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 |
---|---|---|
VTSMX | Vanguard Total Stock Mkt Idx Inv | 33.34% |
VGTSX | Vanguard Total Intl Stock Index Inv | 33.33% |
VBMFX | Vanguard Total Bond Market Index Inv | 33.33% |
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Ticker | Name | Allocation |
---|---|---|
SPY | SPDR S&P 500 ETF Trust | 100.00% |
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Portfolio | Initial Balance | Final Balance | CAGR | TWRR | MWRR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | Market Correlation |
---|---|---|---|---|---|---|---|---|---|---|---|---|
If You Can | $10,000 | $792,328 | 19.98% | 7.02% | 7.16% | 10.55% | 25.22% | -25.36% | -37.40% (-29.81%) | 0.51 | 0.73 | 0.95 |
SPY | $10,000 | $1,114,556 | 21.70% | 8.94% | 9.64% | 15.38% | 33.48% | -36.81% | -50.80% (-42.54%) | 0.50 | 0.74 | 0.99 |
* The number in parentheses shows the calculated value taking into account the periodic contributions. |
Name | Total Return | Annualized Return | Annualized Standard Deviation | ||||||
---|---|---|---|---|---|---|---|---|---|
3 Month | Year To Date | 1 year | 3 year | 5 year | 10 year | Full | 3 year | 5 year | |
If You Can | 10.47% | 13.22% | 13.22% | 8.33% | 9.71% | 7.67% | 7.02% | 12.38% | 10.12% |
SPY | 12.12% | 18.37% | 18.37% | 14.03% | 15.11% | 13.76% | 8.94% | 18.66% | 15.15% |
Trailing return and volatility are as of last full calendar month ending December 2020 |
Year | Inflation | Cashflow | If You Can | SPY | Vanguard Total Stock Mkt Idx Inv (VTSMX) | Vanguard Total Intl Stock Index Inv (VGTSX) | Vanguard Total Bond Market Index Inv (VBMFX) | SPDR S&P 500 ETF Trust (SPY) | ||
---|---|---|---|---|---|---|---|---|---|---|
Return | Balance | Return | Balance | |||||||
1997 | 1.70% | $10,170 | 13.22% | $21,493 | 33.48% | $23,518 | 30.99% | -0.77% | 9.44% | 33.48% |
1998 | 1.61% | $10,334 | 15.82% | $35,226 | 28.69% | $40,599 | 23.26% | 15.60% | 8.58% | 28.69% |
1999 | 2.68% | $10,612 | 17.66% | $52,058 | 20.39% | $59,488 | 23.81% | 29.92% | -0.76% | 20.39% |
2000 | 3.39% | $10,971 | -4.93% | $60,461 | -9.73% | $64,671 | -10.57% | -15.61% | 11.39% | -9.73% |
2001 | 1.55% | $11,141 | -7.56% | $67,029 | -11.75% | $68,212 | -10.97% | -20.15% | 8.43% | -11.75% |
2002 | 2.38% | $11,406 | -9.26% | $72,226 | -21.59% | $64,892 | -20.96% | -15.08% | 8.26% | -21.59% |
2003 | 1.88% | $11,620 | 25.22% | $102,064 | 28.18% | $94,797 | 31.35% | 40.34% | 3.97% | 28.18% |
2004 | 3.26% | $11,999 | 12.53% | $126,851 | 10.70% | $116,942 | 12.51% | 20.84% | 4.24% | 10.70% |
2005 | 3.42% | $12,409 | 7.98% | $149,385 | 4.83% | $134,995 | 5.98% | 15.57% | 2.40% | 4.83% |
2006 | 2.54% | $12,724 | 15.47% | $185,222 | 15.85% | $169,112 | 15.51% | 26.64% | 4.27% | 15.85% |
2007 | 4.08% | $13,243 | 9.31% | $215,711 | 5.14% | $191,040 | 5.49% | 15.52% | 6.92% | 5.14% |
2008 | 0.09% | $13,255 | -25.36% | $174,255 | -36.81% | $133,979 | -37.04% | -44.10% | 5.05% | -36.81% |
2009 | 2.72% | $13,616 | 23.79% | $229,321 | 26.36% | $182,918 | 28.70% | 36.73% | 5.93% | 26.36% |
2010 | 1.50% | $13,820 | 11.55% | $269,618 | 15.06% | $224,280 | 17.09% | 11.12% | 6.42% | 15.06% |
2011 | 2.96% | $14,229 | -2.01% | $278,415 | 1.89% | $242,743 | 0.96% | -14.56% | 7.56% | 1.89% |
2012 | 1.74% | $14,477 | 12.81% | $328,569 | 15.99% | $296,038 | 16.25% | 18.14% | 4.05% | 15.99% |
2013 | 1.50% | $14,694 | 15.38% | $393,795 | 32.31% | $406,372 | 33.35% | 15.04% | -2.26% | 32.31% |
2014 | 0.76% | $14,805 | 4.65% | $426,914 | 13.46% | $475,885 | 12.43% | -4.24% | 5.76% | 13.46% |
2015 | 0.73% | $14,913 | -1.26% | $436,447 | 1.25% | $496,757 | 0.29% | -4.37% | 0.30% | 1.25% |
2016 | 2.07% | $15,223 | 6.56% | $480,309 | 12.00% | $571,597 | 12.53% | 4.65% | 2.50% | 12.00% |
2017 | 2.11% | $15,544 | 17.30% | $578,962 | 21.70% | $711,179 | 21.05% | 27.40% | 3.46% | 21.70% |
2018 | 1.91% | $15,841 | -6.61% | $556,541 | -4.56% | $694,612 | -5.26% | -14.44% | -0.13% | -4.56% |
2019 | 2.29% | $16,203 | 20.23% | $685,332 | 31.22% | $927,686 | 30.65% | 21.43% | 8.61% | 31.22% |
2020 | 1.36% | $16,423 | 13.22% | $792,328 | 18.37% | $1,114,556 | 20.87% | 11.16% | 7.61% | 18.37% |
Year | Month | If You Can | SPY | Vanguard Total Stock Mkt Idx Inv (VTSMX) | Vanguard Total Intl Stock Index Inv (VGTSX) | Vanguard Total Bond Market Index Inv (VBMFX) | SPDR S&P 500 ETF Trust (SPY) | ||
