3605.18%6.00%-0.46%-3.27%0.44%0.00%1.45%
20132-0.12%0.07%-0.21%$87,919$88,055$85,1771.34%0.98%0.35%1.26%-4.58%0.01%1.23%
201331.53%1.14%1.11%$89,262$89,058$86,1213.74%2.92%0.02%0.03%0.61%0.01%1.26%
20134-0.67%0.08%-0.41%$88,665$89,126$85,7711.91%-1.50%0.11%3.87%-8.09%0.01%1.97%
20135-0.81%-1.59%-1.78%$87,951$87,706$84,2422.33%4.57%-0.96%-6.23%-5.07%0.00%-0.87%
20136-3.91%-3.75%-4.32%$84,514$84,418$80,606-1.35%-1.69%-1.16%-3.26%-14.52%0.00%-1.59%
201373.84%3.26%3.59%$87,764$87,166$83,4965.07%6.39%0.27%-1.93%10.28%0.00%2.04%
20138-0.65%-0.61%-0.28%$87,190$86,632$83,266-2.91%-2.56%-0.53%-1.28%6.10%0.00%-1.87%
201391.71%0.53%0.24%$88,679$87,091$83,4663.12%6.77%0.55%0.88%-4.89%0.00%1.63%
2013102.12%1.73%1.63%$90,562$88,598$84,8304.59%3.31%0.28%1.32%-0.19%0.00%2.10%
2013110.40%-0.17%-0.43%$90,921$88,443$84,4633.03%3.61%0.26%-2.49%-5.36%0.00%0.79%
2013120.15%0.11%-0.08%$91,057$88,542$84,3992.51%2.33%-0.56%-2.37%-3.87%0.01%0.81%
201410.52%0.48%0.69%$91,535$88,969$84,984-3.47%-4.41%0.43%6.26%3.86%0.01%-0.36%
201423.06%2.88%3.08%$94,336$91,533$87,6064.56%4.12%0.15%0.60%6.04%0.00%2.06%
20143-0.20%0.17%-0.02%$94,143$91,685$87,5900.82%0.82%-0.54%0.63%-2.62%0.00%0.92%
201440.07%0.89%0.82%$94,210$92,500$88,3040.72%-2.30%0.28%1.82%-0.25%0.00%1.19%
201450.52%0.36%0.15%$94,700$92,833$88,4352.33%0.00%0.51%2.73%-2.95%0.00%1.21%
201462.18%1.64%1.86%$96,769$94,359$90,0812.05%4.09%0.03%-0.16%5.16%0.00%0.78%
20147-1.72%-1.26%-1.33%$95,103$93,169$88,887-1.39%-5.46%-0.32%0.59%-2.26%0.00%-1.00%
201482.54%1.59%1.49%$97,520$94,653$90,2163.98%4.15%0.27%4.23%0.04%0.00%1.99%
20149-3.00%-2.08%-2.28%$94,594$92,687$88,156-1.41%-6.15%-0.28%-1.99%-5.39%0.00%-1.25%
2014101.18%0.12%-0.15%$95,707$92,794$88,0222.42%4.68%0.44%2.61%-4.30%0.00%1.17%
2014111.46%1.36%1.37%$97,107$94,058$89,2322.68%-0.55%0.36%2.86%1.59%0.00%1.31%
2014121.08%0.23%0.33%$98,153$94,277$89,531-0.26%1.15%-0.49%2.82%1.97%0.00%-0.16%
201511.21%1.34%1.54%$99,337$95,538$90,905-3.02%-5.77%1.51%8.97%4.50%0.00%0.55%
201520.12%-0.11%-0.34%$99,453$95,435$90,5985.74%6.12%-0.82%-5.66%-3.67%0.00%0.82%
20153-0.23%-0.52%-0.63%$99,223$94,936$90,029-1.59%1.15%0.43%1.13%-2.22%0.00%-0.10%
20154-0.79%0.30%0.24%$98,436$95,216$90,2470.95%-1.14%-0.07%-3.07%-0.57%0.00%0.51%
201550.07%0.09%0.14%$98,501$95,301$90,3751.27%0.38%-0.11%-2.16%0.94%0.00%-0.12%
20156-1.61%-1.99%-1.98%$96,919$93,402$88,589-1.93%-0.31%-0.43%-3.73%-1.71%0.00%-2.06%
20157-0.59%-0.22%-0.59%$96,347$93,194$88,0672.08%-3.23%0.26%4.21%-6.20%0.00%1.23%
20158-1.90%-1.15%-0.89%$94,515$92,121$87,282-6.04%-5.40%-0.21%-0.71%3.33%0.01%-2.16%
20159-1.33%-0.27%-0.36%$93,256$91,877$86,967-2.49%-4.95%0.45%1.91%-1.85%0.01%0.11%
2015103.19%3.24%3.20%$96,236$94,851$89,7468.42%6.36%-0.22%-0.48%2.54%0.00%3.40%
