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.

$ .00
$ .00
%
%
%
%
$ .00
%
%
Portfolio Assets 
Asset 1
%
%
%
Asset 2
%
%
%
Asset 3
%
%
%
Asset 4
%
%
%
Asset 5
%
%
%
Asset 6
%
%
%
Asset 7
%
%
%
Asset 8
%
%
%
Asset 9
%
%
%
Asset 10
%
%
%
Asset 11
%
%
%
Asset 12
%
%
%
Asset 13
%
%
%
Asset 14
%
%
%
Asset 15
%
%
%
Asset 16
%
%
%
Asset 17
%
%
%
Asset 18
%
%
%
Asset 19
%
%
%
Asset 20
%
%
%
Asset 21
%
%
%
Asset 22
%
%
%
Asset 23
%
%
%
Asset 24
%
%
%
Asset 25
%
%
%
Total
%
%
%

Portfolio Analysis Results (Jan 2013 - Nov 2021)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
NNN National Retail Properties 5.55%
FRT Federal Realty Investment Trust 5.55%
UHT Universal Health Realty Income Trust 5.55%
EQC Equity Commonwealth 5.55%
WPC W.P. Carey Inc. 5.55%
LTC LTC Properties, Inc. 5.55%
LNC Lincoln National Corporation 4.17%
MO Altria Group 4.17%
ALL Allstate Corporation 4.17%
F Ford Motor Company 4.17%
BMY Bristol-Myers Squibb Company 4.17%
HII Huntington Ingalls Industries, Inc. 4.17%
TSN Tyson Foods, Inc. 4.17%
PRU Prudential Financial, Inc. 4.17%
KMI Kinder Morgan, Inc. 4.76%
XOM Exxon Mobil Corporation 4.76%
BP BP p.l.c. 4.76%
OKE ONEOK, Inc. 4.76%
VLO Valero Energy Corporation 4.76%
PSX Phillips 66 4.76%
WMB Williams Companies, Inc. 4.76%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$24,167 10.40% 16.71%36.81%-21.08%-34.81% 0.640.950.83
   