---|---|---|---|---|---|---|---|---|---|
Return | Balance | Return | Balance | ||||||
1997 | 1 | 1.11% | $10,111 | 6.18% | $10,618 | 5.46% | -2.37% | 0.25% | 6.18% |
1997 | 2 | 0.59% | $10,171 | 0.96% | $10,719 | -0.11% | 1.82% | 0.11% | 0.96% |
1997 | 3 | -1.89% | $9,978 | -4.41% | $10,246 | -4.45% | -0.10% | -0.97% | -4.41% |
1997 | 4 | 2.07% | $10,185 | 6.26% | $10,888 | 4.50% | 0.20% | 1.49% | 6.26% |
1997 | 5 | 4.86% | $10,680 | 6.32% | $11,576 | 7.10% | 6.54% | 0.87% | 6.32% |
1997 | 6 | 3.69% | $11,074 | 4.11% | $12,052 | 4.37% | 5.40% | 1.16% | 4.11% |
1997 | 7 | 4.15% | $11,534 | 7.93% | $13,007 | 7.77% | 1.59% | 2.80% | 7.93% |
1997 | 8 | -4.44% | $11,022 | -5.18% | $12,333 | -3.72% | -8.60% | -0.85% | -5.18% |
1997 | 9 | 4.32% | $11,498 | 4.81% | $12,926 | 5.77% | 5.51% | 1.45% | 4.81% |
1997 | 10 | -3.71% | $11,071 | -2.45% | $12,610 | -3.40% | -9.10% | 1.45% | -2.45% |
1997 | 11 | 1.00% | $11,182 | 3.87% | $13,098 | 3.33% | -1.19% | 0.33% | 3.87% |
1997 | 12 | 1.26% | $21,493 | 1.91% | $23,518 | 1.70% | 0.92% | 1.04% | 1.91% |
1998 | 1 | 1.60% | $21,836 | 1.29% | $23,821 | 0.44% | 3.04% | 1.32% | 1.29% |
1998 | 2 | 4.72% | $22,866 | 6.93% | $25,472 | 7.34% | 6.88% | -0.10% | 6.93% |
1998 | 3 | 2.92% | $23,535 | 4.88% | $26,713 | 5.06% | 3.22% | 0.33% | 4.88% |
1998 | 4 | 0.72% | $23,705 | 1.28% | $27,055 | 1.10% | 0.53% | 0.51% | 1.28% |
1998 | 5 | -1.14% | $23,433 | -2.08% | $26,493 | -2.71% | -1.51% | 1.02% | -2.08% |
1998 | 6 | 1.37% | $23,754 | 4.26% | $27,622 | 3.54% | -0.27% | 0.81% | 4.26% |
1998 | 7 | -0.35% | $23,670 | -1.35% | $27,248 | -2.27% | 1.08% | 0.23% | -1.35% |
1998 | 8 | -9.44% | $21,437 | -14.12% | $23,401 | -15.65% | -13.66% | 1.90% | -14.12% |
1998 | 9 | 2.14% | $21,896 | 6.36% | $24,890 | 6.68% | -2.07% | 1.96% | 6.36% |
1998 | 10 | 5.68% | $23,139 | 8.11% | $26,908 | 7.51% | 10.77% | -0.55% | 8.11% |
1998 | 11 | 4.00% | $24,065 | 5.57% | $28,407 | 6.17% | 5.34% | 0.49% | 5.57% |
1998 | 12 | 3.43% | $35,226 | 6.54% | $40,599 | 6.45% | 3.26% | 0.38% | 6.54% |
1999 | 1 | 1.27% | $35,674 | 3.52% | $42,029 | 3.65% | -0.63% | 0.79% | 3.52% |
1999 | 2 | -2.56% | $34,759 | -3.21% | $40,681 | -3.73% | -2.16% | -1.77% | -3.21% |
1999 | 3 | 3.14% | $35,852 | 4.15% | $42,370 | 3.93% | 4.97% | 0.56% | 4.15% |
1999 | 4 | 3.42% | $37,078 | 3.80% | $43,979 | 4.68% | 5.08% | 0.40% | 3.80% |
1999 | 5 | -2.66% | $36,090 | -2.29% | $42,973 | -2.00% | -5.00% | -0.88% | -2.29% |
1999 | 6 | 3.08% | $37,202 | 5.54% | $45,353 | 5.16% | 4.39% | -0.50% | 5.54% |
1999 | 7 | -0.49% | $37,020 | -3.10% | $43,946 | -3.20% | 2.27% | -0.39% | -3.10% |
1999 | 8 | -0.23% | $36,936 | -0.52% | $43,718 | -0.92% | 0.33% | -0.08% | -0.52% |
1999 | 9 | -0.16% | $36,879 | -2.24% | $42,740 | -2.44% | 0.82% | 1.26% | -2.24% |
1999 | 10 | 3.51% | $38,174 | 6.41% | $45,479 | 6.29% | 3.74% | 0.33% | 6.41% |
1999 | 11 | 2.61% | $39,170 | 1.67% | $46,236 | 3.42% | 4.08% | 0.02% | 1.67% |
1999 | 12 | 5.81% | $52,058 | 5.71% | $59,488 | 7.59% | 9.37% | -0.48% | 5.71% |
2000 | 1 | -3.53% | $50,223 | -4.98% | $56,526 | -4.18% | -6.22% | -0.17% | -4.98% |
2000 | 2 | 2.17% | $51,310 | -1.52% | $55,665 | 2.54% | 2.83% | 1.18% | -1.52% |
2000 | 3 | 3.50% | $53,108 | 9.69% | $61,059 | 5.69% | 3.48% | 1.40% | 9.69% |
2000 | 4 | -3.69% | $51,146 | -3.51% | $58,915 | -5.21% | -5.41% | -0.49% | -3.51% |
2000 | 5 | -2.05% | $50,097 | -1.57% | $57,988 | -3.41% | -2.67% | -0.16% | -1.57% |
2000 | 6 | 3.57% | $51,887 | 1.97% | $59,131 | 4.42% | 4.27% | 2.15% | 1.97% |
2000 | 7 | -1.77% | $50,967 | -1.57% | $58,202 | -1.95% | -4.46% | 0.88% | -1.57% |
2000 | 8 | 3.22% | $52,610 | 6.53% | $62,005 | 7.28% | 1.00% | 1.40% | 6.53% |
2000 | 9 | -2.87% | $51,101 | -5.48% | $58,607 | -4.67% | -5.00% | 0.76% | -5.48% |
2000 | 10 | -1.39% | $50,391 | -0.47% | $58,333 | -2.04% | -3.03% | 0.57% | -0.47% |
2000 | 11 | -4.04% | $48,354 | -7.47% | $53,978 | -9.90% | -4.44% | 1.58% | -7.47% |
2000 | 12 | 2.35% | $60,461 | -0.52% | $64,671 | 1.78% | 3.72% | 1.79% | -0.52% |
2001 | 1 | 2.23% | $61,809 | 4.45% | $67,546 | 3.83% | 1.10% | 1.76% | 4.45% |
2001 | 2 | -5.39% | $58,475 | -9.54% | $61,103 | -9.41% | -7.61% | 0.91% | -9.54% |
2001 | 3 | -4.29% | $55,966 | -5.60% | $57,682 | -6.72% | -7.15% | 0.54% | -5.60% |
