Backtest Portfolio Asset Allocation

This portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs, and stocks. You can analyze and backtest portfolio returns, risk characteristics, style exposures, and drawdowns. The results cover both returns and fund fundamentals based portfolio style analysis along with risk and return decomposition by each portfolio asset. You can compare up to three different portfolios against the selected benchmark, and you can also specify any periodic contribution or withdrawal cashflows and the preferred portfolio rebalancing strategy.

The related asset class level portfolio modeling tool allows you to analyze and compare asset class level portfolios with a longer time horizon starting from 1972.

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Portfolio Analysis Results (Jan 1992 - Sep 2021)

Portfolio Allocations

SPY/ITT 50/150
Ticker Name Allocation
VFINX Vanguard 500 Index Investor 50.00%
VFITX Vanguard Interm-Term Treasury Inv 150.00%
CASHX Cash -100.00%
Save portfolio »
SPY/ITT 100/300
Ticker Name Allocation
VFINX Vanguard 500 Index Investor 100.00%
VFITX Vanguard Interm-Term Treasury Inv 300.00%
CASHX Cash -300.00%
Save portfolio »
SPY/ITT 150/450
Ticker Name Allocation
VFINX Vanguard 500 Index Investor 150.00%
VFITX Vanguard Interm-Term Treasury Inv 450.00%
CASHX Cash -500.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
SPY/ITT 50/150$10,000$238,897 11.26% 9.14%45.59%-9.81%-18.84% 0.961.600.64
SPY/ITT 100/300$10,000$2,257,493 19.98% 18.36%95.11%-22.76%-36.66% 0.961.620.63
SPY/ITT 150/450$10,000$17,221,348 28.46% 27.94%155.75%-34.73%-52.54% 0.961.640.63
Vanguard 500 Index Investor$10,000$181,655 10.24% 14.42%37.45%-37.02%-50.97% 0.590.860.99
   

Trailing Returns

Trailing Returns
NameAnnualized ReturnAnnualized Volatility
3 MonthYTD1 year3 year5 year10 yearFull3 year5 year
SPY/ITT 50/1500.07%5.08%11.06%15.90%11.26%11.34%11.26%8.78%7.62%
SPY/ITT 100/3000.13%10.02%22.52%31.53%21.53%22.46%19.98%17.46%15.17%
SPY/ITT 150/4500.19%14.86%34.42%47.89%31.87%33.92%28.46%26.07%22.66%
Vanguard 500 Index Investor0.56%15.81%29.84%15.85%16.74%16.47%10.24%18.82%15.20%
Trailing annualized return and volatility are for full months ending in September 2021 excluding portfolio cashflows.
Notes on results:
  • Past performance is no guarantee of future results, which may vary. All use is subject to terms of service.
  • Investing involves risk, including possible loss of principal. The value of the investments and the income derived from them may fluctuate over time.
  • All portfolio returns presented are hypothetical and backtested. Hypothetical returns do not reflect trading costs, transaction fees, or taxes.
  • The results are based on information from a variety of sources we consider reliable, but we do not represent that the information is accurate or complete.
  • The results do not constitute investment advice or recommendation, are provided solely for informational purposes, and are not an offer to buy or sell any securities.
  • The results are based on the total return of assets and assume that all received dividends and distributions are reinvested.
  • The annual results for 2021 are based on monthly returns from January to September
  • CAGR = Compound Annual Growth Rate
  • Stdev = Annualized standard deviation of monthly returns
  • Sharpe and Sortino ratios are calculated and annualized from monthly excess returns over risk free rate (3-month treasury bill)
  • Stock market correlation is based on the correlation of monthly returns
  • Drawdown analysis is calculated based on monthly returns excluding cashflows
  • The results assume quarterly rebalancing of portfolio assets to match the specified allocation
Annual returns for the configured portfolios
YearInflationSPY/ITT 50/150SPY/ITT 100/300SPY/ITT 150/450Vanguard 500 Index InvestorVanguard 500 Index Investor (VFINX)Vanguard Interm-Term Treasury Inv (VFITX)Cash (CASHX)
ReturnBalanceReturnBalanceReturnBalanceReturnBalance
19922.90%11.60%$11,16018.38%$11,83823.68%$12,3687.42%$10,7427.42%7.78%3.57%
