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 |
---|---|---|
VTMFX | Vanguard Tax-Managed Balanced Adm | 50.00% |
VTMSX | Vanguard Tax-Managed Small Cap Adm | 50.00% |
Save portfolio » |
Ticker | Name | Allocation |
---|---|---|
VTMFX | Vanguard Tax-Managed Balanced Adm | 25.00% |
VTMSX | Vanguard Tax-Managed Small Cap Adm | 75.00% |
Save portfolio » |
Ticker | Name | Allocation |
---|---|---|
VTMSX | Vanguard Tax-Managed Small Cap Adm | 100.00% |
Save portfolio » |
Portfolio | Initial Balance | Final Balance | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | Market Correlation |
---|---|---|---|---|---|---|---|---|---|---|
Portfolio 1 | $10,000 | $61,054 | 8.57% | 12.91% | 27.78% | -24.57% | -38.88% | 0.58 | 0.85 | 0.94 |
Portfolio 2 | $10,000 | $75,444 | 9.62% | 15.96% | 34.33% | -27.70% | -45.42% | 0.56 | 0.83 | 0.91 |
Portfolio 3 | $10,000 | $91,927 | 10.61% | 19.16% | 41.00% | -30.82% | -51.58% | 0.54 | 0.81 | 0.89 |
Vanguard Tax-Managed Balanced Adm | $10,000 | $38,228 | 6.28% | 7.75% | 19.14% | -18.32% | -25.17% | 0.62 | 0.91 | 0.96 |
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 | |
Portfolio 1 | 5.45% | 20.09% | 20.09% | 17.57% | 11.74% | 12.21% | 8.57% | 15.60% | 13.73% |
Portfolio 2 | 5.64% | 23.58% | 23.58% | 18.93% | 12.10% | 13.35% | 9.62% | 19.43% | 17.12% |
Portfolio 3 | 5.81% | 27.08% | 27.08% | 20.27% | 12.44% | 14.44% | 10.61% | 23.55% | 20.73% |
Vanguard Tax-Managed Balanced Adm | 5.05% | 13.10% | 13.10% | 14.78% | 10.92% | 9.75% | 6.28% | 9.19% | 7.98% |
Trailing return and volatility are as of last full calendar month ending December 2021 |
Year | Inflation | Portfolio 1 | Portfolio 2 | Portfolio 3 | Vanguard Tax-Managed Balanced Adm | Vanguard Tax-Managed Balanced Adm (VTMFX) | Vanguard Tax-Managed Small Cap Adm (VTMSX) | ||||
---|---|---|---|---|---|---|---|---|---|---|---|
Return | Balance | Return | Balance | Return | Balance | Return | Balance | ||||
2000 | 3.39% | 6.47% | $10,647 | 9.95% | $10,995 | 13.44% | $11,344 | -0.50% | $9,950 | -0.50% | 13.44% |
2001 | 1.55% | 0.95% | $10,748 | 3.20% | $11,347 | 5.44% | $11,961 | -3.54% | $9,598 | -3.54% | 5.44% |
2002 | 2.38% | -10.76% | $9,592 | -12.60% | $9,917 | -14.44% | $10,234 | -7.08% | $8,919 | -7.08% | -14.44% |
2003 | 1.88% | 27.78% | $12,256 | 33.15% | $13,204 | 38.51% | $14,174 | 17.05% | $10,439 | 17.05% | 38.51% |
2004 | 3.26% | 14.99% | $14,094 | 18.92% | $15,701 | 22.84% | $17,411 | 7.15% | $11,186 | 7.15% | 22.84% |
2005 | 3.42% | 6.27% | $14,978 | 7.01% | $16,802 | 7.74% | $18,759 | 4.80% | $11,723 | 4.80% | 7.74% |
2006 | 2.54% | 11.62% | $16,719 | 12.89% | $18,968 | 14.16% | $21,417 | 9.09% | $12,788 | 9.09% | 14.16% |
2007 | 4.08% | 2.81% | $17,189 | 1.66% | $19,283 | 0.51% | $21,525 | 5.11% | $13,442 | 5.11% | 0.51% |
2008 | 0.09% | -24.57% | $12,965 | -27.70% | $13,942 | -30.82% | $14,891 | -18.32% | $10,979 | -18.32% | -30.82% |
2009 | 2.72% | 22.36% | $15,865 | 23.98% | $17,285 | 25.59% | $18,701 | 19.14% | $13,081 | 19.14% | 25.59% |
2010 | 1.50% | 17.60% | $18,658 | 21.80% | $21,053 | 25.99% | $23,562 | 9.22% | $14,286 | 9.22% | 25.99% |
2011 | 2.96% | 3.40% | $19,292 | 2.31% | $21,539 | 1.22% | $23,849 | 5.58% | $15,084 | 5.58% | 1.22% |
2012 | 1.74% | 13.45% | $21,887 | 14.74% | $24,714 | 16.03% | $27,673 | 10.87% | $16,723 | 10.87% | 16.03% |
2013 | 1.50% | 27.67% | $27,944 | 34.33% | $33,199 | 41.00% | $39,017 | 14.34% | $19,122 | 14.34% | 41.00% |
2014 | 0.76% | 8.02% | $30,185 | 7.12% | $35,565 | 6.23% | $41,448 | 9.81% | $20,998 | 9.81% | 6.23% |
2015 | 0.73% | 0.25% | $30,260 | -0.80% | $35,279 | -1.85% | $40,680 | 2.35% | $21,491 | 2.35% | -1.85% |
2016 | 2.07% | 15.84% | $35,051 | 20.78% | $42,611 | 25.73% | $51,147 | 5.94% | $22,769 | 5.94% | 25.73% |
2017 | 2.11% | 12.85% | $39,554 | 12.95% | $48,129 | 13.05% | $57,822 | 12.64% | $25,647 | 12.64% | 13.05% |
2018 | 1.91% | -5.02% | $37,567 | -6.82% | $44,846 | -8.62% | $52,838 | -1.43% | $25,280 | -1.43% | -8.62% |
2019 | 2.29% | 20.64% | $45,322 | 21.96% | $54,694 | 23.28% | $65,138 | 18.01% | $29,833 | 18.01% | 23.28% |
2020 | 1.36% | 12.18% | $50,841 | 11.62% | $61,048 | 11.05% | $72,339 | 13.30% | $33,801 | 13.30% | 11.05% |
2021 | 7.04% | 20.09% | $61,054 | 23.58% | $75,444 | 27.08% | $91,927 | 13.10% | $38,228 | 13.10% | 27.08% |
Year | Month | Portfolio 1 | Portfolio 2 | Portfolio 3 | Vanguard Tax-Managed Balanced Adm | Vanguard Tax-Managed Balanced Adm (VTMFX) | Vanguard Tax-Managed Small Cap Adm (VTMSX) | ||||
---|---|---|---|---|---|---|---|---|---|---|---|
Return | Balance | Return | Balance | Return | Balance | Return | Balance | ||||
2000 | 1 | -2.81% | $9,719 | -2.91% | $9,709 | -3.01% | $9,699 | -2.60% | $9,740 | -2.60% | -3.01% |
2000 | 2 | 7.99% | $10,496 | 10.74% | $10,751 | 13.49% | $11,007 | 2.50% | $9,984 | 2.50% | 13.49% |
2000 | 3 | 0.41% | $10,538 | -1.57% | $10,582 | -3.46% | $10,626 | 4.66% | $10,450 | 4.66% | -3.46% |
2000 | 4 | -2.07% | $10,320 | -1.85% | $10,386 | -1.64% | $10,452 | -2.50% | $10,189 | -2.50% | -1.64% |
2000 | 5 | -2.79% | $10,033 | -3.10% | $10,064 | -3.41% | $10,095 | -2.14% | $9,970 | -2.14% | -3.41% |
2000 | 6 | 5.09% | $10,543 | 5.81% | $10,648 | 6.52% | $10,753 | 3.64% | $10,333 | 3.64% | 6.52% |
2000 | 7 | -1.37% | $10,399 | -1.83% | $10,453 | -2.29% | $10,508 | -0.41% | $10,290 | -0.41% | -2.29% |