2001 | 4 | 4.87% | $58,693 | 8.54% | $62,610 | 8.16% | 7.89% | -0.46% | 8.54% |
2001 | 5 | -0.54% | $58,374 | -0.56% | $62,260 | 1.01% | -3.52% | 0.73% | -0.56% |
2001 | 6 | -1.55% | $57,469 | -2.38% | $60,776 | -1.64% | -3.84% | 0.52% | -2.38% |
2001 | 7 | -0.49% | $57,185 | -1.02% | $60,156 | -1.71% | -2.43% | 2.23% | -1.02% |
2001 | 8 | -2.23% | $55,910 | -5.93% | $56,587 | -6.00% | -2.30% | 1.11% | -5.93% |
2001 | 9 | -5.68% | $52,735 | -8.16% | $51,970 | -9.00% | -10.73% | 0.89% | -8.16% |
2001 | 10 | 2.38% | $53,988 | 1.30% | $52,646 | 2.52% | 2.97% | 1.86% | 1.30% |
2001 | 11 | 2.77% | $55,486 | 7.80% | $56,752 | 7.63% | 3.56% | -1.34% | 7.80% |
2001 | 12 | 0.72% | $67,029 | 0.56% | $68,212 | 1.78% | 1.35% | -0.58% | 0.56% |
2002 | 1 | -1.73% | $65,870 | -0.98% | $67,543 | -1.24% | -4.63% | 0.69% | -0.98% |
2002 | 2 | -0.10% | $65,803 | -1.79% | $66,332 | -2.05% | 0.90% | 0.85% | -1.79% |
2002 | 3 | 2.80% | $67,646 | 3.32% | $68,537 | 4.38% | 5.71% | -1.46% | 3.32% |
2002 | 4 | -0.93% | $67,015 | -5.82% | $64,551 | -4.90% | 0.42% | 1.69% | -5.82% |
2002 | 5 | 0.28% | $67,200 | -0.59% | $64,168 | -1.22% | 1.16% | 0.80% | -0.59% |
2002 | 6 | -3.60% | $64,782 | -7.38% | $59,435 | -7.06% | -4.28% | 0.29% | -7.38% |
2002 | 7 | -5.61% | $61,147 | -7.88% | $54,751 | -8.02% | -9.80% | 0.48% | -7.88% |
2002 | 8 | 0.75% | $61,602 | 0.68% | $55,123 | 0.53% | -0.12% | 1.66% | 0.68% |
2002 | 9 | -5.91% | $57,961 | -10.49% | $49,343 | -10.07% | -10.88% | 1.53% | -10.49% |
2002 | 10 | 3.65% | $60,079 | 8.23% | $53,403 | 7.65% | 5.70% | -0.61% | 8.23% |
2002 | 11 | 3.27% | $62,044 | 6.17% | $56,697 | 6.06% | 4.75% | 0.02% | 6.17% |
2002 | 12 | -1.97% | $72,226 | -5.66% | $64,892 | -5.57% | -3.43% | 2.07% | -5.66% |
2003 | 1 | -2.08% | $70,722 | -2.46% | $63,296 | -2.54% | -3.76% | 0.05% | -2.46% |
2003 | 2 | -0.88% | $70,097 | -1.35% | $62,443 | -1.69% | -2.42% | 1.38% | -1.35% |
2003 | 3 | -0.31% | $69,880 | 0.21% | $62,572 | 1.09% | -1.93% | -0.13% | 0.21% |
2003 | 4 | 6.12% | $74,157 | 8.46% | $67,866 | 8.21% | 9.70% | 0.87% | 8.46% |
2003 | 5 | 4.70% | $77,644 | 5.48% | $71,587 | 6.11% | 6.15% | 1.82% | 5.48% |
2003 | 6 | 1.33% | $78,680 | 1.07% | $72,350 | 1.43% | 2.66% | -0.13% | 1.07% |
2003 | 7 | 0.82% | $79,327 | 1.80% | $73,655 | 2.36% | 3.18% | -3.34% | 1.80% |
2003 | 8 | 1.89% | $80,825 | 2.06% | $75,174 | 2.39% | 2.51% | 0.61% | 2.06% |
2003 | 9 | 1.38% | $81,937 | -1.09% | $74,356 | -1.15% | 2.78% | 2.71% | -1.09% |
2003 | 10 | 4.09% | $85,289 | 5.35% | $78,336 | 6.12% | 6.49% | -0.96% | 5.35% |
2003 | 11 | 1.33% | $86,423 | 1.09% | $79,191 | 1.38% | 2.13% | 0.27% | 1.09% |
2003 | 12 | 4.65% | $102,064 | 5.03% | $94,797 | 4.48% | 7.80% | 0.88% | 5.03% |
2004 | 1 | 1.56% | $103,661 | 1.98% | $96,671 | 2.23% | 1.60% | 0.86% | 1.98% |
2004 | 2 | 1.65% | $105,375 | 1.36% | $97,983 | 1.43% | 2.50% | 1.03% | 1.36% |
2004 | 3 | 0.05% | $105,433 | -1.32% | $96,690 | -1.07% | 0.45% | 0.80% | -1.32% |
2004 | 4 | -2.63% | $102,665 | -1.89% | $94,860 | -2.11% | -3.14% | -2.61% | -1.89% |
2004 | 5 | 0.46% | $103,139 | 1.71% | $96,485 | 1.35% | 0.46% | -0.43% | 1.71% |
2004 | 6 | 1.69% | $104,883 | 1.85% | $98,269 | 2.09% | 2.40% | 0.56% | 1.85% |
2004 | 7 | -2.10% | $102,684 | -3.22% | $95,103 | -3.80% | -3.34% | 0.96% | -3.22% |
2004 | 8 | 1.00% | $103,713 | 0.24% | $95,335 | 0.31% | 0.75% | 1.94% | 0.24% |
2004 | 9 | 1.61% | $105,387 | 1.00% | $96,290 | 1.74% | 2.96% | 0.16% | 1.00% |
2004 | 10 | 1.93% | $107,417 | 1.29% | $97,531 | 1.68% | 3.24% | 0.85% | 1.29% |
2004 | 11 | 3.74% | $111,438 | 4.45% | $101,872 | 4.68% | 7.23% | -0.81% | 4.45% |
2004 | 12 | 3.06% | $126,851 | 3.02% | $116,942 | 3.63% | 4.44% | 0.92% | 3.02% |
2005 | 1 | -1.23% | $125,291 | -2.24% | $114,320 | -2.68% | -1.67% | 0.65% | -2.24% |
2005 | 2 | 2.02% | $127,823 | 2.09% | $116,710 | 2.07% | 4.68% | -0.63% | 2.09% |
2005 | 3 | -1.73% | $125,606 | -1.83% | $114,577 | -1.75% | -2.93% | -0.49% | -1.83% |
2005 | 4 | -1.00% | $124,345 | -1.87% | $112,430 | -2.32% | -2.07% | 1.35% | -1.87% |
2005 | 5 | 1.61% | $126,347 | 3.22% | $116,053 | 3.77% | 0.08% | 1.05% | 3.22% |
2005 | 6 | 0.88% | $127,462 | 0.15% | $116,227 | 0.81% | 1.30% | 0.55% | 0.15% |
2005 | 7 | 2.23% | $130,306 | 3.83% | $120,674 | 4.11% | 3.68% | -0.99% | 3.83% |