19932.75%19.36%$13,32136.89%$16,20555.68%$19,2559.89%$11,8059.89%11.43%3.05%
19942.67%-9.81%$12,014-22.76%$12,517-34.73%$12,5681.18%$11,9441.18%-4.33%4.20%
19952.54%45.59%$17,49095.11%$24,422155.75%$32,14337.45%$16,41637.45%20.44%5.71%
19963.32%8.52%$18,98111.39%$27,20313.76%$36,56622.88%$20,17222.88%1.92%5.17%
19971.70%24.66%$23,66145.39%$39,55167.34%$61,19033.19%$26,86733.19%8.96%5.22%
19981.61%27.27%$30,11452.68%$60,38681.52%$111,07428.62%$34,55528.62%10.61%4.97%
19992.68%0.15%$30,159-4.67%$57,568-9.66%$100,34721.07%$41,83621.07%-3.52%4.77%
20003.39%9.93%$33,15313.85%$65,54117.82%$118,227-9.06%$38,047-9.06%14.03%5.99%
20011.55%2.55%$33,9991.24%$66,355-0.27%$117,911-12.02%$33,473-12.02%7.55%3.70%
20022.38%8.04%$36,73414.52%$75,98921.06%$142,739-22.15%$26,060-22.15%14.15%1.65%
20031.88%16.50%$42,79432.72%$100,85549.70%$213,68128.50%$33,48828.50%2.37%1.04%
20043.26%9.25%$46,75416.96%$117,96424.36%$265,73410.74%$37,08410.74%3.40%1.32%
20053.42%2.67%$48,0041.85%$120,1520.69%$267,5744.77%$38,8554.77%2.32%3.14%
20062.54%7.44%$51,5789.55%$131,62511.13%$297,35215.64%$44,93215.64%3.14%4.82%
20074.08%13.37%$58,47422.48%$161,22031.91%$392,2335.39%$47,3535.39%9.98%4.56%
20080.09%-3.42%$56,472-8.61%$147,346-14.00%$337,309-37.02%$29,822-37.02%13.32%1.53%
20092.72%10.41%$62,35019.92%$176,70328.54%$433,57826.49%$37,72126.49%-1.69%0.16%
20101.50%19.87%$74,73741.76%$250,49065.93%$719,43514.91%$43,34714.91%7.35%0.14%
20112.96%17.09%$87,50835.98%$340,61556.86%$1,128,5311.97%$44,1991.97%9.80%0.07%
20121.74%12.18%$98,16925.13%$426,22838.96%$1,568,17315.82%$51,19315.82%2.67%0.08%
20131.50%10.03%$108,01520.30%$512,75130.81%$2,051,35932.18%$67,66532.18%-3.09%0.05%
20140.76%13.38%$122,47227.89%$655,74643.60%$2,945,75113.51%$76,80613.51%4.32%0.03%
20150.73%3.09%$126,2516.06%$695,4798.97%$3,209,9141.25%$77,7641.25%1.50%0.05%
20162.07%7.31%$135,48414.19%$794,20120.89%$3,880,39311.82%$86,95411.82%1.19%0.30%
20172.11%12.04%$151,79124.07%$985,33037.02%$5,316,74621.67%$105,79521.67%1.57%0.88%
20181.91%-2.07%$148,652-6.16%$924,602-10.37%$4,765,433-4.52%$101,008-4.52%1.00%1.90%
20192.29%23.07%$182,94546.75%$1,356,89573.41%$8,263,89331.33%$132,65131.33%6.29%2.13%
20201.36%24.27%$227,35351.22%$2,051,91581.44%$14,993,81318.25%$156,85718.25%8.21%0.44%
20215.31%5.08%$238,89710.02%$2,257,49314.86%$17,221,34815.81%$181,65515.81%-1.66%0.03%
Annual return for 2021 is from 01/01/2021 to 09/30/2021
Monthly returns for the configured portfolios
YearMonthSPY/ITT 50/150SPY/ITT 100/300SPY/ITT 150/450Vanguard 500 Index InvestorVanguard 500 Index Investor (VFINX)Vanguard Interm-Term Treasury Inv (VFITX)Cash (CASHX)
ReturnBalanceReturnBalanceReturnBalanceReturnBalance
19921-4.49%$9,551-9.31%$9,069-14.12%$8,588-1.88%$9,812-1.88%-2.15%0.33%
199221.09%$9,6551.95%$9,2462.90%$8,8361.24%$9,9341.24%0.52%0.32%
19923-2.72%$9,393-6.02%$8,689-9.64%$7,985-1.93%$9,743-1.93%-0.91%0.33%
199241.97%$9,5783.59%$9,0015.22%$8,4012.91%$10,0262.91%0.57%0.34%
199253.15%$9,8805.90%$9,5328.57%$9,1210.48%$10,0750.48%2.18%0.31%
199261.64%$10,0422.85%$9,8043.97%$9,484-1.49%$9,925-1.49%1.82%0.31%
199276.33%$10,67812.37%$11,01718.40%$11,2294.04%$10,3264.04%3.07%0.30%
199280.48%$10,7290.68%$11,0920.85%$11,325-2.07%$10,113-2.07%1.20%0.27%
199292.84%$11,0345.13%$11,6607.17%$12,1361.17%$10,2311.17%1.73%0.26%
199210-2.63%$10,744-5.48%$11,021-8.34%$11,1240.33%$10,2650.33%-1.71%0.23%
1992110.80%$10,8301.39%$11,1742.01%$11,3483.40%$10,6143.40%-0.46%0.25%
1992123.05%$11,1605.94%$11,8388.99%$12,3681.21%$10,7421.21%1.80%0.27%
199314.23%$11,6328.20%$12,80812.17%$13,8730.81%$10,8290.81%2.72%0.26%
199324.16%$12,1167.78%$13,80511.15%$15,4201.36%$10,9761.36%2.53%0.24%
199331.34%$12,2782.28%$14,1213.10%$15,8992.11%$11,2072.11%0.40%0.25%
19934-0.06%$12,271-0.36%$14,070-0.66%$15,793-2.42%$10,935-2.42%0.93%0.24%
199350.83%$12,3731.41%$14,2692.00%$16,1092.65%$11,2252.65%-0.15%0.24%
199363.17%$12,7656.06%$15,1338.94%$17,5490.27%$11,2550.27%2.20%0.26%
19937-0.43%$12,710-1.12%$14,964-1.80%$17,232-0.42%$11,208-0.42%0.02%0.25%
199384.92%$13,3359.64%$16,40714.43%$19,7193.79%$11,6323.79%2.18%0.25%
199390.28%$13,3710.30%$16,4560.32%$19,782-0.79%$11,540-0.79%0.62%0.25%
