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 Analysis Results (Jan 1993 - Sep 2020)

Portfolio Allocations

RikaTillsammans (US edition)
Ticker Name Allocation
VTSMX Vanguard Total Stock Mkt Idx Inv 25.00%
^GOLD Gold Price Index 25.00%
CASHX Cash 25.00%
VUSTX Vanguard Long-Term Treasury Inv 25.00%
Save portfolio »
Nyborjarportfoljen (US edition)
Ticker Name Allocation
VTSMX Vanguard Total Stock Mkt Idx Inv 55.00%
VBMFX Vanguard Total Bond Market Index Inv 15.00%
^GOLD Gold Price Index 15.00%
CASHX Cash 15.00%
Save portfolio »
Globala barnportfoljen (US edition)
Ticker Name Allocation
VTSMX Vanguard Total Stock Mkt Idx Inv 75.00%
VBMFX Vanguard Total Bond Market Index Inv 10.00%
^GOLD Gold Price Index 15.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
RikaTillsammans (US edition)$10,000$66,591 7.07% 5.97%17.68%-3.31%-13.36% 0.781.280.53
Nyborjarportfoljen (US edition)$10,000$81,159 7.84% 8.61%22.98%-19.74%-27.61% 0.650.950.95
Globala barnportfoljen (US edition)$10,000$112,079 9.10% 11.52%28.46%-27.49%-37.85% 0.610.890.98
Vanguard Total Stock Mkt Idx Inv$10,000$129,651 9.67% 15.02%35.79%-37.04%-50.89% 0.530.771.00
   