2000 | 8 | 6.78% | $11,104 | 7.89% | $11,277 | 8.98% | $11,451 | 4.53% | $10,756 | 4.53% | 8.98% |
2000 | 9 | -2.44% | $10,833 | -2.01% | $11,051 | -1.59% | $11,269 | -3.34% | $10,397 | -3.34% | -1.59% |
2000 | 10 | -0.36% | $10,794 | -0.14% | $11,035 | 0.07% | $11,277 | -0.83% | $10,311 | -0.83% | 0.07% |
2000 | 11 | -7.95% | $9,936 | -9.24% | $10,016 | -10.48% | $10,095 | -5.18% | $9,777 | -5.18% | -10.48% |
2000 | 12 | 7.15% | $10,647 | 9.78% | $10,995 | 12.37% | $11,344 | 1.76% | $9,950 | 1.76% | 12.37% |
2001 | 1 | 2.85% | $10,950 | 2.83% | $11,307 | 2.81% | $11,663 | 2.90% | $10,238 | 2.90% | 2.81% |
2001 | 2 | -5.47% | $10,352 | -5.57% | $10,677 | -5.67% | $11,001 | -5.26% | $9,700 | -5.26% | -5.67% |
2001 | 3 | -3.79% | $9,960 | -4.14% | $10,235 | -4.49% | $10,507 | -3.08% | $9,401 | -3.08% | -4.49% |
2001 | 4 | 5.49% | $10,507 | 6.42% | $10,892 | 7.36% | $11,280 | 3.66% | $9,745 | 3.66% | 7.36% |
2001 | 5 | 1.32% | $10,645 | 1.58% | $11,064 | 1.84% | $11,487 | 0.79% | $9,821 | 0.79% | 1.84% |
2001 | 6 | 1.64% | $10,820 | 2.77% | $11,371 | 3.89% | $11,934 | -0.67% | $9,756 | -0.67% | 3.89% |
2001 | 7 | -1.12% | $10,698 | -1.47% | $11,203 | -1.80% | $11,718 | -0.39% | $9,718 | -0.39% | -1.80% |
2001 | 8 | -2.27% | $10,455 | -2.22% | $10,954 | -2.18% | $11,463 | -2.38% | $9,487 | -2.38% | -2.18% |
2001 | 9 | -9.15% | $9,499 | -11.31% | $9,715 | -13.42% | $9,925 | -4.61% | $9,049 | -4.61% | -13.42% |
2001 | 10 | 3.72% | $9,853 | 4.50% | $10,152 | 5.30% | $10,451 | 2.20% | $9,248 | 2.20% | 5.30% |
2001 | 11 | 5.19% | $10,364 | 6.18% | $10,780 | 7.17% | $11,200 | 3.24% | $9,548 | 3.24% | 7.17% |
2001 | 12 | 3.70% | $10,748 | 5.26% | $11,347 | 6.79% | $11,961 | 0.52% | $9,598 | 0.52% | 6.79% |
2002 | 1 | 0.37% | $10,788 | 0.59% | $11,413 | 0.80% | $12,057 | -0.06% | $9,592 | -0.06% | 0.80% |
2002 | 2 | -1.15% | $10,664 | -1.41% | $11,253 | -1.66% | $11,857 | -0.64% | $9,531 | -0.64% | -1.66% |
2002 | 3 | 4.50% | $11,144 | 6.14% | $11,943 | 7.78% | $12,779 | 1.23% | $9,648 | 1.23% | 7.78% |
2002 | 4 | 0.67% | $11,219 | 1.83% | $12,162 | 2.95% | $13,156 | -1.75% | $9,479 | -1.75% | 2.95% |
2002 | 5 | -2.35% | $10,955 | -3.27% | $11,764 | -4.14% | $12,610 | -0.36% | $9,446 | -0.36% | -4.14% |
2002 | 6 | -4.23% | $10,491 | -4.63% | $11,219 | -5.02% | $11,977 | -3.39% | $9,126 | -3.39% | -5.02% |
2002 | 7 | -8.57% | $9,592 | -11.35% | $9,946 | -14.06% | $10,294 | -2.79% | $8,871 | -2.79% | -14.06% |
2002 | 8 | 0.85% | $9,674 | 0.93% | $10,038 | 1.01% | $10,398 | 0.70% | $8,933 | 0.70% | 1.01% |
2002 | 9 | -4.97% | $9,193 | -5.48% | $9,488 | -6.01% | $9,772 | -3.99% | $8,577 | -3.99% | -6.01% |
2002 | 10 | 3.11% | $9,480 | 3.08% | $9,780 | 3.04% | $10,069 | 3.19% | $8,850 | 3.19% | 3.04% |
2002 | 11 | 3.84% | $9,844 | 4.46% | $10,215 | 5.10% | $10,582 | 2.70% | $9,090 | 2.70% | 5.10% |
2002 | 12 | -2.56% | $9,592 | -2.92% | $9,917 | -3.29% | $10,234 | -1.88% | $8,919 | -1.88% | -3.29% |
2003 | 1 | -2.41% | $9,360 | -2.94% | $9,625 | -3.47% | $9,878 | -1.35% | $8,798 | -1.35% | -3.47% |
2003 | 2 | -1.48% | $9,222 | -2.33% | $9,401 | -3.19% | $9,563 | 0.20% | $8,815 | 0.20% | -3.19% |
2003 | 3 | 0.71% | $9,287 | 0.78% | $9,474 | 0.84% | $9,644 | 0.58% | $8,867 | 0.58% | 0.84% |
2003 | 4 | 6.09% | $9,852 | 7.05% | $10,142 | 8.04% | $10,419 | 4.23% | $9,242 | 4.23% | 8.04% |
2003 | 5 | 6.00% | $10,444 | 6.99% | $10,851 | 7.98% | $11,251 | 4.06% | $9,617 | 4.06% | 7.98% |
2003 | 6 | 1.57% | $10,608 | 2.08% | $11,076 | 2.58% | $11,542 | 0.53% | $9,668 | 0.53% | 2.58% |
2003 | 7 | 2.27% | $10,849 | 3.67% | $11,483 | 5.04% | $12,124 | -0.60% | $9,610 | -0.60% | 5.04% |
2003 | 8 | 3.30% | $11,207 | 4.10% | $11,953 | 4.86% | $12,713 | 1.57% | $9,761 | 1.57% | 4.86% |
2003 | 9 | -1.16% | $11,076 | -2.07% | $11,706 | -2.92% | $12,342 | 0.83% | $9,843 | 0.83% | -2.92% |
2003 | 10 | 5.74% | $11,712 | 7.25% | $12,555 | 8.70% | $13,416 | 2.49% | $10,088 | 2.49% | 8.70% |
2003 | 11 | 2.55% | $12,010 | 3.19% | $12,956 | 3.79% | $13,925 | 1.10% | $10,199 | 1.10% | 3.79% |
2003 | 12 | 2.05% | $12,256 | 1.92% | $13,204 | 1.79% | $14,174 | 2.36% | $10,439 | 2.36% | 1.79% |
2004 | 1 | 2.00% | $12,501 | 2.43% | $13,525 | 2.87% | $14,581 | 1.13% | $10,557 | 1.13% | 2.87% |
2004 | 2 | 1.73% | $12,717 | 1.81% | $13,770 | 1.90% | $14,857 | 1.56% | $10,722 | 1.56% | 1.90% |
2004 | 3 | 0.17% | $12,739 | 0.75% | $13,873 | 1.31% | $15,052 | -0.99% | $10,616 | -0.99% | 1.31% |
2004 | 4 | -2.66% | $12,400 | -2.96% | $13,463 | -3.24% | $14,565 | -2.06% | $10,397 | -2.06% | -3.24% |
2004 | 5 | 1.10% | $12,537 | 1.31% | $13,639 | 1.51% | $14,784 | 0.68% | $10,468 | 0.68% | 1.51% |
2004 | 6 | 3.33% | $12,954 | 4.45% | $14,246 | 5.55% | $15,605 | 1.02% | $10,574 | 1.02% | 5.55% |
2004 | 7 | -3.50% | $12,501 | -4.48% | $13,608 | -5.42% | $14,760 | -1.41% | $10,426 | -1.41% | -5.42% |
2004 | 8 | -0.00% | $12,501 | -0.45% | $13,548 | -0.88% | $14,630 | 0.91% | $10,521 | 0.91% | -0.88% |
2004 | 9 | 3.17% | $12,898 | 4.23% | $14,121 | 5.28% | $15,402 | 1.02% | $10,628 | 1.02% | 5.28% |
2004 | 10 | 1.53% | $13,095 | 1.72% | $14,363 | 1.90% | $15,694 | 1.13% | $10,748 | 1.13% | 1.90% |
2004 | 11 | 5.23% | $13,780 | 6.92% | $15,357 | 8.54% | $17,035 | 1.67% | $10,928 | 1.67% | 8.54% |