1993100.94%$13,4961.63%$16,7232.32%$20,2402.08%$11,7792.08%0.09%0.24%
199311-2.47%$13,163-5.16%$15,860-7.81%$18,658-1.00%$11,662-1.00%-1.16%0.25%
1993121.20%$13,3212.18%$16,2053.20%$19,2551.22%$11,8051.22%0.56%0.26%
199413.66%$13,8097.08%$17,35210.49%$21,2743.38%$12,2043.38%1.49%0.25%
19942-5.20%$13,090-10.30%$15,565-15.08%$18,066-2.71%$11,872-2.71%-2.46%0.25%
19943-6.47%$12,243-13.52%$13,461-20.90%$14,290-4.39%$11,351-4.39%-2.62%0.28%
19944-1.03%$12,117-2.35%$13,145-3.67%$13,7661.29%$11,4981.29%-0.92%0.29%
199450.77%$12,2101.22%$13,3051.69%$13,9981.63%$11,6851.63%0.18%0.32%
19946-2.12%$11,952-4.62%$12,690-7.17%$12,994-2.47%$11,396-2.47%-0.33%0.35%
199473.85%$12,4117.34%$13,62210.84%$14,4033.28%$11,7703.28%1.70%0.35%
199482.12%$12,6743.76%$14,1345.30%$15,1654.08%$12,2494.08%0.30%0.36%
19949-4.16%$12,146-8.26%$12,966-11.98%$13,348-2.45%$11,950-2.45%-1.79%0.38%
1994100.34%$12,1870.28%$13,0030.23%$13,3782.25%$12,2182.25%-0.26%0.39%
199411-2.85%$11,840-6.11%$12,208-9.38%$12,123-3.65%$11,772-3.65%-0.38%0.42%
1994121.46%$12,0142.53%$12,5173.67%$12,5681.46%$11,9441.46%0.79%0.47%
199513.74%$12,4637.01%$13,39410.28%$13,8612.58%$12,2522.58%1.94%0.47%
199525.24%$13,1169.68%$14,69113.87%$15,7833.88%$12,7283.88%2.58%0.49%
199531.81%$13,3532.94%$15,1243.93%$16,4032.95%$13,1042.95%0.57%0.48%
199543.33%$13,7976.17%$16,0579.02%$17,8822.94%$13,4892.94%1.56%0.48%
199558.47%$14,96616.02%$18,63023.18%$22,0263.95%$14,0223.95%4.74%0.48%
199561.82%$15,2392.92%$19,1743.84%$22,8712.31%$14,3462.31%0.81%0.47%
199570.29%$15,2820.12%$19,196-0.05%$22,8593.30%$14,8203.30%-0.61%0.46%
199581.62%$15,5292.78%$19,7293.94%$23,7610.25%$14,8570.25%1.31%0.46%
199593.03%$16,0005.56%$20,8268.03%$25,6694.23%$15,4864.23%0.90%0.44%
1995102.03%$16,3243.61%$21,5775.19%$27,003-0.36%$15,429-0.36%1.76%0.44%
1995114.41%$17,0458.25%$23,35711.97%$30,2354.38%$16,1054.38%1.82%0.45%
1995122.61%$17,4904.56%$24,4226.31%$32,1431.93%$16,4161.93%1.44%0.45%
199612.31%$17,8954.21%$25,4496.10%$34,1043.39%$16,9723.39%0.69%0.42%
19962-3.44%$17,279-7.14%$23,631-10.72%$30,4500.92%$17,1290.92%-2.38%0.41%
19963-1.52%$17,016-3.53%$22,796-5.63%$28,7360.98%$17,2960.98%-1.09%0.41%
19964-1.24%$16,805-2.89%$22,136-4.55%$27,4291.46%$17,5481.46%-1.03%0.42%
199650.22%$16,8420.01%$22,138-0.21%$27,3722.54%$17,9942.54%-0.44%0.42%
199662.01%$17,1813.66%$22,9495.37%$28,8420.38%$18,0630.38%1.51%0.42%
19967-2.42%$16,765-5.26%$21,741-8.11%$26,503-4.42%$17,265-4.42%0.14%0.42%
199680.05%$16,773-0.36%$21,662-0.80%$26,2912.10%$17,6272.10%-0.35%0.44%
199695.26%$17,65510.39%$23,91115.88%$30,4675.61%$18,6155.61%1.91%0.43%
1996104.68%$18,4828.96%$26,05313.23%$34,4972.76%$19,1282.76%2.48%0.41%
1996116.29%$19,64511.69%$29,09816.68%$40,2517.56%$20,5757.56%2.04%0.42%
199612-3.38%$18,981-6.51%$27,203-9.15%$36,566-1.96%$20,172-1.96%-1.45%0.42%
199712.77%$19,5065.11%$28,5927.45%$39,2906.22%$21,4266.22%0.06%0.43%
199720.14%$19,533-0.13%$28,554-0.39%$39,1350.79%$21,5950.79%0.10%0.42%
19973-4.45%$18,663-9.12%$25,950-13.61%$33,809-4.14%$20,702-4.14%-1.30%0.43%
199744.96%$19,5899.48%$28,40914.00%$38,5425.96%$21,9355.96%1.61%0.44%
199753.86%$20,3457.00%$30,3999.89%$42,3556.09%$23,2706.09%0.83%0.43%
199763.33%$21,0225.83%$32,1718.01%$45,7474.45%$24,3074.45%1.00%0.40%
199777.83%$22,66815.24%$37,07422.65%$56,1077.97%$26,2437.97%2.85%0.43%
19978-4.62%$21,621-9.01%$33,733-12.87%$48,885-5.61%$24,771-5.61%-0.99%0.43%
199794.45%$22,5848.31%$36,53512.01%$54,7595.47%$26,1255.47%1.47%0.43%
1997100.40%$22,6740.39%$36,6760.37%$54,964-3.35%$25,250-3.35%1.66%0.41%
1997112.26%$23,1864.09%$38,1765.92%$58,2174.60%$26,4114.60%0.31%0.43%
1997122.05%$23,6613.60%$39,5515.11%$61,1901.72%$26,8671.72%1.09%0.43%
199812.71%$24,3014.97%$41,5187.24%$65,6201.11%$27,1651.11%1.73%0.44%
199822.55%$24,9214.58%$43,4186.52%$69,8977.19%$29,1197.19%-0.38%0.43%
199832.40%$25,5184.19%$45,2375.84%$73,9815.10%$30,6055.10%0.14%0.44%
199840.82%$25,7271.22%$45,7871.61%$75,1741.01%$30,9141.01%0.49%0.42%
199850.18%$25,773-0.05%$45,765-0.27%$74,968-1.74%$30,375-1.74%0.98%0.41%
199863.02%$26,5505.60%$48,3308.18%$81,1044.07%$31,6114.07%0.95%0.41%
19987-0.61%$26,387-1.65%$47,534-2.68%$78,931-1.05%$31,278-1.05%0.22%0.42%
