This portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs, and stocks. You can analyze and backtest portfolio returns, risk characteristics, style exposures, and drawdowns. The results cover both returns and fund fundamentals based portfolio style analysis along with risk and return decomposition by each portfolio asset. You can compare up to three different portfolios against the selected benchmark, and you can also specify any periodic contribution or withdrawal cashflows and the preferred portfolio rebalancing strategy.
The related asset class level portfolio modeling tool allows you to analyze and compare asset class level portfolios with a longer time horizon starting from 1972.
| Ticker | Name | Allocation |
|---|---|---|
| DBSDY | DBS | 100.00% |
| Save portfolio » | ||
| Ticker | Name | Allocation |
|---|---|---|
| JPM | J P Morgan Chase & Co | 100.00% |
| Save portfolio » | ||
| Ticker | Name | Allocation |
|---|---|---|
| TD | Toronto Dominion Bank | 100.00% |
| Save portfolio » | ||
| Portfolio | Initial Balance | Final Balance | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | US Mkt Correlation |
|---|---|---|---|---|---|---|---|---|---|---|
| DBS | $10,000 | $32,654 | 5.05% | 35.96% | 100.46% | -50.50% | -75.67% | 0.26 | 0.40 | 0.62 |
| JPM | $10,000 | $84,450 | 9.30% | 31.70% | 60.29% | -30.71% | -64.58% | 0.38 | 0.57 | 0.68 |
| TD | $10,000 | $218,839 | 13.72% | 26.09% | 85.12% | -46.77% | -59.44% | 0.55 | 0.85 | 0.72 |
| Vanguard 500 Index Investor | $10,000 | $77,760 | 8.92% | 15.46% | 33.19% | -37.02% | -50.97% | 0.50 | 0.73 | 0.99 |
| Name | Annualized Return | Annualized Volatility | ||||||
|---|---|---|---|---|---|---|---|---|
| 3 Month | 1 year | 3 year | 5 year | 10 year | Full | 3 year | 5 year | |
| DBS | 29.30% | 1.84% | 5.16% | 14.78% | 9.50% | 5.05% | 30.23% | 27.81% |
| JPM | 33.19% | -5.52% | 9.11% | 17.24% | 14.67% | 9.30% | 27.66% | 24.83% |
| TD | 23.55% | 5.58% | 2.91% | 11.90% | 8.26% | 13.72% | 24.77% | 20.74% |
| Vanguard 500 Index Investor | 12.12% | 18.25% | 14.03% | 15.07% | 13.72% | 8.92% | 18.80% | 15.26% |
| Trailing annualized return and volatility are for full months ending in December 2020 excluding portfolio cashflows. | ||||||||
| Year | Inflation | DBS | JPM | TD | Vanguard 500 Index Investor | DBS (DBSDY) | J P Morgan Chase & Co (JPM) | Toronto Dominion Bank (TD) | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return | Balance | Yield | Income | Return | Balance | Yield | Income | Return | Balance | Yield | Income | Return | Balance | |||||
| 1997 | 1.70% | -36.11% | $6,389 | 0.00% | $0.00 | 25.54% | $12,554 | 2.73% | $273 | 53.20% | $15,320 | 4.62% | $462 | 33.19% | $13,319 | -36.11% | 25.54% | 53.20% |
| 1998 | 1.61% | 2.90% | $6,574 | 0.00% | $0.00 | 32.79% | $16,671 | 2.56% | $321 | -2.99% | $14,862 | 3.60% | $551 | 28.62% | $17,131 | 2.90% | 32.79% | -2.99% |
| 1999 | 2.68% | 81.69% | $11,944 | 0.00% | $0.00 | 11.65% | $18,613 | 2.26% | $376 | 58.52% | $23,559 | 4.37% | $649 | 21.07% | $20,740 | 81.69% | 11.65% | 58.52% |
| 2000 | 3.39% | -31.01% | $8,241 | 0.00% | $0.00 | -10.05% | $16,743 | 2.40% | $447 | 11.29% | $26,219 | 3.61% | $850 | -9.06% | $18,861 | -31.01% | -10.05% | 11.29% |
| 2001 | 1.55% | -33.82% | $5,454 | 0.68% | $55.93 | -17.41% | $13,827 | 2.98% | $499 | -7.40% | $24,279 | 3.92% | $1,029 | -12.02% | $16,594 | -33.82% | -17.41% | -7.40% |
| 2002 | 2.38% | -14.13% | $4,683 | 0.00% | $0.00 | -30.71% | $9,581 | 3.80% | $525 | -11.61% | $21,461 | 4.43% | $1,075 | -22.15% | $12,919 | -14.13% | -30.71% | -11.61% |
| 2003 | 1.88% | 42.25% | $6,661 | 2.77% | $130 | 60.29% | $15,357 | 5.78% | $553 | 61.19% | $34,593 | 5.64% | $1,211 | 28.50% | $16,601 | 42.25% | 60.29% | 61.19% |
| 2004 | 3.26% | 16.80% | $7,781 | 2.30% | $153 | 9.97% | $16,888 | 3.75% | $576 | 29.68% | $44,862 | 4.25% | $1,472 | 10.74% | $18,384 | 16.80% | 9.97% | 29.68% |
| 2005 | 3.42% | 4.65% | $8,142 | 3.90% | $304 | 5.74% | $17,858 | 3.54% | $597 | 30.69% | $58,629 | 3.65% | $1,639 | 4.77% | $19,262 | 4.65% | 5.74% | 30.69% |
| 2006 | 2.54% | 53.97% | $12,537 | 3.51% | $286 | 25.60% | $22,429 | 3.47% | $620 | 16.12% | $68,077 | 2.30% | $1,350 | 15.64% | $22,275 | 53.97% | 25.60% | 16.12% |
| 2007 | 4.08% | 0.70% | $12,625 | 4.28% | $537 | -6.90% | $20,882 | 3.01% | $676 | 20.29% | $81,892 | 3.27% | $2,229 | 5.39% | $23,475 | 0.70% | -6.90% | 20.29% |
| 2008 | 0.09% | -50.50% | $6,249 | 4.03% | $508 | -25.13% | $15,634 | 3.53% | $737 | -46.77% | $43,588 | 3.40% | $2,785 | -37.02% | $14,784 | -50.50% | -25.13% | -46.77% |
| 2009 | 2.72% | 100.46% | $12,528 | 21.43% | $1,339 | 34.36% | $21,006 | 1.69% | $264 | 85.12% | $80,692 | 7.50% | $3,271 | 26.49% | $18,700 | 100.46% | 34.36% | 85.12% |
| 2010 | 1.50% | 5.22% | $13,182 | 2.80% | $350 | 2.30% | $21,490 | 0.48% | $101 | 22.62% | $98,948 | 3.80% | $3,069 | 14.91% | $21,489 | 5.22% | 2.30% | 22.62% |
| 2011 | 2.96% | -17.34% | $10,897 | 5.01% | $660 | -19.97% | $17,197 | 1.90% | $408 | 4.09% | $102,994 | 3.58% | $3,544 | 1.97% | $21,911 | -17.34% | -19.97% | 4.09% |
| 2012 | 1.74% | 43.95% | $15,685 | 5.09% | $555 | 36.18% | $23,419 | 3.50% | $602 | 16.80% | $120,298 | 3.89% | $4,011 | 15.82% | $25,379 | 43.95% | 36.18% | 16.80% |
| 2013 | 1.50% | 14.19% | $17,910 | 3.64% | $572 | 36.71% | $32,016 | 3.13% | $732 | 16.02% | $139,573 | 3.80% | $4,570 | 32.18% | $33,544 | 14.19% | 36.71% | 16.02% |
| 2014 | 0.76% | 18.52% | $21,226 | 3.42% | $612 | 9.88% | $35,180 | 2.69% | $863 | 5.00% | $146,546 | 3.63% | $5,073 | 13.51% | $38,076 | 18.52% | 9.88% | 5.00% |
| 2015 | 0.73% | -22.77% | $16,393 | 2.83% | $600 | 8.37% | $38,123 | 2.71% | $954 | -14.90% | $124,706 | 3.38% | $4,958 | 1.25% | $38,551 | -22.77% | 8.37% | -14.90% |
| 2016 | 2.07% | 6.39% | $17,441 | 3.83% | $629 | 34.57% | $51,301 | 2.82% | $1,074 | 30.99% | $163,348 | 4.21% | $5,250 | 11.82% | $43,107 | 6.39% | 34.57% | 30.99% |
| 2017 | 2.11% | 60.99% | $28,079 | 3.74% | $652 | 26.73% | $65,015 | 2.38% | $1,223 | 22.94% | $200,813 | 3.71% | $6,063 | 21.67% | $52,447 | 60.99% | 26.73% | 22.94% |