Trailing Returns

Trailing Returns
Name3 MonthYTD1 year3 year5 year10 yearFull
RikaTillsammans (US edition)3.99%13.12%14.97%9.87%8.75%6.63%7.07%
Nyborjarportfoljen (US edition)6.15%7.87%13.55%9.63%10.11%8.78%7.84%
Globala barnportfoljen (US edition)7.95%8.55%16.13%11.42%12.47%11.18%9.10%
Vanguard Total Stock Mkt Idx Inv9.18%5.42%14.88%11.53%13.56%13.36%9.67%
Trailing returns are for full months ending in September 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 September
  • 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 semi-annual rebalancing of portfolio assets to match the specified allocation
Annual returns for the configured portfolios
YearInflationReturnBalanceVanguard Total Stock Mkt Idx Inv (VTSMX)Gold Price Index (^GOLD)Cash (CASHX)Vanguard Long-Term Treasury Inv (VUSTX)Vanguard Total Bond Market Index Inv (VBMFX)
RikaTillsammans (US edition)Nyborjarportfoljen (US edition)Globala barnportfoljen (US edition)Vanguard Total Stock Mkt Idx InvRikaTillsammans (US edition)Nyborjarportfoljen (US edition)Globala barnportfoljen (US edition)Vanguard Total Stock Mkt Idx Inv
19932.75%12.01%10.41%11.61%10.62%$11,201$11,041$11,161$11,06210.62%17.68%3.05%16.79%9.68%
19942.67%-1.28%-0.16%-0.69%-0.17%$11,057$11,023$11,084$11,044-0.17%-2.17%4.20%-7.04%-2.66%
19952.54%17.68%22.98%28.46%35.79%$13,012$13,557$14,239$14,99635.79%0.98%5.71%30.09%18.18%
19963.32%4.94%11.93%15.18%20.96%$13,656$15,175$16,401$18,13920.96%-4.59%5.17%-1.26%3.58%
19971.70%6.39%15.22%20.14%30.99%$14,528$17,484$19,704$23,76130.99%-21.41%5.22%13.90%9.44%
19981.61%9.96%14.52%18.01%23.26%$15,976$20,023$23,253$29,28923.26%-0.83%4.97%13.05%8.58%
19992.68%5.06%13.70%17.84%23.81%$16,784$22,767$27,401$36,26423.81%0.85%4.77%-8.66%-0.76%
20003.39%2.15%-4.15%-7.68%-10.57%$17,145$21,822$25,298$32,429-10.57%-5.44%5.99%19.72%11.39%
20011.55%-0.64%-4.26%-7.38%-10.97%$17,035$20,893$23,431$28,873-10.97%0.75%3.70%4.31%8.43%
20022.38%5.01%-6.98%-11.83%-20.96%$17,889$19,434$20,660$22,821-20.96%25.57%1.65%16.67%8.26%
20031.88%13.70%20.76%26.86%31.35%$20,340$23,470$26,208$29,97631.35%19.89%1.04%2.68%3.97%
20043.26%6.44%8.41%10.52%12.51%$21,649$25,444$28,964$33,72812.51%4.65%1.32%7.12%4.24%
20053.42%8.53%6.81%7.40%5.98%$23,496$27,177$31,108$35,7455.98%17.77%3.14%6.61%2.40%
20062.54%11.45%13.47%15.69%15.51%$26,186$30,839$35,988$41,28915.51%23.20%4.82%1.74%4.27%
20074.08%12.93%9.69%9.78%5.49%$29,573$33,827$39,509$43,5565.49%31.92%4.56%9.24%6.92%
20080.09%-2.90%-19.74%-27.49%-37.04%$28,714$27,150$28,650$27,424-37.04%4.32%1.53%22.52%5.05%
20092.72%9.89%20.31%25.85%28.70%$31,554$32,663$36,057$35,29428.70%25.04%0.16%-12.05%5.93%
20101.50%14.33%15.24%18.30%17.09%$36,076$37,642$42,655$41,32717.09%29.24%0.14%8.93%6.42%
20112.96%9.94%3.06%2.84%0.96%$39,664$38,795$43,867$41,7240.96%8.93%0.07%29.28%7.56%
20121.74%6.94%10.71%13.79%16.25%$42,417$42,949$49,918$48,50616.25%8.26%0.08%3.47%4.05%
20131.50%-2.54%12.95%19.73%33.35%$41,342$48,509$59,766$64,68233.35%-27.33%0.05%-13.03%-2.26%
20140.76%9.36%7.74%9.95%12.43%$45,212$52,263$65,713$72,72112.43%0.12%0.03%25.28%5.76%
20150.73%-3.31%-1.64%-1.61%0.29%$43,715$51,406$64,656$72,9350.29%-12.11%0.05%-1.54%0.30%
20162.07%6.29%9.02%11.43%12.53%$46,464$56,045$72,045$82,07612.53%8.10%0.30%1.20%2.50%
20172.11%10.69%13.99%17.98%21.05%$51,432$63,883$84,997$99,35521.05%12.66%0.88%8.58%3.46%
20181.91%-1.45%-2.65%-3.98%-5.26%$50,687$62,191$81,612$94,132-5.26%-0.93%1.90%-1.90%-0.13%
20192.29%16.13%20.98%26.51%30.65%$58,865$75,239$103,248$122,98330.65%18.43%2.13%14.13%8.61%
20201.29%13.12%7.87%8.55%5.42%$66,591$81,159$112,079$129,6515.42%24.57%0.42%21.51%6.92%
Annual returns for 2020 are based on partial year data
Monthly returns for the configured portfolios
YearMonthReturnBalanceVanguard Total Stock Mkt Idx Inv (VTSMX)Gold Price Index (^GOLD)Cash (CASHX)Vanguard Long-Term Treasury Inv (VUSTX)Vanguard Total Bond Market Index Inv (VBMFX)
RikaTillsammans (US edition)Nyborjarportfoljen (US edition)Globala barnportfoljen (US edition)Vanguard Total Stock Mkt Idx InvRikaTillsammans (US edition)Nyborjarportfoljen (US edition)Globala barnportfoljen (US edition)Vanguard Total Stock Mkt Idx Inv
199310.85%0.75%0.83%1.01%$10,085$10,075$10,083$10,1011.01%-0.74%0.26%2.85%1.79%
199320.78%0.46%0.41%0.46%$10,163$10,122$10,125$10,1480.46%-0.86%0.24%3.20%1.96%
199331.48%1.91%2.34%2.46%$10,314$10,314$10,362$10,3982.46%3.11%0.25%0.19%0.37%
199340.76%-0.67%-1.29%-2.77%$10,392$10,246$10,228$10,110-2.77%4.88%0.24%0.76%0.74%
199352.57%2.72%3.28%3.03%$10,659$10,525$10,564$10,4163.03%6.53%0.24%0.38%0.14%
199361.32%0.65%0.63%0.55%$10,799$10,593$10,630$10,4730.55%0.26%0.26%4.17%1.80%
199371.88%0.91%0.78%-0.27%$11,002$10,689$10,713$10,445-0.27%6.16%0.25%1.39%0.61%
199380.06%1.24%1.90%3.93%$11,009$10,821$10,917$10,8563.93%-7.52%0.25%3.99%1.69%
19939-0.89%-0.52%-0.58%0.01%$10,911$10,765$10,854$10,8560.01%-4.32%0.25%0.33%0.40%
1993101.57%1.55%1.83%1.64%$11,081$10,932$11,052$11,0351.64%3.97%0.24%0.62%0.30%
199311-0.91%-0.96%-1.27%-1.62%$10,980$10,827$10,911$10,856-1.62%0.35%0.25%-2.48%-0.97%
1993122.01%1.98%2.29%1.90%$11,201$11,041$11,161$11,0621.90%5.62%0.26%0.42%0.48%
199410.51%1.41%1.92%3.08%$11,258$11,196$11,375$11,4033.08%-3.54%0.25%2.23%1.39%
19942-1.30%-1.35%-1.74%-2.24%$11,112$11,046$11,178$11,148-2.24%0.97%0.25%-3.99%-1.78%
19943-1.51%-2.47%-3.29%-4.44%$10,944$10,773$10,810$10,652-4.44%2.00%0.28%-3.82%-2.30%
19944-0.85%-0.09%0.08%0.89%$10,852$10,763$10,819$10,7480.89%-3.28%0.29%-1.29%-0.83%
199450.95%1.02%1.17%0.97%$10,955$10,873$10,945$10,8520.97%2.96%0.32%-0.47%0.00%
19946-0.74%-1.44%-2.04%-2.73%$10,873$10,716$10,722$10,556-2.73%0.17%0.35%-0.81%-0.18%
199471.32%1.86%2.33%3.08%$11,017$10,915$10,972$10,8813.08%-1.09%0.35%2.94%1.84%
199481.15%2.59%3.40%4.39%$11,143$11,198$11,345$11,3604.39%0.46%0.36%-0.67%0.14%
19949-0.57%-0.87%-1.22%-1.85%$11,080$11,101$11,207$11,149-1.85%2.36%0.38%-3.00%-1.44%
199410-0.28%0.51%0.76%1.55%$11,048$11,157$11,292$11,3221.55%-2.79%0.39%-0.36%-0.07%
199411-0.75%-2.06%-2.83%-3.65%$10,965$10,927$10,973$10,909-3.65%-0.20%0.42%0.62%-0.18%
1994120.84%0.88%1.02%1.23%$11,057$11,023$11,084$11,0441.23%0.04%0.47%1.62%0.80%
199510.78%1.24%1.51%2.20%$11,143$11,160$11,252$11,2872.20%-2.18%0.47%2.62%1.90%
199521.94%2.70%3.33%4.04%$11,360$11,462$11,627$11,7434.04%0.40%0.49%2.73%2.17%
199531.98%2.25%2.67%2.65%$11,585$11,720$11,937$12,0552.65%4.14%0.48%0.72%0.67%
199541.05%1.60%1.95%2.51%$11,706$11,907$12,170$12,3572.51%-0.57%0.48%1.65%1.31%
199552.62%2.43%2.84%3.48%$12,012$12,197$12,516$12,7873.48%-1.40%0.48%7.52%3.95%