2005 | 8 | 1.08% | $131,716 | -0.94% | $119,543 | -0.94% | 2.85% | 1.36% | -0.94% |
2005 | 9 | 1.52% | $133,724 | 0.80% | $120,499 | 0.86% | 4.73% | -1.10% | 0.80% |
2005 | 10 | -2.05% | $130,981 | -2.37% | $117,649 | -1.86% | -3.37% | -0.81% | -2.37% |
2005 | 11 | 2.38% | $134,102 | 4.40% | $122,820 | 3.97% | 2.67% | 0.48% | 4.40% |
2005 | 12 | 2.14% | $149,385 | -0.19% | $134,995 | 0.14% | 5.14% | 0.99% | -0.19% |
2006 | 1 | 3.42% | $154,494 | 2.40% | $138,237 | 3.50% | 6.87% | -0.11% | 2.40% |
2006 | 2 | -0.13% | $154,297 | 0.57% | $139,029 | 0.00% | -0.72% | 0.37% | 0.57% |
2006 | 3 | 1.36% | $156,402 | 1.65% | $141,323 | 1.80% | 3.17% | -1.00% | 1.65% |
2006 | 4 | 2.09% | $159,674 | 1.26% | $143,108 | 1.11% | 5.12% | -0.21% | 1.26% |
2006 | 5 | -2.70% | $155,364 | -3.01% | $138,797 | -3.23% | -4.45% | -0.09% | -3.01% |
2006 | 6 | -0.05% | $155,294 | 0.26% | $139,164 | 0.17% | -0.38% | 0.10% | 0.26% |
2006 | 7 | 0.79% | $156,520 | 0.45% | $139,787 | -0.13% | 1.15% | 1.35% | 0.45% |
2006 | 8 | 2.18% | $159,924 | 2.18% | $142,837 | 2.31% | 2.53% | 1.64% | 2.18% |
2006 | 9 | 1.09% | $161,667 | 2.70% | $146,693 | 2.27% | 0.25% | 0.81% | 2.70% |
2006 | 10 | 2.80% | $166,201 | 3.15% | $151,316 | 3.53% | 4.00% | 0.72% | 3.15% |
2006 | 11 | 2.41% | $170,214 | 1.99% | $154,325 | 2.23% | 3.73% | 1.11% | 1.99% |
2006 | 12 | 1.34% | $185,222 | 1.34% | $169,112 | 1.13% | 3.09% | -0.48% | 1.34% |
2007 | 1 | 0.92% | $186,925 | 1.50% | $171,656 | 1.88% | 0.96% | -0.08% | 1.50% |
2007 | 2 | -0.03% | $186,873 | -1.96% | $168,288 | -1.61% | 0.06% | 1.50% | -1.96% |
2007 | 3 | 1.31% | $189,320 | 1.16% | $170,241 | 1.11% | 2.80% | 0.02% | 1.16% |
2007 | 4 | 2.82% | $194,666 | 4.43% | $177,781 | 4.01% | 3.92% | 0.51% | 4.43% |
2007 | 5 | 2.04% | $198,639 | 3.39% | $183,812 | 3.69% | 3.09% | -0.78% | 3.39% |
2007 | 6 | -0.48% | $197,688 | -1.46% | $181,120 | -1.67% | 0.61% | -0.39% | -1.46% |
2007 | 7 | -1.25% | $195,213 | -3.13% | $175,449 | -3.41% | -1.06% | 0.84% | -3.13% |
2007 | 8 | 0.66% | $196,497 | 1.28% | $177,701 | 1.45% | -0.72% | 1.34% | 1.28% |
2007 | 9 | 3.63% | $203,624 | 3.87% | $184,578 | 3.59% | 6.38% | 0.72% | 3.87% |
2007 | 10 | 3.00% | $209,726 | 1.36% | $187,082 | 1.85% | 5.90% | 0.93% | 1.36% |
2007 | 11 | -2.55% | $204,388 | -3.87% | $179,836 | -4.49% | -4.57% | 1.91% | -3.87% |
2007 | 12 | -0.94% | $215,711 | -1.13% | $191,040 | -0.60% | -2.28% | 0.22% | -1.13% |
2008 | 1 | -4.31% | $206,407 | -6.05% | $179,490 | -6.08% | -8.55% | 1.69% | -6.05% |
2008 | 2 | -0.83% | $204,688 | -2.58% | $174,851 | -3.07% | 0.33% | 0.19% | -2.58% |
2008 | 3 | -0.31% | $204,054 | -0.90% | $173,272 | -0.58% | -0.71% | 0.30% | -0.90% |
2008 | 4 | 3.37% | $210,933 | 4.77% | $181,531 | 5.02% | 5.85% | -0.30% | 4.77% |
2008 | 5 | 0.90% | $212,835 | 1.51% | $184,275 | 2.09% | 1.51% | -0.79% | 1.51% |
2008 | 6 | -5.66% | $200,788 | -8.35% | $168,888 | -8.19% | -8.99% | -0.01% | -8.35% |
2008 | 7 | -1.42% | $197,946 | -0.90% | $167,370 | -0.77% | -3.67% | 0.00% | -0.90% |
2008 | 8 | -0.82% | $196,315 | 1.55% | $169,957 | 1.58% | -5.10% | 0.70% | 1.55% |
2008 | 9 | -7.36% | $181,862 | -9.44% | $153,918 | -9.26% | -13.09% | -1.10% | -9.44% |
2008 | 10 | -12.87% | $158,456 | -16.52% | $128,492 | -17.63% | -22.09% | -2.53% | -16.52% |
2008 | 11 | -2.36% | $154,715 | -6.96% | $119,549 | -7.90% | -6.29% | 3.64% | -6.96% |
2008 | 12 | 4.06% | $174,255 | 0.98% | $133,979 | 1.86% | 8.16% | 3.32% | 0.98% |
2009 | 1 | -6.97% | $162,110 | -8.21% | $122,978 | -8.26% | -11.96% | -0.70% | -8.21% |
2009 | 2 | -6.61% | $151,398 | -10.74% | $109,764 | -10.45% | -9.58% | -0.42% | -10.74% |
2009 | 3 | 6.13% | $160,685 | 8.35% | $118,927 | 8.65% | 9.31% | 1.48% | 8.35% |
2009 | 4 | 7.57% | $172,852 | 9.93% | $130,742 | 10.61% | 12.78% | 0.36% | 9.93% |
2009 | 5 | 6.81% | $184,616 | 5.85% | $138,384 | 5.38% | 14.35% | 0.85% | 5.85% |
2009 | 6 | -0.18% | $184,279 | -0.07% | $138,290 | 0.34% | -1.32% | 0.54% | -0.07% |
2009 | 7 | 6.51% | $196,276 | 7.46% | $148,608 | 7.82% | 9.96% | 1.43% | 7.46% |
2009 | 8 | 2.78% | $201,734 | 3.69% | $154,097 | 3.63% | 3.50% | 1.01% | 3.69% |
2009 | 9 | 3.65% | $209,088 | 3.55% | $159,560 | 4.23% | 5.15% | 1.19% | 3.55% |
2009 | 10 | -1.54% | $205,859 | -1.92% | $156,493 | -2.57% | -2.17% | 0.41% | -1.92% |
2009 | 11 | 3.70% | $213,477 | 6.16% | $166,134 | 5.63% | 3.86% | 1.36% | 6.16% |