2004 | 12 | 2.28% | $14,094 | 2.24% | $15,701 | 2.21% | $17,411 | 2.36% | $11,186 | 2.36% | 2.21% |
2005 | 1 | -1.54% | $13,878 | -1.90% | $15,404 | -2.26% | $17,018 | -0.81% | $11,095 | -0.81% | -2.26% |
2005 | 2 | 1.92% | $14,145 | 2.43% | $15,778 | 2.94% | $17,518 | 0.93% | $11,198 | 0.93% | 2.94% |
2005 | 3 | -1.93% | $13,871 | -2.28% | $15,419 | -2.62% | $17,059 | -1.24% | $11,059 | -1.24% | -2.62% |
2005 | 4 | -2.94% | $13,463 | -4.23% | $14,766 | -5.52% | $16,117 | -0.39% | $11,016 | -0.39% | -5.52% |
2005 | 5 | 4.37% | $14,051 | 5.47% | $15,574 | 6.61% | $17,182 | 2.26% | $11,266 | 2.26% | 6.61% |
2005 | 6 | 1.88% | $14,315 | 2.56% | $15,973 | 3.24% | $17,739 | 0.54% | $11,327 | 0.54% | 3.24% |
2005 | 7 | 3.77% | $14,855 | 4.87% | $16,750 | 5.96% | $18,796 | 1.57% | $11,504 | 1.57% | 5.96% |
2005 | 8 | -0.66% | $14,757 | -1.05% | $16,573 | -1.44% | $18,526 | 0.16% | $11,522 | 0.16% | -1.44% |
2005 | 9 | 0.58% | $14,842 | 0.75% | $16,698 | 0.93% | $18,698 | 0.22% | $11,547 | 0.22% | 0.93% |
2005 | 10 | -2.18% | $14,518 | -2.67% | $16,252 | -3.16% | $18,108 | -1.17% | $11,412 | -1.17% | -3.16% |
2005 | 11 | 3.38% | $15,009 | 3.96% | $16,895 | 4.52% | $18,927 | 2.21% | $11,664 | 2.21% | 4.52% |
2005 | 12 | -0.21% | $14,978 | -0.55% | $16,802 | -0.89% | $18,759 | 0.50% | $11,723 | 0.50% | -0.89% |
2006 | 1 | 4.93% | $15,717 | 6.63% | $17,915 | 8.33% | $20,321 | 1.54% | $11,903 | 1.54% | 8.33% |
2006 | 2 | -0.28% | $15,673 | -0.51% | $17,824 | -0.73% | $20,173 | 0.21% | $11,928 | 0.21% | -0.73% |
2006 | 3 | 2.72% | $16,099 | 3.82% | $18,506 | 4.90% | $21,161 | 0.41% | $11,977 | 0.41% | 4.90% |
2006 | 4 | 0.16% | $16,125 | 0.02% | $18,510 | -0.12% | $21,136 | 0.47% | $12,034 | 0.47% | -0.12% |
2006 | 5 | -3.07% | $15,630 | -3.90% | $17,787 | -4.69% | $20,144 | -1.30% | $11,878 | -1.30% | -4.69% |
2006 | 6 | -0.12% | $15,611 | -0.08% | $17,773 | -0.04% | $20,136 | -0.20% | $11,853 | -0.20% | -0.04% |
2006 | 7 | -1.58% | $15,365 | -2.61% | $17,309 | -3.61% | $19,409 | 0.58% | $11,923 | 0.58% | -3.61% |
2006 | 8 | 1.74% | $15,631 | 1.66% | $17,596 | 1.58% | $19,714 | 1.90% | $12,149 | 1.90% | 1.58% |
2006 | 9 | 1.11% | $15,804 | 0.91% | $17,756 | 0.71% | $19,855 | 1.51% | $12,332 | 1.51% | 0.71% |
2006 | 10 | 3.39% | $16,340 | 4.15% | $18,493 | 4.91% | $20,830 | 1.85% | $12,560 | 1.85% | 4.91% |
2006 | 11 | 2.17% | $16,694 | 2.54% | $18,962 | 2.90% | $21,434 | 1.41% | $12,738 | 1.41% | 2.90% |
2006 | 12 | 0.15% | $16,719 | 0.03% | $18,968 | -0.08% | $21,417 | 0.40% | $12,788 | 0.40% | -0.08% |
2007 | 1 | 1.36% | $16,946 | 1.61% | $19,274 | 1.87% | $21,816 | 0.85% | $12,897 | 0.85% | 1.87% |
2007 | 2 | -0.35% | $16,886 | -0.41% | $19,196 | -0.46% | $21,716 | -0.25% | $12,865 | -0.25% | -0.46% |
2007 | 3 | 1.13% | $17,077 | 1.49% | $19,482 | 1.86% | $22,119 | 0.39% | $12,915 | 0.39% | 1.86% |
2007 | 4 | 2.27% | $17,465 | 2.27% | $19,924 | 2.26% | $22,619 | 2.29% | $13,211 | 2.29% | 2.26% |
2007 | 5 | 3.15% | $18,016 | 3.94% | $20,708 | 4.71% | $23,685 | 1.56% | $13,417 | 1.56% | 4.71% |
2007 | 6 | -1.44% | $17,757 | -1.60% | $20,377 | -1.76% | $23,269 | -1.10% | $13,269 | -1.10% | -1.76% |
2007 | 7 | -2.92% | $17,239 | -3.83% | $19,596 | -4.72% | $22,169 | -1.02% | $13,133 | -1.02% | -4.72% |
2007 | 8 | 1.21% | $17,447 | 1.47% | $19,884 | 1.73% | $22,552 | 0.69% | $13,224 | 0.69% | 1.73% |
2007 | 9 | 2.04% | $17,803 | 1.81% | $20,245 | 1.59% | $22,911 | 2.50% | $13,554 | 2.50% | 1.59% |
2007 | 10 | 1.45% | $18,061 | 1.69% | $20,586 | 1.93% | $23,352 | 0.96% | $13,685 | 0.96% | 1.93% |
2007 | 11 | -4.50% | $17,248 | -5.89% | $19,373 | -7.28% | $21,653 | -1.67% | $13,457 | -1.67% | -7.28% |
2007 | 12 | -0.34% | $17,189 | -0.47% | $19,283 | -0.59% | $21,525 | -0.11% | $13,442 | -0.11% | -0.59% |
2008 | 1 | -3.63% | $16,566 | -4.49% | $18,417 | -5.35% | $20,374 | -1.91% | $13,186 | -1.91% | -5.35% |
2008 | 2 | -3.12% | $16,048 | -2.99% | $17,868 | -2.85% | $19,794 | -3.39% | $12,739 | -3.39% | -2.85% |
2008 | 3 | 0.63% | $16,150 | 0.46% | $17,949 | 0.28% | $19,849 | 0.98% | $12,864 | 0.98% | 0.28% |
2008 | 4 | 3.52% | $16,719 | 3.85% | $18,641 | 4.19% | $20,681 | 2.88% | $13,234 | 2.88% | 4.19% |
2008 | 5 | 2.87% | $17,199 | 3.65% | $19,321 | 4.43% | $21,597 | 1.35% | $13,413 | 1.35% | 4.43% |
2008 | 6 | -5.77% | $16,206 | -6.53% | $18,060 | -7.28% | $20,025 | -4.26% | $12,842 | -4.26% | -7.28% |
2008 | 7 | 0.87% | $16,348 | 1.50% | $18,331 | 2.14% | $20,454 | -0.36% | $12,795 | -0.36% | 2.14% |
2008 | 8 | 2.72% | $16,792 | 3.45% | $18,964 | 4.19% | $21,311 | 1.25% | $12,955 | 1.25% | 4.19% |
2008 | 9 | -6.98% | $15,620 | -7.04% | $17,629 | -7.10% | $19,799 | -6.87% | $12,066 | -6.87% | -7.10% |
2008 | 10 | -14.18% | $13,404 | -17.02% | $14,629 | -19.82% | $15,874 | -8.41% | $11,051 | -8.41% | -19.82% |
2008 | 11 | -6.74% | $12,501 | -9.07% | $13,301 | -11.54% | $14,042 | -2.43% | $10,783 | -2.43% | -11.54% |
2008 | 12 | 3.72% | $12,965 | 4.82% | $13,942 | 6.05% | $14,891 | 1.82% | $10,979 | 1.82% | 6.05% |
2009 | 1 | -7.23% | $12,027 | -9.92% | $12,559 | -12.61% | $13,013 | -1.85% | $10,775 | -1.85% | -12.61% |
2009 | 2 | -8.22% | $11,038 | -10.00% | $11,303 | -11.88% | $11,467 | -4.97% | $10,240 | -4.97% | -11.88% |
2009 | 3 | 5.87% | $11,686 | 6.92% | $12,085 | 8.07% | $12,393 | 4.05% | $10,655 | 4.05% | 8.07% |