199561.37%1.98%2.45%2.98%$12,177$12,438$12,823$13,1682.98%0.72%0.47%1.13%0.66%
199570.53%2.10%2.85%4.02%$12,242$12,699$13,188$13,6974.02%-0.96%0.46%-1.40%-0.25%
199580.83%0.80%0.89%1.07%$12,344$12,800$13,305$13,8441.07%-0.26%0.46%2.05%1.18%
199591.60%2.30%2.90%3.61%$12,541$13,095$13,691$14,3443.61%0.43%0.44%1.81%0.95%
1995100.45%-0.44%-0.80%-1.17%$12,598$13,037$13,581$14,177-1.17%-0.35%0.44%2.97%1.47%
1995112.10%2.82%3.51%4.17%$12,863$13,405$14,057$14,7684.17%1.35%0.45%2.31%1.44%
1995121.16%1.13%1.29%1.54%$13,012$13,557$14,239$14,9961.54%-0.21%0.45%2.70%1.44%
199611.95%2.34%2.78%2.66%$13,267$13,874$14,635$15,3952.66%4.79%0.42%-0.05%0.63%
19962-1.01%0.51%0.86%1.62%$13,133$13,944$14,760$15,6441.62%-1.21%0.41%-4.93%-1.76%
19963-0.34%0.43%0.63%1.14%$13,088$14,004$14,853$15,8231.14%-1.07%0.41%-1.98%-0.77%
199640.00%1.16%1.59%2.41%$13,088$14,165$15,090$16,2042.41%-1.27%0.42%-1.78%-0.49%
199650.67%1.52%1.99%2.66%$13,175$14,381$15,390$16,6352.66%-0.19%0.42%-0.46%-0.17%
19966-0.19%-0.56%-0.84%-0.84%$13,150$14,301$15,261$16,495-0.84%-2.19%0.42%2.14%1.27%
19967-1.03%-2.72%-3.87%-5.37%$13,015$13,911$14,670$15,609-5.37%0.86%0.42%-0.05%0.25%
199680.60%1.74%2.31%3.09%$13,093$14,154$15,009$16,0923.09%0.30%0.44%-1.29%-0.16%
199691.63%2.95%3.88%5.38%$13,306$14,571$15,591$16,9585.38%-1.93%0.43%2.79%1.70%
1996101.47%1.20%1.32%1.43%$13,502$14,746$15,797$17,2011.43%0.13%0.41%3.88%2.21%
1996112.14%3.80%5.01%6.81%$13,791$15,307$16,589$18,3726.81%-2.16%0.42%3.24%1.76%
199612-0.98%-0.87%-1.13%-1.27%$13,656$15,175$16,401$18,139-1.27%-0.55%0.42%-2.38%-0.85%
19971-0.30%2.14%3.15%5.46%$13,615$15,499$16,918$19,1295.46%-6.43%0.43%-0.65%0.25%
199720.94%0.54%0.45%-0.11%$13,743$15,583$16,994$19,109-0.11%3.79%0.42%-0.11%0.11%
19973-2.33%-3.01%-3.90%-4.45%$13,423$15,114$16,331$18,258-4.45%-2.91%0.43%-2.29%-0.97%
199741.29%2.46%3.23%4.50%$13,596$15,486$16,858$19,0794.50%-2.30%0.44%2.35%1.49%
199752.60%4.44%5.75%7.10%$13,950$16,173$17,828$20,4347.10%1.60%0.43%0.98%0.87%
199761.01%2.34%3.09%4.37%$14,091$16,552$18,379$21,3264.37%-3.20%0.40%1.78%1.16%
199772.77%4.39%5.74%7.77%$14,481$17,279$19,434$22,9837.77%-2.45%0.43%5.34%2.80%
19978-1.60%-2.22%-2.97%-3.72%$14,249$16,896$18,857$22,129-3.72%-0.31%0.43%-2.57%-0.85%
199792.75%3.80%4.81%5.77%$14,642$17,538$19,765$23,4065.77%2.07%0.43%2.63%1.45%
199710-1.53%-2.54%-3.32%-3.40%$14,418$17,093$19,109$22,611-3.40%-6.23%0.41%2.99%1.45%
1997110.24%1.36%1.95%3.33%$14,453$17,325$19,482$23,3643.33%-4.69%0.43%1.27%0.33%
1997120.52%0.91%1.14%1.70%$14,528$17,484$19,704$23,7611.70%-2.22%0.43%1.66%1.04%
199811.96%1.26%1.22%0.44%$14,813$17,705$19,944$23,8660.44%5.05%0.44%1.91%1.32%
199821.10%3.68%5.08%7.34%$14,975$18,356$20,957$25,6197.34%-2.44%0.43%-0.75%-0.10%
199831.77%3.15%4.05%5.06%$15,240$18,933$21,806$26,9165.06%1.21%0.44%0.14%0.33%
199841.29%1.22%1.34%1.10%$15,437$19,165$22,099$27,2111.10%3.22%0.42%0.40%0.51%
19985-1.58%-2.16%-2.77%-2.71%$15,193$18,750$21,486$26,473-2.71%-5.50%0.41%1.83%1.02%
199861.85%2.33%2.92%3.54%$15,473$19,187$22,114$27,4113.54%0.92%0.41%2.35%0.81%
19987-1.22%-1.53%-2.06%-2.27%$15,285$18,893$21,658$26,788-2.27%-2.51%0.42%-0.51%0.23%
19988-3.87%-8.99%-12.32%-15.65%$14,693$17,196$18,990$22,595-15.65%-5.35%0.42%4.83%1.90%
199894.28%4.94%6.25%6.68%$15,321$18,044$20,176$24,1046.68%7.48%0.40%3.29%1.96%
1998101.17%3.75%5.28%7.51%$15,500$18,720$21,242$25,9157.51%-0.53%0.36%-1.69%-0.55%
1998111.98%3.55%4.73%6.17%$15,807$19,384$22,248$27,5146.17%0.82%0.36%0.88%0.49%
1998121.07%3.30%4.52%6.45%$15,976$20,023$23,253$29,2896.45%-2.34%0.37%-0.16%0.38%
199911.04%2.05%2.69%3.65%$16,142$20,435$23,879$30,3573.65%-0.83%0.37%0.98%0.79%
19992-1.91%-2.21%-2.91%-3.73%$15,833$19,984$23,183$29,225-3.73%0.58%0.37%-4.76%-1.77%
199930.34%1.91%2.61%3.93%$15,887$20,365$23,788$30,3753.93%-2.65%0.38%-0.34%0.56%
199941.98%3.10%3.96%4.68%$16,202$20,997$24,730$31,7954.68%2.56%0.37%0.19%0.40%
19995-2.38%-2.10%-2.49%-2.00%$15,816$20,555$24,114$31,160-2.00%-6.28%0.37%-1.68%-0.88%
199960.57%2.54%3.54%5.16%$15,906$21,077$24,967$32,7685.16%-2.83%0.38%-1.05%-0.50%
19997-1.36%-2.07%-2.75%-3.20%$15,689$20,641$24,282$31,721-3.20%-2.07%0.39%-0.58%-0.39%
19998-0.33%-0.50%-0.74%-0.92%$15,637$20,538$24,102$31,430-0.92%-0.31%0.39%-0.49%-0.08%
199994.04%1.54%0.94%-2.44%$16,270$20,855$24,329$30,663-2.44%17.35%0.41%0.91%1.26%
1999101.57%3.39%4.57%6.29%$16,526$21,562$25,441$32,5916.29%0.03%0.40%0.12%0.33%
1999110.06%1.46%2.07%3.42%$16,536$21,876$25,967$33,7063.42%-2.59%0.42%-0.59%0.02%
1999121.50%4.07%5.52%7.59%$16,784$22,767$27,401$36,2647.59%-0.38%0.43%-1.60%-0.48%
20001-1.22%-2.62%-3.51%-4.18%$16,579$22,170$26,438$34,747-4.18%-2.39%0.43%1.25%-0.17%
200022.40%2.18%2.57%2.54%$16,976$22,653$27,118$35,6312.54%3.65%0.47%2.96%1.18%
200030.87%2.50%3.49%5.69%$17,124$23,218$28,066$37,6575.69%-5.76%0.47%3.14%1.40%
20004-1.52%-3.00%-4.09%-5.21%$16,863$22,521$26,916$35,696-5.21%-0.61%0.48%-0.66%-0.49%
20005-1.08%-1.96%-2.72%-3.41%$16,682$22,079$26,183$34,480-3.41%-1.02%0.48%-0.46%-0.16%
200063.17%3.64%4.39%4.42%$17,210$22,883$27,332$36,0044.42%5.84%0.46%2.30%2.15%
20007-0.99%-1.46%-1.97%-1.95%$17,040$22,548$26,793$35,301-1.95%-3.96%0.48%1.49%0.88%
200082.49%4.29%5.62%7.28%$17,464$23,515$28,299$37,8717.28%0.09%0.51%2.08%1.40%
20009-1.59%-2.61%-3.65%-4.67%$17,187$22,902$27,265$36,102-4.67%-1.21%0.52%-0.85%0.76%
200010-0.78%-1.44%-1.96%-2.04%$17,054$22,573$26,731$35,364-2.04%-3.34%0.51%1.57%0.57%
200011-1.13%-4.85%-7.05%-9.90%$16,861$21,478$24,847$31,862-9.90%1.74%0.52%2.99%1.58%
2000121.68%1.60%1.81%1.78%$17,145$21,822$25,298$32,4291.78%1.99%0.51%2.45%1.79%
200110.24%1.90%2.50%3.83%$17,186$22,236$25,931$33,6713.83%-3.63%0.48%0.28%1.76%
20012-1.69%-4.96%-6.94%-9.41%$16,896$21,133$24,130$30,501-9.41%0.83%0.41%1.80%0.91%
20013-2.49%-3.95%-5.43%-6.72%$16,476$20,298$22,821$28,451-6.72%-3.37%0.40%-0.60%0.54%
200141.80%4.54%6.23%8.16%$16,772$21,219$24,243$30,7748.16%2.11%0.35%-2.56%-0.46%
200150.79%0.95%1.08%1.01%$16,903$21,421$24,504$31,0851.01%1.65%0.32%0.21%0.73%
200160.16%-0.58%-0.98%-1.64%$16,930$21,298$24,263$30,577-1.64%1.16%0.30%0.76%0.52%
200170.12%-0.82%-1.32%-1.71%$16,950$21,123$23,942$30,053-1.71%-1.74%0.30%3.61%2.23%
20018-0.22%-2.66%-3.97%-6.00%$16,912$20,561$22,992$28,249-6.00%2.67%0.29%2.02%1.11%
200190.08%-3.39%-5.31%-9.00%$16,926$19,863$21,772$25,707-9.00%7.36%0.28%0.88%0.89%
2001100.62%0.74%1.10%2.52%$17,031$20,010$22,012$26,3552.52%-4.90%0.20%5.12%1.86%
200111-0.03%3.46%5.08%7.63%$17,025$20,703$23,131$28,3677.63%-1.17%0.17%-5.07%-1.34%