2009 | 12 | 1.04% | $229,321 | 1.91% | $182,918 | 2.86% | 1.53% | -1.68% | 1.91% |
2010 | 1 | -2.33% | $223,976 | -3.63% | $176,270 | -3.50% | -5.07% | 1.57% | -3.63% |
2010 | 2 | 1.25% | $226,766 | 3.12% | $181,769 | 3.36% | 0.22% | 0.20% | 3.12% |
2010 | 3 | 4.23% | $236,366 | 6.09% | $192,839 | 6.27% | 6.71% | -0.08% | 6.09% |
2010 | 4 | 0.53% | $237,626 | 1.55% | $195,822 | 2.17% | -1.71% | 1.06% | 1.55% |
2010 | 5 | -5.96% | $223,464 | -7.95% | $180,263 | -8.00% | -10.78% | 0.87% | -7.95% |
2010 | 6 | -1.72% | $219,631 | -5.17% | $170,936 | -5.66% | -1.17% | 1.61% | -5.17% |
2010 | 7 | 5.80% | $232,360 | 6.83% | $182,611 | 6.99% | 10.33% | 0.94% | 6.83% |
2010 | 8 | -2.08% | $227,526 | -4.50% | $174,397 | -4.75% | -3.22% | 1.48% | -4.50% |
2010 | 9 | 6.33% | $241,930 | 8.96% | $190,014 | 9.47% | 10.41% | -0.01% | 8.96% |
2010 | 10 | 2.59% | $248,200 | 3.82% | $197,273 | 3.94% | 3.55% | 0.36% | 3.82% |
2010 | 11 | -1.49% | $244,497 | 0.00% | $197,273 | 0.58% | -4.52% | -0.57% | 0.00% |
2010 | 12 | 4.62% | $269,618 | 6.68% | $224,280 | 6.81% | 8.34% | -1.15% | 6.68% |
2011 | 1 | 0.99% | $272,284 | 2.33% | $229,506 | 2.19% | 0.70% | 0.08% | 2.33% |
2011 | 2 | 2.17% | $278,187 | 3.47% | $237,478 | 3.60% | 2.71% | 0.16% | 3.47% |
2011 | 3 | 0.01% | $278,211 | 0.01% | $237,503 | 0.45% | -0.43% | -0.01% | 0.01% |
2011 | 4 | 3.20% | $287,102 | 2.90% | $244,381 | 2.99% | 5.24% | 1.32% | 2.90% |
2011 | 5 | -0.96% | $284,356 | -1.12% | $241,641 | -1.16% | -2.87% | 1.30% | -1.12% |
2011 | 6 | -1.24% | $280,832 | -1.69% | $237,561 | -1.79% | -1.51% | -0.39% | -1.69% |
2011 | 7 | -0.77% | $278,676 | -2.00% | $232,809 | -2.28% | -1.53% | 1.58% | -2.00% |
2011 | 8 | -4.30% | $266,692 | -5.50% | $220,010 | -5.99% | -8.45% | 1.46% | -5.50% |
2011 | 9 | -6.10% | $250,413 | -6.94% | $204,730 | -7.75% | -12.29% | 0.89% | -6.94% |
2011 | 10 | 6.79% | $267,411 | 10.91% | $227,076 | 11.51% | 10.22% | 0.16% | 10.91% |
2011 | 11 | -1.08% | $264,521 | -0.41% | $226,153 | -0.29% | -2.88% | -0.30% | -0.41% |
2011 | 12 | -0.13% | $278,415 | 1.04% | $242,743 | 0.80% | -2.64% | 1.08% | 1.04% |
2012 | 1 | 4.41% | $290,692 | 4.64% | $254,000 | 5.08% | 7.27% | 0.87% | 4.64% |
2012 | 2 | 3.17% | $299,918 | 4.34% | $265,025 | 4.26% | 5.14% | -0.05% | 4.34% |
2012 | 3 | 0.60% | $301,709 | 3.22% | $273,548 | 3.07% | -0.75% | -0.58% | 3.22% |
2012 | 4 | -0.49% | $300,236 | -0.67% | $271,722 | -0.65% | -1.78% | 1.14% | -0.67% |
2012 | 5 | -5.65% | $283,267 | -6.01% | $255,403 | -6.24% | -11.14% | 0.95% | -6.01% |
2012 | 6 | 3.29% | $292,590 | 4.05% | $265,754 | 3.91% | 6.03% | 0.04% | 4.05% |
2012 | 7 | 0.95% | $295,380 | 1.18% | $268,898 | 1.03% | 0.44% | 1.39% | 1.18% |
2012 | 8 | 1.76% | $300,582 | 2.51% | $275,634 | 2.48% | 2.72% | 0.03% | 2.51% |
2012 | 9 | 2.13% | $306,985 | 2.54% | $282,622 | 2.58% | 3.62% | 0.11% | 2.54% |
2012 | 10 | -0.39% | $305,776 | -1.82% | $277,479 | -1.76% | 0.56% | 0.11% | -1.82% |
2012 | 11 | 0.93% | $308,621 | 0.57% | $279,050 | 0.74% | 1.82% | 0.19% | 0.57% |
2012 | 12 | 1.77% | $328,569 | 0.90% | $296,038 | 1.19% | 4.17% | -0.20% | 0.90% |
2013 | 1 | 2.71% | $337,468 | 5.12% | $311,192 | 5.50% | 3.34% | -0.71% | 5.12% |
2013 | 2 | 0.20% | $338,145 | 1.28% | $315,162 | 1.28% | -1.23% | 0.54% | 1.28% |
2013 | 3 | 1.62% | $343,636 | 3.80% | $327,131 | 3.88% | 0.77% | 0.08% | 3.80% |
2013 | 4 | 2.07% | $350,733 | 1.92% | $333,416 | 1.70% | 3.58% | 0.91% | 1.92% |
2013 | 5 | -0.70% | $348,274 | 2.36% | $341,288 | 2.32% | -2.95% | -1.71% | 2.36% |
2013 | 6 | -2.20% | $340,626 | -1.34% | $336,728 | -1.27% | -3.75% | -1.65% | -1.34% |
2013 | 7 | 3.53% | $352,662 | 5.17% | $354,129 | 5.49% | 4.56% | 0.20% | 5.17% |
2013 | 8 | -1.78% | $346,400 | -3.00% | $343,508 | -2.82% | -1.63% | -0.64% | -3.00% |
2013 | 9 | 3.98% | $360,201 | 3.17% | $354,391 | 3.66% | 7.21% | 0.96% | 3.17% |
2013 | 10 | 2.93% | $370,742 | 4.63% | $370,802 | 4.22% | 3.41% | 0.78% | 4.63% |
2013 | 11 | 1.01% | $374,499 | 2.96% | $381,791 | 2.88% | 0.12% | -0.35% | 2.96% |
2013 | 12 | 1.23% | $393,795 | 2.59% | $406,372 | 2.63% | 1.25% | -0.65% | 2.59% |
2014 | 1 | -2.11% | $385,473 | -3.52% | $392,048 | -3.11% | -4.78% | 1.54% | -3.52% |
2014 | 2 | 3.48% | $398,870 | 4.55% | $409,892 | 4.73% | 5.39% | 0.48% | 4.55% |