201511-1.32%-1.33%-1.66%$94,970$93,593$88,2530.29%1.16%-0.38%-0.81%-7.04%0.01%0.00%
201512-1.55%-0.68%-0.65%$93,501$92,957$87,678-1.59%-5.46%-0.26%-0.34%-0.18%0.02%-0.79%
201610.16%0.81%1.07%$93,652$93,714$88,615-4.98%-5.47%1.25%5.24%4.89%0.01%-0.20%
201623.60%2.66%3.21%$97,026$96,206$91,455-0.15%3.51%0.25%2.86%11.07%0.03%0.45%
201632.97%2.76%2.58%$99,904$98,864$93,8166.78%8.54%0.38%0.05%0.17%0.03%3.52%
201640.89%1.57%1.73%$100,790$100,419$95,4430.37%0.40%0.02%-0.63%3.93%0.02%0.91%
20165-0.65%-0.83%-1.17%$100,138$99,587$94,3271.78%1.11%-0.30%0.69%-5.72%0.02%0.59%
201663.46%3.63%3.98%$103,608$103,200$98,0830.25%-0.20%1.24%6.57%8.96%0.03%2.18%
201672.34%1.43%1.45%$106,029$104,680$99,5023.68%4.58%-0.14%2.01%1.61%0.02%1.38%
20168-0.56%-0.55%-0.68%$105,431$104,105$98,8240.13%1.24%-0.50%-1.00%-2.44%0.02%0.00%
201690.12%-0.02%0.05%$105,559$104,081$98,8720.01%0.56%0.34%-1.32%1.01%0.03%-0.32%
201610-2.78%-1.80%-1.94%$102,623$102,205$96,951-1.83%-3.27%-0.37%-4.23%-3.82%0.02%-1.22%
201611-0.41%-2.19%-2.54%$102,206$99,970$94,4903.70%11.32%-1.27%-7.86%-7.38%0.03%-0.74%
2016120.33%0.50%0.29%$102,540$100,472$94,7681.96%2.51%-0.08%-0.35%-2.73%0.04%1.35%
201711.76%1.39%1.67%$104,340$101,867$96,3461.88%0.18%0.25%0.65%5.84%0.04%0.27%
201722.05%2.29%2.37%$106,481$104,195$98,6263.96%1.09%-0.00%1.57%3.53%0.04%1.96%
20173-0.18%-0.21%-0.25%$106,284$103,975$98,3760.10%0.27%0.22%-0.59%-0.86%0.04%-0.04%
201741.27%0.91%0.97%$107,633$104,925$99,3281.02%1.70%0.30%1.58%1.74%0.06%0.70%
201750.38%0.90%0.84%$108,040$105,874$100,1661.39%-1.41%0.19%1.73%-0.02%0.07%1.15%
201760.38%-0.07%-0.19%$108,453$105,801$99,9770.61%2.94%-0.25%0.63%-1.89%0.08%0.41%
201770.88%1.11%1.17%$109,403$106,980$101,1512.04%0.52%0.29%-0.59%2.04%0.08%0.88%
201781.28%1.14%1.30%$110,798$108,203$102,4610.29%-1.12%0.39%3.27%3.49%0.09%0.53%
201790.81%0.20%0.04%$111,695$108,419$102,5042.06%7.23%-0.55%-2.27%-2.18%0.08%0.84%
2017100.67%0.50%0.41%$112,440$108,965$102,9202.32%2.03%-0.16%-0.02%-1.01%0.09%0.90%
2017111.50%1.02%1.00%$114,126$110,076$103,9543.06%3.03%-0.39%0.63%0.79%0.09%1.08%
2017120.54%1.03%1.02%$114,742$111,213$105,0151.10%-1.01%0.00%1.78%0.84%0.10%1.08%
201811.68%1.28%1.46%$116,672$112,640$106,5535.71%2.66%-0.84%-3.40%4.19%0.11%0.56%
20182-2.51%-2.58%-2.55%$113,747$109,729$103,838-3.69%-3.61%-0.28%-2.89%-2.02%0.12%-2.73%
201830.52%-0.12%-0.09%$114,337$109,595$103,750-2.56%1.73%0.45%2.75%0.46%0.14%-0.27%
20184-0.64%-0.56%-0.58%$113,600$108,980$103,1510.37%-0.19%-0.69%-2.04%-0.80%0.14%-0.50%
201851.82%0.39%0.33%$115,669$109,409$103,4912.39%5.01%0.55%1.79%-0.60%0.15%0.65%
20186-0.56%-0.74%-0.96%$115,023$108,604$102,4990.61%0.18%-0.02%0.66%-4.21%0.16%0.16%
201870.73%1.17%0.95%$115,858$109,870$103,4703.71%3.33%-0.20%-1.28%-2.36%0.16%2.04%