| 2018 | 1.91% | -2.46% | $27,388 | 4.80% | $1,346 | -6.65% | $60,694 | 2.34% | $1,521 | -12.10% | $176,505 | 3.52% | $7,072 | -4.52% | $50,074 | -2.46% | -6.65% | -12.10% |
| 2019 | 2.29% | 17.07% | $32,064 | 6.36% | $1,742 | 47.27% | $89,382 | 3.42% | $2,077 | 17.43% | $207,279 | 4.45% | $7,861 | 31.33% | $65,761 | 17.07% | 47.27% | 17.43% |
| 2020 | 1.36% | 1.84% | $32,654 | 2.61% | $838 | -5.52% | $84,450 | 2.62% | $2,338 | 5.58% | $218,839 | 4.20% | $8,699 | 18.25% | $77,760 | 1.84% | -5.52% | 5.58% |
| Year | Month | DBS | JPM | TD | Vanguard 500 Index Investor | DBS (DBSDY) | J P Morgan Chase & Co (JPM) | Toronto Dominion Bank (TD) | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return | Balance | Return | Balance | Return | Balance | Return | Balance | |||||
| 1997 | 1 | 3.70% | $10,370 | 4.16% | $10,416 | 7.84% | $10,784 | 6.22% | $10,622 | 3.70% | 4.16% | 7.84% |
| 1997 | 2 | -6.03% | $9,745 | 8.24% | $11,274 | 2.27% | $11,029 | 0.79% | $10,706 | -6.03% | 8.24% | 2.27% |
| 1997 | 3 | -11.40% | $8,634 | -6.24% | $10,570 | -9.76% | $9,953 | -4.14% | $10,263 | -11.40% | -6.24% | -9.76% |
| 1997 | 4 | 3.49% | $8,935 | -1.21% | $10,443 | 12.44% | $11,191 | 5.96% | $10,874 | 3.49% | -1.21% | 12.44% |
| 1997 | 5 | 5.70% | $9,444 | 2.58% | $10,712 | 7.08% | $11,983 | 6.09% | $11,536 | 5.70% | 2.58% | 7.08% |
| 1997 | 6 | -0.49% | $9,398 | 2.71% | $11,003 | -1.17% | $11,843 | 4.45% | $12,050 | -0.49% | 2.71% | -1.17% |
| 1997 | 7 | 2.71% | $9,653 | 17.73% | $12,953 | 9.07% | $12,917 | 7.97% | $13,010 | 2.71% | 17.73% | 9.07% |
| 1997 | 8 | -20.38% | $7,685 | -2.09% | $12,682 | -6.38% | $12,093 | -5.61% | $12,280 | -20.38% | -2.09% | -6.38% |
| 1997 | 9 | -2.71% | $7,477 | 6.13% | $13,459 | 13.75% | $13,756 | 5.47% | $12,951 | -2.71% | 6.13% | 13.75% |
| 1997 | 10 | -7.74% | $6,898 | -1.67% | $13,235 | 6.96% | $14,713 | -3.35% | $12,518 | -7.74% | -1.67% | 6.96% |
| 1997 | 11 | 0.67% | $6,944 | -5.79% | $12,468 | -2.57% | $14,335 | 4.60% | $13,093 | 0.67% | -5.79% | -2.57% |
| 1997 | 12 | -8.00% | $6,389 | 0.69% | $12,554 | 6.87% | $15,320 | 1.72% | $13,319 | -8.00% | 0.69% | 6.87% |
| 1998 | 1 | -23.55% | $4,884 | -1.56% | $12,358 | -2.32% | $14,964 | 1.11% | $13,467 | -23.55% | -1.56% | -2.32% |
| 1998 | 2 | 22.27% | $5,972 | 15.74% | $14,303 | 15.11% | $17,225 | 7.19% | $14,435 | 22.27% | 15.74% | 15.11% |
| 1998 | 3 | -7.75% | $5,509 | 8.72% | $15,550 | 3.08% | $17,755 | 5.10% | $15,172 | -7.75% | 8.72% | 3.08% |
| 1998 | 4 | -9.24% | $5,000 | 3.26% | $16,058 | 5.33% | $18,702 | 1.01% | $15,325 | -9.24% | 3.26% | 5.33% |
| 1998 | 5 | -10.19% | $4,491 | -1.89% | $15,753 | -1.92% | $18,344 | -1.74% | $15,058 | -10.19% | -1.89% | -1.92% |
| 1998 | 6 | -9.28% | $4,074 | 11.08% | $17,499 | 1.90% | $18,692 | 4.07% | $15,671 | -9.28% | 11.08% | 1.90% |
| 1998 | 7 | -2.84% | $3,958 | 0.64% | $17,612 | -12.83% | $16,294 | -1.05% | $15,506 | -2.84% | 0.64% | -12.83% |
| 1998 | 8 | -36.26% | $2,523 | -30.58% | $12,226 | -35.44% | $10,519 | -14.47% | $13,262 | -36.26% | -30.58% | -35.44% |
| 1998 | 9 | 11.93% | $2,824 | -17.86% | $10,043 | 5.60% | $11,108 | 6.41% | $14,112 | 11.93% | -17.86% | 5.60% |
| 1998 | 10 | 68.85% | $4,769 | 32.82% | $13,339 | 12.68% | $12,516 | 8.16% | $15,264 | 68.85% | 32.82% | 12.68% |
| 1998 | 11 | 19.42% | $5,694 | 11.66% | $14,895 | 11.67% | $13,976 | 6.07% | $16,191 | 19.42% | 11.66% | 11.67% |
| 1998 | 12 | 15.45% | $6,574 | 11.92% | $16,671 | 6.34% | $14,862 | 5.81% | $17,131 | 15.45% | 11.92% | 6.34% |
| 1999 | 1 | -14.79% | $5,602 | 8.91% | $18,155 | 18.79% | $17,655 | 4.20% | $17,851 | -14.79% | 8.91% | 18.79% |
| 1999 | 2 | -5.79% | $5,278 | 3.49% | $18,789 | -1.49% | $17,392 | -3.12% | $17,293 | -5.79% | 3.49% | -1.49% |
| 1999 | 3 | 4.39% | $5,509 | 2.20% | $19,202 | 12.28% | $19,528 | 4.00% | $17,984 | 4.39% | 2.20% | 12.28% |
| 1999 | 4 | 40.34% | $7,731 | 1.91% | $19,568 | 16.33% | $22,716 | 3.85% | $18,677 | 40.34% | 1.91% | 16.33% |
| 1999 | 5 | -3.59% | $7,454 | -12.27% | $17,167 | -0.82% | $22,530 | -2.39% | $18,231 | -3.59% | -12.27% | -0.82% |
| 1999 | 6 | 21.74% | $9,074 | 19.52% | $20,517 | -14.15% | $19,342 | 5.56% | $19,243 | 21.74% | 19.52% | -14.15% |
| 1999 | 7 | 4.08% | $9,444 | -10.49% | $18,366 | -12.50% | $16,925 | -3.13% | $18,641 | 4.08% | -10.49% | -12.50% |
| 1999 | 8 | -9.80% | $8,519 | 8.60% | $19,945 | -1.27% | $16,711 | -0.50% | $18,549 | -9.80% | 8.60% | -1.27% |
| 1999 | 9 | -3.26% | $8,241 | -9.93% | $17,964 | 0.95% | $16,869 | -2.74% | $18,041 | -3.26% | -9.93% | 0.95% |
| 1999 | 10 | -0.56% | $8,194 | 16.37% | $20,904 | 18.27% | $19,951 | 6.33% | $19,182 | -0.56% | 16.37% | 18.27% |
| 1999 | 11 | 17.30% | $9,612 | -11.46% | $18,508 | 4.61% | $20,870 | 2.02% | $19,570 | 17.30% | -11.46% | 4.61% |
| 1999 | 12 | 24.26% | $11,944 | 0.57% | $18,613 | 12.88% | $23,559 | 5.98% | $20,740 | 24.26% | 0.57% | 12.88% |
| 2000 | 1 | -17.05% | $9,907 | 4.46% | $19,444 | -6.48% | $22,032 | -5.03% | $19,696 | -17.05% | 4.46% | -6.48% |
| 2000 | 2 | -8.41% | $9,074 | -1.32% | $19,188 | 0.50% | $22,141 | -1.91% | $19,321 | -8.41% | -1.32% | 0.50% |
| 2000 | 3 | 8.16% | $9,815 | 9.50% | $21,010 | 6.08% | $23,487 | 9.75% | $21,205 | 8.16% | 9.50% | 6.08% |
| 2000 | 4 | 2.83% | $10,093 | -16.82% | $17,476 | -13.35% | $20,351 | -3.00% | $20,569 | 2.83% | -16.82% | -13.35% |
| 2000 | 5 | -29.13% | $7,153 | 3.55% | $18,097 | 6.22% | $21,616 | -2.04% | $20,150 | -29.13% | 3.55% | 6.22% |
| 2000 | 6 | 30.74% | $9,352 | -7.49% | $16,742 | -0.03% | $21,609 | 2.49% | $20,652 | 30.74% | -7.49% | -0.03% |
| 2000 | 7 | -5.45% | $8,843 | 8.87% | $18,227 | -1.80% | $21,221 | -1.50% | $20,343 | -5.45% | 8.87% | -1.80% |
| 2000 | 8 | 2.36% | $9,051 | 12.17% | $20,445 | 19.63% | $25,387 | 6.19% | $21,602 | 2.36% | 12.17% | 19.63% |
| 2000 | 9 | -11.00% | $8,056 | -17.34% | $16,900 | 4.15% | $26,441 | -5.29% | $20,459 | -11.00% | -17.34% | 4.15% |
| 2000 | 10 | 6.90% | $8,611 | -0.80% | $16,766 | -6.57% | $24,704 | -0.43% | $20,372 | 6.90% | -0.80% | -6.57% |
| 2000 | 11 | -5.11% | $8,171 | -18.96% | $13,588 | -5.90% | $23,248 | -7.89% | $18,765 | -5.11% | -18.96% | -5.90% |