2014 | 3 | 0.26% | $399,892 | 0.83% | $413,300 | 0.51% | 0.41% | -0.15% | 0.83% |
2014 | 4 | 0.71% | $402,745 | 0.70% | $416,173 | 0.06% | 1.31% | 0.77% | 0.70% |
2014 | 5 | 1.70% | $409,592 | 2.32% | $425,831 | 2.17% | 1.88% | 1.05% | 2.32% |
2014 | 6 | 1.46% | $415,592 | 2.06% | $434,618 | 2.54% | 1.74% | 0.11% | 2.06% |
2014 | 7 | -1.29% | $410,229 | -1.34% | $428,777 | -1.98% | -1.61% | -0.26% | -1.34% |
2014 | 8 | 2.13% | $418,958 | 3.95% | $445,698 | 4.18% | 1.05% | 1.13% | 3.95% |
2014 | 9 | -2.62% | $407,979 | -1.38% | $439,551 | -2.14% | -5.01% | -0.72% | -1.38% |
2014 | 10 | 1.16% | $412,707 | 2.36% | $449,903 | 2.74% | -0.31% | 0.94% | 2.36% |
2014 | 11 | 0.98% | $416,760 | 2.75% | $462,263 | 2.41% | -0.25% | 0.65% | 2.75% |
2014 | 12 | -1.12% | $426,914 | -0.26% | $475,885 | -0.01% | -3.65% | 0.09% | -0.26% |
2015 | 1 | -0.11% | $426,439 | -2.96% | $461,785 | -2.77% | 0.13% | 2.31% | -2.96% |
2015 | 2 | 3.35% | $440,708 | 5.62% | $487,739 | 5.76% | 5.52% | -1.08% | 5.62% |
2015 | 3 | -0.74% | $437,462 | -1.57% | $480,060 | -1.04% | -1.54% | 0.41% | -1.57% |
2015 | 4 | 1.74% | $445,074 | 0.98% | $484,781 | 0.42% | 5.08% | -0.36% | 0.98% |
2015 | 5 | -0.02% | $444,981 | 1.29% | $491,014 | 1.39% | -0.94% | -0.45% | 1.29% |
2015 | 6 | -1.82% | $436,866 | -2.03% | $481,050 | -1.71% | -2.69% | -1.01% | -2.03% |
2015 | 7 | 0.51% | $439,106 | 2.26% | $491,917 | 1.63% | -0.80% | 0.76% | 2.26% |
2015 | 8 | -4.61% | $418,872 | -6.10% | $461,935 | -6.03% | -7.29% | -0.36% | -6.10% |
2015 | 9 | -1.99% | $410,516 | -2.54% | $450,187 | -2.93% | -3.90% | 0.76% | -2.54% |
2015 | 10 | 4.59% | $429,371 | 8.51% | $488,479 | 7.84% | 6.26% | 0.01% | 8.51% |
2015 | 11 | -0.34% | $427,905 | 0.37% | $490,265 | 0.54% | -1.32% | -0.27% | 0.37% |
2015 | 12 | -1.49% | $436,447 | -1.72% | $496,757 | -2.03% | -2.07% | -0.38% | -1.72% |
2016 | 1 | -3.28% | $422,142 | -4.98% | $472,025 | -5.67% | -5.59% | 1.43% | -4.98% |
2016 | 2 | -0.52% | $419,947 | -0.08% | $471,635 | -0.04% | -2.27% | 0.66% | -0.08% |
2016 | 3 | 5.24% | $441,955 | 6.72% | $503,350 | 7.01% | 8.19% | 0.94% | 6.72% |
2016 | 4 | 1.07% | $446,665 | 0.39% | $505,334 | 0.63% | 2.22% | 0.38% | 0.39% |
2016 | 5 | 0.26% | $447,824 | 1.70% | $513,930 | 1.79% | -1.02% | 0.01% | 1.70% |
2016 | 6 | 0.42% | $449,692 | 0.35% | $515,727 | 0.23% | -0.94% | 1.94% | 0.35% |
2016 | 7 | 2.97% | $463,050 | 3.65% | $534,536 | 3.95% | 4.41% | 0.64% | 3.65% |
2016 | 8 | 0.27% | $464,317 | 0.12% | $535,176 | 0.26% | 0.74% | -0.17% | 0.12% |
2016 | 9 | 0.47% | $466,512 | 0.01% | $535,217 | 0.15% | 1.37% | -0.09% | 0.01% |
2016 | 10 | -1.58% | $459,121 | -1.73% | $525,938 | -2.21% | -1.72% | -0.81% | -1.73% |
2016 | 11 | -0.11% | $458,625 | 3.68% | $545,313 | 4.44% | -2.15% | -2.64% | 3.68% |
2016 | 12 | 1.41% | $480,309 | 2.03% | $571,597 | 1.92% | 2.02% | 0.24% | 2.03% |
2017 | 1 | 2.02% | $490,032 | 1.79% | $581,825 | 1.91% | 3.87% | 0.29% | 1.79% |
2017 | 2 | 1.96% | $499,646 | 3.93% | $604,686 | 3.71% | 1.50% | 0.66% | 3.93% |
2017 | 3 | 0.95% | $504,405 | 0.13% | $605,447 | 0.07% | 2.82% | -0.07% | 0.13% |
2017 | 4 | 1.35% | $511,230 | 0.99% | $611,456 | 1.05% | 2.20% | 0.76% | 0.99% |
2017 | 5 | 1.59% | $519,383 | 1.41% | $620,086 | 1.01% | 3.01% | 0.67% | 1.41% |
2017 | 6 | 0.50% | $521,958 | 0.64% | $624,038 | 0.92% | 0.52% | 0.01% | 0.64% |
2017 | 7 | 1.95% | $532,129 | 2.06% | $636,865 | 1.87% | 3.42% | 0.39% | 2.06% |
2017 | 8 | 0.54% | $535,005 | 0.29% | $638,723 | 0.15% | 0.64% | 0.85% | 0.29% |
2017 | 9 | 1.29% | $541,932 | 2.01% | $651,588 | 2.45% | 1.81% | -0.54% | 2.01% |
2017 | 10 | 1.46% | $549,817 | 2.36% | $666,943 | 2.16% | 1.94% | 0.11% | 2.36% |
2017 | 11 | 1.26% | $556,754 | 3.06% | $687,328 | 3.04% | 0.78% | -0.17% | 3.06% |
2017 | 12 | 1.20% | $578,962 | 1.21% | $711,179 | 0.99% | 2.01% | 0.44% | 1.21% |
2018 | 1 | 3.27% | $597,885 | 5.64% | $751,260 | 5.31% | 5.59% | -1.09% | 5.64% |
2018 | 2 | -3.34% | $577,899 | -3.64% | $723,944 | -3.72% | -5.14% | -1.03% | -3.64% |
2018 | 3 | -0.68% | $573,951 | -2.74% | $704,097 | -1.99% | -0.64% | 0.63% | -2.74% |
2018 | 4 | 0.13% | $574,689 | 0.52% | $707,736 | 0.38% | 0.83% | -0.83% | 0.52% |
2018 | 5 | 0.49% | $577,499 | 2.43% | $724,941 | 2.79% | -1.92% | 0.61% | 2.43% |
2018 | 6 | -0.44% | $574,942 | 0.58% | $729,114 | 0.68% | -2.08% | 0.03% | 0.58% |