201881.59%0.17%0.07%$117,705$110,053$103,5383.25%4.09%0.46%1.18%-1.52%0.17%0.57%
20189-1.30%-0.42%-0.47%$116,172$109,587$103,0480.55%-2.68%-0.49%-2.74%-1.26%0.17%-0.23%
201810-3.73%-1.41%-1.19%$111,838$108,041$101,820-6.85%-9.79%0.00%-2.82%2.33%0.18%-2.27%
2018111.34%1.35%1.28%$113,339$109,502$103,1272.03%2.10%0.57%1.78%0.21%0.19%1.63%
201812-2.00%-0.72%-0.37%$111,074$108,719$102,746-9.04%-11.35%1.44%5.50%5.05%0.19%-2.08%
201914.53%3.28%3.29%$116,104$112,283$106,1268.00%10.32%0.38%0.49%3.46%0.20%3.23%
201921.52%1.14%1.05%$117,870$113,566$107,2433.20%5.61%-0.10%-1.31%-0.31%0.20%1.51%
201930.74%1.15%0.97%$118,745$114,873$108,2811.94%-2.44%1.14%5.47%-1.80%0.20%1.88%
201941.45%0.68%0.58%$120,472$115,655$108,9084.04%5.33%0.10%-1.88%-1.01%0.20%1.08%
20195-1.72%-0.33%-0.25%$118,402$115,270$108,634-6.36%-9.16%1.41%6.65%1.03%0.20%-0.65%
201965.16%4.22%4.49%$124,509$120,131$113,5107.03%8.30%0.73%1.01%8.76%0.19%3.14%
201970.80%0.65%0.69%$125,503$120,916$114,2981.43%1.20%-0.37%0.22%1.32%0.17%0.49%
201982.42%2.76%3.03%$128,534$124,256$117,764-1.59%-4.87%1.75%10.68%7.06%0.17%1.68%
20199-0.33%-0.12%-0.30%$128,108$124,105$117,4141.86%2.62%-0.55%-2.62%-2.82%0.16%0.59%
2019101.12%0.85%0.91%$129,548$125,160$118,4772.15%2.44%0.37%-1.10%1.73%0.15%0.63%
2019110.65%-0.20%-0.40%$130,386$124,914$118,0053.62%3.35%-0.27%-0.39%-3.36%0.13%0.62%
2019121.34%1.66%1.79%$132,128$126,983$120,1123.01%2.71%-0.09%-3.00%3.74%0.13%1.14%
202011.96%1.94%2.11%$134,722$129,449$122,643-0.05%-3.18%1.29%7.29%4.58%0.13%1.28%
20202-1.43%-1.62%-1.41%$132,801$127,350$120,909-8.24%-9.41%1.44%6.58%1.62%0.13%-2.46%
20203-4.17%-4.96%-4.64%$127,263$121,028$115,298-12.37%-20.53%2.12%5.67%-0.06%0.10%-6.28%
202045.94%5.73%5.74%$134,828$127,961$121,91112.81%13.98%0.21%1.81%5.83%0.01%5.70%
202051.74%1.98%1.95%$137,177$130,496$124,2874.76%5.87%0.28%-1.67%1.52%0.01%2.11%
202061.42%0.87%0.97%$139,131$131,635$125,4931.98%2.77%0.10%0.40%2.28%0.01%0.47%
202075.20%4.69%5.14%$146,364$137,803$131,9385.63%4.17%0.27%4.17%11.13%0.01%2.81%
202080.68%0.07%0.04%$147,361$137,903$131,9897.18%3.29%-0.08%-4.71%-0.38%0.01%0.22%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1
Large-cap Value0.00%
Large-cap Growth8.43%
Mid-cap Value13.35%
Mid-cap Growth5.23%
Small-cap Value0.00%
Small-cap Growth4.37%
Global ex-US Developed Markets0.00%
Emerging Markets10.88%
Corporate Bonds0.00%
Long-Term Treasuries5.41%
Intermediate-Term Treasuries45.22%
Short-Term Treasuries7.10%
R Squared81.84%
Style analysis is based on monthly returns from Apr 2005 to Aug 2020 and uses total portfolio return with monthly rebalancing. Returns based style analysis aims to explain the portfolio returns based on asset class exposures, it does not identify the actual portfolio holdings.