2001120.06%0.92%1.30%1.78%$17,035$20,893$23,431$28,8731.78%0.36%0.15%-1.82%-0.58%
200210.55%-0.24%-0.55%-1.24%$17,129$20,842$23,302$28,514-1.24%2.10%0.14%1.20%0.69%
200221.15%-0.17%-0.64%-2.05%$17,326$20,807$23,152$27,931-2.05%5.15%0.14%1.24%0.85%
200230.51%2.39%3.31%4.38%$17,415$21,303$23,919$29,1534.38%1.53%0.15%-3.86%-1.46%
200240.33%-2.04%-3.11%-4.90%$17,472$20,869$23,176$27,725-4.90%2.26%0.15%3.73%1.69%
200251.47%0.50%0.21%-1.22%$17,729$20,974$23,224$27,388-1.22%5.97%0.15%0.39%0.80%
20026-1.85%-4.04%-5.48%-7.06%$17,401$20,126$21,950$25,453-7.06%-2.48%0.14%1.76%0.29%
20027-2.32%-4.97%-6.62%-8.02%$16,997$19,125$20,497$23,412-8.02%-4.35%0.14%2.93%0.48%
200281.94%0.97%0.98%0.53%$17,327$19,311$20,699$23,5360.53%2.68%0.14%4.28%1.66%
20029-0.36%-4.53%-6.69%-10.07%$17,265$18,436$19,313$21,167-10.07%3.48%0.14%4.02%1.53%
2002100.30%3.39%4.98%7.65%$17,316$19,060$20,276$22,7857.65%-2.10%0.13%-2.84%-0.61%
2002111.30%3.28%4.52%6.06%$17,541$19,685$21,192$24,1666.06%0.68%0.12%-0.98%0.02%
2002121.99%-1.27%-2.51%-5.57%$17,889$19,434$20,660$22,821-5.57%8.82%0.10%4.05%2.07%
200310.74%-0.50%-1.02%-2.54%$18,022$19,338$20,448$22,241-2.54%5.85%0.10%-0.45%0.05%
20032-1.07%-1.56%-1.98%-1.69%$17,829$19,037$20,043$21,866-1.69%-5.46%0.10%3.03%1.38%
20033-0.92%0.02%0.23%1.09%$17,665$19,041$20,089$22,1031.09%-3.63%0.10%-1.13%-0.13%
200342.41%4.70%6.31%8.21%$18,091$19,935$21,356$23,9188.21%0.57%0.09%0.91%0.87%
200354.80%4.76%5.85%6.11%$18,958$20,883$22,606$25,3786.11%7.32%0.09%5.67%1.82%
20036-1.03%0.19%0.47%1.43%$18,764$20,923$22,713$25,7421.43%-4.26%0.09%-1.48%-0.13%
20037-0.90%1.19%1.81%2.36%$18,594$21,171$23,125$26,3492.36%2.53%0.07%-8.57%-3.34%
200382.49%2.32%2.75%2.39%$19,056$21,663$23,760$26,9782.39%5.88%0.08%1.43%0.61%
200391.76%0.27%-0.10%-1.15%$19,392$21,722$23,737$26,669-1.15%3.30%0.08%5.07%2.71%
2003100.82%3.16%4.38%6.12%$19,552$22,408$24,777$28,3006.12%-0.45%0.08%-2.58%-0.96%
2003111.29%1.32%1.55%1.38%$19,804$22,703$25,161$28,6911.38%3.13%0.08%0.31%0.27%
2003122.70%3.38%4.16%4.48%$20,340$23,470$26,208$29,9764.48%4.49%0.08%1.23%0.88%
200410.02%0.77%1.17%2.23%$20,345$23,651$26,513$30,6452.23%-3.96%0.08%1.74%0.86%
200420.65%0.82%1.05%1.43%$20,477$23,846$26,791$31,0831.43%-0.98%0.08%1.96%1.03%
200431.78%0.52%0.25%-1.07%$20,841$23,970$26,857$30,750-1.07%7.04%0.08%1.45%0.80%
20044-3.99%-2.79%-3.08%-2.11%$20,009$23,301$26,029$30,102-2.11%-8.31%0.08%-5.52%-2.61%
200450.51%0.87%1.15%1.35%$20,112$23,504$26,329$30,5071.35%1.22%0.08%-0.56%-0.43%
200460.93%1.36%1.73%2.09%$20,299$23,822$26,785$31,1442.09%0.65%0.09%0.87%0.56%
20047-0.82%-2.10%-2.92%-3.80%$20,132$23,323$26,002$29,960-3.80%-1.11%0.11%1.52%0.96%
200481.98%1.10%1.05%0.31%$20,531$23,579$26,276$30,0530.31%4.05%0.12%3.39%1.94%
200491.21%1.30%1.63%1.74%$20,781$23,886$26,703$30,5761.74%2.06%0.13%0.94%0.16%
2004101.42%1.43%1.70%1.68%$21,077$24,227$27,157$31,0891.68%2.38%0.14%1.46%0.85%
2004112.28%3.47%4.42%4.68%$21,556$25,067$28,357$32,5454.68%6.54%0.16%-2.25%-0.81%
2004120.43%1.51%2.14%3.63%$21,649$25,444$28,964$33,7283.63%-3.93%0.18%2.22%0.92%
20051-0.75%-1.81%-2.41%-2.68%$21,487$24,983$28,268$32,825-2.68%-3.09%0.18%2.59%0.65%
200521.01%1.53%1.95%2.07%$21,704$25,366$28,820$33,5052.07%3.15%0.21%-1.24%-0.63%
20053-1.02%-1.27%-1.63%-1.75%$21,482$25,043$28,349$32,920-1.75%-1.83%0.23%-0.76%-0.49%
200540.78%-0.74%-1.31%-2.32%$21,649$24,858$27,978$32,155-2.32%1.92%0.23%3.22%1.35%
200550.40%1.47%2.14%3.77%$21,736$25,225$28,577$33,3673.77%-4.88%0.24%2.55%1.05%
200561.99%1.36%1.46%0.81%$22,169$25,566$28,994$33,6380.81%5.47%0.25%1.64%0.55%
20057-0.02%1.87%2.70%4.11%$22,165$26,044$29,777$35,0184.11%-1.85%0.26%-2.58%-0.99%
200580.77%-0.15%-0.44%-0.94%$22,335$26,006$29,645$34,688-0.94%0.99%0.28%2.87%1.36%
200591.87%1.71%1.88%0.86%$22,753$26,450$30,203$34,9850.86%9.23%0.29%-2.78%-1.10%
200510-0.95%-1.19%-1.56%-1.86%$22,536$26,136$29,733$34,333-1.86%-0.53%0.29%-1.74%-0.81%
2005112.61%3.13%3.84%3.97%$23,125$26,955$30,876$35,6963.97%5.29%0.33%0.57%0.48%
2005121.60%0.83%0.75%0.14%$23,496$27,177$31,108$35,7450.14%3.50%0.32%2.33%0.99%
200613.45%3.59%4.24%3.50%$24,307$28,153$32,428$36,9963.50%10.87%0.33%-0.90%-0.11%
20062-0.32%-0.25%-0.32%0.00%$24,229$28,082$32,324$36,9960.00%-2.24%0.37%0.81%0.37%
200630.95%1.64%1.98%1.80%$24,460$28,542$32,965$37,6631.80%4.68%0.38%-3.39%-1.00%
200642.82%2.36%2.52%1.11%$25,150$29,217$33,795$38,0811.11%10.65%0.38%-1.96%-0.21%
20065-0.31%-1.48%-2.15%-3.23%$25,072$28,785$33,070$36,849-3.23%1.40%0.39%-0.03%-0.09%
20066-1.51%-0.93%-0.95%0.17%$24,693$28,519$32,755$36,9130.17%-6.05%0.40%0.71%0.10%
200671.30%0.66%0.50%-0.13%$25,015$28,706$32,920$36,864-0.13%3.10%0.41%1.84%1.35%
200681.00%1.35%1.67%2.31%$25,265$29,095$33,470$37,7172.31%-1.42%0.42%2.74%1.64%
200690.11%0.85%1.20%2.27%$25,292$29,342$33,872$38,5722.27%-3.89%0.41%1.58%0.81%
2006101.38%2.25%2.85%3.53%$25,641$30,002$34,839$39,9343.53%0.75%0.40%0.77%0.72%
2006112.86%2.49%2.80%2.23%$26,374$30,748$35,814$40,8262.23%7.11%0.42%1.91%1.11%
200612-0.72%0.29%0.49%1.13%$26,186$30,839$35,988$41,2891.13%-2.27%0.41%-2.14%-0.48%
200711.09%1.52%1.84%1.88%$26,472$31,308$36,650$42,0641.88%2.93%0.41%-0.85%-0.08%
200720.95%-0.29%-0.74%-1.61%$26,724$31,218$36,378$41,386-1.61%2.11%0.42%2.93%1.50%
20073-0.00%0.61%0.77%1.11%$26,723$31,410$36,657$41,8441.11%-0.37%0.42%-1.13%0.02%
200741.90%2.69%3.40%4.01%$27,231$32,254$37,903$43,5234.01%2.30%0.41%0.86%0.51%
20075-0.12%1.58%2.29%3.69%$27,198$32,765$38,771$45,1283.69%-2.64%0.40%-1.93%-0.78%
20076-0.88%-1.14%-1.50%-1.67%$26,958$32,392$38,191$44,374-1.67%-1.30%0.39%-0.88%-0.39%
200770.42%-1.35%-2.13%-3.41%$27,071$31,956$37,378$42,861-3.41%2.31%0.39%2.39%0.84%
200781.20%1.20%1.37%1.45%$27,396$32,340$37,889$43,4831.45%0.98%0.40%1.97%1.34%
200793.69%3.74%4.39%3.59%$28,406$33,550$39,551$45,0453.59%10.57%0.33%0.21%0.72%
2007102.56%2.22%2.49%1.85%$29,134$34,293$40,535$45,8791.85%6.26%0.31%1.40%0.93%
200711-0.08%-2.21%-3.22%-4.49%$29,110$33,534$39,229$43,820-4.49%-0.76%0.32%4.59%1.91%
2007121.59%0.87%0.72%-0.60%$29,573$33,827$39,509$43,556-0.60%6.41%0.26%-0.48%0.22%
200811.89%-1.44%-2.78%-6.08%$30,132$33,340$38,410$40,907-6.08%10.73%0.28%2.64%1.69%
200820.84%-0.68%-1.31%-3.07%$30,385$33,115$37,906$39,651-3.07%5.23%0.16%0.35%0.19%
20083-0.95%-0.93%-1.10%-0.58%$30,098$32,808$37,491$39,420-0.58%-3.91%0.15%1.02%0.30%
20084-1.17%1.39%2.37%5.02%$29,747$33,264$38,381$41,3995.02%-6.70%0.11%-1.84%-0.30%
200850.42%1.28%1.73%2.09%$29,873$33,689$39,044$42,2662.09%1.69%0.12%-2.13%-0.79%
20086-0.16%-3.56%-5.22%-8.19%$29,824$32,488$37,004$38,803-8.19%5.02%0.15%1.80%-0.01%