2009 | 4 | 11.02% | $12,974 | 14.07% | $13,785 | 17.37% | $14,545 | 5.58% | $11,249 | 5.58% | 17.37% |
2009 | 5 | 2.51% | $13,300 | 2.08% | $14,072 | 1.64% | $14,784 | 3.34% | $11,625 | 3.34% | 1.64% |
2009 | 6 | 0.53% | $13,371 | 0.98% | $14,210 | 1.44% | $14,998 | -0.32% | $11,588 | -0.32% | 1.44% |
2009 | 7 | 7.28% | $14,345 | 8.75% | $15,454 | 10.25% | $16,535 | 4.45% | $12,104 | 4.45% | 10.25% |
2009 | 8 | 2.27% | $14,671 | 2.32% | $15,813 | 2.38% | $16,928 | 2.16% | $12,365 | 2.16% | 2.38% |
2009 | 9 | 4.36% | $15,310 | 4.78% | $16,568 | 5.20% | $17,808 | 3.51% | $12,799 | 3.51% | 5.20% |
2009 | 10 | -4.04% | $14,692 | -4.90% | $15,756 | -5.76% | $16,783 | -2.27% | $12,508 | -2.27% | -5.76% |
2009 | 11 | 2.96% | $15,127 | 2.80% | $16,198 | 2.65% | $17,227 | 3.27% | $12,917 | 3.27% | 2.65% |
2009 | 12 | 4.88% | $15,865 | 6.71% | $17,285 | 8.56% | $18,701 | 1.27% | $13,081 | 1.27% | 8.56% |
2010 | 1 | -2.47% | $15,474 | -2.98% | $16,770 | -3.49% | $18,048 | -1.44% | $12,892 | -1.44% | -3.49% |
2010 | 2 | 3.23% | $15,974 | 3.81% | $17,408 | 4.38% | $18,839 | 2.11% | $13,164 | 2.11% | 4.38% |
2010 | 3 | 5.17% | $16,800 | 6.49% | $18,539 | 7.82% | $20,312 | 2.52% | $13,496 | 2.52% | 7.82% |
2010 | 4 | 3.66% | $17,415 | 4.74% | $19,418 | 5.80% | $21,490 | 1.40% | $13,686 | 1.40% | 5.80% |
2010 | 5 | -5.36% | $16,481 | -6.28% | $18,198 | -7.16% | $19,950 | -3.38% | $13,223 | -3.38% | -7.16% |
2010 | 6 | -4.99% | $15,658 | -6.07% | $17,094 | -7.11% | $18,532 | -2.76% | $12,858 | -2.76% | -7.11% |
2010 | 7 | 5.16% | $16,466 | 5.76% | $18,079 | 6.36% | $19,710 | 3.96% | $13,367 | 3.96% | 6.36% |
2010 | 8 | -4.33% | $15,753 | -5.93% | $17,007 | -7.50% | $18,231 | -1.06% | $13,225 | -1.06% | -7.50% |
2010 | 9 | 7.72% | $16,969 | 9.52% | $18,626 | 11.37% | $20,303 | 4.19% | $13,780 | 4.19% | 11.37% |
2010 | 10 | 2.94% | $17,468 | 3.57% | $19,292 | 4.19% | $21,154 | 1.65% | $14,008 | 1.65% | 4.19% |
2010 | 11 | 1.54% | $17,737 | 2.57% | $19,788 | 3.58% | $21,911 | -0.61% | $13,922 | -0.61% | 3.58% |
2010 | 12 | 5.19% | $18,658 | 6.39% | $21,053 | 7.53% | $23,562 | 2.62% | $14,286 | 2.62% | 7.53% |
2011 | 1 | 0.52% | $18,755 | 0.35% | $21,127 | 0.18% | $23,605 | 0.85% | $14,408 | 0.85% | 0.18% |
2011 | 2 | 3.49% | $19,408 | 3.96% | $21,964 | 4.45% | $24,654 | 2.53% | $14,773 | 2.53% | 4.45% |
2011 | 3 | 1.50% | $19,699 | 2.23% | $22,454 | 2.96% | $25,385 | 0.01% | $14,775 | 0.01% | 2.96% |
2011 | 4 | 2.45% | $20,181 | 2.52% | $23,021 | 2.60% | $26,044 | 2.29% | $15,114 | 2.29% | 2.60% |
2011 | 5 | -0.33% | $20,114 | -0.59% | $22,886 | -0.83% | $25,827 | 0.19% | $15,142 | 0.19% | -0.83% |
2011 | 6 | -1.26% | $19,861 | -1.52% | $22,538 | -1.78% | $25,367 | -0.72% | $15,034 | -0.72% | -1.78% |
2011 | 7 | -1.89% | $19,486 | -2.55% | $21,962 | -3.21% | $24,552 | -0.53% | $14,954 | -0.53% | -3.21% |
2011 | 8 | -4.78% | $18,554 | -6.19% | $20,603 | -7.59% | $22,688 | -1.99% | $14,657 | -1.99% | -7.59% |
2011 | 9 | -6.84% | $17,284 | -8.55% | $18,841 | -10.32% | $20,346 | -3.58% | $14,133 | -3.58% | -10.32% |
2011 | 10 | 9.77% | $18,973 | 12.31% | $21,161 | 15.05% | $23,407 | 5.16% | $14,862 | 5.16% | 15.05% |
2011 | 11 | 0.39% | $19,047 | 0.49% | $21,265 | 0.59% | $23,546 | 0.20% | $14,891 | 0.20% | 0.59% |
2011 | 12 | 1.29% | $19,292 | 1.29% | $21,539 | 1.29% | $23,849 | 1.29% | $15,084 | 1.29% | 1.29% |
2012 | 1 | 5.04% | $20,264 | 5.80% | $22,789 | 6.57% | $25,415 | 3.50% | $15,612 | 3.50% | 6.57% |
2012 | 2 | 2.11% | $20,691 | 2.10% | $23,268 | 2.10% | $25,949 | 2.12% | $15,943 | 2.12% | 2.10% |
2012 | 3 | 1.98% | $21,101 | 2.43% | $23,833 | 2.87% | $26,695 | 1.06% | $16,112 | 1.06% | 2.87% |
2012 | 4 | -0.50% | $20,995 | -0.88% | $23,624 | -1.25% | $26,362 | 0.27% | $16,157 | 0.27% | -1.25% |
2012 | 5 | -4.47% | $20,057 | -5.38% | $22,354 | -6.27% | $24,708 | -2.60% | $15,736 | -2.60% | -6.27% |
2012 | 6 | 2.92% | $20,643 | 3.53% | $23,143 | 4.14% | $25,732 | 1.71% | $16,006 | 1.71% | 4.14% |
2012 | 7 | 0.17% | $20,680 | -0.29% | $23,077 | -0.75% | $25,540 | 1.11% | $16,184 | 1.11% | -0.75% |
2012 | 8 | 2.51% | $21,198 | 3.12% | $23,797 | 3.73% | $26,493 | 1.28% | $16,392 | 1.28% | 3.73% |
2012 | 9 | 1.97% | $21,615 | 2.14% | $24,306 | 2.31% | $27,106 | 1.61% | $16,656 | 1.61% | 2.31% |
2012 | 10 | -1.38% | $21,317 | -1.72% | $23,887 | -2.07% | $26,546 | -0.67% | $16,544 | -0.67% | -2.07% |
2012 | 11 | 1.09% | $21,548 | 1.02% | $24,131 | 0.96% | $26,800 | 1.22% | $16,745 | 1.22% | 0.96% |
2012 | 12 | 1.57% | $21,887 | 2.42% | $24,714 | 3.26% | $27,673 | -0.13% | $16,723 | -0.13% | 3.26% |
2013 | 1 | 4.23% | $22,813 | 4.97% | $25,943 | 5.71% | $29,254 | 2.74% | $17,182 | 2.74% | 5.71% |
2013 | 2 | 1.10% | $23,064 | 1.24% | $26,263 | 1.37% | $29,653 | 0.83% | $17,325 | 0.83% | 1.37% |
2013 | 3 | 2.93% | $23,741 | 3.57% | $27,200 | 4.19% | $30,896 | 1.63% | $17,607 | 1.63% | 4.19% |
2013 | 4 | 0.50% | $23,859 | 0.14% | $27,239 | -0.20% | $30,834 | 1.24% | $17,826 | 1.24% | -0.20% |
2013 | 5 | 2.51% | $24,459 | 3.44% | $28,177 | 4.35% | $32,175 | 0.59% | $17,932 | 0.59% | 4.35% |
2013 | 6 | -0.99% | $24,218 | -0.55% | $28,021 | -0.14% | $32,131 | -1.90% | $17,591 | -1.90% | -0.14% |
2013 | 7 | 4.72% | $25,360 | 5.78% | $29,641 | 6.80% | $34,316 | 2.42% | $18,016 | 2.42% | 6.80% |