Trailing Returns

Trailing Returns
NameTotal ReturnAnnualized ReturnAnnualized Standard Deviation
3 MonthYTD1 year3 year5 yearFull3 year5 year
Portfolio 1-3.06%22.23%44.18%2.60%5.18%10.49%24.79%19.88%
Trailing return and volatility are as of last full calendar quarter ending September 2021
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 2021 are based on monthly returns from January to November
  • CAGR = Compound Annual Growth Rate
  • Stdev = Annualized standard deviation of monthly returns
  • Sharpe and Sortino ratios are calculated and annualized from monthly excess returns over risk free rate (3-month treasury bill)
  • Stock market correlation is based on the correlation of monthly returns
  • Drawdown analysis is calculated based on monthly returns excluding cashflows
  • The results assume annual rebalancing of portfolio assets to match the specified allocation
Annual returns for the configured portfolios
YearInflationPortfolio 1 ReturnPortfolio 1 BalanceNational Retail Properties (NNN)Federal Realty Investment Trust (FRT)Universal Health Realty Income Trust (UHT)Equity Commonwealth (EQC)W.P. Carey Inc. (WPC)LTC Properties, Inc. (LTC)Lincoln National Corporation (LNC)Altria Group (MO)Allstate Corporation (ALL)Ford Motor Company (F)Bristol-Myers Squibb Company (BMY)Huntington Ingalls Industries, Inc. (HII)Tyson Foods, Inc. (TSN)Prudential Financial, Inc. (PRU)Kinder Morgan, Inc. (KMI)Exxon Mobil Corporation (XOM)BP p.l.c. (BP)ONEOK, Inc. (OKE)Valero Energy Corporation (VLO)Phillips 66 (PSX)Williams Companies, Inc. (WMB)
20131.50%36.81%$13,6811.70%0.39%-16.39%54.31%24.05%5.56%102.16%28.56%38.57%22.33%69.95%109.35%73.91%77.13%6.20%20.14%22.73%49.65%64.89%48.33%22.79%
20140.76%15.39%$15,78636.02%35.23%27.17%11.35%20.90%28.53%13.13%34.52%31.23%3.71%14.18%26.13%20.79%0.63%23.28%-6.07%-17.60%-5.32%0.24%-4.77%21.42%
20150.73%-1.23%$15,5916.20%12.31%9.50%8.02%-10.40%4.80%-11.56%23.10%-9.96%-5.44%19.24%14.32%34.37%-7.35%-62.76%-12.76%-12.77%-47.36%46.79%17.12%-39.22%
20162.07%24.31%$19,38114.75%-0.23%37.21%9.05%6.54%14.05%35.04%20.46%21.71%-7.90%-13.50%47.17%16.87%32.48%42.67%19.90%29.00%149.37%0.78%8.98%31.37%
20172.11%12.18%$21,7422.00%-3.59%18.80%0.89%23.83%-2.76%17.95%9.45%43.62%8.73%7.72%29.48%33.38%13.64%-10.57%-3.80%20.07%-2.08%39.98%20.96%2.04%
20181.91%-11.91%$19,15117.78%-8.13%-14.90%6.76%1.00%1.14%-32.00%-27.09%-19.52%-34.29%-12.91%-18.21%-32.82%-26.46%-11.20%-15.10%-4.51%6.28%-15.72%-12.30%-23.88%
20192.29%29.59%$24,81914.78%12.50%97.05%21.66%28.80%12.79%17.94%7.96%38.82%29.61%27.86%34.00%73.87%20.06%44.41%7.25%5.80%47.77%30.36%33.99%14.21%
20201.36%-21.08%$19,588-19.35%-30.56%-43.08%-5.98%-6.02%-7.52%-11.12%-10.38%-0.12%-3.88%0.39%-30.44%-27.33%-11.48%-30.74%-36.21%-41.32%-43.36%-35.60%-33.92%-7.60%
20216.19%23.38%$24,16712.87%48.14%-10.55%-6.71%12.89%-13.76%35.50%9.70%1.54%119.43%-11.50%6.58%25.46%37.21%20.74%54.16%33.04%67.88%25.06%3.57%40.26%
Annual return for 2021 is from 01/01/2021 to 11/30/2021
Monthly returns for the configured portfolios
YearMonthPortfolio 1 ReturnPortfolio 1 BalanceNational Retail Properties (NNN)Federal Realty Investment Trust (FRT)Universal Health Realty Income Trust (UHT)Equity Commonwealth (EQC)W.P. Carey Inc. (WPC)LTC Properties, Inc. (LTC)Lincoln National Corporation (LNC)Altria Group (MO)Allstate Corporation (ALL)Ford Motor Company (F)Bristol-Myers Squibb Company (BMY)Huntington Ingalls Industries, Inc. (HII)Tyson Foods, Inc. (TSN)Prudential Financial, Inc. (PRU)Kinder Morgan, Inc. (KMI)Exxon Mobil Corporation (XOM)BP p.l.c. (BP)ONEOK, Inc. (OKE)Valero Energy Corporation (VLO)Phillips 66 (PSX)Williams Companies, Inc. (WMB)
201318.37%$10,8373.90%1.76%8.93%5.41%7.63%6.28%12.38%7.12%9.29%0.73%12.08%2.22%14.02%8.53%7.08%3.95%6.92%10.80%28.17%14.07%7.06%
201324.50%$11,3247.59%0.34%3.59%53.59%6.16%3.99%1.93%-0.39%5.40%-2.63%2.30%8.68%2.71%-3.31%-1.04%0.18%-8.10%-4.30%4.71%4.45%-0.97%
201335.00%$11,8904.99%2.43%2.14%-11.13%14.47%6.01%10.39%3.83%6.63%4.28%11.41%11.01%9.48%6.15%4.34%0.63%4.83%5.96%-0.22%11.13%9.01%
201341.60%$12,08110.81%8.30%-6.90%0.63%4.63%14.57%4.70%6.16%0.39%4.26%-2.75%-0.81%-0.77%2.42%2.07%-1.24%2.95%8.50%-11.37%-12.89%1.79%
20135-1.05%$11,954-9.60%-7.91%-15.93%-8.46%-3.94%-10.23%4.85%-1.12%-1.57%15.22%15.84%4.58%1.70%14.84%-2.86%2.37%-0.36%-12.11%10.76%9.76%-7.74%
20136-1.87%$11,731-4.10%-3.08%-3.20%13.11%-1.10%-5.80%2.27%-1.88%-0.25%-1.34%-2.87%2.28%2.72%5.89%0.45%-0.13%-2.73%-8.48%-14.42%-11.51%-6.75%
201375.03%$12,3212.86%1.59%0.79%0.86%6.73%-0.60%14.61%0.20%5.94%9.76%-2.47%10.09%7.55%8.13%0.01%3.76%-0.72%28.18%2.88%4.40%5.24%
20138-2.65%$11,994-12.46%-7.61%-7.73%6.42%-6.92%-7.97%0.89%-3.37%-5.51%-4.09%-3.58%1.99%5.00%-4.70%0.45%-6.38%0.97%-2.16%-0.06%-6.66%6.06%