| 2000 | 12 | 0.85% | $8,241 | 23.22% | $16,743 | 12.78% | $26,219 | 0.51% | $18,861 | 0.85% | 23.22% | 12.78% |
| 2001 | 1 | 2.25% | $8,426 | 21.79% | $20,391 | 1.69% | $26,662 | 3.55% | $19,530 | 2.25% | 21.79% | 1.69% |
| 2001 | 2 | -1.65% | $8,287 | -15.15% | $17,302 | -9.53% | $24,122 | -9.14% | $17,746 | -1.65% | -15.15% | -9.53% |
| 2001 | 3 | -21.23% | $6,528 | -3.77% | $16,649 | -4.67% | $22,994 | -6.36% | $16,618 | -21.23% | -3.77% | -4.67% |
| 2001 | 4 | -2.13% | $6,389 | 7.76% | $17,941 | 1.11% | $23,250 | 7.77% | $17,909 | -2.13% | 7.76% | 1.11% |
| 2001 | 5 | -8.41% | $5,852 | 2.44% | $18,378 | 2.04% | $23,725 | 0.65% | $18,025 | -8.41% | 2.44% | 2.04% |
| 2001 | 6 | -8.23% | $5,370 | -9.52% | $16,628 | -0.45% | $23,619 | -2.45% | $17,584 | -8.23% | -9.52% | -0.45% |
| 2001 | 7 | 1.72% | $5,463 | -1.91% | $16,311 | 0.04% | $23,628 | -1.00% | $17,409 | 1.72% | -1.91% | 0.04% |
| 2001 | 8 | 6.16% | $5,800 | -9.01% | $14,842 | 4.96% | $24,800 | -6.27% | $16,316 | 6.16% | -9.01% | 4.96% |
| 2001 | 9 | -31.45% | $3,976 | -13.32% | $12,864 | -7.34% | $22,979 | -8.09% | $14,996 | -31.45% | -13.32% | -7.34% |
| 2001 | 10 | 4.71% | $4,163 | 4.56% | $13,451 | -8.57% | $21,010 | 1.90% | $15,280 | 4.71% | 4.56% | -8.57% |
| 2001 | 11 | 10.11% | $4,584 | 6.67% | $14,349 | 11.64% | $23,455 | 7.65% | $16,450 | 10.11% | 6.67% | 11.64% |
| 2001 | 12 | 18.98% | $5,454 | -3.63% | $13,827 | 3.51% | $24,279 | 0.87% | $16,594 | 18.98% | -3.63% | 3.51% |
| 2002 | 1 | 2.74% | $5,603 | -5.45% | $13,074 | 3.92% | $25,232 | -1.47% | $16,349 | 2.74% | -5.45% | 3.92% |
| 2002 | 2 | -3.17% | $5,426 | -14.10% | $11,231 | -1.01% | $24,977 | -1.94% | $16,033 | -3.17% | -14.10% | -1.01% |
| 2002 | 3 | 9.66% | $5,949 | 21.88% | $13,688 | 4.62% | $26,132 | 3.74% | $16,633 | 9.66% | 21.88% | 4.62% |
| 2002 | 4 | -4.09% | $5,706 | -0.59% | $13,608 | -3.03% | $25,341 | -6.07% | $15,622 | -4.09% | -0.59% | -3.03% |
| 2002 | 5 | 4.92% | $5,987 | 2.42% | $13,937 | -4.85% | $24,111 | -0.75% | $15,505 | 4.92% | 2.42% | -4.85% |
| 2002 | 6 | -11.72% | $5,285 | -5.65% | $13,150 | -5.96% | $22,674 | -7.13% | $14,398 | -11.72% | -5.65% | -5.96% |
| 2002 | 7 | -5.31% | $5,005 | -25.61% | $9,782 | -11.62% | $20,040 | -7.72% | $13,287 | -5.31% | -25.61% | -11.62% |
| 2002 | 8 | 1.50% | $5,079 | 5.77% | $10,346 | 6.74% | $21,390 | 0.65% | $13,374 | 1.50% | 5.77% | 6.74% |
| 2002 | 9 | -7.92% | $4,677 | -28.07% | $7,442 | -19.40% | $17,240 | -10.87% | $11,919 | -7.92% | -28.07% | -19.40% |
| 2002 | 10 | 8.52% | $5,076 | 11.30% | $8,284 | 8.63% | $18,729 | 8.78% | $12,966 | 8.52% | 11.30% | 8.63% |
| 2002 | 11 | -6.01% | $4,771 | 21.30% | $10,048 | 12.34% | $21,039 | 5.88% | $13,728 | -6.01% | 21.30% | 12.34% |
| 2002 | 12 | -1.84% | $4,683 | -4.65% | $9,581 | 2.00% | $21,461 | -5.89% | $12,919 | -1.84% | -4.65% | 2.00% |
| 2003 | 1 | -7.11% | $4,350 | -1.45% | $9,442 | -1.57% | $21,124 | -2.62% | $12,580 | -7.11% | -1.45% | -1.57% |
| 2003 | 2 | -5.59% | $4,107 | -2.83% | $9,175 | 5.82% | $22,353 | -1.52% | $12,389 | -5.59% | -2.83% | 5.82% |
| 2003 | 3 | -5.69% | $3,873 | 4.54% | $9,592 | -0.51% | $22,239 | 0.96% | $12,507 | -5.69% | 4.54% | -0.51% |
| 2003 | 4 | -4.26% | $3,708 | 25.46% | $12,034 | 6.45% | $23,674 | 8.25% | $13,540 | -4.26% | 25.46% | 6.45% |
| 2003 | 5 | 16.20% | $4,308 | 11.96% | $13,473 | 9.11% | $25,832 | 5.26% | $14,252 | 16.20% | 11.96% | 9.11% |
| 2003 | 6 | 2.43% | $4,413 | 4.02% | $14,014 | 8.99% | $28,155 | 1.26% | $14,432 | 2.43% | 4.02% | 8.99% |
| 2003 | 7 | 13.39% | $5,004 | 3.56% | $14,514 | -4.14% | $26,989 | 1.74% | $14,684 | 13.39% | 3.56% | -4.14% |
| 2003 | 8 | 10.20% | $5,514 | -2.37% | $14,170 | 5.90% | $28,581 | 1.93% | $14,967 | 10.20% | -2.37% | 5.90% |
| 2003 | 9 | 3.32% | $5,697 | 0.32% | $14,216 | 1.49% | $29,006 | -1.07% | $14,807 | 3.32% | 0.32% | 1.49% |
| 2003 | 10 | 9.98% | $6,266 | 5.59% | $15,010 | 17.63% | $34,120 | 5.64% | $15,642 | 9.98% | 5.59% | 17.63% |
| 2003 | 11 | 1.23% | $6,343 | -1.39% | $14,801 | -5.41% | $32,275 | 0.86% | $15,778 | 1.23% | -1.39% | -5.41% |
| 2003 | 12 | 5.02% | $6,661 | 3.76% | $15,357 | 7.18% | $34,593 | 5.22% | $16,601 | 5.02% | 3.76% | 7.18% |
| 2004 | 1 | 5.64% | $7,037 | 6.86% | $16,411 | -2.09% | $33,869 | 1.82% | $16,904 | 5.64% | 6.86% | -2.09% |
| 2004 | 2 | -4.11% | $6,748 | 5.48% | $17,310 | 2.60% | $34,749 | 1.38% | $17,136 | -4.11% | 5.48% | 2.60% |
| 2004 | 3 | -1.29% | $6,661 | 2.27% | $17,703 | 5.73% | $36,740 | -1.51% | $16,877 | -1.29% | 2.27% | 5.73% |
| 2004 | 4 | -2.46% | $6,497 | -9.64% | $15,997 | -8.22% | $33,719 | -1.58% | $16,611 | -2.46% | -9.64% | -8.22% |
| 2004 | 5 | 0.52% | $6,531 | -2.02% | $15,674 | 4.00% | $35,067 | 1.36% | $16,836 | 0.52% | -2.02% | 4.00% |
| 2004 | 6 | 0.30% | $6,551 | 5.24% | $16,495 | -3.09% | $33,984 | 1.93% | $17,161 | 0.30% | 5.24% | -3.09% |
| 2004 | 7 | 7.89% | $7,068 | -2.86% | $16,024 | 3.60% | $35,209 | -3.31% | $16,593 | 7.89% | -2.86% | 3.60% |
| 2004 | 8 | 1.30% | $7,159 | 6.03% | $16,989 | 4.32% | $36,730 | 0.38% | $16,657 | 1.30% | 6.03% | 4.32% |
| 2004 | 9 | 4.27% | $7,465 | 0.38% | $17,054 | 5.40% | $38,712 | 1.07% | $16,834 | 4.27% | 0.38% | 5.40% |
| 2004 | 10 | -0.66% | $7,416 | -2.01% | $16,710 | 10.72% | $42,861 | 1.51% | $17,089 | -0.66% | -2.01% | 10.72% |
| 2004 | 11 | 3.72% | $7,692 | -2.46% | $16,299 | 0.07% | $42,893 | 4.05% | $17,781 | 3.72% | -2.46% | 0.07% |
| 2004 | 12 | 1.15% | $7,781 | 3.61% | $16,888 | 4.59% | $44,862 | 3.39% | $18,384 | 1.15% | 3.61% | 4.59% |
| 2005 | 1 | -2.28% | $7,603 | -3.46% | $16,304 | -6.62% | $41,892 | -2.45% | $17,933 | -2.28% | -3.46% | -6.62% |
| 2005 | 2 | -5.19% | $7,209 | -2.09% | $15,963 | 5.19% | $44,066 | 2.09% | $18,308 | -5.19% | -2.09% | 5.19% |
| 2005 | 3 | -1.37% | $7,110 | -5.34% | $15,111 | 1.98% | $44,938 | -1.76% | $17,986 | -1.37% | -5.34% | 1.98% |
| 2005 | 4 | -2.50% | $6,932 | 3.60% | $15,656 | -3.29% | $43,460 | -1.91% | $17,642 | -2.50% | 3.60% | -3.29% |
| 2005 | 5 | -2.63% | $6,750 | 0.73% | $15,771 | 6.35% | $46,221 | 3.17% | $18,201 | -2.63% | 0.73% | 6.35% |