2013 | 8 | -2.16% | $24,813 | -2.31% | $28,956 | -2.46% | $33,472 | -1.81% | $17,689 | -1.81% | -2.46% |
2013 | 9 | 4.62% | $25,960 | 5.46% | $30,536 | 6.24% | $35,559 | 2.78% | $18,181 | 2.78% | 6.24% |
2013 | 10 | 3.11% | $26,768 | 3.35% | $31,558 | 3.57% | $36,830 | 2.56% | $18,647 | 2.56% | 3.57% |
2013 | 11 | 2.98% | $27,565 | 3.73% | $32,735 | 4.41% | $38,455 | 1.27% | $18,884 | 1.27% | 4.41% |
2013 | 12 | 1.37% | $27,944 | 1.42% | $33,199 | 1.46% | $39,017 | 1.26% | $19,122 | 1.26% | 1.46% |
2014 | 1 | -2.27% | $27,309 | -3.07% | $32,182 | -3.86% | $37,512 | -0.68% | $18,992 | -0.68% | -3.86% |
2014 | 2 | 3.69% | $28,316 | 4.09% | $33,497 | 4.49% | $39,197 | 2.91% | $19,545 | 2.91% | 4.49% |
2014 | 3 | 0.46% | $28,446 | 0.57% | $33,688 | 0.69% | $39,466 | 0.23% | $19,590 | 0.23% | 0.69% |
2014 | 4 | -1.03% | $28,153 | -1.89% | $33,053 | -2.75% | $38,381 | 0.67% | $19,721 | 0.67% | -2.75% |
2014 | 5 | 1.01% | $28,437 | 0.66% | $33,272 | 0.30% | $38,498 | 1.68% | $20,053 | 1.68% | 0.30% |
2014 | 6 | 2.76% | $29,223 | 3.70% | $34,501 | 4.66% | $40,290 | 0.98% | $20,250 | 0.98% | 4.66% |
2014 | 7 | -3.03% | $28,339 | -4.20% | $33,053 | -5.38% | $38,121 | -0.73% | $20,102 | -0.73% | -5.38% |
2014 | 8 | 3.37% | $29,294 | 3.80% | $34,310 | 4.26% | $39,743 | 2.55% | $20,614 | 2.55% | 4.26% |
2014 | 9 | -3.04% | $28,405 | -4.15% | $32,886 | -5.30% | $37,637 | -0.90% | $20,430 | -0.90% | -5.30% |
2014 | 10 | 4.11% | $29,572 | 5.56% | $34,716 | 7.10% | $40,308 | 1.41% | $20,718 | 1.41% | 7.10% |
2014 | 11 | 0.61% | $29,753 | 0.29% | $34,816 | -0.04% | $40,290 | 1.24% | $20,975 | 1.24% | -0.04% |
2014 | 12 | 1.45% | $30,185 | 2.15% | $35,565 | 2.87% | $41,448 | 0.11% | $20,998 | 0.11% | 2.87% |
2015 | 1 | -1.89% | $29,615 | -2.57% | $34,650 | -3.25% | $40,099 | -0.52% | $20,888 | -0.52% | -3.25% |
2015 | 2 | 4.08% | $30,823 | 4.96% | $36,368 | 5.85% | $42,444 | 2.36% | $21,382 | 2.36% | 5.85% |
2015 | 3 | 0.62% | $31,015 | 1.11% | $36,772 | 1.60% | $43,122 | -0.36% | $21,306 | -0.36% | 1.60% |
2015 | 4 | -1.16% | $30,656 | -1.78% | $36,118 | -2.39% | $42,090 | 0.11% | $21,329 | 0.11% | -2.39% |
2015 | 5 | 1.04% | $30,976 | 1.31% | $36,590 | 1.57% | $42,751 | 0.52% | $21,440 | 0.52% | 1.57% |
2015 | 6 | 0.06% | $30,994 | 0.52% | $36,779 | 0.97% | $43,168 | -0.87% | $21,253 | -0.87% | 0.97% |
2015 | 7 | 0.23% | $31,065 | -0.22% | $36,697 | -0.67% | $42,878 | 1.15% | $21,499 | 1.15% | -0.67% |
2015 | 8 | -3.92% | $29,846 | -4.52% | $35,039 | -5.11% | $40,686 | -2.72% | $20,913 | -2.72% | -5.11% |
2015 | 9 | -2.20% | $29,191 | -2.81% | $34,055 | -3.42% | $39,294 | -0.99% | $20,707 | -0.99% | -3.42% |
2015 | 10 | 4.96% | $30,638 | 5.47% | $35,918 | 6.00% | $41,650 | 3.96% | $21,526 | 3.96% | 6.00% |
2015 | 11 | 1.45% | $31,080 | 1.99% | $36,633 | 2.54% | $42,709 | 0.37% | $21,606 | 0.37% | 2.54% |
2015 | 12 | -2.64% | $30,260 | -3.70% | $35,279 | -4.75% | $40,680 | -0.53% | $21,491 | -0.53% | -4.75% |
2016 | 1 | -4.15% | $29,004 | -5.22% | $33,438 | -6.29% | $38,122 | -2.01% | $21,059 | -2.01% | -6.29% |
2016 | 2 | 0.52% | $29,154 | 0.78% | $33,701 | 1.06% | $38,525 | 0.00% | $21,059 | 0.00% | 1.06% |
2016 | 3 | 5.80% | $30,844 | 6.95% | $36,044 | 8.13% | $41,658 | 3.54% | $21,806 | 3.54% | 8.13% |
2016 | 4 | 0.88% | $31,115 | 1.00% | $36,406 | 1.13% | $42,127 | 0.63% | $21,942 | 0.63% | 1.13% |
2016 | 5 | 1.23% | $31,497 | 1.40% | $36,915 | 1.57% | $42,789 | 0.88% | $22,135 | 0.88% | 1.57% |
2016 | 6 | 0.71% | $31,722 | 0.65% | $37,157 | 0.60% | $43,044 | 0.83% | $22,319 | 0.83% | 0.60% |
2016 | 7 | 3.42% | $32,808 | 4.22% | $38,725 | 5.01% | $45,201 | 1.81% | $22,723 | 1.81% | 5.01% |
2016 | 8 | 0.67% | $33,028 | 0.94% | $39,089 | 1.20% | $45,745 | 0.11% | $22,748 | 0.11% | 1.20% |
2016 | 9 | 0.25% | $33,111 | 0.45% | $39,264 | 0.64% | $46,036 | -0.15% | $22,713 | -0.15% | 0.64% |
2016 | 10 | -2.88% | $32,158 | -3.62% | $37,843 | -4.33% | $44,040 | -1.32% | $22,412 | -1.32% | -4.33% |
2016 | 11 | 6.38% | $34,209 | 9.43% | $41,410 | 12.42% | $49,509 | 0.11% | $22,437 | 0.11% | 12.42% |
2016 | 12 | 2.46% | $35,051 | 2.90% | $42,611 | 3.31% | $51,147 | 1.48% | $22,769 | 1.48% | 3.31% |
2017 | 1 | 0.42% | $35,199 | 0.00% | $42,612 | -0.42% | $50,933 | 1.26% | $23,055 | 1.26% | -0.42% |
2017 | 2 | 1.83% | $35,843 | 1.68% | $43,328 | 1.53% | $51,712 | 2.13% | $23,545 | 2.13% | 1.53% |
2017 | 3 | 0.00% | $35,844 | -0.08% | $43,294 | -0.16% | $51,630 | 0.16% | $23,583 | 0.16% | -0.16% |
2017 | 4 | 0.89% | $36,161 | 0.88% | $43,673 | 0.86% | $52,076 | 0.91% | $23,797 | 0.91% | 0.86% |
2017 | 5 | -0.32% | $36,045 | -1.17% | $43,161 | -2.04% | $51,016 | 1.35% | $24,117 | 1.35% | -2.04% |
2017 | 6 | 1.50% | $36,585 | 2.19% | $44,108 | 2.91% | $52,501 | 0.17% | $24,159 | 0.17% | 2.91% |
2017 | 7 | 1.12% | $36,996 | 1.03% | $44,563 | 0.94% | $52,995 | 1.30% | $24,472 | 1.30% | 0.94% |
2017 | 8 | -0.94% | $36,647 | -1.74% | $43,788 | -2.55% | $51,643 | 0.61% | $24,621 | 0.61% | -2.55% |
2017 | 9 | 4.16% | $38,173 | 5.92% | $46,379 | 7.73% | $55,637 | 0.83% | $24,824 | 0.83% | 7.73% |
2017 | 10 | 1.10% | $38,592 | 1.06% | $46,871 | 1.02% | $56,207 | 1.17% | $25,115 | 1.17% | 1.02% |
2017 | 11 | 2.26% | $39,462 | 2.84% | $48,202 | 3.42% | $58,132 | 1.09% | $25,389 | 1.09% | 3.42% |