Holdings Based Style Analysis for Portfolio 1

Holdings Based Style Analysis for Portfolio 1
TickerNameCategoryWeightERP/EDurationReturn ContributionRisk Contribution
VFINXVanguard 500 Index InvestorLarge Blend20.00%0.14%26.69$38,16833.60%
PENNXRoyce Pennsylvania Mutual InvmtSmall Blend20.00%0.94%19.66$32,49035.66%
FIGTXFederated Hermes Short-Interm Govt ISShort Government18.00%0.60%1.90$10,5601.84%
VUSTXVanguard Long-Term Treasury InvLong Government20.00%0.20%18.41$28,0407.07%
^GOLDGold Price IndexIndex20.00%$27,50521.83%
CASHXCashCash2.00%0.00$598-0.00%
100.00%0.47%23.1710.06$137,361100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Style Analysis for Portfolio 2

Holdings Based Style Analysis for Portfolio 2
TickerNameCategoryWeightERP/EDurationReturn ContributionRisk Contribution
^GOLDGold Price IndexIndex20.00%$26,92826.70%
VWINXVanguard Wellesley Income Inv30% to 50% Equity80.00%0.23%16.508.03$100,97673.30%
100.00%0.23%16.508.03$127,903100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Fund fundamentals data as of 09/29/2020. (c) 2020 Morningstar. All Rights Reserved. The fund fundamentals information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.