| 2005 | 6 | 0.75% | $6,801 | -1.20% | $15,581 | 5.69% | $48,851 | 0.13% | $18,224 | 0.75% | -1.20% | 5.69% |
| 2005 | 7 | 14.84% | $7,810 | 0.46% | $15,652 | 2.47% | $50,055 | 3.71% | $18,900 | 14.84% | 0.46% | 2.47% |
| 2005 | 8 | -3.65% | $7,525 | -3.56% | $15,095 | 3.24% | $51,676 | -0.91% | $18,727 | -3.65% | -3.56% | 3.24% |
| 2005 | 9 | 0.41% | $7,555 | 0.12% | $15,113 | 5.43% | $54,483 | 0.79% | $18,876 | 0.41% | 0.12% | 5.43% |
| 2005 | 10 | -2.83% | $7,341 | 9.02% | $16,476 | -4.08% | $52,263 | -1.68% | $18,559 | -2.83% | 9.02% | -4.08% |
| 2005 | 11 | 8.10% | $7,936 | 4.45% | $17,210 | 9.58% | $57,267 | 3.76% | $19,258 | 8.10% | 4.45% | 9.58% |
| 2005 | 12 | 2.59% | $8,142 | 3.76% | $17,858 | 2.38% | $58,629 | 0.02% | $19,262 | 2.59% | 3.76% | 2.38% |
| 2006 | 1 | 2.27% | $8,327 | 1.01% | $18,038 | 0.83% | $59,118 | 2.65% | $19,771 | 2.27% | 1.01% | 0.83% |
| 2006 | 2 | -1.11% | $8,235 | 3.50% | $18,669 | 8.09% | $63,902 | 0.26% | $19,823 | -1.11% | 3.50% | 8.09% |
| 2006 | 3 | 1.12% | $8,327 | 1.22% | $18,896 | -2.38% | $62,380 | 1.23% | $20,067 | 1.12% | 1.22% | -2.38% |
| 2006 | 4 | 12.03% | $9,329 | 9.86% | $20,758 | 0.32% | $62,582 | 1.33% | $20,335 | 12.03% | 9.86% | 0.32% |
| 2006 | 5 | -1.73% | $9,168 | -6.04% | $19,505 | -2.95% | $60,734 | -2.90% | $19,746 | -1.73% | -6.04% | -2.95% |
| 2006 | 6 | 3.19% | $9,460 | -1.50% | $19,212 | -5.66% | $57,299 | 0.13% | $19,771 | 3.19% | -1.50% | -5.66% |
| 2006 | 7 | 0.77% | $9,533 | 9.48% | $21,034 | 0.95% | $57,841 | 0.61% | $19,891 | 0.77% | 9.48% | 0.95% |
| 2006 | 8 | 0.06% | $9,539 | 0.09% | $21,052 | 12.88% | $65,290 | 2.36% | $20,361 | 0.06% | 0.09% | 12.88% |
| 2006 | 9 | 6.28% | $10,139 | 2.85% | $21,652 | 3.00% | $67,247 | 2.56% | $20,883 | 6.28% | 2.85% | 3.00% |
| 2006 | 10 | 8.92% | $11,043 | 1.75% | $22,030 | -2.05% | $65,871 | 3.25% | $21,562 | 8.92% | 1.75% | -2.05% |
| 2006 | 11 | 4.99% | $11,594 | -2.45% | $21,491 | 1.17% | $66,645 | 1.89% | $21,969 | 4.99% | -2.45% | 1.17% |
| 2006 | 12 | 8.13% | $12,537 | 4.36% | $22,429 | 2.15% | $68,077 | 1.39% | $22,275 | 8.13% | 4.36% | 2.15% |
| 2007 | 1 | -2.79% | $12,187 | 6.19% | $23,817 | -0.29% | $67,877 | 1.49% | $22,607 | -2.79% | 6.19% | -0.29% |
| 2007 | 2 | -1.56% | $11,997 | -3.02% | $23,097 | 0.79% | $68,415 | -1.97% | $22,162 | -1.56% | -3.02% | 0.79% |
| 2007 | 3 | 0.39% | $12,043 | -2.04% | $22,625 | 1.10% | $69,171 | 1.11% | $22,409 | 0.39% | -2.04% | 1.10% |
| 2007 | 4 | 1.52% | $12,226 | 8.44% | $24,535 | 1.95% | $70,520 | 4.42% | $23,399 | 1.52% | 8.44% | 1.95% |
| 2007 | 5 | 12.36% | $13,737 | -0.52% | $24,408 | 13.02% | $79,705 | 3.48% | $24,212 | 12.36% | -0.52% | 13.02% |
| 2007 | 6 | -5.47% | $12,986 | -6.52% | $22,816 | -0.85% | $79,024 | -1.68% | $23,806 | -5.47% | -6.52% | -0.85% |
| 2007 | 7 | 2.77% | $13,345 | -8.46% | $20,885 | -5.71% | $74,515 | -3.08% | $23,072 | 2.77% | -8.46% | -5.71% |
| 2007 | 8 | -13.86% | $11,496 | 1.16% | $21,127 | 6.60% | $79,431 | 1.50% | $23,418 | -13.86% | 1.16% | 6.60% |
| 2007 | 9 | 10.59% | $12,714 | 2.92% | $21,744 | 12.19% | $89,111 | 3.72% | $24,290 | 10.59% | 2.92% | 12.19% |
| 2007 | 10 | 8.63% | $13,811 | 3.40% | $22,484 | -0.94% | $88,273 | 1.58% | $24,673 | 8.63% | 3.40% | -0.94% |
| 2007 | 11 | -10.35% | $12,382 | -2.94% | $21,824 | -0.73% | $87,629 | -4.19% | $23,640 | -10.35% | -2.94% | -0.73% |
| 2007 | 12 | 1.96% | $12,625 | -4.32% | $20,882 | -6.55% | $81,892 | -0.70% | $23,475 | 1.96% | -4.32% | -6.55% |
| 2008 | 1 | -12.78% | $11,011 | 9.57% | $22,880 | -2.40% | $79,928 | -6.02% | $22,063 | -12.78% | 9.57% | -2.40% |
| 2008 | 2 | -1.20% | $10,878 | -14.24% | $19,622 | -0.99% | $79,137 | -3.25% | $21,345 | -1.20% | -14.24% | -0.99% |
| 2008 | 3 | 6.71% | $11,608 | 5.66% | $20,732 | -8.47% | $72,431 | -0.44% | $21,251 | 6.71% | 5.66% | -8.47% |
| 2008 | 4 | 13.52% | $13,176 | 11.85% | $23,190 | 8.16% | $78,343 | 4.85% | $22,283 | 13.52% | 11.85% | 8.16% |
| 2008 | 5 | -1.24% | $13,014 | -9.76% | $20,927 | 9.90% | $86,102 | 1.29% | $22,571 | -1.24% | -9.76% | 9.90% |
| 2008 | 6 | -3.64% | $12,540 | -20.21% | $16,698 | -13.80% | $74,219 | -8.44% | $20,666 | -3.64% | -20.21% | -13.80% |
| 2008 | 7 | -0.18% | $12,517 | 19.74% | $19,994 | -1.49% | $73,110 | -0.83% | $20,494 | -0.18% | 19.74% | -1.49% |
| 2008 | 8 | -8.35% | $11,472 | -5.27% | $18,941 | -4.13% | $70,090 | 1.45% | $20,791 | -8.35% | -5.27% | -4.13% |
| 2008 | 9 | -7.89% | $10,567 | 21.33% | $22,981 | 4.70% | $73,387 | -8.91% | $18,939 | -7.89% | 21.33% | 4.70% |
| 2008 | 10 | -34.84% | $6,885 | -11.00% | $20,454 | -22.11% | $57,162 | -16.79% | $15,759 | -34.84% | -11.00% | -22.11% |
| 2008 | 11 | -16.17% | $5,772 | -23.25% | $15,699 | -25.02% | $42,859 | -7.17% | $14,628 | -16.17% | -23.25% | -25.02% |
| 2008 | 12 | 8.27% | $6,249 | -0.41% | $15,634 | 1.70% | $43,588 | 1.07% | $14,784 | 8.27% | -0.41% | 1.70% |
| 2009 | 1 | 1.90% | $6,368 | -18.11% | $12,803 | -8.80% | $39,754 | -8.41% | $13,540 | 1.90% | -18.11% | -8.80% |
| 2009 | 2 | -14.71% | $5,431 | -10.43% | $11,468 | -9.08% | $36,144 | -10.66% | $12,097 | -14.71% | -10.43% | -9.08% |
| 2009 | 3 | 11.00% | $6,029 | 16.32% | $13,340 | 17.86% | $42,600 | 8.76% | $13,157 | 11.00% | 16.32% | 17.86% |
| 2009 | 4 | 16.42% | $7,019 | 24.37% | $16,591 | 15.57% | $49,231 | 9.56% | $14,415 | 16.42% | 24.37% | 15.57% |
| 2009 | 5 | 30.86% | $9,185 | 11.82% | $18,552 | 29.15% | $63,581 | 5.62% | $15,225 | 30.86% | 11.82% | 29.15% |
| 2009 | 6 | -1.76% | $9,023 | -7.56% | $17,149 | 1.57% | $64,580 | 0.22% | $15,258 | -1.76% | -7.56% | 1.57% |
| 2009 | 7 | 19.17% | $10,752 | 13.48% | $19,460 | 15.75% | $74,753 | 7.58% | $16,414 | 19.17% | 13.48% | 15.75% |
| 2009 | 8 | -7.28% | $9,970 | 12.45% | $21,882 | 5.18% | $78,628 | 3.60% | $17,005 | -7.28% | 12.45% | 5.18% |
| 2009 | 9 | 6.51% | $10,619 | 0.83% | $22,063 | 4.49% | $82,159 | 3.72% | $17,637 | 6.51% | 0.83% | 4.49% |
| 2009 | 10 | -3.03% | $10,297 | -4.56% | $21,056 | -10.37% | $73,642 | -1.87% | $17,308 | -3.03% | -4.56% | -10.37% |