19988-2.79%$25,652-6.05%$44,659-9.38%$71,527-14.47%$26,751-14.47%3.20%0.42%
199898.20%$27,75616.68%$52,10725.96%$90,0966.41%$28,4666.41%3.64%0.40%
1998102.57%$28,4704.79%$54,6017.00%$96,4058.16%$30,7908.16%-0.77%0.36%
1998112.35%$29,1384.25%$56,9226.08%$102,2636.07%$32,6606.07%-0.35%0.36%
1998123.35%$30,1146.09%$60,3868.62%$111,0745.81%$34,5555.81%0.38%0.37%
199912.72%$30,9325.07%$63,4467.42%$119,3114.20%$36,0084.20%0.65%0.37%
19992-6.44%$28,940-12.93%$55,241-19.14%$96,476-3.12%$34,883-3.12%-3.07%0.37%
199932.58%$29,6864.99%$57,9957.65%$103,8574.00%$36,2774.00%0.58%0.38%
199941.99%$30,2753.61%$60,0865.23%$109,2833.85%$37,6743.85%0.28%0.37%
19995-3.59%$29,187-7.43%$55,624-11.14%$97,106-2.39%$36,774-2.39%-1.37%0.37%
199962.07%$29,7923.84%$57,7605.70%$102,6425.56%$38,8185.56%-0.26%0.38%
19997-2.63%$29,008-5.66%$54,493-8.68%$93,734-3.13%$37,603-3.13%-0.45%0.39%
19998-0.75%$28,789-1.96%$53,423-3.26%$90,682-0.50%$37,416-0.50%-0.07%0.39%
19999-0.12%$28,755-0.69%$53,054-1.32%$89,489-2.74%$36,391-2.74%1.08%0.41%
1999102.95%$29,6045.50%$55,9748.06%$96,7006.33%$38,6936.33%0.12%0.40%
1999110.52%$29,7580.62%$56,3230.72%$97,3952.02%$39,4762.02%-0.08%0.42%
1999121.35%$30,1592.21%$57,5683.03%$100,3475.98%$41,8365.98%-0.94%0.43%
20001-3.64%$29,061-7.71%$53,127-11.79%$88,519-5.03%$39,731-5.03%-0.46%0.43%
200020.13%$29,099-0.24%$53,000-0.64%$87,953-1.91%$38,973-1.91%1.00%0.47%
200037.37%$31,24214.89%$60,89023.16%$108,3289.75%$42,7749.75%2.04%0.47%
20004-2.36%$30,503-5.21%$57,719-8.05%$99,605-3.00%$41,491-3.00%-0.26%0.48%
20005-1.26%$30,120-3.09%$55,938-5.03%$94,594-2.04%$40,645-2.04%0.16%0.48%
200064.15%$31,3718.19%$60,51812.64%$106,5552.49%$41,6592.49%2.20%0.46%
20007-0.29%$31,279-1.07%$59,871-1.84%$104,591-1.50%$41,035-1.50%0.62%0.48%
200084.98%$32,8369.51%$65,56614.12%$119,3546.19%$43,5756.19%1.62%0.51%
20009-1.82%$32,238-3.99%$62,951-6.01%$112,177-5.29%$41,270-5.29%0.89%0.52%
2000100.63%$32,4410.75%$63,4230.87%$113,152-0.43%$41,093-0.43%0.90%0.51%
200011-1.20%$32,054-2.90%$61,581-4.61%$107,939-7.89%$37,853-7.89%2.14%0.52%
2000123.43%$33,1536.43%$65,5419.53%$118,2270.51%$38,0470.51%2.39%0.51%
200113.28%$34,2396.07%$69,5238.87%$128,7153.55%$39,3963.55%1.33%0.48%
20012-3.11%$33,174-6.44%$65,045-9.60%$116,361-9.14%$35,796-9.14%1.26%0.41%
20013-2.60%$32,311-5.63%$61,380-8.72%$106,217-6.36%$33,521-6.36%0.50%0.40%
200141.80%$32,8913.24%$63,3694.68%$111,1927.77%$36,1257.77%-1.16%0.35%
200150.34%$33,0040.36%$63,5960.38%$111,6100.65%$36,3600.65%0.22%0.32%
20016-1.15%$32,625-2.55%$61,975-3.91%$107,245-2.45%$35,471-2.45%0.30%0.30%
200173.29%$33,6986.28%$65,8699.27%$117,192-1.00%$35,116-1.00%2.73%0.30%
20018-1.63%$33,149-3.44%$63,605-5.15%$111,161-6.27%$32,913-6.27%1.11%0.29%
20019-0.27%$33,060-0.80%$63,093-1.33%$109,684-8.09%$30,250-8.09%2.41%0.28%
2001104.08%$34,4077.95%$68,11211.83%$122,6621.90%$30,8231.90%2.22%0.20%
2001110.16%$34,4630.16%$68,2180.15%$122,8477.65%$33,1837.65%-2.32%0.17%
200112-1.35%$33,999-2.73%$66,355-4.02%$117,9110.87%$33,4730.87%-1.16%0.15%
20021-0.20%$33,930-0.55%$65,992-0.89%$116,859-1.47%$32,979-1.47%0.45%0.14%
200220.85%$34,2171.56%$67,0192.27%$119,509-1.94%$32,341-1.94%1.29%0.14%
20023-1.83%$33,590-3.80%$64,472-5.75%$112,6353.74%$33,5523.74%-2.30%0.15%
200240.74%$33,8391.34%$65,3351.93%$114,815-6.07%$31,513-6.07%2.62%0.15%
200251.09%$34,2082.02%$66,6572.95%$118,197-0.75%$31,276-0.75%1.04%0.15%
20026-0.78%$33,942-1.67%$65,543-2.54%$115,196-7.13%$29,044-7.13%1.72%0.14%
20027-0.02%$33,936-0.17%$65,429-0.33%$114,818-7.72%$26,802-7.72%2.66%0.14%
200283.88%$35,2547.64%$70,42711.40%$127,9110.65%$26,9770.65%2.42%0.14%
20029-0.40%$35,113-0.90%$69,792-1.37%$126,156-10.87%$24,043-10.87%3.03%0.14%
2002103.21%$36,2406.29%$74,1829.37%$137,9808.78%$26,1558.78%-0.70%0.13%
2002111.07%$36,6291.97%$75,6442.82%$141,8675.88%$27,6925.88%-1.32%0.12%
2002120.29%$36,7340.46%$75,9890.62%$142,739-5.89%$26,060-5.89%2.58%0.10%
20031-2.15%$35,942-4.41%$72,638-6.66%$133,226-2.62%$25,376-2.62%-0.49%0.10%
200321.85%$36,6053.68%$75,3085.60%$140,681-1.52%$24,991-1.52%1.77%0.10%
200330.08%$36,6340.06%$75,3520.04%$140,7340.96%$25,2300.96%-0.19%0.10%