201391.48%$12,1713.89%5.03%5.99%-10.75%-0.27%7.63%-0.12%2.80%5.49%4.20%11.01%6.44%-2.31%4.14%-6.22%-1.28%1.77%3.65%-3.88%1.26%1.36%
2013106.47%$12,9599.37%2.12%4.90%12.35%2.95%4.33%8.46%8.38%4.97%2.01%14.33%6.16%-2.16%4.37%0.41%4.16%10.64%6.68%20.56%11.43%-1.79%
2013112.97%$13,344-7.70%-0.08%-3.51%-2.05%-5.76%-1.95%13.04%-0.67%2.75%-0.18%-2.17%15.21%14.80%9.70%0.65%5.02%2.33%2.78%11.61%8.68%-1.37%
2013122.52%$13,681-4.47%-1.28%-4.03%-2.35%-0.72%-7.66%0.56%5.12%0.50%-9.66%4.15%9.46%5.59%3.90%1.29%8.26%3.40%7.08%10.24%10.80%10.72%
201410.81%$13,79210.83%7.48%5.84%6.63%-3.70%7.73%-6.67%-8.26%-6.12%-2.25%-5.98%5.57%11.78%-8.49%-4.39%-8.93%-3.54%10.15%1.39%-5.24%4.98%
201423.46%$14,2698.10%2.12%0.42%10.46%7.52%-0.25%4.37%2.95%6.52%2.87%7.60%6.64%5.68%0.86%-6.35%5.19%9.21%-0.70%-5.61%2.96%2.00%
201430.96%$14,406-4.37%3.80%0.65%-3.13%-4.01%0.32%1.08%4.60%4.28%1.36%-3.38%1.11%11.56%0.08%2.01%1.46%-4.96%0.19%10.67%2.94%-0.78%
201441.96%$14,6890.62%2.46%0.45%-3.38%2.35%3.12%-3.95%7.16%0.65%4.33%-2.91%0.72%-4.64%-4.69%1.83%4.84%5.24%7.66%7.66%7.99%3.92%
201452.01%$14,9852.49%1.68%2.03%3.54%3.51%3.32%-1.13%3.62%2.79%1.80%-0.70%-2.88%1.35%2.50%2.24%-1.17%0.81%2.01%-1.52%2.51%11.36%
201462.08%$15,2966.32%1.83%1.90%0.04%2.61%-1.33%7.26%2.09%0.79%4.87%-2.47%-5.25%-11.59%8.05%8.60%0.15%4.56%5.57%-10.62%-5.14%25.08%
20147-1.08%$15,130-3.25%0.98%-3.27%2.05%2.07%-1.40%2.16%-3.20%-0.46%-0.57%5.13%-3.88%-0.88%-2.03%0.38%-1.73%-7.17%-4.52%1.40%0.85%-2.71%
201484.80%$15,8564.41%2.19%5.02%0.07%3.88%7.28%5.06%6.11%5.68%2.29%0.06%12.53%2.49%3.76%11.90%1.23%-1.11%8.96%7.12%7.93%4.96%
20149-4.70%$15,111-6.92%-4.37%-4.25%-4.35%-5.24%-9.51%-2.65%7.92%-0.20%-15.05%1.05%2.06%3.44%-1.96%-4.77%-5.44%-8.13%-6.62%-14.54%-6.56%-5.96%
2014104.63%$15,81011.51%11.26%16.24%3.89%6.19%14.18%2.52%5.22%5.67%-3.88%14.51%1.54%2.49%0.68%2.10%2.83%-1.11%-9.18%8.26%-3.46%0.29%
201411-0.25%$15,7701.08%0.65%-0.23%-4.79%0.62%0.05%3.41%3.97%5.52%11.64%1.48%3.35%5.18%-3.36%6.85%-5.71%-8.23%-8.11%-2.42%-6.34%-6.77%
2014120.10%$15,7862.18%1.25%0.90%0.94%4.24%3.72%1.84%-0.95%3.08%-1.46%0.59%3.20%-5.31%6.45%2.32%2.11%-3.05%-8.07%1.83%-1.81%-12.05%
201510.82%$15,9159.87%7.73%11.66%2.65%2.44%9.07%-13.02%7.77%-0.65%-4.11%2.10%3.68%-2.62%-16.12%-1.91%-5.44%1.86%-10.30%6.83%-1.92%-2.40%
201524.01%$16,553-6.07%-1.21%-5.40%0.38%-4.50%-4.52%15.33%6.01%1.59%11.08%1.08%21.21%6.07%7.31%-0.10%2.04%8.31%0.52%17.52%12.32%11.81%
201531.08%$16,7321.81%4.26%12.02%0.38%0.55%3.46%-0.31%-10.25%0.81%-1.22%5.88%-0.56%-7.29%-0.67%2.56%-4.00%-5.62%8.99%3.13%0.18%4.45%
20154-2.51%$16,311-5.29%-9.20%-11.72%-5.05%-6.65%-5.16%-1.34%0.06%-2.12%-1.19%-0.62%-6.11%3.13%1.61%3.25%2.79%10.36%0.96%-10.56%0.90%1.19%
20155-0.89%$16,166-2.32%0.60%-3.54%2.14%0.33%-2.76%0.92%2.30%-2.93%-3.99%1.37%-5.47%7.72%4.39%-3.40%-1.66%-2.58%-12.85%4.83%0.44%-0.18%
20156-1.06%$15,995-6.66%-4.13%-1.69%-0.31%-5.97%-0.77%3.88%-3.44%-3.64%-1.05%3.00%-9.19%0.42%3.44%-7.47%-2.35%-3.62%-5.82%5.67%1.82%13.70%
201571.16%$16,1817.42%6.79%5.40%2.06%3.82%5.87%-4.56%11.18%6.29%-0.22%-0.81%4.28%4.03%0.96%-8.51%-4.80%-7.48%-2.75%5.43%-1.32%-8.56%
20158-6.22%$15,174-6.51%-5.64%-6.06%-1.95%-6.08%-6.66%-9.82%-1.47%-15.04%-6.47%-9.40%-3.76%-4.44%-8.01%-6.44%-4.12%-7.76%-4.71%-9.54%0.13%-8.16%
20159-1.74%$14,9104.37%6.45%3.46%6.03%2.28%5.04%-6.56%2.62%-0.07%-2.16%0.17%-4.82%1.94%-5.56%-14.59%-1.18%-8.88%-10.58%1.28%-2.82%-22.45%
2015108.27%$16,1425.95%5.16%5.86%5.40%9.62%0.83%13.21%11.16%6.25%10.23%11.40%11.94%2.92%8.25%0.66%11.28%16.82%7.29%9.68%15.89%7.03%
2015110.84%$16,2771.21%2.11%6.04%-3.80%-2.37%-0.07%2.77%-4.75%1.91%-3.24%1.61%9.56%13.05%5.76%-13.82%-0.43%-1.48%-13.09%9.78%3.41%-7.30%
201512-4.21%$15,5914.13%0.35%-3.87%0.40%-3.11%1.63%-8.60%2.05%-1.07%-1.67%3.22%-3.11%6.66%-5.94%-36.70%-4.54%-9.65%-16.35%-1.60%-10.63%-28.15%
20161-2.14%$15,2578.33%3.24%1.64%-3.03%-1.27%3.64%-21.06%4.98%-2.40%-12.40%-9.64%0.81%0.06%-13.92%11.16%-0.13%3.55%3.61%-4.02%-2.02%-24.90%
20162-0.01%$15,2562.42%-1.84%1.99%-0.97%-2.68%0.22%-7.43%0.75%5.26%4.77%-0.37%2.49%21.62%-4.68%9.97%3.89%-8.21%-3.65%-10.55%-0.19%-17.15%
201636.44%$16,2395.05%6.04%9.82%5.97%11.52%2.21%7.31%2.70%6.16%7.91%3.77%4.88%2.95%9.28%-1.27%4.29%3.75%24.42%6.76%9.07%4.55%
201642.76%$16,687-4.35%-2.54%-2.93%-1.10%-1.85%2.93%11.58%0.08%-3.44%1.55%12.99%5.72%-1.26%7.50%0.14%5.75%11.27%23.16%-8.22%-5.17%20.66%
201652.74%$17,1453.59%0.73%-2.01%3.51%4.94%0.89%5.52%1.48%3.78%-0.52%-0.67%6.32%-2.88%2.99%1.80%1.55%-4.71%19.64%-6.06%-1.35%14.29%
201664.67%$17,94514.10%8.72%8.11%0.83%9.84%11.36%-15.44%9.30%4.12%-6.82%3.11%9.53%4.72%-9.98%3.54%5.30%13.09%9.71%-6.76%-1.27%0.43%