| 2009 | 11 | 14.75% | $11,816 | 1.72% | $21,419 | 10.13% | $81,104 | 5.98% | $18,343 | 14.75% | 1.72% | 10.13% |
| 2009 | 12 | 6.02% | $12,528 | -1.93% | $21,006 | -0.51% | $80,692 | 1.95% | $18,700 | 6.02% | -1.93% | -0.51% |
| 2010 | 1 | -7.16% | $11,631 | -6.44% | $19,653 | -5.13% | $76,554 | -3.60% | $18,026 | -7.16% | -6.44% | -5.13% |
| 2010 | 2 | -2.57% | $11,332 | 7.78% | $21,182 | 8.36% | $82,956 | 3.09% | $18,583 | -2.57% | 7.78% | 8.36% |
| 2010 | 3 | 3.02% | $11,673 | 6.62% | $22,585 | 16.73% | $96,836 | 6.01% | $19,701 | 3.02% | 6.62% | 16.73% |
| 2010 | 4 | 9.15% | $12,741 | -4.74% | $21,513 | 0.64% | $97,460 | 1.58% | $20,012 | 9.15% | -4.74% | 0.64% |
| 2010 | 5 | -11.06% | $11,332 | -7.05% | $19,998 | -8.04% | $89,619 | -8.01% | $18,410 | -11.06% | -7.05% | -8.04% |
| 2010 | 6 | -1.28% | $11,187 | -7.50% | $18,497 | -5.20% | $84,960 | -5.24% | $17,445 | -1.28% | -7.50% | -5.20% |
| 2010 | 7 | 10.49% | $12,360 | 10.18% | $20,380 | 10.67% | $94,026 | 7.00% | $18,666 | 10.49% | 10.18% | 10.67% |
| 2010 | 8 | -3.46% | $11,932 | -9.73% | $18,396 | -5.17% | $89,165 | -4.53% | $17,820 | -3.46% | -9.73% | -5.17% |
| 2010 | 9 | 5.46% | $12,583 | 4.68% | $19,256 | 7.04% | $95,439 | 8.92% | $19,410 | 5.46% | 4.68% | 7.04% |
| 2010 | 10 | 0.35% | $12,627 | -1.00% | $19,063 | 0.73% | $96,139 | 3.79% | $20,145 | 0.35% | -1.00% | 0.73% |
| 2010 | 11 | -1.72% | $12,410 | -0.61% | $18,947 | 0.82% | $96,924 | 0.00% | $20,145 | -1.72% | -0.61% | 0.82% |
| 2010 | 12 | 6.22% | $13,182 | 13.42% | $21,490 | 2.09% | $98,948 | 6.67% | $21,489 | 6.22% | 13.42% | 2.09% |
| 2011 | 1 | 4.70% | $13,801 | 6.06% | $22,792 | 1.62% | $100,547 | 2.36% | $21,995 | 4.70% | 6.06% | 1.62% |
| 2011 | 2 | -5.33% | $13,065 | 3.89% | $23,680 | 11.78% | $112,389 | 3.42% | $22,747 | -5.33% | 3.89% | 11.78% |
| 2011 | 3 | 4.27% | $13,622 | -1.26% | $23,381 | 5.83% | $118,941 | 0.03% | $22,753 | 4.27% | -1.26% | 5.83% |
| 2011 | 4 | 5.38% | $14,355 | -0.49% | $23,267 | -1.47% | $117,197 | 2.95% | $23,423 | 5.38% | -0.49% | -1.47% |
| 2011 | 5 | 0.80% | $14,470 | -5.24% | $22,048 | -0.57% | $116,534 | -1.15% | $23,155 | 0.80% | -5.24% | -0.57% |
| 2011 | 6 | 0.15% | $14,491 | -5.32% | $20,876 | -1.44% | $114,856 | -1.67% | $22,768 | 0.15% | -5.32% | -1.44% |
| 2011 | 7 | 7.48% | $15,574 | -0.60% | $20,750 | -5.17% | $108,915 | -2.05% | $22,302 | 7.48% | -0.60% | -5.17% |
| 2011 | 8 | -12.91% | $13,564 | -7.14% | $19,267 | -1.28% | $107,524 | -5.45% | $21,087 | -12.91% | -7.14% | -1.28% |
| 2011 | 9 | -18.92% | $10,998 | -19.81% | $15,451 | -10.02% | $96,752 | -7.04% | $19,602 | -18.92% | -19.81% | -10.02% |
| 2011 | 10 | 8.34% | $11,915 | 16.36% | $17,978 | 7.12% | $103,642 | 10.91% | $21,741 | 8.34% | 16.36% | 7.12% |
| 2011 | 11 | 2.40% | $12,201 | -10.90% | $16,018 | -5.80% | $97,625 | -0.23% | $21,691 | 2.40% | -10.90% | -5.80% |
| 2011 | 12 | -10.69% | $10,897 | 7.36% | $17,197 | 5.50% | $102,994 | 1.02% | $21,911 | -10.69% | 7.36% | 5.50% |
| 2012 | 1 | 21.15% | $13,201 | 12.98% | $19,430 | 4.00% | $107,110 | 4.46% | $22,889 | 21.15% | 12.98% | 4.00% |
| 2012 | 2 | 5.10% | $13,874 | 5.20% | $20,441 | 5.71% | $113,221 | 4.31% | $23,875 | 5.10% | 5.20% | 5.71% |
| 2012 | 3 | -0.27% | $13,838 | 17.18% | $23,951 | 4.21% | $117,985 | 3.28% | $24,659 | -0.27% | 17.18% | 4.21% |
| 2012 | 4 | 0.24% | $13,871 | -5.91% | $22,537 | 0.26% | $118,286 | -0.64% | $24,501 | 0.24% | -5.91% | 0.26% |
| 2012 | 5 | -7.65% | $12,810 | -22.87% | $17,382 | -9.57% | $106,968 | -6.02% | $23,027 | -7.65% | -22.87% | -9.57% |
| 2012 | 6 | 8.50% | $13,899 | 7.78% | $18,735 | 2.44% | $109,574 | 4.11% | $23,973 | 8.50% | 7.78% | 2.44% |
| 2012 | 7 | 6.64% | $14,821 | 1.60% | $19,034 | 1.35% | $111,051 | 1.37% | $24,301 | 6.64% | 1.60% | 1.35% |
| 2012 | 8 | 0.11% | $14,838 | 3.17% | $19,637 | 4.20% | $115,715 | 2.24% | $24,845 | 0.11% | 3.17% | 4.20% |
| 2012 | 9 | 0.52% | $14,915 | 8.99% | $21,403 | 1.78% | $117,778 | 2.58% | $25,486 | 0.52% | 8.99% | 1.78% |
| 2012 | 10 | -2.36% | $14,563 | 3.72% | $22,199 | -1.48% | $116,033 | -1.86% | $25,012 | -2.36% | 3.72% | -1.48% |
| 2012 | 11 | 4.28% | $15,186 | -1.44% | $21,880 | 2.14% | $118,515 | 0.56% | $25,152 | 4.28% | -1.44% | 2.14% |
| 2012 | 12 | 3.28% | $15,685 | 7.04% | $23,419 | 1.50% | $120,298 | 0.90% | $25,379 | 3.28% | 7.04% | 1.50% |
| 2013 | 1 | -1.49% | $15,452 | 7.72% | $25,228 | -0.03% | $120,259 | 5.18% | $26,692 | -1.49% | 7.72% | -0.03% |
| 2013 | 2 | 1.08% | $15,618 | 3.97% | $26,231 | -1.50% | $118,459 | 1.34% | $27,050 | 1.08% | 3.97% | -1.50% |
| 2013 | 3 | 6.16% | $16,580 | -2.98% | $25,448 | 1.19% | $119,870 | 3.74% | $28,061 | 6.16% | -2.98% | 1.19% |
| 2013 | 4 | 5.11% | $17,427 | 3.93% | $26,447 | -0.70% | $119,036 | 1.91% | $28,597 | 5.11% | 3.93% | -0.70% |
| 2013 | 5 | 0.83% | $17,572 | 11.39% | $29,458 | -1.28% | $117,510 | 2.33% | $29,262 | 0.83% | 11.39% | -1.28% |
| 2013 | 6 | -9.57% | $15,891 | -3.30% | $28,487 | -0.59% | $116,812 | -1.35% | $28,867 | -9.57% | -3.30% | -0.59% |
| 2013 | 7 | 7.78% | $17,127 | 6.33% | $30,290 | 5.75% | $123,533 | 5.07% | $30,331 | 7.78% | 6.33% | 5.75% |
| 2013 | 8 | -4.79% | $16,306 | -9.33% | $27,464 | 1.59% | $125,500 | -2.91% | $29,448 | -4.79% | -9.33% | 1.59% |
| 2013 | 9 | 6.15% | $17,310 | 2.30% | $28,094 | 5.22% | $132,045 | 3.12% | $30,367 | 6.15% | 2.30% | 5.22% |
| 2013 | 10 | 2.96% | $17,821 | 0.44% | $28,217 | 2.87% | $135,841 | 4.59% | $31,760 | 2.96% | 0.44% | 2.87% |
| 2013 | 11 | 1.59% | $18,105 | 11.02% | $31,327 | -0.34% | $135,382 | 3.03% | $32,722 | 1.59% | 11.02% | -0.34% |
| 2013 | 12 | -1.08% | $17,910 | 2.20% | $32,016 | 3.10% | $139,573 | 2.51% | $33,544 | -1.08% | 2.20% | 3.10% |
| 2014 | 1 | -5.77% | $16,877 | -4.72% | $30,506 | -7.47% | $129,153 | -3.47% | $32,381 | -5.77% | -4.72% | -7.47% |
| 2014 | 2 | 1.68% | $17,161 | 2.64% | $31,311 | 4.87% | $135,443 | 4.56% | $33,857 | 1.68% | 2.64% | 4.87% |
| 2014 | 3 | -0.50% | $17,075 | 6.85% | $33,454 | 3.57% | $140,283 | 0.82% | $34,136 | -0.50% | 6.85% | 3.57% |
| 2014 | 4 | 4.46% | $17,838 | -7.21% | $31,042 | 3.36% | $144,995 | 0.72% | $34,383 | 4.46% | -7.21% | 3.36% |