200344.39%$38,2448.70%$81,90413.00%$159,0248.25%$27,3128.25%0.24%0.09%
200356.58%$40,76012.55%$92,18118.06%$187,7465.26%$28,7505.26%2.74%0.09%
20036-0.04%$40,745-0.14%$92,052-0.23%$187,3201.26%$29,1121.26%-0.43%0.09%
20037-5.01%$38,703-10.10%$82,756-15.18%$158,8761.74%$29,6201.74%-3.87%0.07%
200381.23%$39,1802.52%$84,8413.96%$165,1681.93%$30,1921.93%0.19%0.08%
200393.97%$40,7378.20%$91,80012.81%$186,331-1.07%$29,869-1.07%3.09%0.08%
2003100.71%$41,0261.34%$93,0301.97%$190,0025.64%$31,5545.64%-1.36%0.08%
2003110.39%$41,1840.69%$93,6700.99%$191,8770.86%$31,8260.86%0.01%0.08%
2003123.91%$42,7947.67%$100,85511.36%$213,6815.22%$33,4885.22%0.85%0.08%
200412.05%$43,6734.03%$104,9206.01%$226,5171.82%$34,0981.82%0.81%0.08%
200422.43%$44,7344.69%$109,8446.87%$242,0821.38%$34,5671.38%1.23%0.08%
200430.74%$45,0641.34%$111,3171.90%$246,679-1.51%$34,044-1.51%1.06%0.08%
20044-5.74%$42,476-11.56%$98,444-17.38%$203,796-1.58%$33,507-1.58%-3.25%0.08%
20045-0.16%$42,408-0.43%$98,022-0.74%$202,2941.36%$33,9621.36%-0.51%0.08%
200461.76%$43,1533.65%$101,6035.83%$214,0851.93%$34,6181.93%0.54%0.09%
20047-0.40%$42,980-0.91%$100,677-1.42%$211,042-3.31%$33,471-3.31%0.91%0.11%
200483.22%$44,3636.34%$107,0649.50%$231,1010.38%$33,6000.38%2.07%0.12%
200490.66%$44,6551.16%$108,3071.64%$234,8861.07%$33,9581.07%0.19%0.13%
2004101.98%$45,5403.82%$112,4455.66%$248,1831.51%$34,4721.51%0.91%0.14%
200411-0.33%$45,389-0.80%$111,544-1.25%$245,0694.05%$35,8674.05%-1.48%0.16%
2004123.01%$46,7545.76%$117,9648.43%$265,7343.39%$37,0843.39%0.97%0.18%
20051-0.57%$46,487-1.32%$116,402-2.08%$260,212-2.45%$36,174-2.45%0.56%0.18%
20052-0.67%$46,176-1.56%$114,588-2.46%$253,8062.09%$36,9322.09%-0.98%0.21%
20053-1.89%$45,306-4.06%$109,930-6.32%$237,769-1.76%$36,281-1.76%-0.51%0.23%
200541.44%$45,9582.65%$112,8443.86%$246,952-1.91%$35,588-1.91%1.75%0.23%
200553.09%$47,3795.88%$119,4748.59%$268,1763.17%$36,7153.17%1.20%0.24%
200560.64%$47,6811.00%$120,6691.34%$271,7580.13%$36,7620.13%0.55%0.25%
20057-0.51%$47,437-1.28%$119,125-2.05%$266,1953.71%$38,1243.71%-1.41%0.26%
200581.69%$48,2373.11%$122,8324.56%$278,334-0.91%$37,776-0.91%1.65%0.28%
20059-1.58%$47,476-3.41%$118,639-5.23%$263,7800.79%$38,0760.79%-1.14%0.29%
200510-2.32%$46,376-4.93%$112,794-7.54%$243,903-1.68%$37,437-1.68%-0.79%0.29%
2005112.28%$47,4354.34%$117,6946.52%$259,8103.76%$38,8463.76%0.48%0.33%
2005121.20%$48,0042.09%$120,1522.99%$267,5740.02%$38,8550.02%1.01%0.32%
200610.48%$48,2370.63%$120,9130.78%$269,6682.65%$39,8832.65%-0.34%0.33%
20062-0.10%$48,187-0.57%$120,224-1.03%$266,8780.26%$39,9880.26%0.09%0.37%
20063-1.22%$47,602-2.81%$116,842-4.42%$255,0771.23%$40,4801.23%-0.99%0.38%
20064-0.27%$47,473-0.92%$115,767-1.57%$251,0711.33%$41,0191.33%-0.37%0.38%
20065-1.84%$46,602-4.09%$111,035-6.37%$235,083-2.90%$39,831-2.90%0.02%0.39%
20066-0.19%$46,514-0.81%$110,137-1.47%$231,6320.13%$39,8820.13%0.10%0.40%
200671.92%$47,4083.44%$113,9234.95%$243,1030.61%$40,1240.61%1.35%0.41%
200683.17%$48,9105.83%$120,5678.42%$263,5702.36%$41,0722.36%1.62%0.42%
200692.23%$50,0013.90%$125,2635.43%$277,8932.56%$42,1252.56%0.94%0.41%
2006102.09%$51,0443.77%$129,9895.46%$293,0643.25%$43,4943.25%0.57%0.40%
2006112.20%$52,1663.92%$135,0835.58%$309,4281.89%$44,3161.89%1.12%0.42%
200612-1.13%$51,578-2.56%$131,625-3.90%$297,3521.39%$44,9321.39%-0.98%0.41%
20071-0.05%$51,553-0.51%$130,957-0.97%$294,4801.49%$45,6031.49%-0.26%0.41%
200721.36%$52,2542.31%$133,9763.26%$304,081-1.97%$44,705-1.97%1.86%0.42%
200730.17%$52,341-0.08%$133,864-0.33%$303,0721.11%$45,2021.11%0.03%0.42%
200742.65%$53,7254.88%$140,3957.11%$324,6264.42%$47,1994.42%0.57%0.41%
20075-0.36%$53,529-1.10%$138,854-1.80%$318,7853.48%$48,8403.48%-1.18%0.40%
20076-1.53%$52,713-3.38%$134,167-5.17%$302,289-1.68%$48,022-1.68%-0.18%0.39%
200770.78%$53,1241.17%$135,7331.55%$306,986-3.08%$46,540-3.08%1.81%0.39%
200783.30%$54,8756.16%$144,0939.00%$334,6161.50%$47,2381.50%1.97%0.40%
200792.12%$56,0393.80%$149,5675.38%$352,6063.72%$48,9973.72%0.46%0.33%
2007101.73%$57,0103.15%$154,2814.57%$368,7281.58%$49,7701.58%0.84%0.31%
2007112.73%$58,5695.08%$162,1147.36%$395,849-4.19%$47,687-4.19%3.46%0.32%