201672.30%$18,3583.69%2.51%4.35%3.06%4.65%3.83%13.39%-1.83%-2.32%1.81%1.71%2.71%10.20%5.54%9.27%-5.11%-3.13%-5.61%2.51%-4.13%10.82%
201680.42%$18,434-5.76%-6.31%3.22%4.23%-8.26%-2.67%9.98%-2.38%1.41%-0.47%-23.29%-4.01%2.88%6.40%7.48%-1.18%0.22%6.12%7.08%3.98%16.56%
201690.89%$18,5981.50%-2.57%3.46%-3.42%-1.72%0.49%-2.19%-3.41%0.32%-4.21%-6.05%-7.11%-1.19%2.86%5.86%0.16%3.84%9.60%-4.25%2.68%10.71%
201610-2.70%$18,096-9.37%-5.65%-6.85%-0.03%-5.87%-3.25%5.02%4.57%-1.85%-1.50%-4.93%5.18%-5.12%3.85%-11.13%-4.54%1.11%-4.57%11.77%0.74%-4.98%
2016112.88%$18,617-6.44%-3.31%1.04%-3.74%-4.31%-8.90%30.58%-3.31%3.45%1.87%10.86%11.15%-19.51%19.48%8.66%5.70%0.25%13.42%4.90%3.15%5.14%
2016124.10%$19,3813.56%1.91%11.76%3.99%3.41%3.76%3.39%6.73%6.01%1.42%3.54%3.04%8.57%3.44%-6.71%3.39%6.77%4.51%10.98%4.01%2.08%
20171-0.83%$19,219-0.32%-1.18%-5.29%1.98%4.82%-0.26%2.31%5.26%1.47%3.54%-15.32%5.30%1.80%1.01%8.48%-7.06%-3.75%-2.93%-3.75%-5.54%-7.39%
201722.39%$19,6783.76%0.21%3.32%1.36%1.86%3.79%3.93%5.25%9.74%1.38%15.36%12.65%-0.01%5.88%-4.61%-2.17%-4.05%-1.92%4.41%-3.43%-1.73%
20173-1.45%$19,392-3.58%-4.41%1.58%-0.13%0.21%-0.30%-6.71%-3.90%-0.82%-7.10%-4.11%-8.11%-1.36%-3.49%2.02%0.85%1.77%2.57%-2.44%1.32%5.51%
201740.43%$19,475-2.19%-1.96%8.14%2.47%0.61%0.26%1.18%0.50%-0.25%-0.13%3.83%0.32%4.13%0.33%-4.53%-0.44%-0.58%-4.00%-2.53%0.43%3.51%
20175-1.94%$19,096-9.12%-6.23%2.85%-2.72%4.20%1.15%-1.44%5.10%6.21%-3.05%-3.75%-2.23%-10.42%-1.33%-9.06%-0.48%7.14%-5.57%-3.84%-3.48%-6.63%
201763.65%$19,7931.90%3.79%11.83%1.54%2.71%7.02%4.00%-0.48%2.87%0.63%3.28%-4.93%9.23%3.14%2.13%0.29%-4.15%4.99%9.74%8.65%6.98%
201772.41%$20,2713.44%4.94%-2.59%-0.06%3.79%0.86%8.56%-12.76%2.89%1.55%2.82%10.72%1.17%4.71%7.28%-0.85%1.41%8.45%2.24%1.28%4.95%
20178-1.77%$19,9124.63%-4.30%-2.28%-2.03%0.50%-5.46%-7.12%-2.42%-0.14%-1.69%6.29%4.11%0.27%-9.18%-5.38%-3.71%0.47%-2.94%-0.24%0.92%-6.45%
201793.58%$20,624-0.41%-1.35%0.60%-1.75%-0.66%-3.01%8.28%1.09%1.56%8.52%5.39%5.83%11.30%4.15%-0.78%7.40%10.65%2.31%12.97%9.31%1.96%
2017100.26%$20,677-2.41%-2.97%-3.02%-1.15%1.13%-0.60%3.53%1.26%2.12%3.78%-2.67%2.82%3.49%3.89%-4.93%1.67%5.83%-2.06%2.55%-0.58%-5.03%
2017113.58%$21,4182.22%9.70%2.25%0.03%4.45%-1.04%1.02%5.62%9.77%2.04%2.48%4.12%13.22%5.59%-4.86%0.86%-0.02%-3.01%9.46%7.93%1.93%
2017121.51%$21,7425.02%1.21%1.20%1.50%-1.79%-4.58%0.42%6.23%2.00%-0.24%-3.02%-2.47%-1.43%-0.74%4.88%0.42%4.89%2.99%7.35%3.68%6.06%
20181-1.34%$21,451-6.87%-9.04%-11.40%-1.97%-5.94%-5.46%8.15%-1.50%-5.67%-9.96%2.82%0.78%-6.12%3.34%0.18%4.38%1.81%11.53%4.42%1.24%2.95%
20182-6.51%$20,054-6.15%-5.68%-16.81%-1.64%-7.55%-9.39%-8.01%-10.51%-6.59%-3.28%5.75%10.60%-1.88%-9.78%-9.90%-12.36%-7.82%-4.30%-4.93%-11.08%-11.56%
201831.05%$20,2655.42%2.77%9.82%4.25%5.14%3.37%-4.08%0.09%3.27%4.43%-4.46%-1.62%-1.60%-2.61%-7.04%-1.49%4.32%1.05%2.60%6.14%-9.33%
201841.78%$20,625-1.91%-0.22%-0.28%1.04%3.00%-4.37%-2.85%-9.96%3.19%2.83%-17.05%-5.64%-4.22%2.68%6.36%4.21%9.99%7.20%19.58%16.04%3.50%
201853.25%$21,2958.91%2.62%3.74%0.39%5.26%14.35%-6.16%-0.66%-3.97%2.76%0.94%-8.82%-3.32%-8.11%5.44%5.54%4.10%13.18%10.02%5.35%4.39%
201860.74%$21,4526.11%7.30%3.95%1.25%0.24%4.35%-6.09%3.14%-2.36%-4.16%5.17%-1.94%2.05%-3.44%5.94%1.83%-0.35%2.45%-8.56%-3.59%2.23%
201872.28%$21,9422.63%-0.83%5.20%2.35%-1.46%-0.88%9.95%3.33%4.22%-8.02%6.92%7.50%-16.27%7.91%1.76%-1.47%-1.25%0.87%6.79%9.82%9.74%
201881.41%$22,2513.32%4.07%13.28%-0.56%1.84%10.61%-3.70%-0.27%6.22%-5.58%3.06%5.21%9.47%-1.74%-0.45%-0.63%-3.56%-5.29%0.30%-3.25%-0.54%
20189-0.38%$22,167-2.76%-2.40%-1.55%0.09%-1.87%-4.63%3.17%4.40%-1.86%-2.43%2.53%4.75%-5.22%3.12%0.17%6.05%7.51%2.85%-3.50%-4.89%-7.01%
201810-5.32%$20,9885.40%-1.91%-13.86%0.73%2.64%-2.61%-10.62%7.84%-3.02%5.08%-18.07%-14.68%0.66%-7.44%-2.86%-6.28%-5.92%-3.23%-19.92%-8.78%-10.52%
2018110.39%$21,0707.08%6.48%9.53%6.68%2.64%9.04%4.62%-15.70%-6.34%-1.47%5.78%-0.97%-0.98%0.98%0.29%0.79%-5.58%-5.08%-11.41%-8.29%4.07%
201812-9.11%$19,151-3.10%-9.86%-11.68%-5.54%-2.03%-9.86%-18.52%-8.41%-7.36%-18.70%-2.77%-11.69%-9.41%-13.02%-9.90%-14.23%-6.02%-12.18%-6.17%-7.88%-11.67%
2019112.02%$21,4539.70%12.31%13.61%7.83%14.62%14.31%14.77%-0.08%6.34%17.01%-4.16%8.48%15.96%12.99%18.99%7.46%8.44%20.66%17.14%10.75%22.13%
201921.98%$21,877-1.16%0.77%6.81%0.90%-1.36%-5.98%6.89%6.20%7.98%-0.34%4.64%1.84%0.19%5.13%5.86%9.04%5.24%0.08%-6.11%1.84%-0.89%
201932.98%$22,5286.31%3.98%2.61%0.12%7.43%3.55%-6.11%11.15%-0.21%0.11%-7.65%-1.06%12.60%-4.14%4.44%2.24%2.51%8.68%4.01%-1.23%9.12%
201942.66%$23,128-4.09%-2.90%7.01%-2.72%1.26%-1.19%14.34%-5.40%5.18%20.90%-1.83%7.42%8.04%15.05%0.55%-0.64%0.02%-1.51%6.87%-0.95%-1.36%
20195-4.89%$21,9981.73%-2.33%1.17%2.42%4.65%-0.28%-10.90%-9.70%-3.08%-8.90%-2.28%-7.46%1.67%-11.72%0.40%-10.84%-5.51%-6.34%-21.50%-13.38%-6.88%