Portfolio return and risk metrics
MetricPortfolio 1Portfolio 2Portfolio 3
Arithmetic Mean (monthly)0.69%0.67%0.66%
Arithmetic Mean (annualized)8.57%8.30%8.18%
Geometric Mean (monthly)0.67%0.65%0.64%
Geometric Mean (annualized)8.32%8.11%7.97%
Volatility (monthly)1.96%1.76%1.81%
Volatility (annualized)6.79%6.08%6.27%
Downside Deviation (monthly)1.16%0.95%0.97%
Max. Drawdown-15.50%-14.77%-15.48%
US Market Correlation0.770.570.52
Beta(*)0.340.230.21
Alpha (annualized)4.44%5.47%5.53%
R259.39%32.74%26.65%
Sharpe Ratio0.760.810.76
Sortino Ratio1.181.351.28
Treynor Ratio (%)15.1921.7622.84
Calmar Ratio1.771.291.47
Active Return-2.10%-2.31%-2.45%
Tracking Error10.98%12.86%13.23%
Information Ratio-0.19-0.18-0.19
Skewness-0.78-0.32-0.30
Excess Kurtosis3.942.682.89
Historical Value-at-Risk (5%)-2.26%-2.07%-2.03%
Analytical Value-at-Risk (5%)-2.54%-2.20%-2.30%
Conditional Value-at-Risk (5%)-4.04%-3.09%-3.12%
Upside Capture Ratio (%)41.5632.9231.20
Downside Capture Ratio (%)23.689.937.67
Safe Withdrawal Rate6.30%6.27%6.02%
Perpetual Withdrawal Rate5.42%5.23%5.10%
Positive Periods270 out of 404 (66.83%)263 out of 404 (65.10%)258 out of 404 (63.86%)
Gain/Loss Ratio1.231.451.46
* 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
Black Monday PeriodSep 1987Nov 1987-9.30%-3.11%-2.66%
Asian CrisisJul 1997Jan 1998-1.57%-1.96%-1.87%
Russian Debt DefaultJul 1998Oct 1998-6.94%-4.43%-4.63%
Dotcom CrashMar 2000Oct 2002-5.77%-3.92%-4.02%
Subprime CrisisNov 2007Mar 2009-15.50%-14.77%-15.48%

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Mar 2008Oct 20088 monthsSep 200911 months1 year 7 months-15.50%
2Sep 1987Nov 19873 monthsOct 198811 months1 year 2 months-9.30%
3Jul 1998Aug 19982 monthsNov 19983 months5 months-6.94%
4Mar 2015Sep 20157 monthsMar 20166 months1 year 1 month-6.23%
5Aug 1990Oct 19903 monthsJan 19913 months6 months-6.11%
6Jun 2002Jul 20022 monthsApr 20039 months11 months-5.77%
7Sep 2018Dec 20184 monthsFeb 20192 months6 months-5.63%
8Feb 2020Mar 20202 monthsApr 20201 month3 months-5.54%
9Apr 2013Jun 20133 monthsOct 20134 months7 months-5.32%
10Jan 1990Apr 19904 monthsJul 19903 months7 months-4.68%
Worst 10 drawdowns included above

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Mar 2008Oct 20088 monthsAug 200910 months1 year 6 months-14.77%
2Feb 2020Mar 20202 monthsMay 20202 months4 months-6.50%
3May 1999Feb 200010 monthsAug 20006 months1 year 4 months-6.31%
4Feb 1994Nov 199410 monthsMar 19954 months1 year 2 months-5.52%
5May 2013Jun 20132 monthsFeb 20148 months10 months-5.28%
6Jan 1990Apr 19904 monthsNov 19907 months11 months-5.12%
7Aug 2016Nov 20164 monthsApr 20175 months9 months-4.50%
8Jul 1998Aug 19982 monthsSep 19981 month3 months-4.43%
9Feb 2018Oct 20189 monthsFeb 20194 months1 year 1 month-4.08%
10Jun 2002Sep 20024 monthsDec 20023 months7 months-3.92%
Worst 10 drawdowns included above