200712-0.16%$58,474-0.55%$161,220-0.91%$392,233-0.70%$47,353-0.70%0.27%0.26%
200811.36%$59,2712.45%$165,1733.54%$406,120-6.02%$44,504-6.02%3.10%0.28%
200820.40%$59,5060.63%$166,2090.85%$409,582-3.25%$43,057-3.25%1.35%0.16%
200831.08%$60,1491.98%$169,5052.86%$421,309-0.44%$42,868-0.44%0.93%0.15%
20084-0.89%$59,613-1.90%$166,290-2.90%$409,0824.85%$44,9484.85%-2.14%0.11%
20085-1.39%$58,784-2.93%$161,417-4.50%$390,6701.29%$45,5291.29%-1.32%0.12%
20086-3.60%$56,666-7.55%$149,226-11.72%$344,900-8.44%$41,688-8.44%0.77%0.15%
200870.59%$57,0001.02%$150,7541.46%$349,929-0.83%$41,341-0.83%0.77%0.16%
200882.04%$58,1633.93%$156,6725.79%$370,2041.45%$41,9391.45%0.98%0.14%
20089-3.74%$55,990-7.44%$145,021-10.97%$329,576-8.91%$38,204-8.91%0.51%0.14%
200810-10.51%$50,107-21.09%$114,435-31.67%$225,189-16.79%$31,788-16.79%-1.36%0.08%
2008115.85%$53,04013.23%$129,57322.89%$276,728-7.17%$29,508-7.17%5.58%0.04%
2008126.47%$56,47213.72%$147,34621.89%$337,3091.07%$29,8221.07%3.66%0.00%
20091-7.80%$52,066-15.61%$124,343-23.42%$258,304-8.41%$27,314-8.41%-2.39%0.01%
20092-6.24%$48,818-13.65%$107,365-22.58%$199,969-10.66%$24,403-10.66%-0.58%0.02%
200939.52%$53,46422.55%$131,57341.55%$283,0598.76%$26,5408.76%3.20%0.02%
200942.13%$54,6024.24%$137,1536.35%$301,0399.56%$29,0779.56%-1.76%0.02%
200951.41%$55,3712.75%$140,9234.04%$313,1885.62%$30,7115.62%-1.10%0.01%
20096-0.41%$55,143-0.81%$139,786-1.18%$309,5030.22%$30,7780.22%-0.37%0.01%
200974.67%$57,7179.32%$152,80913.97%$352,7337.58%$33,1117.58%0.60%0.02%
200983.12%$59,5175.96%$161,9168.57%$382,9553.60%$34,3023.60%0.89%0.02%
200993.21%$61,4255.96%$171,5738.37%$415,0053.72%$35,5773.72%0.92%0.01%
200910-0.57%$61,077-1.15%$169,607-1.72%$407,848-1.87%$34,913-1.87%0.25%0.01%
2009115.91%$64,68411.88%$189,74817.92%$480,9185.98%$37,0015.98%1.96%0.00%
200912-3.61%$62,350-6.87%$176,703-9.84%$433,5781.95%$37,7211.95%-3.13%0.01%
201011.15%$63,0642.29%$180,7433.43%$448,434-3.60%$36,362-3.60%1.97%0.01%
201022.08%$64,3754.10%$188,1586.08%$475,7123.09%$37,4863.09%0.40%0.01%
201031.53%$65,3622.96%$193,7334.31%$496,2076.01%$39,7406.01%-0.91%0.01%
201042.63%$67,0785.24%$203,8847.85%$535,1721.58%$40,3671.58%1.23%0.01%
20105-1.24%$66,246-2.43%$198,927-3.56%$516,096-8.01%$37,136-8.01%1.85%0.01%
201060.72%$66,7261.42%$201,7442.09%$526,886-5.24%$35,190-5.24%2.07%0.01%
201075.09%$70,12410.17%$222,26215.25%$607,2267.00%$37,6527.00%1.07%0.02%
201080.57%$70,5221.07%$224,6451.53%$616,526-4.53%$35,947-4.53%2.00%0.01%
201094.83%$73,9309.16%$245,22713.07%$697,1228.92%$39,1538.92%0.36%0.01%
2010102.55%$75,8175.09%$257,7117.63%$750,3103.79%$40,6363.79%0.45%0.01%
201011-1.45%$74,716-2.84%$250,383-4.17%$719,0280.00%$40,6360.00%-0.98%0.01%
2010120.03%$74,7370.04%$250,4900.06%$719,4356.67%$43,3476.67%-2.29%0.01%
201111.61%$75,9383.20%$258,5134.80%$753,9642.36%$44,3682.36%0.29%0.01%
201121.07%$76,7512.10%$263,9303.09%$777,2553.42%$45,8843.42%-0.43%0.01%
20113-0.17%$76,618-0.35%$263,006-0.52%$773,2320.03%$45,8960.03%-0.12%0.01%
201143.87%$79,5857.74%$283,35711.60%$862,9482.95%$47,2492.95%1.60%0.01%
201152.02%$81,1923.89%$294,3815.63%$911,550-1.15%$46,708-1.15%1.77%0.00%
20116-1.05%$80,341-1.99%$288,525-2.84%$885,706-1.67%$45,927-1.67%-0.16%0.01%
201172.24%$82,1424.48%$301,4546.72%$945,230-2.05%$44,987-2.05%2.18%0.00%
201181.44%$83,3222.80%$309,9054.11%$984,107-5.45%$42,536-5.45%2.70%0.01%
20119-2.04%$81,626-3.93%$297,718-5.70%$927,983-7.04%$39,541-7.04%0.73%0.00%
2011104.83%$85,5689.66%$326,47314.49%$1,062,41910.91%$43,85610.91%-0.42%0.00%
2011110.29%$85,8200.56%$328,3100.81%$1,071,004-0.23%$43,754-0.23%0.29%0.00%
2011121.97%$87,5083.75%$340,6155.37%$1,128,5311.02%$44,1991.02%1.00%0.00%
201213.44%$90,5196.88%$364,05510.32%$1,245,0154.46%$46,1724.46%0.81%0.00%
201221.21%$91,6172.34%$372,5843.40%$1,287,3764.31%$48,1614.31%-0.65%0.01%
201230.56%$92,1331.07%$376,5781.54%$1,307,1873.28%$49,7413.28%-0.79%0.01%
201241.93%$93,9083.85%$391,0695.77%$1,382,598-0.64%$49,423-0.64%1.50%0.01%
20125-1.09%$92,887-2.14%$382,689-3.16%$1,338,913-6.02%$46,449-6.02%1.24%0.01%
201261.56%$94,3353.09%$394,5034.59%$1,400,3864.11%$48,3574.11%-0.22%0.01%