20087-0.41%-0.60%-0.77%-0.77%$29,702$32,294$36,718$38,505-0.77%-1.32%0.16%0.30%0.00%
20088-1.41%-0.38%-0.12%1.58%$29,283$32,170$36,672$39,1141.58%-9.26%0.14%1.80%0.70%
20089-0.86%-4.49%-6.34%-9.26%$29,032$30,724$34,347$35,491-9.26%6.18%0.14%0.28%-1.10%
200810-9.32%-12.39%-15.97%-17.63%$26,326$26,919$28,861$29,234-17.63%-17.38%0.08%-3.63%-2.53%
2008114.25%-1.68%-3.54%-7.90%$27,444$26,467$27,839$26,924-7.90%11.46%0.04%12.07%3.64%
2008124.63%2.58%2.91%1.86%$28,714$27,150$28,650$27,4241.86%6.78%0.00%8.87%3.32%
20091-2.75%-3.79%-5.40%-8.26%$27,925$26,122$27,102$25,159-8.26%5.72%0.01%-8.47%-0.70%
20092-1.74%-4.96%-7.05%-10.45%$27,440$24,826$25,190$22,530-10.45%3.53%0.02%-1.01%-0.42%
200932.05%3.85%5.54%8.65%$28,001$25,782$26,585$24,4808.65%-3.73%0.02%5.27%1.48%
200940.23%4.94%7.07%10.61%$28,066$27,055$28,465$27,07610.61%-3.63%0.02%-4.99%0.36%
200953.45%4.66%5.70%5.38%$29,035$28,316$30,086$28,5325.38%10.44%0.01%-2.68%0.85%
20096-0.92%-0.41%-0.37%0.34%$28,768$28,200$29,976$28,6300.34%-4.20%0.01%0.70%0.54%
200972.28%4.59%6.08%7.82%$29,424$29,494$31,799$30,8707.82%0.48%0.02%0.80%1.43%
200981.81%2.46%3.11%3.63%$29,955$30,220$32,788$31,9903.63%1.76%0.02%1.68%1.01%
200992.66%3.20%3.94%4.23%$30,752$31,186$34,080$33,3424.23%4.21%0.01%1.98%1.19%
2009100.06%-0.79%-1.31%-2.57%$30,769$30,942$33,634$32,485-2.57%4.44%0.01%-1.45%0.41%
2009115.35%5.38%6.33%5.63%$32,414$32,606$35,764$34,3135.63%13.05%0.00%1.91%1.36%
200912-2.65%0.18%0.82%2.86%$31,554$32,663$36,057$35,2942.86%-7.51%0.01%-5.66%-1.68%
20101-0.41%-1.81%-2.59%-3.50%$31,423$32,072$35,123$34,059-3.50%-0.83%0.01%2.66%1.57%
201021.45%2.27%2.94%3.36%$31,878$32,798$36,155$35,2043.36%2.76%0.01%-0.21%0.20%
201031.33%3.52%4.77%6.27%$32,303$33,951$37,880$37,4116.27%0.65%0.01%-1.51%-0.08%
201042.68%2.22%2.58%2.17%$33,168$34,706$38,858$38,2242.17%5.71%0.01%2.76%1.06%
20105-0.40%-3.99%-5.59%-8.00%$33,036$33,321$36,688$35,166-8.00%2.40%0.01%4.23%0.87%
201060.66%-2.30%-3.50%-5.66%$33,255$32,554$35,404$33,175-5.66%3.02%0.01%4.67%1.61%
201070.20%3.09%4.44%6.99%$33,322$33,559$36,974$35,4956.99%-6.03%0.02%-0.17%0.94%
201082.04%-1.59%-2.62%-4.75%$34,003$33,025$36,007$33,810-4.75%6.59%0.01%7.08%1.48%
201093.09%5.96%7.84%9.47%$35,052$34,992$38,829$37,0119.47%4.90%0.01%-1.82%-0.01%
2010100.99%2.75%3.48%3.94%$35,398$35,954$40,180$38,4703.94%3.04%0.01%-3.29%0.36%
2010110.47%0.66%0.78%0.58%$35,565$36,190$40,493$38,6920.58%2.73%0.01%-1.60%-0.57%
2010121.44%4.01%5.34%6.81%$36,076$37,642$42,655$41,3276.81%1.59%0.01%-3.58%-1.15%
20111-1.44%0.38%0.81%2.19%$35,556$37,785$43,000$42,2302.19%-5.59%0.01%-2.38%0.08%
201122.76%2.93%3.64%3.60%$36,537$38,893$44,565$43,7493.60%6.33%0.01%1.24%0.16%
201130.62%0.54%0.63%0.45%$36,762$39,104$44,845$43,9460.45%1.98%0.01%0.02%-0.01%
201142.96%2.87%3.37%2.99%$37,851$40,225$46,358$45,2602.99%6.71%0.01%2.04%1.32%
201150.51%-0.46%-0.75%-1.16%$38,042$40,041$46,012$44,734-1.16%0.07%0.00%3.29%1.30%
20116-1.47%-1.37%-1.69%-1.79%$37,482$39,494$45,235$43,935-1.79%-2.02%0.01%-2.00%-0.39%
201172.52%0.21%-0.33%-2.28%$38,425$39,575$45,086$42,932-2.28%8.17%0.00%4.18%1.58%
201183.78%-1.15%-2.41%-5.99%$39,876$39,119$44,000$40,358-5.99%11.36%0.01%8.68%1.46%
20119-1.99%-5.76%-7.38%-7.75%$39,083$36,865$40,753$37,229-7.75%-10.67%0.00%10.16%0.89%
2011102.97%6.86%9.26%11.51%$40,242$39,395$44,528$41,51311.51%6.30%0.00%-3.34%0.16%
2011110.82%0.04%0.00%-0.29%$40,571$39,411$44,530$41,394-0.29%1.39%0.00%1.82%-0.30%
201112-2.24%-1.56%-1.49%0.80%$39,664$38,795$43,867$41,7240.80%-12.31%0.00%3.13%1.08%
201214.77%5.01%5.99%5.08%$41,555$40,740$46,492$43,8445.08%13.91%0.00%0.08%0.87%
201220.97%2.58%3.40%4.26%$41,958$41,791$48,074$45,7114.26%1.49%0.01%-2.11%-0.05%
20123-1.74%0.66%1.28%3.07%$41,230$42,065$48,691$47,1133.07%-6.07%0.01%-3.77%-0.58%
201240.64%-0.32%-0.50%-0.65%$41,493$41,932$48,450$46,805-0.65%-0.68%0.01%4.37%1.14%
20125-1.29%-4.27%-5.49%-6.24%$40,956$40,141$45,790$43,886-6.24%-5.65%0.01%7.79%0.95%
201261.27%2.58%3.34%3.91%$41,475$41,175$47,319$45,6023.91%2.60%0.01%-1.44%0.04%
201271.46%1.00%1.13%1.03%$42,079$41,586$47,855$46,0731.03%1.47%0.01%3.32%1.39%
201280.76%1.62%2.11%2.48%$42,398$42,258$48,864$47,2162.48%1.63%0.01%-1.06%0.03%
201292.08%2.61%3.11%2.58%$43,281$43,363$50,382$48,4332.58%7.73%0.01%-2.10%0.11%
201210-1.40%-1.47%-1.81%-1.76%$42,673$42,727$49,472$47,582-1.76%-3.21%0.01%-0.43%0.11%
2012110.62%0.50%0.63%0.74%$42,939$42,941$49,786$47,9330.74%0.41%0.01%1.35%0.19%
201212-1.21%0.02%0.26%1.19%$42,417$42,949$49,918$48,5061.19%-3.97%0.01%-1.99%-0.20%
201310.67%2.98%4.12%5.50%$42,700$44,230$51,974$51,1735.50%0.44%0.00%-3.27%-0.71%
20132-0.50%0.13%0.36%1.28%$42,485$44,287$52,160$51,8261.28%-4.58%0.01%1.26%0.54%
201331.19%2.31%3.07%3.88%$42,992$45,311$53,762$53,8393.88%0.61%0.01%0.03%0.08%
20134-0.52%0.01%0.31%1.70%$42,768$45,314$53,930$54,7541.70%-8.09%0.01%3.87%0.91%
20135-2.04%0.48%1.04%2.32%$41,897$45,532$54,489$56,0252.32%-5.07%0.00%-6.23%-1.71%
20136-4.25%-2.72%-2.84%-1.27%$40,117$44,292$52,941$55,312-1.27%-14.52%0.00%-3.26%-1.65%
201373.46%4.59%5.68%5.49%$41,504$46,325$55,946$58,3465.49%10.28%0.00%-1.93%0.20%
201380.60%-0.69%-1.22%-2.82%$41,755$46,004$55,264$56,698-2.82%6.10%0.00%-1.28%-0.64%
20139-0.27%1.30%1.97%3.66%$41,643$46,603$56,351$58,7763.66%-4.89%0.00%0.88%0.96%
2013101.34%2.43%3.21%4.22%$42,202$47,734$58,158$61,2594.22%-0.19%0.00%1.32%0.78%
201311-1.24%0.75%1.33%2.88%$41,678$48,092$58,933$63,0242.88%-5.36%0.00%-2.49%-0.35%
201312-0.81%0.87%1.41%2.63%$41,342$48,509$59,766$64,6822.63%-3.87%0.01%-2.37%-0.65%
201411.75%-0.90%-1.60%-3.11%$42,067$48,074$58,812$62,672-3.11%3.86%0.01%6.26%1.54%
201422.82%3.57%4.50%4.73%$43,255$49,789$61,458$65,6384.73%6.04%0.00%0.60%0.48%
20143-0.40%-0.16%-0.06%0.51%$43,080$49,707$61,424$65,9760.51%-2.62%0.00%0.63%-0.15%
201440.42%0.11%0.08%0.06%$43,261$49,762$61,476$66,0170.06%-0.25%0.00%1.82%0.77%
201450.49%0.88%1.26%2.17%$43,474$50,203$62,251$67,4512.17%-2.95%0.00%2.73%1.05%
201461.86%2.20%2.69%2.54%$44,283$51,307$63,924$69,1622.54%5.16%0.00%-0.16%0.11%
20147-0.91%-1.47%-1.85%-1.98%$43,879$50,555$62,741$67,793-1.98%-2.26%0.00%0.59%-0.26%
201482.12%2.47%3.25%4.18%$44,808$51,802$64,783$70,6294.18%0.04%0.00%4.23%1.13%
20149-2.35%-2.08%-2.47%-2.14%$43,754$50,725$63,185$69,120-2.14%-5.39%0.00%-1.99%-0.72%
2014100.37%1.06%1.57%2.74%$43,914$51,264$64,177$71,0142.74%-4.30%0.00%2.61%0.94%
2014111.74%1.67%2.12%2.41%$44,678$52,122$65,541$72,7252.41%1.59%0.00%2.86%0.65%
2014121.19%0.27%0.26%-0.01%$45,212$52,263$65,713$72,721-0.01%1.97%0.00%2.82%0.09%