201965.28%$23,160-0.97%-0.76%4.42%-0.15%-0.96%2.45%8.41%-1.98%6.47%7.46%-0.04%9.57%6.39%9.33%4.66%8.28%2.41%8.16%21.61%15.77%7.76%
201970.80%$23,346-0.49%2.52%8.51%3.26%6.60%1.36%1.95%-0.59%5.62%-5.45%-1.21%1.58%-1.54%0.31%-0.05%-2.96%-4.70%1.85%-0.42%9.64%-12.13%
20198-1.58%$22,9767.48%-2.12%4.92%0.24%3.77%6.29%-19.07%-7.07%-4.20%-3.78%8.24%-8.07%17.51%-19.98%-1.70%-6.76%-5.48%3.05%-10.65%-2.96%-4.22%
201993.55%$23,7910.45%6.19%7.06%1.75%0.81%5.36%14.07%-4.62%6.14%-0.11%5.49%1.33%-7.42%12.31%1.68%3.11%2.81%3.38%13.23%3.82%3.54%
2019102.72%$24,4385.37%-0.10%15.98%4.49%2.86%1.60%-5.73%9.51%-2.08%-4.66%14.07%6.55%-3.89%1.32%-1.84%-4.31%-0.21%-5.24%13.77%14.08%-7.27%
2019110.67%$24,601-5.38%-2.90%-0.03%2.08%-9.39%-9.35%4.55%10.96%5.10%5.47%-0.75%11.98%9.08%3.82%-1.85%2.07%0.25%3.07%-0.63%-1.05%1.84%
2019120.89%$24,819-3.80%-1.73%-0.95%-0.06%-2.79%-3.95%-0.07%2.10%0.99%2.65%12.73%-0.31%1.28%0.13%7.96%2.42%0.86%6.50%-1.93%-2.89%6.15%
20201-2.58%$24,1805.39%-2.88%5.10%-0.12%5.10%3.52%-7.06%-4.77%5.42%-3.56%-1.24%4.03%-9.24%-2.86%-0.24%-10.98%-4.27%0.18%-9.97%-17.99%-12.77%
20202-11.84%$21,317-9.20%-6.94%-12.67%-4.06%-7.98%-2.50%-16.69%-15.06%-10.76%-21.09%-6.18%-20.88%-17.41%-16.18%-8.15%-15.99%-11.89%-10.89%-20.51%-17.25%-7.93%
20203-24.10%$16,178-36.70%-35.23%-5.40%0.79%-23.66%-30.60%-42.01%-1.73%-12.85%-30.60%-5.62%-11.35%-14.68%-30.89%-27.39%-26.19%-22.05%-67.31%-31.53%-28.33%-23.49%
2020413.73%$18,4003.01%11.61%6.10%7.06%13.26%15.88%36.34%1.50%10.89%5.38%9.99%5.05%7.47%19.62%9.41%22.39%-2.42%41.87%39.66%36.38%36.89%
202050.68%$18,525-3.83%-4.04%-12.69%-0.74%-8.92%3.95%6.94%-0.51%-3.32%12.18%-1.79%4.97%-0.53%-0.35%5.62%-0.22%-0.22%22.59%6.94%8.31%5.47%
20206-1.53%$18,24113.03%7.95%-14.24%-4.45%14.68%2.85%-3.01%2.67%-0.84%6.48%-1.54%-12.71%-2.82%-0.10%-3.99%-1.65%0.78%-9.46%-11.73%-8.13%-4.85%
20207-2.04%$17,8701.38%-10.46%-12.47%-1.96%5.50%-0.89%2.54%4.84%-2.68%8.72%0.52%-0.45%2.91%4.06%-5.32%-5.90%-5.49%-13.17%-4.40%-13.74%0.58%
20208-0.06%$17,859-0.03%3.85%-4.11%-0.57%-2.80%-1.26%-3.27%6.29%-0.91%3.18%6.03%-12.19%2.88%8.65%-1.99%-3.21%-3.76%-1.54%-4.77%-4.36%8.52%
20209-7.02%$16,606-2.62%-5.98%-13.68%-4.01%-4.56%-3.94%-13.09%-9.89%1.23%-2.35%-3.07%-7.11%-5.29%-6.27%-10.78%-14.05%-16.58%-5.46%-17.63%-11.34%-3.47%
202010-2.20%$16,240-5.76%-6.35%-6.18%-0.79%-3.91%-4.78%13.29%-6.63%-5.73%16.07%-2.32%4.78%-3.78%0.79%-1.35%-4.98%-11.34%15.22%-10.87%-9.99%-2.34%
20201116.40%$18,90417.78%26.81%13.02%0.34%10.54%12.78%34.53%10.39%15.92%17.46%6.76%9.37%14.70%19.81%20.84%19.65%28.87%23.69%41.78%31.70%9.33%
2020123.62%$19,5888.54%-1.19%7.41%2.90%3.51%5.56%6.54%5.06%7.41%-3.19%0.19%6.42%-1.17%3.24%-4.94%8.10%4.91%7.00%5.21%15.45%-2.70%
202110.95%$19,774-3.46%2.87%-7.14%4.51%-5.92%-0.23%-8.84%0.20%-2.50%19.80%-0.97%-7.71%-0.20%0.27%4.92%8.78%8.28%6.21%-0.25%-3.06%5.89%
2021210.97%$21,94412.41%15.54%3.80%-1.05%3.22%6.36%25.02%6.13%-0.54%11.11%-0.16%12.51%5.92%12.36%4.40%23.34%11.40%11.20%38.47%23.83%7.58%
202135.23%$23,0930.52%1.25%10.49%-1.45%4.77%2.44%9.50%19.38%8.57%4.70%3.73%17.02%9.80%5.05%13.27%2.69%-0.25%14.38%-6.99%-1.82%5.50%
202143.20%$23,8326.51%11.23%-1.22%3.60%5.84%2.39%3.68%-6.67%10.36%-5.80%-1.12%3.14%4.24%10.16%4.00%2.53%3.33%5.23%3.30%-0.77%2.83%
202154.46%$24,894-0.15%1.33%3.36%-4.72%0.75%-7.43%8.83%3.08%7.74%25.91%5.29%2.37%3.22%7.74%7.57%3.45%5.49%0.76%10.02%5.20%8.13%
20216-0.78%$24,6981.14%3.38%-10.16%-4.52%0.28%-1.53%-9.96%-1.40%-3.95%2.27%1.67%-2.53%-7.22%-4.21%-0.60%8.07%0.72%5.50%-2.89%1.90%2.29%
20217-3.21%$23,9055.38%0.31%-2.92%0.34%8.13%-0.94%-1.28%0.76%-0.30%-6.12%2.32%-2.67%-3.12%-2.14%-3.18%-8.73%-8.48%-4.92%-14.23%-14.44%-5.65%
202180.17%$23,944-2.58%3.61%-0.87%0.19%-3.19%-8.32%11.41%4.56%4.65%-6.59%-1.49%0.09%10.50%6.75%-6.39%-3.86%2.45%1.06%0.53%-1.94%-1.44%
20219-0.01%$23,942-9.28%-2.22%-5.52%-1.37%-5.17%-7.64%0.15%-7.69%-5.89%8.67%-10.77%-5.44%0.53%-0.64%2.83%7.89%11.73%10.42%6.42%-1.49%6.85%
2021105.30%$25,2106.23%2.00%3.08%-0.19%5.57%1.09%5.56%-3.10%-2.86%20.62%-1.30%5.01%1.30%4.61%1.73%9.61%5.34%11.32%9.58%6.78%8.29%
202111-4.14%$24,167-2.78%1.93%-2.28%-1.85%-0.99%0.24%-8.07%-3.33%-11.46%12.93%-8.17%-11.89%-0.69%-6.08%-7.70%-5.91%-8.75%-5.94%-12.28%-6.40%-4.63%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1
Large-cap Value17.75%
Large-cap Growth0.00%
Mid-cap Value57.47%
Mid-cap Growth0.00%
Small-cap Value13.01%
Small-cap Growth0.00%
Global ex-US Developed Markets0.91%
Emerging Markets0.00%
Corporate Bonds0.00%
Long-Term Treasuries10.85%
Intermediate-Term Treasuries0.00%
Short-Term Treasuries0.00%
R Squared84.19%
Style analysis is based on monthly returns from January 2013 to November 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.