201271.97%$96,1953.93%$410,0265.90%$1,482,9881.37%$49,0201.37%0.86%0.01%
201281.26%$97,4022.45%$420,0893.61%$1,536,5072.24%$50,1182.24%0.10%0.01%
201291.19%$98,5652.31%$429,7833.36%$1,588,0702.58%$51,4092.58%-0.06%0.01%
201210-1.41%$97,173-2.83%$417,610-4.25%$1,520,531-1.86%$50,453-1.86%-0.32%0.01%
2012111.21%$98,3442.44%$427,7843.70%$1,576,8500.56%$50,7350.56%0.62%0.01%
201212-0.18%$98,169-0.36%$426,228-0.55%$1,568,1730.90%$51,1930.90%-0.41%0.01%
201311.48%$99,6182.95%$438,7934.42%$1,637,4855.18%$53,8435.18%-0.74%0.00%
201321.73%$101,3443.41%$453,7525.04%$1,719,9941.34%$54,5641.34%0.71%0.01%
201332.32%$103,6934.49%$474,1136.53%$1,832,2883.74%$56,6043.74%0.27%0.01%
201342.02%$105,7844.03%$493,2066.04%$1,942,9201.91%$57,6841.91%0.71%0.01%
20135-1.57%$104,125-3.08%$478,015-4.53%$1,854,8202.33%$59,0272.33%-1.84%0.00%
20136-3.10%$100,897-6.18%$448,486-9.23%$1,683,611-1.35%$58,230-1.35%-1.62%0.00%
201372.72%$103,6455.44%$472,8978.16%$1,821,0375.07%$61,1835.07%0.13%0.00%
20138-2.98%$100,555-5.81%$445,412-8.50%$1,666,246-2.91%$59,402-2.91%-1.02%0.00%
201393.78%$104,3607.59%$479,22811.43%$1,856,6373.12%$61,2563.12%1.47%0.00%
2013103.02%$107,5126.04%$508,1689.06%$2,024,8024.59%$64,0664.59%0.49%0.00%
2013111.34%$108,9472.59%$521,3353.78%$2,101,2903.03%$66,0063.03%-0.14%0.00%
201312-0.86%$108,015-1.65%$512,751-2.38%$2,051,3592.51%$67,6652.51%-1.49%0.01%
201410.76%$108,8331.51%$520,4862.26%$2,097,716-3.47%$65,318-3.47%1.67%0.01%
201422.50%$111,5554.96%$546,3187.39%$2,252,7204.56%$68,2974.56%0.21%0.00%
20143-0.49%$111,011-0.95%$541,128-1.38%$2,221,5330.82%$68,8590.82%-0.60%0.00%
201441.10%$112,2272.19%$552,9643.28%$2,294,3690.72%$69,3580.72%0.49%0.00%
201452.70%$115,2525.33%$582,4457.91%$2,475,8912.33%$70,9772.33%1.03%0.00%
201460.82%$116,2031.59%$591,6902.30%$2,532,7852.05%$72,4342.05%-0.13%0.00%
20147-1.28%$114,712-2.57%$576,492-3.85%$2,435,153-1.39%$71,428-1.39%-0.39%0.00%
201483.55%$118,7837.19%$617,93710.93%$2,701,2373.98%$74,2723.98%1.03%0.00%
20149-1.68%$116,788-3.29%$597,606-4.83%$2,570,662-1.41%$73,223-1.41%-0.66%0.00%
2014102.89%$120,1675.79%$632,1788.68%$2,793,7142.42%$74,9972.42%1.12%0.00%
2014112.58%$123,2665.02%$663,8887.32%$2,998,3112.68%$77,0092.68%0.84%0.00%
201412-0.64%$122,472-1.23%$655,746-1.75%$2,945,751-0.26%$76,806-0.26%-0.35%0.00%
201512.53%$125,5755.06%$688,9577.60%$3,169,489-3.02%$74,488-3.02%2.70%0.00%
201520.33%$125,9880.64%$693,3620.94%$3,199,1475.74%$78,7635.74%-1.59%0.00%
201530.33%$126,4020.64%$697,7850.93%$3,228,929-1.59%$77,508-1.59%0.76%0.00%
201540.15%$126,5970.31%$699,9230.46%$3,243,7240.95%$78,2440.95%-0.21%0.00%
201550.46%$127,1780.92%$706,3351.37%$3,288,2191.27%$79,2391.27%-0.12%0.00%
20156-2.08%$124,533-4.14%$677,123-6.17%$3,085,441-1.93%$77,708-1.93%-0.74%0.00%
201572.31%$127,4084.62%$708,3786.92%$3,299,0612.08%$79,3242.08%0.85%0.00%
20158-3.07%$123,490-6.02%$665,735-8.84%$3,007,489-6.05%$74,528-6.05%-0.03%0.01%
201590.60%$124,2341.21%$673,7731.82%$3,062,324-2.48%$72,676-2.48%1.19%0.01%
2015103.50%$128,5877.01%$720,98310.51%$3,384,1718.42%$78,7978.42%-0.47%0.00%
201511-0.42%$128,047-0.82%$715,089-1.19%$3,343,8880.29%$79,0230.29%-0.39%0.01%
201512-1.40%$126,251-2.74%$695,479-4.01%$3,209,914-1.59%$77,764-1.59%-0.38%0.02%
201611.03%$127,5572.06%$709,7803.08%$3,308,704-4.98%$73,894-4.98%2.36%0.01%
201621.15%$129,0222.25%$725,7333.33%$3,418,723-0.15%$73,787-0.15%0.82%0.03%
201633.45%$133,4736.73%$774,5799.88%$3,756,4326.78%$78,7866.78%0.22%0.03%
20164-0.02%$133,441-0.07%$774,066-0.11%$3,752,3730.37%$79,0810.37%-0.13%0.02%
201650.57%$134,1961.11%$782,6871.66%$3,814,7391.78%$80,4911.78%-0.21%0.02%
201663.14%$138,4106.22%$831,3749.27%$4,168,3730.25%$80,6920.25%2.05%0.03%
201671.88%$141,0173.75%$862,5105.61%$4,402,0863.68%$83,6583.68%0.04%0.02%
20168-1.02%$139,574-2.03%$844,995-3.00%$4,269,8950.13%$83,7670.13%-0.72%0.02%
201690.40%$140,1330.77%$851,4771.13%$4,318,0640.01%$83,7740.01%0.29%0.03%
201610-2.04%$137,272-4.11%$816,512-6.17%$4,051,588-1.83%$82,238-1.83%-0.73%0.02%
201611-2.20%$134,247-4.53%$779,506-6.96%$3,769,4783.70%$85,2803.70%-2.65%0.03%
2016120.92%$135,4841.89%$794,2012.94%$3,880,3931.96%$86,9541.96%-0.05%0.04%