| 2014 | 5 | 1.94% | $18,184 | -0.73% | $30,814 | 3.12% | $149,517 | 2.33% | $35,186 | 1.94% | -0.73% | 3.12% |
| 2014 | 6 | -0.33% | $18,123 | 3.69% | $31,951 | 3.67% | $155,005 | 2.05% | $35,908 | -0.33% | 3.69% | 3.67% |
| 2014 | 7 | 7.78% | $19,534 | 0.78% | $32,201 | 2.50% | $158,886 | -1.39% | $35,410 | 7.78% | 0.78% | 2.50% |
| 2014 | 8 | 0.37% | $19,606 | 3.09% | $33,195 | 0.73% | $160,041 | 3.98% | $36,820 | 0.37% | 3.09% | 0.73% |
| 2014 | 9 | 0.56% | $19,715 | 1.33% | $33,636 | -6.16% | $150,189 | -1.41% | $36,300 | 0.56% | 1.33% | -6.16% |
| 2014 | 10 | 0.22% | $19,760 | 1.08% | $34,000 | 0.60% | $151,086 | 2.42% | $37,179 | 0.22% | 1.08% | 0.60% |
| 2014 | 11 | 4.87% | $20,722 | -0.53% | $33,820 | 2.50% | $154,858 | 2.68% | $38,177 | 4.87% | -0.53% | 2.50% |
| 2014 | 12 | 2.44% | $21,226 | 4.02% | $35,180 | -5.37% | $146,546 | -0.26% | $38,076 | 2.44% | 4.02% | -5.37% |
| 2015 | 1 | -6.01% | $19,951 | -12.55% | $30,766 | -15.92% | $123,215 | -3.02% | $36,927 | -6.01% | -12.55% | -15.92% |
| 2015 | 2 | -1.45% | $19,661 | 12.69% | $34,670 | 10.09% | $135,651 | 5.74% | $39,046 | -1.45% | 12.69% | 10.09% |
| 2015 | 3 | 3.04% | $20,258 | -1.14% | $34,274 | -2.28% | $132,557 | -1.59% | $38,424 | 3.04% | -1.14% | -2.28% |
| 2015 | 4 | 8.28% | $21,934 | 5.12% | $36,029 | 8.74% | $144,137 | 0.95% | $38,789 | 8.28% | 5.12% | 8.74% |
| 2015 | 5 | -5.52% | $20,723 | 3.98% | $37,464 | -5.61% | $136,049 | 1.27% | $39,282 | -5.52% | 3.98% | -5.61% |
| 2015 | 6 | 2.82% | $21,308 | 3.01% | $38,592 | -2.43% | $132,739 | -1.93% | $38,523 | 2.82% | 3.01% | -2.43% |
| 2015 | 7 | -2.21% | $20,838 | 1.79% | $39,283 | -4.02% | $127,405 | 2.08% | $39,324 | -2.21% | 1.79% | -4.02% |
| 2015 | 8 | -14.98% | $17,717 | -6.46% | $36,743 | -1.51% | $125,482 | -6.05% | $36,946 | -14.98% | -6.46% | -1.51% |
| 2015 | 9 | -9.77% | $15,986 | -4.88% | $34,949 | -0.95% | $124,284 | -2.48% | $36,028 | -9.77% | -4.88% | -0.95% |
| 2015 | 10 | 7.38% | $17,165 | 6.14% | $37,096 | 5.08% | $130,596 | 8.42% | $39,063 | 7.38% | 6.14% | 5.08% |
| 2015 | 11 | -4.31% | $16,425 | 3.78% | $38,499 | -0.49% | $129,959 | 0.29% | $39,175 | -4.31% | 3.78% | -0.49% |
| 2015 | 12 | -0.19% | $16,393 | -0.97% | $38,123 | -4.04% | $124,706 | -1.59% | $38,551 | -0.19% | -0.97% | -4.04% |
| 2016 | 1 | -15.16% | $13,908 | -9.27% | $34,591 | -2.45% | $121,655 | -4.98% | $36,632 | -15.16% | -9.27% | -2.45% |
| 2016 | 2 | -2.07% | $13,620 | -5.38% | $32,730 | 2.17% | $124,291 | -0.15% | $36,579 | -2.07% | -5.38% | 2.17% |
| 2016 | 3 | 16.93% | $15,926 | 5.19% | $34,428 | 11.56% | $138,662 | 6.78% | $39,058 | 16.93% | 5.19% | 11.56% |
| 2016 | 4 | -0.22% | $15,891 | 7.51% | $37,015 | 4.21% | $144,497 | 0.37% | $39,204 | -0.22% | 7.51% | 4.21% |
| 2016 | 5 | 2.32% | $16,259 | 3.28% | $38,227 | -2.02% | $141,574 | 1.78% | $39,903 | 2.32% | 3.28% | -2.02% |
| 2016 | 6 | 3.57% | $16,839 | -4.80% | $36,394 | -1.54% | $139,399 | 0.25% | $40,002 | 3.57% | -4.80% | -1.54% |
| 2016 | 7 | -1.23% | $16,632 | 3.75% | $37,759 | 2.51% | $142,895 | 3.68% | $41,473 | -1.23% | 3.75% | 2.51% |
| 2016 | 8 | -3.41% | $16,064 | 5.52% | $39,843 | 2.36% | $146,273 | 0.13% | $41,527 | -3.41% | 5.52% | 2.36% |
| 2016 | 9 | 3.64% | $16,648 | -1.35% | $39,306 | -0.45% | $145,617 | 0.01% | $41,530 | 3.64% | -1.35% | -0.45% |
| 2016 | 10 | -5.27% | $15,772 | 4.76% | $41,177 | 3.17% | $150,238 | -1.83% | $40,769 | -5.27% | 4.76% | 3.17% |
| 2016 | 11 | 13.06% | $17,832 | 15.75% | $47,663 | 4.43% | $156,892 | 3.70% | $42,277 | 13.06% | 15.75% | 4.43% |
| 2016 | 12 | -2.19% | $17,441 | 7.63% | $51,301 | 4.11% | $163,348 | 1.96% | $43,107 | -2.19% | 7.63% | 4.11% |
| 2017 | 1 | 13.19% | $19,742 | -1.38% | $50,592 | 5.78% | $172,794 | 1.88% | $43,918 | 13.19% | -1.38% | 5.78% |
| 2017 | 2 | -0.81% | $19,581 | 7.08% | $54,173 | -0.33% | $172,227 | 3.96% | $45,659 | -0.81% | 7.08% | -0.33% |
| 2017 | 3 | 3.84% | $20,334 | -3.07% | $52,511 | -2.93% | $167,187 | 0.10% | $45,704 | 3.84% | -3.07% | -2.93% |
| 2017 | 4 | -0.31% | $20,272 | -0.39% | $52,307 | -5.14% | $158,594 | 1.02% | $46,170 | -0.31% | -0.39% | -5.14% |
| 2017 | 5 | 7.93% | $21,878 | -5.57% | $49,391 | 1.30% | $160,649 | 1.39% | $46,813 | 7.93% | -5.57% | 1.30% |
| 2017 | 6 | 2.46% | $22,415 | 11.26% | $54,952 | 5.62% | $169,675 | 0.61% | $47,099 | 2.46% | 11.26% | 5.62% |
| 2017 | 7 | 6.03% | $23,768 | 0.98% | $55,490 | 3.25% | $175,182 | 2.04% | $48,061 | 6.03% | 0.98% | 3.25% |
| 2017 | 8 | -3.56% | $22,922 | -0.99% | $54,940 | 4.02% | $182,217 | 0.29% | $48,202 | -3.56% | -0.99% | 4.02% |
| 2017 | 9 | 1.05% | $23,163 | 5.08% | $57,733 | 4.96% | $191,259 | 2.06% | $49,195 | 1.05% | 5.08% | 4.96% |
| 2017 | 10 | 8.00% | $25,017 | 5.95% | $61,166 | 1.89% | $194,883 | 2.32% | $50,335 | 8.00% | 5.95% | 1.89% |
| 2017 | 11 | 10.03% | $27,526 | 3.89% | $63,544 | 0.16% | $195,191 | 3.06% | $51,875 | 10.03% | 3.89% | 0.16% |
| 2017 | 12 | 2.01% | $28,079 | 2.32% | $65,015 | 2.88% | $200,813 | 1.10% | $52,447 | 2.01% | 2.32% | 2.88% |
| 2018 | 1 | 7.55% | $30,200 | 8.72% | $70,683 | 4.65% | $210,154 | 5.71% | $55,443 | 7.55% | 8.72% | 4.65% |
| 2018 | 2 | 7.91% | $32,588 | -0.15% | $70,580 | -4.67% | $200,339 | -3.69% | $53,394 | 7.91% | -0.15% | -4.67% |
| 2018 | 3 | -1.88% | $31,975 | -4.79% | $67,200 | -1.93% | $196,469 | -2.56% | $52,030 | -1.88% | -4.79% | -1.93% |
| 2018 | 4 | 9.80% | $35,108 | -0.59% | $66,806 | -0.30% | $195,869 | 0.37% | $52,224 | 9.80% | -0.59% | -0.30% |
| 2018 | 5 | -7.23% | $32,571 | -1.63% | $65,719 | 3.99% | $203,683 | 2.39% | $53,475 | -7.23% | -1.63% | 3.99% |
| 2018 | 6 | -7.42% | $30,154 | -2.63% | $63,993 | -0.91% | $201,834 | 0.61% | $53,798 | -7.42% | -2.63% | -0.91% |
| 2018 | 7 | 0.99% | $30,453 | 10.91% | $70,976 | 3.19% | $208,266 | 3.71% | $55,794 | 0.99% | 10.91% | 3.19% |
| 2018 | 8 | -6.48% | $28,480 | -0.32% | $70,748 | 2.23% | $212,911 | 3.25% | $57,605 | -6.48% | -0.32% | 2.23% |
| 2018 | 9 | 5.12% | $29,937 | -1.52% | $69,673 | 0.50% | $213,967 | 0.55% | $57,924 | 5.12% | -1.52% | 0.50% |