201512.67%-0.50%-1.17%-2.77%$46,421$52,000$64,942$70,705-2.77%4.50%0.00%8.97%2.31%
20152-1.07%2.35%3.56%5.76%$45,924$53,224$67,253$74,7805.76%-3.67%0.00%-5.66%-1.08%
20153-0.53%-0.84%-1.07%-1.04%$45,681$52,774$66,533$74,004-1.04%-2.22%0.00%1.13%0.41%
20154-0.82%0.10%0.20%0.42%$45,306$52,824$66,665$74,3160.42%-0.57%0.00%-3.07%-0.36%
201550.04%0.84%1.14%1.39%$45,325$53,270$67,427$75,3491.39%0.94%0.00%-2.16%-0.45%
20156-1.78%-1.35%-1.64%-1.71%$44,519$52,548$66,320$74,061-1.71%-1.71%0.00%-3.73%-1.01%
20157-0.09%0.08%0.37%1.63%$44,479$52,591$66,566$75,2691.63%-6.20%0.00%4.21%0.76%
20158-0.93%-2.95%-4.14%-6.03%$44,063$51,040$63,807$70,734-6.03%3.33%0.01%-0.71%-0.36%
20159-0.66%-1.74%-2.38%-2.93%$43,772$50,149$62,285$68,659-2.93%-1.85%0.01%1.91%0.76%
2015102.34%4.57%6.20%7.84%$44,795$52,443$66,144$74,0457.84%2.54%0.00%-0.48%0.01%
201511-1.78%-0.77%-0.65%0.54%$43,997$52,037$65,711$74,4450.54%-7.04%0.01%-0.81%-0.27%
201512-0.64%-1.21%-1.61%-2.03%$43,715$51,406$64,656$72,935-2.03%-0.18%0.02%-0.34%-0.38%
201611.12%-2.17%-3.38%-5.67%$44,203$50,291$62,472$68,799-5.67%4.89%0.01%5.24%1.43%
201623.61%1.87%1.84%-0.04%$45,799$51,229$63,622$68,770-0.04%11.07%0.03%2.86%0.66%
201631.64%3.83%5.17%7.01%$46,552$53,190$66,910$73,5917.01%0.17%0.03%0.05%0.94%
201641.07%1.06%1.16%0.63%$47,051$53,754$67,687$74,0530.63%3.93%0.02%-0.63%0.38%
20165-1.01%-0.03%0.31%1.79%$46,574$53,736$67,897$75,3801.79%-5.72%0.02%0.69%0.01%
201664.14%1.89%1.82%0.23%$48,501$54,749$69,134$75,5500.23%8.96%0.03%6.57%1.94%
201671.90%2.51%3.27%3.95%$49,421$56,125$71,394$78,5353.95%1.61%0.02%2.01%0.64%
20168-0.79%-0.24%-0.18%0.26%$49,032$55,990$71,264$78,7380.26%-2.44%0.02%-1.00%-0.17%
20169-0.04%0.22%0.25%0.15%$49,015$56,115$71,443$78,8560.15%1.01%0.03%-1.32%-0.09%
201610-2.56%-1.92%-2.31%-2.21%$47,763$55,040$69,792$77,109-2.21%-3.82%0.02%-4.23%-0.81%
201611-2.55%1.03%2.05%4.44%$46,544$55,606$71,220$80,5304.44%-7.38%0.03%-7.86%-2.64%
201612-0.17%0.79%1.16%1.92%$46,464$56,045$72,045$82,0761.92%-2.73%0.04%-0.35%0.24%
201712.11%1.98%2.34%1.91%$47,443$57,152$73,729$83,6431.91%5.84%0.04%0.65%0.29%
201722.24%2.69%3.38%3.71%$48,505$58,691$76,223$86,7473.71%3.53%0.04%1.57%0.66%
20173-0.34%-0.10%-0.09%0.07%$48,339$58,631$76,155$86,8040.07%-0.86%0.04%-0.59%-0.07%
201741.12%0.97%1.13%1.05%$48,881$59,202$77,014$87,7161.05%1.74%0.06%1.58%0.76%
201750.69%0.66%0.81%1.01%$49,219$59,594$77,641$88,5981.01%-0.02%0.07%1.73%0.67%
20176-0.08%0.23%0.40%0.92%$49,178$59,733$77,954$89,4140.92%-1.89%0.08%0.63%0.01%
201770.85%1.40%1.74%1.87%$49,596$60,571$79,313$91,0831.87%2.04%0.08%-0.59%0.39%
201781.75%0.75%0.72%0.15%$50,462$61,023$79,883$91,2160.15%3.49%0.09%3.27%0.85%
20179-0.50%0.94%1.44%2.45%$50,210$61,598$81,034$93,4542.45%-2.18%0.08%-2.27%-0.54%
2017100.31%1.08%1.49%2.16%$50,367$62,263$82,240$95,4702.16%-1.01%0.09%-0.02%0.11%
2017111.17%1.82%2.41%3.04%$50,956$63,396$84,221$98,3763.04%0.79%0.09%0.63%-0.17%
2017120.93%0.77%0.92%0.99%$51,432$63,883$84,997$99,3550.99%0.84%0.10%1.78%0.44%
201811.55%3.40%4.50%5.31%$52,229$66,055$88,821$104,6285.31%4.19%0.11%-3.40%-1.09%
20182-2.14%-2.52%-3.21%-3.72%$51,112$64,393$85,972$100,740-3.72%-2.02%0.12%-2.89%-1.03%
201830.29%-0.92%-1.37%-1.99%$51,262$63,799$84,794$98,731-1.99%0.46%0.14%2.75%0.63%
20184-0.57%-0.02%0.08%0.38%$50,970$63,787$84,860$99,1050.38%-0.80%0.14%-2.04%-0.83%
201851.02%1.55%2.06%2.79%$51,488$64,779$86,607$101,8712.79%-0.60%0.15%1.79%0.61%
20186-0.69%-0.22%-0.11%0.68%$51,132$64,634$86,511$102,5630.68%-4.21%0.16%0.66%0.03%
20187-0.04%1.51%2.15%3.34%$51,114$65,610$88,373$105,9853.34%-2.36%0.16%-1.28%0.03%
201880.85%1.81%2.44%3.44%$51,550$66,797$90,534$109,6333.44%-1.52%0.17%1.18%0.52%
20189-0.90%-0.14%-0.10%0.16%$51,088$66,704$90,439$109,8080.16%-1.26%0.17%-2.74%-0.54%
201810-2.07%-3.98%-5.44%-7.40%$50,032$64,048$85,522$101,680-7.40%2.33%0.18%-2.82%-0.73%
2018111.05%1.27%1.64%2.06%$50,559$64,864$86,920$103,7762.06%0.21%0.19%1.78%0.53%
2018120.25%-4.12%-6.11%-9.29%$50,687$62,191$81,612$94,132-9.29%5.05%0.19%5.50%1.80%
201913.19%5.42%7.06%8.59%$52,301$65,563$87,373$102,2148.59%3.46%0.20%0.49%1.01%
201920.57%1.96%2.61%3.50%$52,601$66,846$89,655$105,7933.50%-0.31%0.20%-1.31%-0.06%
201931.30%0.87%1.03%1.44%$53,283$67,428$90,577$107,3121.44%-1.80%0.20%5.47%1.96%
201940.41%2.19%2.93%3.98%$53,504$68,906$93,230$111,5793.98%-1.01%0.20%-1.88%0.04%
201950.10%-3.37%-4.72%-6.45%$53,557$66,583$88,833$104,385-6.45%1.03%0.20%6.65%1.83%
201964.23%5.41%6.66%6.97%$55,825$70,185$94,748$111,6606.97%8.76%0.19%1.01%1.15%
201970.79%1.05%1.30%1.44%$56,264$70,921$95,979$113,2661.44%1.32%0.17%0.22%0.23%
201983.96%0.38%-0.19%-2.03%$58,494$71,193$95,800$110,972-2.03%7.06%0.17%10.68%2.78%
20199-0.98%0.40%0.74%1.70%$57,920$71,477$96,510$112,8621.70%-2.82%0.16%-2.62%-0.60%
2019100.70%1.47%1.85%2.10%$58,325$72,525$98,295$115,2282.10%1.73%0.15%-1.10%0.21%
201911-0.00%1.56%2.29%3.77%$58,325$73,655$100,543$119,5753.77%-3.36%0.13%-0.39%-0.06%
2019120.93%2.15%2.69%2.85%$58,865$75,239$103,248$122,9832.85%3.74%0.13%-3.00%-0.15%
202012.98%0.98%0.84%-0.08%$60,620$75,978$104,118$122,890-0.08%4.58%0.13%7.29%2.11%
202020.17%-3.92%-5.65%-8.18%$60,724$72,999$98,232$112,840-8.18%1.62%0.13%6.58%1.71%
20203-1.48%-7.25%-10.04%-13.78%$59,825$67,704$88,371$97,293-13.78%-0.06%0.10%5.67%-0.59%
202044.64%7.73%10.47%13.25%$62,603$72,938$97,626$110,18213.25%5.83%0.01%1.81%1.69%
202051.05%3.09%4.15%5.38%$63,262$75,189$101,680$116,1075.38%1.52%0.01%-1.67%0.54%
202061.22%1.69%2.11%2.28%$64,034$76,458$103,826$118,7532.28%2.28%0.01%0.40%0.70%
202075.24%5.01%6.05%5.64%$67,389$80,286$110,112$125,4515.64%11.13%0.01%4.17%1.55%
202080.54%3.76%5.20%7.18%$67,750$83,307$115,841$134,4547.18%-0.38%0.01%-4.71%-1.02%
20209-1.71%-2.58%-3.25%-3.57%$66,591$81,159$112,079$129,651-3.57%-3.60%0.01%0.78%0.08%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryNyborjarportfoljen (US edition)Globala barnportfoljen (US edition)Vanguard Total Stock Mkt Idx Inv
Large-cap Value9.77%17.53%35.27%
Large-cap Growth27.51%36.66%46.73%
Mid-cap Value10.55%11.88%4.24%
Mid-cap Growth2.50%4.04%7.15%
Small-cap Value0.00%0.00%4.06%
Small-cap Growth0.00%0.00%1.89%
Global ex-US Developed Markets0.00%0.00%0.13%
Emerging Markets7.92%7.80%0.54%
Corporate Bonds0.00%0.00%0.00%
Long-Term Treasuries0.00%0.00%0.00%
Intermediate-Term Treasuries17.04%16.56%0.00%
Short-Term Treasuries24.71%5.53%0.00%
R Squared93.23%96.03%99.85%
Style analysis is based on monthly returns from Apr 2005 to Sep 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 Nyborjarportfoljen (US edition)