Holdings Based Style Analysis for Portfolio 1

Holdings Based Style Analysis for Portfolio 1
TickerNameCategoryWeightTTM YieldContribution
ReturnRisk
NNNNational Retail PropertiesReal Estate / REIT - Retail5.55%4.78%$7314.91%
FRTFederal Realty Investment TrustReal Estate / REIT - Retail5.55%3.34%$4745.67%
UHTUniversal Health Realty Income TrustReal Estate / REIT - Healthcare Facilities5.55%4.86%$8674.66%
EQCEquity CommonwealthReal Estate / REIT - Office5.55%13.44%$7021.56%
WPCW.P. Carey Inc.Real Estate / REIT - Diversified5.55%5.42%$8894.18%
LTCLTC Properties, Inc.Real Estate / REIT - Healthcare Facilities5.55%7.11%$2784.73%
LNCLincoln National CorporationFinancial Services / Insurance - Life4.17%2.56%$8266.95%
MOAltria GroupConsumer Defensive / Tobacco4.17%7.92%$4671.91%
ALLAllstate CorporationFinancial Services / Insurance - Property & Casualty4.17%2.99%$9113.09%
FFord Motor CompanyConsumer Cyclical / Auto Manufacturers4.17%0.52%$9594.11%
BMYBristol-Myers Squibb CompanyHealthcare / Drug Manufacturers - General4.17%3.48%$4892.01%
HIIHuntington Ingalls Industries, Inc.Industrials / Aerospace & Defense4.17%2.54%$1,0893.53%
TSNTyson Foods, Inc.Consumer Defensive / Farm Products4.17%2.17%$1,2502.82%
PRUPrudential Financial, Inc.Financial Services / Insurance - Life4.17%4.48%$7044.89%
KMIKinder Morgan, Inc.Energy / Oil & Gas Midstream4.76%6.88%$47.844.62%
XOMExxon Mobil CorporationEnergy / Oil & Gas Integrated4.76%5.73%$60.245.53%
BPBP p.l.c.Energy / Oil & Gas Integrated4.76%4.78%$1244.58%
OKEONEOK, Inc.Energy / Oil & Gas Midstream4.76%6.23%$1,5588.49%
VLOValero Energy CorporationEnergy / Oil & Gas Refining & Marketing4.76%5.62%$9648.78%
PSXPhillips 66Energy / Oil & Gas Refining & Marketing4.76%5.17%$4037.19%
WMBWilliams Companies, Inc.Energy / Oil & Gas Midstream4.76%6.01%$3735.80%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Portfolio return and risk metrics
MetricPortfolio 1
Arithmetic Mean (monthly)0.95%
Arithmetic Mean (annualized)11.98%
Geometric Mean (monthly)0.83%
Geometric Mean (annualized)10.40%
Standard Deviation (monthly)4.82%
Standard Deviation (annualized)16.71%
Downside Deviation (monthly)3.24%
Max. Drawdown-34.81%
US Market Correlation0.83
Beta(*)1.00
Alpha (annualized)-4.35%
R268.63%
Sharpe Ratio0.64
Sortino Ratio0.95
Treynor Ratio (%)10.73
Calmar Ratio0.13
Active Return-5.43%
Tracking Error9.36%
Information Ratio-0.58
Skewness-0.98
Excess Kurtosis7.38
Historical Value-at-Risk (5%)-5.95%
Analytical Value-at-Risk (5%)-7.17%
Conditional Value-at-Risk (5%)-10.80%
Upside Capture Ratio (%)82.10
Downside Capture Ratio (%)104.52
Safe Withdrawal Rate21.33%
Perpetual Withdrawal Rate8.33%
Positive Periods69 out of 107 (64.49%)
Gain/Loss Ratio0.99
* US stock market is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.