2018 | 7 | 1.97% | $586,267 | 3.70% | $756,125 | 3.34% | 2.48% | 0.03% | 3.70% |
2018 | 8 | 0.66% | $590,152 | 3.19% | $780,260 | 3.44% | -2.19% | 0.52% | 3.19% |
2018 | 9 | -0.02% | $590,018 | 0.59% | $784,903 | 0.16% | 0.30% | -0.54% | 0.59% |
2018 | 10 | -5.56% | $557,225 | -6.91% | $730,662 | -7.40% | -8.35% | -0.73% | -6.91% |
2018 | 11 | 1.30% | $564,445 | 1.85% | $744,216 | 2.06% | 1.26% | 0.53% | 1.85% |
2018 | 12 | -4.21% | $556,541 | -8.79% | $694,612 | -9.29% | -4.85% | 1.80% | -8.79% |
2019 | 1 | 5.72% | $588,402 | 8.01% | $750,226 | 8.59% | 7.58% | 1.01% | 8.01% |
2019 | 2 | 1.76% | $598,763 | 3.24% | $774,546 | 3.50% | 1.72% | -0.06% | 3.24% |
2019 | 3 | 1.36% | $606,890 | 1.81% | $788,548 | 1.44% | 0.72% | 1.96% | 1.81% |
2019 | 4 | 2.33% | $621,028 | 4.09% | $820,762 | 3.98% | 2.76% | 0.04% | 4.09% |
2019 | 5 | -3.60% | $598,691 | -6.38% | $768,421 | -6.45% | -5.55% | 1.83% | -6.38% |
2019 | 6 | 4.70% | $626,836 | 6.96% | $821,899 | 6.97% | 5.83% | 1.15% | 6.96% |
2019 | 7 | -0.06% | $626,477 | 1.51% | $834,325 | 1.44% | -1.89% | 0.23% | 1.51% |
2019 | 8 | -0.62% | $622,604 | -1.67% | $820,356 | -2.03% | -2.35% | 2.78% | -1.67% |
2019 | 9 | 1.28% | $630,602 | 1.95% | $836,337 | 1.70% | 2.72% | -0.60% | 1.95% |
2019 | 10 | 1.91% | $642,678 | 2.21% | $854,824 | 2.10% | 3.38% | 0.21% | 2.21% |
2019 | 11 | 1.68% | $653,488 | 3.62% | $885,767 | 3.77% | 1.11% | -0.06% | 3.62% |
2019 | 12 | 2.39% | $685,332 | 2.90% | $927,686 | 2.85% | 4.27% | -0.15% | 2.90% |
2020 | 1 | -0.42% | $682,442 | -0.04% | $927,312 | -0.08% | -3.30% | 2.11% | -0.04% |
2020 | 2 | -4.33% | $652,916 | -7.92% | $853,900 | -8.18% | -6.72% | 1.71% | -7.92% |
2020 | 3 | -9.72% | $589,441 | -12.46% | $747,469 | -13.78% | -16.11% | -0.59% | -12.46% |
2020 | 4 | 7.11% | $631,357 | 12.70% | $842,386 | 13.25% | 8.09% | 1.69% | 12.70% |
2020 | 5 | 3.37% | $652,625 | 4.76% | $882,521 | 5.38% | 4.80% | 0.54% | 4.76% |
2020 | 6 | 2.28% | $667,532 | 1.78% | $898,195 | 2.28% | 4.24% | 0.70% | 1.78% |
2020 | 7 | 3.68% | $692,120 | 5.89% | $951,092 | 5.64% | 4.10% | 1.55% | 5.89% |
2020 | 8 | 3.37% | $715,469 | 6.98% | $1,017,475 | 7.18% | 4.31% | -1.02% | 6.98% |
2020 | 9 | -1.83% | $702,392 | -3.74% | $979,422 | -3.57% | -1.96% | 0.08% | -3.74% |
2020 | 10 | -1.64% | $690,904 | -2.49% | $955,002 | -2.16% | -2.21% | -0.61% | -2.49% |
2020 | 11 | 8.53% | $749,813 | 10.88% | $1,058,884 | 12.19% | 12.93% | 1.11% | 10.88% |
2020 | 12 | 3.48% | $792,328 | 3.71% | $1,114,556 | 4.45% | 5.82% | 0.15% | 3.71% |
* End-of-month balance includes the annual contribution/withdrawal |
Style Category | If You Can | SPY |
---|---|---|
Large-cap Value | 9.26% | 45.65% |
Large-cap Growth | 18.78% | 54.06% |
Mid-cap Value | 6.40% | 0.00% |
Mid-cap Growth | 0.70% | 0.09% |
Small-cap Value | 0.00% | 0.00% |
Small-cap Growth | 0.00% | 0.00% |
Global ex-US Developed Markets | 24.15% | 0.00% |
Emerging Markets | 8.04% | 0.04% |
Corporate Bonds | 8.08% | 0.16% |
Long-Term Treasuries | 1.19% | 0.00% |
Intermediate-Term Treasuries | 6.15% | 0.00% |
Short-Term Treasuries | 17.24% | 0.00% |
R Squared | 99.70% | 99.91% |
Style analysis is based on monthly returns from April 2005 to December 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. |
Ticker | Name | Category | Weight | Yield | Expense Ratio | P/E | Duration | Contribution | |||
---|---|---|---|---|---|---|---|---|---|---|---|
SEC | TTM | Net | Gross | Return | Risk | ||||||
VTSMX | Vanguard Total Stock Mkt Idx Inv | Large Blend | 33.34% | 1.53% | 1.54% | 0.14% | 0.14% | 17.97 | $240,903 | 46.94% | |
VGTSX | Vanguard Total Intl Stock Index Inv | Foreign Large Blend | 33.33% | 2.98% | 0.17% | 0.17% | 11.68 | $135,263 | 52.05% | ||
VBMFX | Vanguard Total Bond Market Index Inv | Intermediate Core Bond | 33.33% | 4.01% | 2.40% | 0.15% | 0.15% | 6.47 | $86,490 | 1.01% | |
100.00% | 1.85% | 2.31% | 0.15% | 0.15% | 14.82 | 6.47 | $462,656 | 100.00% |
Ticker | Name | Category | Weight | Yield | Expense Ratio | P/E | Contribution | |||
---|---|---|---|---|---|---|---|---|---|---|
SEC | TTM | Net | Gross | Return | Risk | |||||
SPY | SPDR S&P 500 ETF Trust | Large Blend | 100.00% | 1.61% | 1.65% | 0.09% | 0.09% | 19.02 | $784,884 | 100.00% |
Fund fundamentals data as of 01/27/2023. (c) 2023 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.