2017 | 12 | 0.23% | $39,554 | -0.15% | $48,129 | -0.53% | $57,822 | 1.02% | $25,647 | 1.02% | -0.53% |
2018 | 1 | 2.34% | $40,480 | 2.47% | $49,317 | 2.60% | $59,323 | 2.08% | $26,181 | 2.08% | 2.60% |
2018 | 2 | -2.86% | $39,323 | -3.34% | $47,668 | -3.83% | $57,053 | -1.88% | $25,688 | -1.88% | -3.83% |
2018 | 3 | 0.54% | $39,534 | 1.26% | $48,268 | 1.98% | $58,185 | -0.89% | $25,459 | -0.89% | 1.98% |
2018 | 4 | 0.50% | $39,733 | 0.75% | $48,631 | 1.00% | $58,768 | 0.00% | $25,459 | 0.00% | 1.00% |
2018 | 5 | 3.99% | $41,320 | 5.13% | $51,126 | 6.25% | $62,442 | 1.68% | $25,887 | 1.68% | 6.25% |
2018 | 6 | 0.81% | $41,655 | 1.00% | $51,637 | 1.18% | $63,180 | 0.41% | $25,994 | 0.41% | 1.18% |
2018 | 7 | 2.45% | $42,676 | 2.78% | $53,073 | 3.10% | $65,139 | 1.75% | $26,449 | 1.75% | 3.10% |
2018 | 8 | 3.28% | $44,077 | 4.03% | $55,211 | 4.74% | $68,228 | 1.69% | $26,896 | 1.69% | 4.74% |
2018 | 9 | -1.70% | $43,327 | -2.45% | $53,860 | -3.15% | $66,077 | -0.07% | $26,877 | -0.07% | -3.15% |
2018 | 10 | -7.22% | $40,197 | -8.86% | $49,086 | -10.43% | $59,182 | -3.72% | $25,877 | -3.72% | -10.43% |
2018 | 11 | 1.54% | $40,818 | 1.53% | $49,837 | 1.52% | $60,079 | 1.57% | $26,284 | 1.57% | 1.52% |
2018 | 12 | -7.96% | $37,567 | -10.02% | $44,846 | -12.05% | $52,838 | -3.82% | $25,280 | -3.82% | -12.05% |
2019 | 1 | 7.48% | $40,377 | 9.03% | $48,894 | 10.57% | $58,425 | 4.38% | $26,389 | 4.38% | 10.57% |
2019 | 2 | 3.26% | $41,691 | 3.90% | $50,802 | 4.53% | $61,072 | 1.91% | $26,892 | 1.91% | 4.53% |
2019 | 3 | -0.96% | $41,292 | -2.13% | $49,721 | -3.25% | $59,087 | 1.53% | $27,304 | 1.53% | -3.25% |
2019 | 4 | 2.93% | $42,504 | 3.35% | $51,389 | 3.77% | $61,313 | 2.07% | $27,870 | 2.07% | 3.77% |
2019 | 5 | -5.62% | $40,114 | -7.16% | $47,710 | -8.66% | $56,005 | -2.43% | $27,193 | -2.43% | -8.66% |
2019 | 6 | 5.49% | $42,316 | 6.50% | $50,812 | 7.52% | $60,217 | 3.49% | $28,141 | 3.49% | 7.52% |
2019 | 7 | 1.29% | $42,861 | 1.35% | $51,497 | 1.41% | $61,066 | 1.16% | $28,469 | 1.16% | 1.41% |
2019 | 8 | -2.33% | $41,864 | -3.35% | $49,773 | -4.36% | $58,406 | -0.24% | $28,400 | -0.24% | -4.36% |
2019 | 9 | 1.79% | $42,614 | 2.49% | $51,014 | 3.20% | $60,274 | 0.41% | $28,515 | 0.41% | 3.20% |
2019 | 10 | 1.51% | $43,257 | 1.70% | $51,880 | 1.89% | $61,412 | 1.12% | $28,836 | 1.12% | 1.89% |
2019 | 11 | 2.43% | $44,309 | 2.71% | $53,288 | 2.99% | $63,249 | 1.86% | $29,373 | 1.86% | 2.99% |
2019 | 12 | 2.29% | $45,322 | 2.64% | $54,694 | 2.99% | $65,138 | 1.57% | $29,833 | 1.57% | 2.99% |
2020 | 1 | -1.57% | $44,609 | -2.81% | $53,155 | -4.05% | $62,498 | 0.91% | $30,103 | 0.91% | -4.05% |
2020 | 2 | -6.43% | $41,740 | -8.03% | $48,889 | -9.66% | $56,458 | -3.36% | $29,093 | -3.36% | -9.66% |
2020 | 3 | -14.48% | $35,694 | -18.04% | $40,067 | -21.83% | $44,135 | -7.96% | $26,777 | -7.96% | -21.83% |
2020 | 4 | 8.52% | $38,735 | 10.29% | $44,189 | 12.34% | $49,583 | 5.63% | $28,285 | 5.63% | 12.34% |
2020 | 5 | 4.27% | $40,390 | 4.33% | $46,101 | 4.39% | $51,759 | 4.18% | $29,467 | 4.18% | 4.39% |
2020 | 6 | 2.34% | $41,334 | 2.86% | $47,419 | 3.44% | $53,539 | 1.45% | $29,895 | 1.45% | 3.44% |
2020 | 7 | 3.95% | $42,967 | 4.12% | $49,373 | 4.31% | $55,849 | 3.65% | $30,987 | 3.65% | 4.31% |
2020 | 8 | 3.69% | $44,552 | 3.82% | $51,259 | 3.96% | $58,061 | 3.47% | $32,061 | 3.47% | 3.96% |
2020 | 9 | -3.13% | $43,157 | -3.89% | $49,266 | -4.72% | $55,321 | -1.81% | $31,479 | -1.81% | -4.72% |
2020 | 10 | 0.46% | $43,357 | 1.44% | $49,978 | 2.54% | $56,727 | -1.21% | $31,099 | -1.21% | 2.54% |
2020 | 11 | 11.48% | $48,337 | 14.53% | $57,241 | 17.88% | $66,870 | 6.14% | $33,008 | 6.14% | 17.88% |
2020 | 12 | 5.18% | $50,841 | 6.65% | $61,048 | 8.18% | $72,339 | 2.40% | $33,801 | 2.40% | 8.18% |
2021 | 1 | 3.10% | $52,416 | 4.73% | $63,932 | 6.35% | $76,934 | -0.16% | $33,748 | -0.16% | 6.35% |
2021 | 2 | 4.27% | $54,656 | 5.97% | $67,750 | 7.62% | $82,795 | 0.71% | $33,987 | 0.71% | 7.62% |
2021 | 3 | 2.72% | $56,145 | 3.03% | $69,801 | 3.31% | $85,538 | 2.05% | $34,685 | 2.05% | 3.31% |
2021 | 4 | 2.52% | $57,560 | 2.28% | $71,392 | 2.05% | $87,295 | 3.06% | $35,746 | 3.06% | 2.05% |
2021 | 5 | 1.30% | $58,309 | 1.71% | $72,612 | 2.09% | $89,120 | 0.40% | $35,889 | 0.40% | 2.09% |
2021 | 6 | 0.76% | $58,750 | 0.51% | $72,985 | 0.29% | $89,376 | 1.30% | $36,356 | 1.30% | 0.29% |
2021 | 7 | -0.62% | $58,385 | -1.52% | $71,874 | -2.36% | $87,263 | 1.38% | $36,857 | 1.38% | -2.36% |
2021 | 8 | 1.69% | $59,370 | 1.85% | $73,204 | 2.01% | $89,014 | 1.34% | $37,349 | 1.34% | 2.01% |
2021 | 9 | -2.48% | $57,896 | -2.44% | $71,417 | -2.40% | $86,876 | -2.57% | $36,389 | -2.57% | -2.40% |
2021 | 10 | 3.33% | $59,826 | 3.40% | $73,847 | 3.47% | $89,888 | 3.18% | $37,548 | 3.18% | 3.47% |
2021 | 11 | -1.27% | $59,069 | -1.75% | $72,556 | -2.21% | $87,906 | -0.22% | $37,467 | -0.22% | -2.21% |
2021 | 12 | 3.36% | $61,054 | 3.98% | $75,444 | 4.57% | $91,927 | 2.03% | $38,228 | 2.03% | 4.57% |
Style Category | Portfolio 1 | Portfolio 2 | Portfolio 3 | Vanguard Tax-Managed Balanced Adm |
---|---|---|---|---|
Large-cap Value | 7.48% | 4.55% | 0.00% | 11.59% |
Large-cap Growth | 11.99% | 5.06% | 0.00% | 26.94% |
Mid-cap Value | 3.29% | 0.00% | 0.00% | 5.37% |
Mid-cap Growth | 5.18% | 5.05% | 2.38% | 3.70% |