Drawdowns for Historical Market Stress Periods

Drawdowns for Historical Market Stress Periods
Stress PeriodStartEndPortfolio 1
COVID-19 StartJan 2020Mar 2020-34.81%

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jan 2020Mar 20203 monthsMay 20211 year 2 months1 year 5 months-34.81%
2Sep 2018Dec 20184 monthsMar 20193 months7 months-13.93%
3Apr 2015Sep 20156 monthsMay 20168 months1 year 2 months-10.89%
4Jan 2018Feb 20182 monthsJul 20185 months7 months-7.76%
5May 2019May 20191 monthJun 20191 month2 months-4.89%
6Sep 2014Sep 20141 monthJan 20154 months5 months-4.70%
7Nov 2021Nov 20211 month-4.14%
8Jun 2021Jul 20212 monthsOct 20213 months5 months-3.97%
9Mar 2017May 20173 monthsJun 20171 month4 months-2.96%
10May 2013Jun 20132 monthsJul 20131 month3 months-2.90%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
NNNNational Retail Properties8.77%24.33%36.02%-19.35%-45.38%0.450.630.42
FRTFederal Realty Investment Trust5.11%22.99%48.14%-30.56%-53.14%0.310.450.54
UHTUniversal Health Realty Income Trust5.56%25.27%97.05%-43.08%-55.38%0.320.460.35
EQCEquity Commonwealth9.93%22.44%54.31%-6.71%-18.14%0.491.290.10
WPCW.P. Carey Inc.10.55%20.09%28.80%-10.40%-34.96%0.570.890.53
LTCLTC Properties, Inc.4.13%22.71%28.53%-13.76%-39.01%0.270.380.46
LNCLincoln National Corporation13.58%37.53%102.16%-32.00%-66.70%0.510.810.76
MOAltria Group9.09%21.01%34.52%-27.09%-40.81%0.490.740.36
ALLAllstate Corporation14.10%18.24%43.62%-19.52%-23.90%0.781.260.66
FFord Motor Company9.01%29.17%119.43%-34.29%-61.74%0.420.660.54
BMYBristol-Myers Squibb Company8.87%23.79%69.95%-13.50%-35.26%0.450.680.42
HIIHuntington Ingalls Industries, Inc.18.88%25.30%109.35%-30.44%-45.17%0.791.270.54
TSNTyson Foods, Inc.18.91%25.51%73.91%-32.82%-37.13%0.781.310.36
PRUPrudential Financial, Inc.11.63%27.73%77.13%-26.46%-51.93%0.520.750.78
KMIKinder Morgan, Inc.-4.44%26.74%44.41%-62.76%-64.60%-0.05-0.060.49
XOMExxon Mobil Corporation0.19%24.21%54.16%-36.21%-58.35%0.100.150.69
BPBP p.l.c.0.84%24.51%33.04%-41.32%-61.67%0.130.190.51
OKEONEOK, Inc.11.87%41.10%149.37%-47.36%-70.87%0.510.760.60
VLOValero Energy Corporation13.23%41.20%64.89%-35.60%-64.60%0.480.830.62
PSXPhillips 666.50%32.80%48.33%-33.92%-58.71%0.330.550.65
WMBWilliams Companies, Inc.3.58%33.90%40.26%-39.22%-71.11%0.250.380.59

Portfolio Asset Performance

Performance of portfolio assets
NameTotal ReturnAnnualized Return
Quarter to DateYear To Date1 year3 year5 year
National Retail Properties-6.87%9.29%31.66%3.43%1.31%
Federal Realty Investment Trust1.62%42.49%67.21%1.57%-1.73%
Universal Health Realty Income Trust-9.09%-11.19%1.15%-6.02%1.16%
Equity Commonwealth-0.84%-4.77%-2.44%3.41%3.26%
W.P. Carey Inc.-0.72%8.00%18.74%10.50%8.77%
LTC Properties, Inc.-16.11%-14.89%-3.52%-5.28%-4.40%
Lincoln National Corporation10.15%39.63%126.74%3.70%10.73%
Altria Group-2.75%17.11%26.83%-1.92%-0.49%
Allstate Corporation-1.81%18.05%38.57%11.27%15.28%
Ford Motor Company-4.71%61.09%112.61%19.10%7.85%
Bristol-Myers Squibb Company-10.06%-2.36%2.01%1.84%5.11%
Huntington Ingalls Industries, Inc.-7.88%15.19%40.48%-7.12%6.50%
Tyson Foods, Inc.7.63%24.70%36.02%12.47%3.20%
Prudential Financial, Inc.3.79%39.67%74.11%6.46%9.75%
Kinder Morgan, Inc.-6.80%28.58%45.71%4.13%-1.65%
Exxon Mobil Corporation-5.34%49.49%83.73%-6.08%-2.72%
BP p.l.c.4.77%38.41%65.90%-10.48%1.29%
ONEOK, Inc.6.10%60.33%144.49%2.68%9.58%
Valero Energy Corporation-8.24%30.11%72.98%-10.08%10.89%
Phillips 66-17.35%3.62%41.81%-10.92%1.02%
Williams Companies, Inc.-0.64%35.81%41.10%5.64%2.57%
Trailing returns as of last calendar quarter ending September 2021