Drawdowns for Portfolio 3

Drawdowns for Portfolio 3 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Mar 2008Oct 20088 monthsAug 200910 months1 year 6 months-15.48%
2Apr 2013Jun 20133 monthsFeb 20148 months11 months-6.40%
3Feb 2020Mar 20202 monthsMay 20202 months4 months-5.99%
4May 1999Feb 200010 monthsAug 20006 months1 year 4 months-5.78%
5Jan 1990Apr 19904 monthsNov 19907 months11 months-5.28%
6Feb 1994Nov 199410 monthsMar 19954 months1 year 2 months-5.10%
7Aug 2016Nov 20164 monthsMay 20176 months10 months-5.04%
8Jul 1998Aug 19982 monthsSep 19981 month3 months-4.63%
9Feb 2018Oct 20189 monthsFeb 20194 months1 year 1 month-4.44%
10Feb 2015Sep 20158 monthsFeb 20165 months1 year 1 month-4.33%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
VFINXVanguard 500 Index Investor10.55%15.09%37.45%-37.02%-50.97%0.540.780.99
PENNXRoyce Pennsylvania Mutual Invmt10.17%16.15%40.29%-34.78%-51.18%0.490.700.86
FIGTXFederated Hermes Short-Interm Govt IS4.84%3.05%13.57%-1.92%-3.08%0.580.95-0.14
VUSTXVanguard Long-Term Treasury Inv7.91%9.94%30.09%-13.03%-16.68%0.510.85-0.15
^GOLDGold Price Index4.92%15.26%31.92%-27.33%-48.26%0.190.29-0.03
CASHXCash3.10%0.72%8.61%0.03%0.00%N/AN/A0.00
VWINXVanguard Wellesley Income Inv8.60%6.41%28.91%-9.84%-18.82%0.851.360.70

Monthly Correlations

Correlations for the portfolio assets
TickerNameVFINXPENNXFIGTXVUSTX^GOLDCASHXVWINXPortfolio 1Portfolio 2Portfolio 3
VFINXVanguard 500 Index Investor1.000.81-0.11-0.13-0.050.020.720.750.590.53
PENNXRoyce Pennsylvania Mutual Invmt0.811.00-0.23-0.250.03-0.010.590.750.510.47
FIGTXFederated Hermes Short-Interm Govt IS-0.11-0.231.000.780.140.240.390.230.410.39
VUSTXVanguard Long-Term Treasury Inv-0.13-0.250.781.000.110.040.360.240.370.35
^GOLDGold Price Index-0.050.030.140.111.00-0.080.030.480.530.63
CASHXCash0.02-0.010.240.04-0.081.000.07-0.000.020.01
VWINXVanguard Wellesley Income Inv0.720.590.390.360.030.071.000.750.860.79

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
VFINXVanguard 500 Index Investor$38,168
PENNXRoyce Pennsylvania Mutual Invmt$32,490
FIGTXFederated Hermes Short-Interm Govt IS$10,560
VUSTXVanguard Long-Term Treasury Inv$28,040
^GOLDGold Price Index$27,505$26,928$31,704
CASHXCash$598
VWINXVanguard Wellesley Income Inv$100,976$90,285

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
VFINXVanguard 500 Index Investor33.60%
PENNXRoyce Pennsylvania Mutual Invmt35.66%
FIGTXFederated Hermes Short-Interm Govt IS1.84%
VUSTXVanguard Long-Term Treasury Inv7.07%
^GOLDGold Price Index21.83%26.70%38.83%
CASHXCash-0.00%
VWINXVanguard Wellesley Income Inv73.30%61.17%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2Portfolio 3
AverageHighLowAverageHighLowAverageHighLow
1 year8.34%20.00%-7.05%8.22%23.32%-7.01%8.03%21.93%-6.30%
3 years8.11%13.08%2.57%8.08%13.84%2.27%7.87%14.28%1.30%
5 years8.08%11.84%4.05%8.04%10.88%4.19%7.84%10.47%4.01%
7 years8.16%10.04%4.84%8.10%10.33%4.63%7.92%10.13%4.22%
10 years8.28%9.83%6.79%8.20%9.97%6.41%8.07%9.72%6.68%
15 years8.26%9.00%7.00%8.14%8.94%6.84%8.07%8.74%6.94%
Result statistics are based on annualized rolling returns over full calendar year periods