Small-cap Value | 22.44% | 36.25% | 48.92% | 0.00% |
Small-cap Growth | 23.22% | 35.30% | 47.58% | 0.00% |
Global ex-US Developed Markets | 0.09% | 0.44% | 0.60% | 0.00% |
Emerging Markets | 0.25% | 0.19% | 0.21% | 0.37% |
Corporate Bonds | 7.13% | 3.61% | 0.00% | 14.34% |
Long-Term Treasuries | 0.00% | 0.00% | 0.31% | 0.00% |
Intermediate-Term Treasuries | 0.84% | 0.99% | 0.00% | 1.40% |
Short-Term Treasuries | 18.09% | 8.56% | 0.00% | 36.28% |
R Squared | 99.51% | 99.80% | 99.84% | 95.40% |
Style analysis is based on monthly returns from April 2005 to December 2021 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 | ||||||
VTMFX | Vanguard Tax-Managed Balanced Adm | 30% to 50% Equity | 50.00% | 1.97% | 1.55% | 0.09% | 0.09% | 19.89 | 4.35 | $19,928 | 27.16% |
VTMSX | Vanguard Tax-Managed Small Cap Adm | Small Blend | 50.00% | 1.27% | 1.35% | 0.09% | 0.09% | 12.85 | $31,126 | 72.84% | |
100.00% | 1.62% | 1.45% | 0.09% | 0.09% | 16.37 | 4.35 | $51,054 | 100.00% |
Ticker | Name | Category | Weight | Yield | Expense Ratio | P/E | Duration | Contribution | |||
---|---|---|---|---|---|---|---|---|---|---|---|
SEC | TTM | Net | Gross | Return | Risk | ||||||
VTMFX | Vanguard Tax-Managed Balanced Adm | 30% to 50% Equity | 25.00% | 1.97% | 1.55% | 0.09% | 0.09% | 19.89 | 4.35 | $11,667 | 10.44% |
VTMSX | Vanguard Tax-Managed Small Cap Adm | Small Blend | 75.00% | 1.27% | 1.35% | 0.09% | 0.09% | 12.85 | $53,777 | 89.56% | |
100.00% | 1.45% | 1.40% | 0.09% | 0.09% | 14.61 | 4.35 | $65,444 | 100.00% |
Ticker | Name | Category | Weight | Yield | Expense Ratio | P/E | Contribution | |||
---|---|---|---|---|---|---|---|---|---|---|
SEC | TTM | Net | Gross | Return | Risk | |||||
VTMSX | Vanguard Tax-Managed Small Cap Adm | Small Blend | 100.00% | 1.27% | 1.35% | 0.09% | 0.09% | 12.85 | $81,927 | 100.00% |
Fund fundamentals data as of 05/18/2022. (c) 2022 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 | Portfolio 1 | Portfolio 2 | Portfolio 3 | Vanguard Tax-Managed Balanced Adm |
---|---|---|---|---|
Arithmetic Mean (monthly) | 0.76% | 0.88% | 1.00% | 0.53% |
Arithmetic Mean (annualized) | 9.48% | 11.03% | 12.66% | 6.60% |
Geometric Mean (monthly) | 0.69% | 0.77% | 0.84% | 0.51% |
Geometric Mean (annualized) | 8.57% | 9.62% | 10.61% | 6.28% |
Standard Deviation (monthly) | 3.73% | 4.61% | 5.53% | 2.24% |
Standard Deviation (annualized) | 12.91% | 15.96% | 19.16% | 7.75% |
Downside Deviation (monthly) | 2.49% | 3.07% | 3.67% | 1.47% |
Maximum Drawdown | -38.88% | -45.42% | -51.58% | -25.17% |
Stock Market Correlation | 0.94 | 0.91 | 0.89 | 0.96 |
Beta(*) | 1.51 | 1.78 | 2.05 | 1.00 |
Alpha (annualized) | -0.62% | -0.89% | -1.14% | 0.00% |
R2 | 82.61% | 74.49% | 68.55% | 100.00% |
Sharpe Ratio | 0.58 | 0.56 | 0.54 | 0.62 |
Sortino Ratio | 0.85 | 0.83 | 0.81 | 0.91 |
Treynor Ratio (%) | 5.00 | 5.05 | 5.11 | 4.89 |
Calmar Ratio | 0.83 | 0.71 | 0.63 | 1.34 |
Active Return | 2.29% | 3.34% | 4.32% | N/A |
Tracking Error | 6.69% | 10.06% | 13.46% | N/A |
Information Ratio | 0.34 | 0.33 | 0.32 | N/A |
Skewness | -0.65 | -0.57 | -0.50 | -0.72 |
Excess Kurtosis | 1.79 | 1.80 | 1.84 | 1.58 |
Historical Value-at-Risk (5%) | -5.75% | -6.96% | -7.58% | -3.39% |
Analytical Value-at-Risk (5%) | -5.38% | -6.71% | -8.10% | -3.14% |
Conditional Value-at-Risk (5%) | -8.41% | -10.40% | -12.45% | -4.96% |
Upside Capture Ratio (%) | 154.14 | 182.35 | 211.48 | 100.00 |
Downside Capture Ratio (%) | 156.93 | 185.26 | 213.58 | 100.00 |
Safe Withdrawal Rate | 7.00% | 7.79% | 8.59% | 5.48% |
Perpetual Withdrawal Rate | 5.76% | 6.66% | 7.49% | 3.73% |
Positive Periods | 175 out of 264 (66.29%) | 170 out of 264 (64.39%) | 166 out of 264 (62.88%) | 174 out of 264 (65.91%) |
Gain/Loss Ratio | 0.86 | 0.90 | 0.94 | 0.93 |
* Vanguard Tax-Managed Balanced Adm is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values. |
Stress Period | Start | End | Portfolio 1 | Portfolio 2 | Portfolio 3 | Vanguard Tax-Managed Balanced Adm |
---|---|---|---|---|---|---|
Dotcom Crash | Mar 2000 | Oct 2002 | -18.05% | -21.98% | -25.72% | -20.26% |
Subprime Crisis | Nov 2007 | Mar 2009 | -38.88% | -45.09% | -50.89% | -25.17% |
COVID-19 Start | Jan 2020 | Mar 2020 | -21.24% | -26.74% | -32.24% | -11.05% |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Nov 2007 | Feb 2009 | 1 year 4 months | Dec 2010 | 1 year 10 months | 3 years 2 months | -38.88% |
2 | Jan 2020 | Mar 2020 | 3 months | Nov 2020 | 8 months | 11 months | -21.24% |
3 | May 2002 | Sep 2002 | 5 months | Oct 2003 | 1 year 1 month | 1 year 6 months | -18.05% |
4 | Sep 2018 | Dec 2018 | 4 months | Nov 2019 | 11 months | 1 year 3 months | -14.77% |
5 | Sep 2000 | Sep 2001 | 1 year 1 month | Mar 2002 | 6 months | 1 year 7 months | -14.45% |
6 | May 2011 | Sep 2011 | 5 months | Jan 2012 | 4 months | 9 months | -14.35% |
7 | Dec 2015 | Jan 2016 | 2 months | Apr 2016 | 3 months | 5 months | -6.68% |
8 | Aug 2015 | Sep 2015 | 2 months | Nov 2015 | 2 months | 4 months | -6.03% |
9 | Apr 2012 | May 2012 | 2 months | Aug 2012 | 3 months | 5 months | -4.95% |
10 | Mar 2005 | Apr 2005 | 2 months | Jun 2005 | 2 months | 4 months | -4.82% |
Worst 10 drawdowns included above |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Jun 2007 | Feb 2009 | 1 year 9 months | Dec 2010 | 1 year 10 months | 3 years 7 months | -45.42% |