Monthly Correlations

Correlations for the portfolio assets
TickerNameNNNFRTUHTEQCWPCLTCLNCMOALLFBMYHIITSNPRUKMIXOMBPOKEVLOPSXWMBPortfolio 1
NNNNational Retail Properties1.000.810.480.220.770.800.210.260.430.270.210.190.280.170.340.370.350.420.290.310.150.63
FRTFederal Realty Investment Trust0.811.000.510.140.670.760.440.260.520.380.210.270.390.420.440.570.450.530.510.490.320.76
UHTUniversal Health Realty Income Trust0.480.511.000.260.450.570.250.250.540.080.280.320.280.220.290.320.260.230.400.400.210.57
EQCEquity Commonwealth0.220.140.261.000.200.190.080.030.15-0.040.020.120.090.000.040.08-0.030.040.130.100.070.22
WPCW.P. Carey Inc.0.770.670.450.201.000.690.330.260.540.310.220.200.260.320.370.390.340.430.290.370.260.64
LTCLTC Properties, Inc.0.800.760.570.190.691.000.280.170.400.250.210.170.290.210.360.390.280.490.370.350.290.65
LNCLincoln National Corporation0.210.440.250.080.330.281.000.180.550.550.290.570.240.900.480.670.470.620.650.630.600.76
MOAltria Group0.260.260.250.030.260.170.181.000.430.160.190.340.260.210.140.330.340.110.240.280.060.38
ALLAllstate Corporation0.430.520.540.150.540.400.550.431.000.310.320.530.360.590.380.480.400.380.490.520.260.70
FFord Motor Company0.270.380.08-0.040.310.250.550.160.311.000.080.300.330.560.390.520.410.470.420.400.370.58
BMYBristol-Myers Squibb Company0.210.210.280.020.220.210.290.190.320.081.000.370.070.290.010.250.150.100.250.250.150.35
HIIHuntington Ingalls Industries, Inc.0.190.270.320.120.200.170.570.340.530.300.371.000.320.500.270.420.340.360.470.450.200.58
TSNTyson Foods, Inc.0.280.390.280.090.260.290.240.260.360.330.070.321.000.220.210.310.200.210.330.320.150.46
PRUPrudential Financial, Inc.0.170.420.220.000.320.210.900.210.590.560.290.500.221.000.440.660.480.530.620.600.560.73
KMIKinder Morgan, Inc.0.340.440.290.040.370.360.480.140.380.390.010.270.210.441.000.530.480.620.350.440.570.62
XOMExxon Mobil Corporation0.370.570.320.080.390.390.670.330.480.520.250.420.310.660.531.000.730.670.690.780.530.83
BPBP p.l.c.0.350.450.26-0.030.340.280.470.340.400.410.150.340.200.480.480.731.000.520.560.600.440.68
OKEONEOK, Inc.0.420.530.230.040.430.490.620.110.380.470.100.360.210.530.620.670.521.000.480.590.650.75
VLOValero Energy Corporation0.290.510.400.130.290.370.650.240.490.420.250.470.330.620.350.690.560.481.000.870.440.77
PSXPhillips 660.310.490.400.100.370.350.630.280.520.400.250.450.320.600.440.780.600.590.871.000.490.79
WMBWilliams Companies, Inc.0.150.320.210.070.260.290.600.060.260.370.150.200.150.560.570.530.440.650.440.491.000.62

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1
NNNNational Retail Properties$731
FRTFederal Realty Investment Trust$474
UHTUniversal Health Realty Income Trust$867
EQCEquity Commonwealth$702
WPCW.P. Carey Inc.$889
LTCLTC Properties, Inc.$278
LNCLincoln National Corporation$826
MOAltria Group$467
ALLAllstate Corporation$911
FFord Motor Company$959
BMYBristol-Myers Squibb Company$489
HIIHuntington Ingalls Industries, Inc.$1,089
TSNTyson Foods, Inc.$1,250
PRUPrudential Financial, Inc.$704
KMIKinder Morgan, Inc.$47.84
XOMExxon Mobil Corporation$60.24
BPBP p.l.c.$124
OKEONEOK, Inc.$1,558
VLOValero Energy Corporation$964
PSXPhillips 66$403
WMBWilliams Companies, Inc.$373

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1
NNNNational Retail Properties4.91%
FRTFederal Realty Investment Trust5.67%
UHTUniversal Health Realty Income Trust4.66%
EQCEquity Commonwealth1.56%
WPCW.P. Carey Inc.4.18%
LTCLTC Properties, Inc.4.73%
LNCLincoln National Corporation6.95%
MOAltria Group1.91%
ALLAllstate Corporation3.09%
FFord Motor Company4.11%
BMYBristol-Myers Squibb Company2.01%
HIIHuntington Ingalls Industries, Inc.3.53%
TSNTyson Foods, Inc.2.82%
PRUPrudential Financial, Inc.4.89%
KMIKinder Morgan, Inc.4.62%
XOMExxon Mobil Corporation5.53%
BPBP p.l.c.4.58%
OKEONEOK, Inc.8.49%
VLOValero Energy Corporation8.78%
PSXPhillips 667.19%
WMBWilliams Companies, Inc.5.80%

Annual Asset Returns

Rolling returns summary
Roll PeriodAverageHighLow
1 year10.15%55.24%-33.55%
3 years7.40%15.96%-7.74%
5 years7.71%16.80%-0.67%
7 years6.74%13.87%3.28%