Metric | If You Can | SPY |
---|---|---|
Arithmetic Mean (monthly) | 0.61% | 0.82% |
Arithmetic Mean (annualized) | 7.62% | 10.24% |
Geometric Mean (monthly) | 0.57% | 0.72% |
Geometric Mean (annualized) | 7.02% | 8.94% |
Standard Deviation (monthly) | 3.05% | 4.44% |
Standard Deviation (annualized) | 10.55% | 15.38% |
Downside Deviation (monthly) | 2.04% | 2.97% |
Maximum Drawdown | -37.40% | -50.80% |
Stock Market Correlation | 0.95 | 0.99 |
Beta(*) | 0.63 | 0.96 |
Alpha (annualized) | 1.01% | 0.16% |
R2 | 90.68% | 97.88% |
Sharpe Ratio | 0.51 | 0.50 |
Sortino Ratio | 0.73 | 0.74 |
Treynor Ratio (%) | 8.51 | 8.15 |
Calmar Ratio | 0.60 | 0.72 |
Active Return | -2.14% | -0.22% |
Tracking Error | 6.71% | 2.35% |
Information Ratio | -0.32 | -0.09 |
Skewness | -0.70 | -0.57 |
Excess Kurtosis | 1.62 | 1.01 |
Historical Value-at-Risk (5%) | -5.12% | -7.43% |
Analytical Value-at-Risk (5%) | -4.51% | -6.49% |
Conditional Value-at-Risk (5%) | -6.97% | -9.87% |
Upside Capture Ratio (%) | 63.36 | 94.77 |
Downside Capture Ratio (%) | 62.85 | 94.81 |
Safe Withdrawal Rate | 6.88% | 7.53% |
Perpetual Withdrawal Rate | 4.61% | 6.29% |
Positive Periods | 178 out of 288 (61.81%) | 183 out of 288 (63.54%) |
Gain/Loss Ratio | 1.04 | 0.91 |
* US stock market is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values. |
Stress Period | Start | End | If You Can | SPY |
---|---|---|---|---|
Asian Crisis | Jul 1997 | Jan 1998 | -4.44% | -5.18% |
Russian Debt Default | Jul 1998 | Oct 1998 | -9.76% | -15.28% |
Dotcom Crash | Mar 2000 | Oct 2002 | -25.51% | -44.71% |
Subprime Crisis | Nov 2007 | Mar 2009 | -37.40% | -50.80% |
COVID-19 Start | Jan 2020 | Mar 2020 | -13.99% | -19.43% |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Nov 2007 | Feb 2009 | 1 year 4 months | Jan 2011 | 1 year 11 months | 3 years 3 months | -37.40% |
2 | Apr 2000 | Sep 2002 | 2 years 6 months | Feb 2004 | 1 year 5 months | 3 years 11 months | -25.51% |
3 | Jan 2020 | Mar 2020 | 3 months | Jul 2020 | 4 months | 7 months | -13.99% |
4 | May 2011 | Sep 2011 | 5 months | Sep 2012 | 1 year | 1 year 5 months | -12.78% |
5 | Jul 1998 | Aug 1998 | 2 months | Nov 1998 | 3 months | 5 months | -9.76% |
6 | Feb 2018 | Dec 2018 | 11 months | Apr 2019 | 4 months | 1 year 3 months | -9.56% |
7 | May 2015 | Feb 2016 | 10 months | Jul 2016 | 5 months | 1 year 3 months | -8.87% |
8 | Aug 1997 | Aug 1997 | 1 month | Feb 1998 | 6 months | 7 months | -4.44% |
9 | May 2019 | May 2019 | 1 month | Jun 2019 | 1 month | 2 months | -3.60% |
10 | Jan 2000 | Jan 2000 | 1 month | Mar 2000 | 2 months | 3 months | -3.53% |
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 | Mar 2012 | 3 years 1 month | 4 years 5 months | -50.80% |
2 | Sep 2000 | Sep 2002 | 2 years 1 month | Nov 2006 | 4 years 2 months | 6 years 3 months | -44.71% |
3 | Jan 2020 | Mar 2020 | 3 months | Jul 2020 | 4 months | 7 months | -19.43% |
4 | Jul 1998 | Aug 1998 | 2 months | Nov 1998 | 3 months | 5 months | -15.28% |
5 | Oct 2018 | Dec 2018 | 3 months | Apr 2019 | 4 months | 7 months | -13.52% |
6 | Aug 2015 | Sep 2015 | 2 months | May 2016 | 8 months | 10 months | -8.48% |
7 | Apr 2012 | May 2012 | 2 months | Aug 2012 | 3 months | 5 months | -6.63% |
8 | Jan 2000 | Feb 2000 | 2 months | Mar 2000 | 1 month | 3 months | -6.43% |
9 | May 2019 | May 2019 | 1 month | Jun 2019 | 1 month | 2 months | -6.38% |
10 | Feb 2018 | Mar 2018 | 2 months | Jul 2018 | 4 months | 6 months | -6.28% |
Worst 10 drawdowns included above |
Ticker | Name | CAGR | Stdev | Best Year | Worst Year | Max Drawdown | Sharpe Ratio | Sortino Ratio | Market Correlation |
---|---|---|---|---|---|---|---|---|---|
VTSMX | Vanguard Total Stock Mkt Idx Inv | 9.16% | 15.93% | 33.35% | -37.04% | -50.89% | 0.51 | 0.73 | 1.00 |
VGTSX | Vanguard Total Intl Stock Index Inv | 5.23% | 17.43% | 40.34% | -44.10% | -58.50% | 0.27 | 0.37 | 0.87 |
VBMFX | Vanguard Total Bond Market Index Inv | 5.03% | 3.41% | 11.39% | -2.26% | -3.99% | 0.87 | 1.48 | -0.04 |
SPY | SPDR S&P 500 ETF Trust | 8.94% | 15.38% | 33.48% | -36.81% | -50.80% | 0.50 | 0.74 | 0.99 |
Name | Total Return | Annualized Return | Expense Ratio | |||||
---|---|---|---|---|---|---|---|---|
3 Month | Year To Date | 1 year | 3 year | 5 year | 10 year | Net | Gross | |
Vanguard Total Stock Mkt Idx Inv | 14.65% | 20.87% | 20.87% | 14.37% | 15.30% | 13.66% | 0.14% | 0.14% |
Vanguard Total Intl Stock Index Inv | 16.87% | 11.16% | 11.16% | 4.92% | 9.02% | 5.05% | 0.17% | 0.17% |
Vanguard Total Bond Market Index Inv | 0.64% | 7.61% | 7.61% | 5.29% | 4.36% | 3.69% | 0.15% | 0.15% |
SPDR S&P 500 ETF Trust | 12.12% | 18.37% | 18.37% | 14.03% | 15.11% | 13.76% | 0.09% | 0.09% |
Trailing returns as of last calendar month ending December 2020 |
Ticker | Name | VTSMX | VGTSX | VBMFX | SPY | If You Can | SPY |
---|---|---|---|---|---|---|---|
VTSMX | Vanguard Total Stock Mkt Idx Inv | 1.00 | 0.87 | -0.04 | 0.99 | 0.95 | 0.99 |
VGTSX | Vanguard Total Intl Stock Index Inv | 0.87 | 1.00 | 0.02 | 0.85 | 0.97 | 0.85 |
VBMFX | Vanguard Total Bond Market Index Inv | -0.04 | 0.02 | 1.00 | -0.04 | 0.10 | -0.04 |
SPY | SPDR S&P 500 ETF Trust | 0.99 | 0.85 | -0.04 | 1.00 | 0.94 | 1.00 |
Ticker | Name | If You Can | SPY |
---|---|---|---|
VTSMX | Vanguard Total Stock Mkt Idx Inv | $240,903 | |
VGTSX | Vanguard Total Intl Stock Index Inv | $135,263 | |
VBMFX | Vanguard Total Bond Market Index Inv | $86,490 | |
SPY | SPDR S&P 500 ETF Trust | $784,884 | |
Return attribution decomposes portfolio gains into its constituent parts and identifies the contribution to returns by each of the assets. |
Ticker | Name | If You Can | SPY |
---|---|---|---|
VTSMX | Vanguard Total Stock Mkt Idx Inv | 46.94% | |
VGTSX | Vanguard Total Intl Stock Index Inv | 52.05% | |
VBMFX | Vanguard Total Bond Market Index Inv | 1.01% | |
SPY | SPDR S&P 500 ETF Trust | 100.00% | |
Risk attribution decomposes portfolio risk into its constituent parts and identifies the contribution to overall volatility by each of the assets. |
Roll Period | If You Can | SPY | ||||
---|---|---|---|---|---|---|
Average | High | Low | Average | High | Low | |
1 year | 7.04% | 40.89% | -31.66% | 9.20% | 53.27% | -43.44% |
3 years | 6.26% | 18.82% | -8.89% | 7.36% | 27.48% | -16.28% |
5 years | 6.02% | 15.47% | -0.81% | 6.64% | 22.86% | -6.67% |
7 years | 6.35% | 10.53% | 2.03% | 6.89% | 17.14% | -3.91% |
10 years | 6.28% | 10.16% | 1.70% | 6.53% | 16.55% | -3.45% |
15 years | 6.33% | 8.58% | 4.89% | 6.61% | 10.40% | 3.67% |