| 2018 | 10 | -10.67% | $26,743 | -2.71% | $67,782 | -7.98% | $196,882 | -6.85% | $53,957 | -10.67% | -2.71% | -7.98% |
| 2018 | 11 | 4.61% | $27,977 | 1.99% | $69,131 | -0.29% | $196,314 | 2.03% | $55,051 | 4.61% | 1.99% | -0.29% |
| 2018 | 12 | -2.11% | $27,388 | -12.20% | $60,694 | -10.09% | $176,505 | -9.04% | $50,074 | -2.11% | -12.20% | -10.09% |
| 2019 | 1 | 2.35% | $28,032 | 6.90% | $64,880 | 14.36% | $201,857 | 8.00% | $54,081 | 2.35% | 6.90% | 14.36% |
| 2019 | 2 | 2.89% | $28,841 | 0.83% | $65,419 | 1.90% | $205,693 | 3.20% | $55,812 | 2.89% | 0.83% | 1.90% |
| 2019 | 3 | 1.72% | $29,336 | -3.00% | $63,457 | -5.32% | $194,759 | 1.94% | $56,893 | 1.72% | -3.00% | -5.32% |
| 2019 | 4 | 11.72% | $32,773 | 15.51% | $73,298 | 5.91% | $206,275 | 4.04% | $59,192 | 11.72% | 15.51% | 5.91% |
| 2019 | 5 | -12.68% | $28,616 | -8.69% | $66,925 | -4.07% | $197,875 | -6.36% | $55,424 | -12.68% | -8.69% | -4.07% |
| 2019 | 6 | 8.92% | $31,169 | 5.51% | $70,614 | 6.79% | $211,308 | 7.03% | $59,322 | 8.92% | 5.51% | 6.79% |
| 2019 | 7 | -0.74% | $30,938 | 4.49% | $73,786 | 1.10% | $213,640 | 1.43% | $60,168 | -0.74% | 4.49% | 1.10% |
| 2019 | 8 | -6.67% | $28,874 | -5.29% | $69,881 | -7.27% | $198,103 | -1.59% | $59,211 | -6.67% | -5.29% | -7.27% |
| 2019 | 9 | 3.07% | $29,761 | 7.13% | $74,861 | 7.51% | $212,982 | 1.86% | $60,312 | 3.07% | 7.13% | 7.51% |
| 2019 | 10 | 4.82% | $31,195 | 6.99% | $80,098 | -1.05% | $210,750 | 2.15% | $61,611 | 4.82% | 6.99% | -1.05% |
| 2019 | 11 | -1.89% | $30,605 | 5.48% | $84,484 | 1.28% | $213,446 | 3.62% | $63,842 | -1.89% | 5.48% | 1.28% |
| 2019 | 12 | 4.77% | $32,064 | 5.80% | $89,382 | -2.89% | $207,279 | 3.01% | $65,761 | 4.77% | 5.80% | -2.89% |
| 2020 | 1 | -5.26% | $30,377 | -4.43% | $85,420 | -0.55% | $206,136 | -0.05% | $65,728 | -5.26% | -4.43% | -0.55% |
| 2020 | 2 | -4.83% | $28,910 | -12.28% | $74,933 | -6.61% | $192,521 | -8.24% | $60,311 | -4.83% | -12.28% | -6.61% |
| 2020 | 3 | -25.67% | $21,488 | -22.46% | $58,102 | -17.86% | $158,127 | -12.37% | $52,849 | -25.67% | -22.46% | -17.86% |
| 2020 | 4 | 8.10% | $23,229 | 7.50% | $62,462 | -0.16% | $157,871 | 12.81% | $59,621 | 8.10% | 7.50% | -0.16% |
| 2020 | 5 | -0.44% | $23,128 | 1.62% | $63,473 | 2.47% | $161,764 | 4.76% | $62,457 | -0.44% | 1.62% | 2.47% |
| 2020 | 6 | 9.92% | $25,423 | -3.34% | $61,353 | 4.23% | $168,604 | 1.98% | $63,692 | 9.92% | -3.34% | 4.23% |
| 2020 | 7 | -4.90% | $24,176 | 3.74% | $63,648 | 0.60% | $169,622 | 5.63% | $67,276 | -4.90% | 3.74% | 0.60% |
| 2020 | 8 | 7.92% | $26,091 | 3.67% | $65,986 | 12.60% | $190,997 | 7.18% | $72,104 | 7.92% | 3.67% | 12.60% |
| 2020 | 9 | -3.20% | $25,256 | -3.91% | $63,404 | -7.26% | $177,130 | -3.81% | $69,356 | -3.20% | -3.91% | -7.26% |
| 2020 | 10 | 0.83% | $25,464 | 2.76% | $65,157 | -3.15% | $171,557 | -2.67% | $67,504 | 0.83% | 2.76% | -3.15% |
| 2020 | 11 | 26.06% | $32,100 | 20.24% | $78,342 | 21.48% | $208,405 | 10.94% | $74,886 | 26.06% | 20.24% | 21.48% |
| 2020 | 12 | 1.73% | $32,654 | 7.80% | $84,450 | 5.01% | $218,839 | 3.84% | $77,760 | 1.73% | 7.80% | 5.01% |
| Ticker | Name | Category | Weight | Yield | Return Contribution | Risk Contribution |
|---|---|---|---|---|---|---|
| DBSDY | DBS | Banks | 100.00% | 2.49% | $22,654 | 100.00% |
| Ticker | Name | Category | Weight | Yield | Return Contribution | Risk Contribution |
|---|---|---|---|---|---|---|
| JPM | J P Morgan Chase & Co | Financial Services / Banks - Diversified | 100.00% | 2.38% | $74,450 | 100.00% |
| Ticker | Name | Category | Weight | Yield | Return Contribution | Risk Contribution |
|---|---|---|---|---|---|---|
| TD | Toronto Dominion Bank | Financial Services / Banks - Diversified | 100.00% | 3.78% | $208,839 | 100.00% |
| Metric | DBS | JPM | TD | Vanguard 500 Index Investor |
|---|---|---|---|---|
| Arithmetic Mean (monthly) | 0.94% | 1.17% | 1.37% | 0.82% |
| Arithmetic Mean (annualized) | 11.85% | 14.95% | 17.68% | 10.23% |
| Geometric Mean (monthly) | 0.41% | 0.74% | 1.08% | 0.71% |
| Geometric Mean (annualized) | 5.05% | 9.30% | 13.72% | 8.92% |
| Volatility (monthly) | 10.38% | 9.15% | 7.53% | 4.46% |
| Volatility (annualized) | 35.96% | 31.70% | 26.09% | 15.46% |
| Downside Deviation (monthly) | 6.51% | 6.04% | 4.82% | 3.00% |
| Max. Drawdown | -75.67% | -64.58% | -59.44% | -50.97% |
| US Market Correlation | 0.62 | 0.68 | 0.72 | 0.99 |
| Beta(*) | 1.41 | 1.41 | 1.20 | 1.00 |
| Alpha (annualized) | -2.54% | 0.23% | 4.68% | 0.00% |
| R2 | 36.69% | 47.22% | 50.31% | 100.00% |
| Sharpe Ratio | 0.26 | 0.38 | 0.55 | 0.50 |
| Sortino Ratio | 0.40 | 0.57 | 0.85 | 0.73 |
| Treynor Ratio (%) | 6.56 | 8.52 | 12.02 | 7.78 |
| Calmar Ratio | 0.13 | 0.26 | 0.11 | 0.71 |
| Active Return | -3.87% | 0.38% | 4.80% | N/A |
| Tracking Error | 29.30% | 23.88% | 18.64% | N/A |
| Information Ratio | -0.13 | 0.02 | 0.26 | N/A |
| Skewness | 0.83 | -0.19 | -0.37 | -0.59 |
| Excess Kurtosis | 7.82 | 1.38 | 2.84 | 1.05 |
| Historical Value-at-Risk (5%) | -14.41% | -14.19% | -9.93% | -7.53% |
| Analytical Value-at-Risk (5%) | -16.14% | -13.88% | -11.02% | -6.53% |
| Conditional Value-at-Risk (5%) | -22.29% | -20.76% | -16.30% | -9.94% |
| Upside Capture Ratio (%) | 122.92 | 141.48 | 133.63 | 100.00 |
| Downside Capture Ratio (%) | 144.62 | 144.49 | 116.08 | 100.00 |
| Safe Withdrawal Rate | 3.49% | 7.12% | 16.69% | 7.53% |
| Perpetual Withdrawal Rate | 2.82% | 6.59% | 10.23% | 6.27% |
| Positive Periods | 160 out of 288 (55.56%) | 163 out of 288 (56.60%) | 170 out of 288 (59.03%) | 187 out of 288 (64.93%) |
| Gain/Loss Ratio | 1.05 | 1.08 | 1.14 | 0.86 |
| * Vanguard 500 Index Investor is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values. | ||||
| Stress Period | Start | End | DBS | JPM | TD | Vanguard 500 Index Investor |
|---|---|---|---|---|---|---|
| Asian Crisis | Jul 1997 | Jan 1998 | -49.40% | -8.18% | -6.38% | -5.61% |
| Russian Debt Default | Jul 1998 | Oct 1998 | -38.07% | -42.98% | -43.72% | -15.38% |
| Dotcom Crash | Mar 2000 | Oct 2002 | -60.61% | -64.58% | -35.34% | -44.82% |
| Subprime Crisis | Nov 2007 | Mar 2009 | -60.67% | -50.55% | -59.05% | -50.97% |
| Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
|---|---|---|---|---|---|---|---|
| 1 | Feb 1997 | Aug 1998 | 1 year 7 months | Dec 1999 | 1 year 4 months | 2 years 11 months | -75.67% |
| 2 | Jan 2000 | Apr 2003 | 3 years 4 months | Dec 2006 | 3 years 8 months | 7 years | -68.96% |
| 3 | Nov 2007 | Feb 2009 | 1 year 4 months | Apr 2011 | 2 years 2 months | 3 years 6 months | -60.67% |
| 4 | May 2018 | Mar 2020 | 1 year 11 months | -38.79% | |||
| 5 | May 2015 | Feb 2016 | 10 months | Jun 2017 | 1 year 4 months | 2 years 2 months | -37.91% |
| 6 | Aug 2011 | Dec 2011 | 5 months | Dec 2012 | 1 year | 1 year 5 months | -30.04% |
| 7 | Jun 2007 | Aug 2007 | 3 months | Oct 2007 | 2 months | 5 months | -16.31% |
| 8 | Jun 2013 | Jun 2013 | 1 month | Oct 2013 | 4 months | 5 months | -9.57% |
| 9 | Jan 2015 | Feb 2015 | 2 months | Apr 2015 | 2 months | 4 months | -7.38% |
| 10 | Dec 2013 | Jan 2014 | 2 months | May 2014 | 4 months | 6 months | -6.78% |
| Worst 10 drawdowns included above | |||||||
| Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
|---|---|---|---|---|---|---|---|
| 1 | Apr 2000 | Sep 2002 | 2 years 6 months | Jul 2006 | 3 years 10 months | 6 years 4 months | -64.58% |
| 2 | May 2007 | Feb 2009 | 1 year 10 months | Jan 2013 | 3 years 11 months | 5 years 9 months | -53.26% |
| 3 | Aug 1998 | Sep 1998 | 2 months | Jan 1999 | 4 months | 6 months | -42.98% |
| 4 | Jan 2020 | Mar 2020 | 3 months | -35.00% | |||
| 5 | Aug 2015 | Feb 2016 | 7 months | Aug 2016 | 6 months | 1 year 1 month | -16.68% |
| 6 | Aug 2018 | Dec 2018 | 5 months | Apr 2019 | 4 months | 9 months | -14.49% |
| 7 | Jan 2015 | Jan 2015 | 1 month | Apr 2015 | 3 months | 4 months | -12.55% |
| 8 | Jul 1999 | Sep 1999 | 3 months | Oct 1999 | 1 month | 4 months | -12.45% |
| 9 | May 1999 | May 1999 | 1 month | Jun 1999 | 1 month | 2 months | -12.27% |
| 10 | Nov 1999 | Nov 1999 | 1 month | Mar 2000 | 4 months | 5 months | -11.46% |
| Worst 10 drawdowns included above | |||||||
| Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
|---|---|---|---|---|---|---|---|
| 1 | Oct 2007 | Feb 2009 | 1 year 5 months | Mar 2010 | 1 year 1 month | 2 years 6 months | -59.44% |
| 2 | May 1998 | Aug 1998 | 4 months | Mar 1999 | 7 months | 11 months | -43.75% |
| 3 | Feb 2001 | Sep 2002 | 1 year 8 months | Jun 2003 | 9 months | 2 years 5 months | -35.34% |
| 4 | May 1999 | Aug 1999 | 4 months | Dec 1999 | 4 months | 8 months | -26.44% |
| 5 | Oct 2018 | Apr 2020 | 1 year 7 months | Dec 2020 | 8 months | 2 years 3 months | -26.22% |
| 6 | Sep 2014 | Jan 2016 | 1 year 5 months | Dec 2016 | 11 months | 2 years 4 months | -23.99% |
| 7 | Apr 2011 | Sep 2011 | 6 months | Dec 2012 | 1 year 3 months | 1 year 9 months | -18.66% |
| 8 | Jan 2000 | Apr 2000 | 4 months | Aug 2000 | 4 months | 8 months | -13.61% |
| 9 | May 2010 | Jun 2010 | 2 months | Dec 2010 | 6 months | 8 months | -12.83% |
| 10 | Oct 2000 | Nov 2000 | 2 months | Jan 2001 | 2 months | 4 months | -12.08% |
| Worst 10 drawdowns included above | |||||||
| Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
|---|---|---|---|---|---|---|---|
| 1 | Nov 2007 | Feb 2009 | 1 year 4 months | Aug 2012 | 3 years 6 months | 4 years 10 months | -50.97% |
| 2 | Sep 2000 | Sep 2002 | 2 years 1 month | Nov 2006 | 4 years 2 months | 6 years 3 months | -44.82% |
| 3 | Jan 2020 | Mar 2020 | 3 months | Jul 2020 | 4 months | 7 months | -19.63% |
| 4 | Jul 1998 | Aug 1998 | 2 months | Nov 1998 | 3 months | 5 months | -15.38% |
| 5 | Oct 2018 | Dec 2018 | 3 months | Apr 2019 | 4 months | 7 months | -13.55% |
| 6 | Aug 2015 | Sep 2015 | 2 months | May 2016 | 8 months | 10 months | -8.38% |
| 7 | Jan 2000 | Feb 2000 | 2 months | Mar 2000 | 1 month | 3 months | -6.84% |
| 8 | Sep 2020 | Oct 2020 | 2 months | Nov 2020 | 1 month | 3 months | -6.38% |
| 9 | May 2019 | May 2019 | 1 month | Jun 2019 | 1 month | 2 months | -6.36% |
| 10 | Jul 1999 | Sep 1999 | 3 months | Nov 1999 | 2 months | 5 months | -6.25% |
| Worst 10 drawdowns included above | |||||||
| Ticker | Name | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | US Mkt Correlation |
|---|---|---|---|---|---|---|---|---|---|
| DBSDY | DBS | 5.05% | 35.96% | 100.46% | -50.50% | -75.67% | 0.26 | 0.40 | 0.62 |
| JPM | J P Morgan Chase & Co | 9.30% | 31.70% | 60.29% | -30.71% | -64.58% | 0.38 | 0.57 | 0.68 |
| TD | Toronto Dominion Bank | 13.72% | 26.09% | 85.12% | -46.77% | -59.44% | 0.55 | 0.85 | 0.72 |
| Ticker | Name | DBSDY | JPM | TD | DBS | JPM | TD | Vanguard 500 Index Investor |
|---|---|---|---|---|---|---|---|---|
| DBSDY | DBS | 1.00 | 0.42 | 0.49 | 1.00 | 0.42 | 0.49 | 0.61 |
| JPM | J P Morgan Chase & Co | 0.42 | 1.00 | 0.60 | 0.42 | 1.00 | 0.60 | 0.69 |
| TD | Toronto Dominion Bank | 0.49 | 0.60 | 1.00 | 0.49 | 0.60 | 1.00 | 0.71 |
| Ticker | Name | DBS | JPM | TD |
|---|---|---|---|---|
| DBSDY | DBS | $22,654 | ||
| JPM | J P Morgan Chase & Co | $74,450 | ||
| TD | Toronto Dominion Bank | $208,839 |
| Ticker | Name | DBS | JPM | TD |
|---|---|---|---|---|
| DBSDY | DBS | 100.00% | ||
| JPM | J P Morgan Chase & Co | 100.00% | ||
| TD | Toronto Dominion Bank | 100.00% |
| Roll Period | DBS | JPM | TD | Vanguard 500 Index Investor | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Average | High | Low | Average | High | Low | Average | High | Low | Average | High | Low | |
| 1 year | 11.01% | 237.61% | -67.17% | 10.96% | 91.01% | -44.04% | 15.37% | 129.51% | -54.33% | 9.19% | 53.61% | -43.32% |
| 3 years | 7.96% | 36.70% | -28.38% | 8.40% | 31.95% | -26.55% | 13.50% | 46.75% | -17.30% | 7.35% | 27.53% | -16.14% |
| 5 years | 7.18% | 28.87% | -12.31% | 7.65% | 24.43% | -11.17% | 13.08% | 38.89% | 0.79% | 6.61% | 22.85% | -6.73% |
| 7 years | 7.88% | 19.29% | -5.64% | 7.86% | 24.01% | -1.67% | 13.51% | 25.53% | 3.39% | 6.87% | 17.12% | -3.94% |
| 10 years | 8.09% | 18.17% | -0.96% | 7.20% | 19.02% | -4.82% | 13.46% | 21.39% | 4.94% | 6.50% | 16.52% | -3.51% |
| 15 years | 8.08% | 16.17% | 0.57% | 7.39% | 14.63% | 2.60% | 13.46% | 17.97% | 8.18% | 6.59% | 10.39% | 3.64% |