Holdings Based Style Analysis for Nyborjarportfoljen (US edition)
TickerNameCategoryWeightERP/EDurationReturn ContributionRisk Contribution
VTSMXVanguard Total Stock Mkt Idx InvLarge Blend55.00%0.14%25.59$51,01990.37%
VBMFXVanguard Total Bond Market Index InvIntermediate Core Bond15.00%0.15%6.55$6,5400.82%
^GOLDGold Price IndexIndex15.00%$11,2488.81%
CASHXCashCash15.00%0.00$2,3520.00%
100.00%0.14%25.593.27$71,159100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Holdings Based Style Analysis for Globala barnportfoljen (US edition)

Holdings Based Style Analysis for Globala barnportfoljen (US edition)
TickerNameCategoryWeightERP/EDurationReturn ContributionRisk Contribution
VTSMXVanguard Total Stock Mkt Idx InvLarge Blend75.00%0.14%25.59$83,16594.68%
VBMFXVanguard Total Bond Market Index InvIntermediate Core Bond10.00%0.15%6.55$5,2090.26%
^GOLDGold Price IndexIndex15.00%$13,7055.06%
100.00%0.14%25.596.55$102,079100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Fund fundamentals data as of 10/27/2020. (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
MetricRikaTillsammans (US edition)Nyborjarportfoljen (US edition)Globala barnportfoljen (US edition)Vanguard Total Stock Mkt Idx Inv
Arithmetic Mean (monthly)0.59%0.66%0.78%0.87%
Arithmetic Mean (annualized)7.26%8.24%9.83%10.92%
Geometric Mean (monthly)0.57%0.63%0.73%0.77%
Geometric Mean (annualized)7.07%7.84%9.10%9.67%
Volatility (monthly)1.72%2.49%3.32%4.34%
Volatility (annualized)5.97%8.61%11.52%15.02%
Downside Deviation (monthly)0.97%1.60%2.19%2.94%
Max. Drawdown-13.36%-27.61%-37.85%-50.89%
US Market Correlation0.530.950.981.00
Beta(*)0.210.550.751.00
Alpha (annualized)4.84%2.25%1.62%0.00%
R228.10%90.86%95.17%100.00%
Sharpe Ratio0.780.650.610.53
Sortino Ratio1.280.950.890.77
Treynor Ratio (%)22.1110.199.418.04
Calmar Ratio2.350.880.750.55
Active Return-2.60%-1.84%-0.57%N/A
Tracking Error12.89%7.29%4.55%N/A
Information Ratio-0.20-0.25-0.13N/A
Skewness-0.43-0.79-0.79-0.75
Excess Kurtosis2.972.522.321.56
Historical Value-at-Risk (5%)-2.05%-3.93%-5.43%-7.80%
Analytical Value-at-Risk (5%)-2.25%-3.47%-4.72%-6.26%
Conditional Value-at-Risk (5%)-3.14%-5.47%-7.51%-10.19%
Upside Capture Ratio (%)29.8657.3476.48100.00
Downside Capture Ratio (%)9.5250.1771.32100.00
Safe Withdrawal Rate6.45%7.27%8.18%8.94%
Perpetual Withdrawal Rate4.67%5.36%6.48%6.99%
Positive Periods217 out of 333 (65.17%)220 out of 333 (66.07%)220 out of 333 (66.07%)220 out of 333 (66.07%)
Gain/Loss Ratio1.291.010.940.85
* Vanguard Total Stock Mkt Idx Inv 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 PeriodStartEndRikaTillsammans (US edition)Nyborjarportfoljen (US edition)Globala barnportfoljen (US edition)Vanguard Total Stock Mkt Idx Inv
Asian CrisisJul 1997Jan 1998-1.60%-2.54%-3.32%-3.72%
Russian Debt DefaultJul 1998Oct 1998-5.04%-10.38%-14.13%-17.57%
Dotcom CrashMar 2000Oct 2002-5.66%-21.60%-31.75%-44.11%
Subprime CrisisNov 2007Mar 2009-13.36%-27.61%-37.85%-50.89%