2 | Sep 2018 | Mar 2020 | 1 year 7 months | Nov 2020 | 8 months | 2 years 3 months | -27.43% |
3 | May 2002 | Feb 2003 | 10 months | Oct 2003 | 8 months | 1 year 6 months | -22.70% |
4 | May 2011 | Sep 2011 | 5 months | Feb 2012 | 5 months | 10 months | -18.16% |
5 | Jul 2001 | Sep 2001 | 3 months | Jan 2002 | 4 months | 7 months | -14.56% |
6 | Sep 2000 | Nov 2000 | 3 months | Jan 2001 | 2 months | 5 months | -11.19% |
7 | Feb 2001 | Mar 2001 | 2 months | Jun 2001 | 3 months | 5 months | -9.48% |
8 | Jul 2015 | Jan 2016 | 7 months | May 2016 | 4 months | 11 months | -9.08% |
9 | May 2006 | Jul 2006 | 3 months | Nov 2006 | 4 months | 7 months | -6.48% |
10 | Mar 2005 | Apr 2005 | 2 months | Jun 2005 | 2 months | 4 months | -6.41% |
Worst 10 drawdowns included above |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Jun 2007 | Feb 2009 | 1 year 9 months | Feb 2011 | 2 years | 3 years 9 months | -51.58% |
2 | Sep 2018 | Mar 2020 | 1 year 7 months | Dec 2020 | 9 months | 2 years 4 months | -35.31% |
3 | May 2002 | Feb 2003 | 10 months | Oct 2003 | 8 months | 1 year 6 months | -27.31% |
4 | May 2011 | Sep 2011 | 5 months | Mar 2012 | 6 months | 11 months | -21.88% |
5 | Jul 2001 | Sep 2001 | 3 months | Dec 2001 | 3 months | 6 months | -16.83% |
6 | Sep 2000 | Nov 2000 | 3 months | Jan 2001 | 2 months | 5 months | -11.84% |
7 | Jul 2015 | Jan 2016 | 7 months | Jul 2016 | 6 months | 1 year 1 month | -11.69% |
8 | Feb 2001 | Mar 2001 | 2 months | Jun 2001 | 3 months | 5 months | -9.91% |
9 | Mar 2000 | May 2000 | 3 months | Aug 2000 | 3 months | 6 months | -8.29% |
10 | Apr 2006 | Jul 2006 | 4 months | Nov 2006 | 4 months | 8 months | -8.28% |
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 | Apr 2010 | 1 year 2 months | 2 years 6 months | -25.17% |
2 | Sep 2000 | Sep 2002 | 2 years 1 month | Nov 2004 | 2 years 2 months | 4 years 3 months | -20.26% |
3 | Feb 2020 | Mar 2020 | 2 months | Jul 2020 | 4 months | 6 months | -11.05% |
4 | Jun 2011 | Sep 2011 | 4 months | Jan 2012 | 4 months | 8 months | -6.67% |
5 | May 2010 | Jun 2010 | 2 months | Sep 2010 | 3 months | 5 months | -6.05% |
6 | Sep 2018 | Dec 2018 | 4 months | Mar 2019 | 3 months | 7 months | -6.01% |
7 | Apr 2000 | May 2000 | 2 months | Aug 2000 | 3 months | 5 months | -4.59% |
8 | Aug 2015 | Sep 2015 | 2 months | Oct 2015 | 1 month | 3 months | -3.68% |
9 | Sep 2020 | Oct 2020 | 2 months | Nov 2020 | 1 month | 3 months | -3.00% |
10 | Feb 2018 | Mar 2018 | 2 months | Jul 2018 | 4 months | 6 months | -2.76% |
Worst 10 drawdowns included above |
Ticker | Name | CAGR | Stdev | Best Year | Worst Year | Max Drawdown | Sharpe Ratio | Sortino Ratio | Market Correlation |
---|---|---|---|---|---|---|---|---|---|
VTMFX | Vanguard Tax-Managed Balanced Adm | 6.28% | 7.75% | 19.14% | -18.32% | -25.17% | 0.62 | 0.91 | 0.96 |
VTMSX | Vanguard Tax-Managed Small Cap Adm | 10.61% | 19.16% | 41.00% | -30.82% | -51.58% | 0.54 | 0.81 | 0.89 |
Name | Total Return | Annualized Return | Expense Ratio | |||||
---|---|---|---|---|---|---|---|---|
3 Month | Year To Date | 1 year | 3 year | 5 year | 10 year | Net | Gross | |
Vanguard Tax-Managed Balanced Adm | 5.05% | 13.10% | 13.10% | 14.78% | 10.92% | 9.75% | 0.09% | 0.09% |
Vanguard Tax-Managed Small Cap Adm | 5.81% | 27.08% | 27.08% | 20.27% | 12.44% | 14.44% | 0.09% | 0.09% |
Trailing returns as of last calendar month ending December 2021 |
Ticker | Name | VTMFX | VTMSX | Portfolio 1 | Portfolio 2 | Portfolio 3 | Vanguard Tax-Managed Balanced Adm |
---|---|---|---|---|---|---|---|
VTMFX | Vanguard Tax-Managed Balanced Adm | 1.00 | 0.83 | 0.91 | 0.86 | 0.83 | 1.00 |
VTMSX | Vanguard Tax-Managed Small Cap Adm | 0.83 | 1.00 | 0.99 | 1.00 | 1.00 | 0.83 |
Ticker | Name | Portfolio 1 | Portfolio 2 | Portfolio 3 |
---|---|---|---|---|
VTMFX | Vanguard Tax-Managed Balanced Adm | $19,928 | $11,667 | |
VTMSX | Vanguard Tax-Managed Small Cap Adm | $31,126 | $53,777 | $81,927 |
Return attribution decomposes portfolio gains into its constituent parts and identifies the contribution to returns by each of the assets. |
Ticker | Name | Portfolio 1 | Portfolio 2 | Portfolio 3 |
---|---|---|---|---|
VTMFX | Vanguard Tax-Managed Balanced Adm | 27.16% | 10.44% | |
VTMSX | Vanguard Tax-Managed Small Cap Adm | 72.84% | 89.56% | 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 | Portfolio 1 | Portfolio 2 | Portfolio 3 | Vanguard Tax-Managed Balanced Adm | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Average | High | Low | Average | High | Low | Average | High | Low | Average | High | Low | |
1 year | 9.35% | 57.29% | -31.22% | 10.82% | 74.21% | -36.74% | 12.36% | 93.81% | -42.07% | 6.54% | 29.53% | -19.87% |
3 years | 8.45% | 23.30% | -11.03% | 9.37% | 27.21% | -14.09% | 10.25% | 31.29% | -17.16% | 6.45% | 15.90% | -5.33% |
5 years | 8.61% | 20.73% | -2.79% | 9.54% | 24.27% | -3.87% | 10.43% | 27.87% | -5.05% | 6.54% | 13.80% | -0.92% |
7 years | 8.36% | 14.88% | 0.49% | 9.20% | 16.90% | 0.06% | 9.97% | 18.91% | -0.48% | 6.49% | 10.85% | 1.03% |
10 years | 8.52% | 14.21% | 3.56% | 9.36% | 16.22% | 4.19% | 10.13% | 18.21% | 4.76% | 6.63% | 10.14% | 2.09% |
15 years | 8.33% | 10.25% | 6.50% | 9.15% | 11.51% | 6.57% | 9.90% | 12.73% | 6.54% | 6.47% | 7.81% | 4.53% |