Drawdowns for RikaTillsammans (US edition)

Drawdowns for RikaTillsammans (US edition) (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Mar 2008Oct 20088 monthsSep 200911 months1 year 7 months-13.36%
2Oct 2012Jun 20139 monthsMay 201411 months1 year 8 months-7.31%
3Aug 2016Dec 20165 monthsJul 20177 months1 year-5.99%
4Feb 2015Dec 201511 monthsMar 20163 months1 year 2 months-5.83%
5Sep 2000Mar 20017 monthsApr 20021 year 1 month1 year 8 months-5.66%
6Jul 1998Aug 19982 monthsOct 19982 months4 months-5.04%
7Feb 2018Oct 20189 monthsJan 20193 months1 year-4.21%
8Jun 2002Jul 20022 monthsDec 20025 months7 months-4.13%
9Apr 2004Apr 20041 monthOct 20046 months7 months-3.99%
10Feb 1994Apr 19943 monthsFeb 199510 months1 year 1 month-3.61%
Worst 10 drawdowns included above

Drawdowns for Nyborjarportfoljen (US edition)

Drawdowns for Nyborjarportfoljen (US edition) (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsApr 20101 year 2 months2 years 6 months-27.61%
2Sep 2000Sep 20022 years 1 monthJan 20041 year 4 months3 years 5 months-21.60%
3Feb 2020Mar 20202 monthsJun 20203 months5 months-10.89%
4Jul 1998Aug 19982 monthsNov 19983 months5 months-10.38%
5May 2011Sep 20115 monthsJan 20124 months9 months-8.35%
6Sep 2018Dec 20184 monthsFeb 20192 months6 months-6.90%
7May 2010Jun 20102 monthsSep 20103 months5 months-6.20%
8Jun 2015Sep 20154 monthsApr 20167 months11 months-5.86%
9Apr 2000May 20002 monthsAug 20003 months5 months-4.91%
10Apr 2012May 20122 monthsAug 20123 months5 months-4.57%
Worst 10 drawdowns included above

Drawdowns for Globala barnportfoljen (US edition)

Drawdowns for Globala barnportfoljen (US edition) (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsDec 20101 year 10 months3 years 2 months-37.85%
2Sep 2000Sep 20022 years 1 monthNov 20042 years 2 months4 years 3 months-31.75%
3Feb 2020Mar 20202 monthsJul 20204 months6 months-15.12%
4Jul 1998Aug 19982 monthsNov 19983 months5 months-14.13%
5May 2011Sep 20115 monthsJan 20124 months9 months-12.09%
6Sep 2018Dec 20184 monthsMar 20193 months7 months-9.85%
7Jun 2015Sep 20154 monthsApr 20167 months11 months-7.63%
8Apr 2000May 20002 monthsAug 20003 months5 months-6.71%
9Apr 2012May 20122 monthsAug 20123 months5 months-5.96%
10Feb 1994Jun 19945 monthsFeb 19958 months1 year 1 month-5.74%
Worst 10 drawdowns included above

Drawdowns for Vanguard Total Stock Mkt Idx Inv

Drawdowns for Vanguard Total Stock Mkt Idx Inv (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsMar 20123 years 1 month4 years 5 months-50.89%
2Sep 2000Sep 20022 years 1 monthApr 20063 years 7 months5 years 8 months-44.11%
3Jan 2020Mar 20203 monthsJul 20204 months7 months-20.89%
4Jul 1998Aug 19982 monthsNov 19983 months5 months-17.57%
5Oct 2018Dec 20183 monthsApr 20194 months7 months-14.28%
6Jun 2015Sep 20154 monthsMay 20168 months1 year-8.88%
7Apr 2000May 20002 monthsAug 20003 months5 months-8.44%
8Feb 1994Jun 19945 monthsFeb 19958 months1 year 1 month-7.43%
9Apr 2012May 20122 monthsAug 20123 months5 months-6.85%
10May 2019May 20191 monthJun 20191 month2 months-6.45%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
VTSMXVanguard Total Stock Mkt Idx Inv9.67%15.02%35.79%-37.04%-50.89%0.530.771.00
^GOLDGold Price Index6.45%15.75%31.92%-27.33%-41.55%0.320.510.03
CASHXCash2.40%0.60%5.99%0.03%0.00%N/AN/A-0.01
VUSTXVanguard Long-Term Treasury Inv7.70%10.22%30.09%-13.03%-16.68%0.550.92-0.23
VBMFXVanguard Total Bond Market Index Inv5.32%3.55%18.18%-2.66%-5.01%0.821.360.00

Monthly Correlations

Correlations for the portfolio assets
TickerNameVTSMX^GOLDCASHXVUSTXVBMFXRikaTillsammans (US edition)Nyborjarportfoljen (US edition)Globala barnportfoljen (US edition)Vanguard Total Stock Mkt Idx Inv
VTSMXVanguard Total Stock Mkt Idx Inv1.000.03-0.01-0.230.000.530.950.981.00
^GOLDGold Price Index0.031.00-0.050.160.240.760.320.250.03
CASHXCash-0.01-0.051.000.030.130.000.00-0.01-0.01
VUSTXVanguard Long-Term Treasury Inv-0.230.160.031.000.860.40-0.12-0.16-0.23
VBMFXVanguard Total Bond Market Index Inv0.000.240.130.861.000.530.130.090.00

Portfolio Return Decomposition

Portfolio return decomposition
TickerNameRikaTillsammans (US edition)Nyborjarportfoljen (US edition)Globala barnportfoljen (US edition)
VTSMXVanguard Total Stock Mkt Idx Inv$20,994$51,019$83,165
^GOLDGold Price Index$15,940$11,248$13,705
CASHXCash$3,314$2,352
VUSTXVanguard Long-Term Treasury Inv$16,343
VBMFXVanguard Total Bond Market Index Inv$6,540$5,209

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNameRikaTillsammans (US edition)Nyborjarportfoljen (US edition)Globala barnportfoljen (US edition)
VTSMXVanguard Total Stock Mkt Idx Inv33.26%90.37%94.68%
^GOLDGold Price Index49.72%8.81%5.06%
CASHXCash0.01%0.00%
VUSTXVanguard Long-Term Treasury Inv17.01%
VBMFXVanguard Total Bond Market Index Inv0.82%0.26%

Annual Asset Returns

Rolling returns summary
Roll PeriodRikaTillsammans (US edition)Nyborjarportfoljen (US edition)Globala barnportfoljen (US edition)Vanguard Total Stock Mkt Idx Inv
AverageHighLowAverageHighLowAverageHighLowAverageHighLow
1 year6.95%17.68%-3.31%8.23%22.98%-19.74%9.90%28.46%-27.49%11.28%35.79%-37.04%
3 years6.67%11.37%1.01%7.73%16.62%-5.14%9.08%21.14%-8.98%10.08%29.10%-14.31%
5 years6.53%10.58%3.22%7.40%15.61%2.14%8.60%19.84%0.95%9.33%26.84%-1.76%
7 years6.57%9.03%3.57%7.15%12.47%3.81%8.18%15.49%2.91%8.53%20.21%-0.73%
10 years6.81%9.02%5.69%6.86%8.72%3.09%7.67%11.09%2.11%7.41%13.30%-0.66%
15 years6.94%7.50%6.28%6.83%8.46%5.70%7.57%9.89%6.00%7.10%10.31%4.75%
Result statistics are based on annualized rolling returns over full calendar year periods