201711.35%$137,3192.67%$815,3763.98%$4,034,7751.88%$88,5911.88%0.30%0.04%
201722.53%$140,7974.96%$855,8057.32%$4,330,2173.96%$92,1023.96%0.39%0.04%
201730.10%$140,9430.16%$857,1690.21%$4,339,3560.10%$92,1940.10%0.07%0.04%
201741.61%$143,2103.15%$884,2054.70%$4,543,2981.02%$93,1331.02%0.77%0.06%
201751.51%$145,3722.91%$909,9334.27%$4,737,2321.39%$94,4311.39%0.59%0.07%
20176-0.47%$144,684-0.99%$900,882-1.49%$4,666,7670.61%$95,0080.61%-0.47%0.08%
201771.56%$146,9443.04%$928,2674.52%$4,877,5902.04%$96,9492.04%0.42%0.08%
201781.34%$148,9102.55%$951,9513.73%$5,059,5620.29%$97,2330.29%0.86%0.09%
20179-0.29%$148,481-0.64%$945,867-0.97%$5,010,3612.06%$99,2352.06%-0.83%0.08%
2017100.76%$149,6151.44%$959,4992.12%$5,116,5072.32%$101,5352.32%-0.21%0.09%
2017110.88%$150,9351.66%$975,4202.43%$5,240,6353.06%$104,6413.06%-0.39%0.09%
2017120.57%$151,7911.02%$985,3301.45%$5,316,7461.10%$105,7951.10%0.07%0.10%
201810.41%$152,4120.70%$992,2681.00%$5,369,8595.71%$111,8385.71%-1.56%0.11%
20182-2.78%$148,176-5.66%$936,101-8.52%$4,912,090-3.69%$107,706-3.69%-0.49%0.12%
20183-0.35%$147,660-0.86%$928,055-1.40%$4,843,356-2.56%$104,954-2.56%0.75%0.14%
20184-1.33%$145,697-2.80%$902,059-4.27%$4,636,4110.37%$105,3460.37%-0.92%0.14%
201852.20%$148,9044.31%$940,9356.48%$4,936,9742.39%$107,8682.39%0.76%0.15%
201860.31%$149,3610.45%$945,2080.60%$4,966,5850.61%$108,5210.61%0.11%0.16%
201871.17%$151,1112.19%$965,8653.20%$5,125,4713.71%$112,5463.71%-0.35%0.16%
201882.63%$155,0885.05%$1,014,6027.41%$5,505,4183.25%$116,2003.25%0.77%0.17%
20189-1.06%$153,441-2.21%$992,139-3.29%$5,324,1080.55%$116,8440.55%-0.82%0.17%
201810-3.70%$147,761-7.58%$916,903-11.46%$4,713,718-6.85%$108,841-6.85%-0.06%0.18%
2018112.28%$151,1304.54%$958,5417.00%$5,043,7182.03%$111,0472.03%0.96%0.19%
201812-1.64%$148,652-3.54%$924,602-5.52%$4,765,433-9.04%$101,008-9.04%1.90%0.19%
201914.68%$155,6059.15%$1,009,23913.63%$5,414,9858.00%$109,0918.00%0.58%0.20%
201921.08%$157,2861.89%$1,028,3082.64%$5,557,6723.20%$112,5833.20%-0.26%0.20%
201933.35%$162,5586.19%$1,091,9698.77%$6,044,8831.94%$114,7631.94%1.78%0.20%
201941.75%$165,4093.31%$1,128,1264.87%$6,339,1694.04%$119,4014.04%-0.05%0.20%
20195-0.43%$164,698-1.04%$1,116,406-1.63%$6,235,843-6.36%$111,801-6.36%2.05%0.20%
201964.72%$172,4799.17%$1,218,73113.53%$7,079,4057.03%$119,6647.03%1.02%0.19%
201970.30%$172,9940.42%$1,223,8930.55%$7,118,2221.43%$121,3701.43%-0.16%0.17%
201982.72%$177,7015.26%$1,288,3037.80%$7,673,318-1.59%$119,439-1.59%2.48%0.17%
20199-0.29%$177,178-0.73%$1,278,919-1.14%$7,585,7881.86%$121,6591.86%-0.70%0.16%
2019101.17%$179,2502.19%$1,306,8723.20%$7,828,6522.15%$124,2812.15%0.16%0.15%
2019111.16%$181,3272.17%$1,335,2293.16%$8,076,1263.62%$128,7813.62%-0.37%0.13%
2019120.89%$182,9451.62%$1,356,8952.32%$8,263,8933.01%$132,6513.01%-0.36%0.13%
202013.13%$188,6716.13%$1,440,1209.14%$9,018,944-0.05%$132,584-0.05%2.19%0.13%
20202-0.96%$186,861-1.98%$1,411,547-2.95%$8,752,697-8.24%$121,658-8.24%2.12%0.13%
20203-2.17%$182,798-4.37%$1,349,899-6.48%$8,185,305-12.37%$106,606-12.37%2.27%0.10%
202047.09%$195,76714.18%$1,541,31421.27%$9,925,94112.81%$120,26612.81%0.46%0.01%
202053.09%$201,8185.79%$1,630,5898.18%$10,737,6264.76%$125,9864.76%0.42%0.01%
202061.46%$204,7612.66%$1,673,8923.66%$11,131,0011.98%$128,4781.98%0.30%0.01%
202073.53%$211,9877.05%$1,791,82010.56%$12,306,5515.63%$135,7075.63%0.49%0.01%
202083.34%$219,0616.45%$1,907,3379.36%$13,458,3637.18%$145,4477.18%-0.22%0.01%
20209-1.80%$215,108-3.40%$1,842,569-4.80%$12,811,825-3.81%$139,904-3.81%0.16%0.01%
202010-2.23%$210,302-4.48%$1,760,069-6.72%$11,950,833-2.67%$136,167-2.67%-0.59%0.01%
2020115.78%$222,46011.83%$1,968,21418.16%$14,121,26110.94%$151,05810.94%0.23%0.01%
2020122.20%$227,3534.25%$2,051,9156.18%$14,993,8133.84%$156,8573.84%0.14%0.01%
20211-1.21%$224,612-2.42%$2,002,290-3.63%$14,449,312-1.02%$155,255-1.02%-0.46%0.01%
20212-0.62%$223,214-1.27%$1,976,950-1.92%$14,171,1942.75%$159,5322.75%-1.32%0.01%
202130.94%$225,3021.90%$2,014,5672.91%$14,583,2514.37%$166,5034.37%-0.88%0.00%
202143.74%$233,7197.47%$2,165,03411.20%$16,216,8985.32%$175,3665.32%0.72%0.00%
202151.10%$236,2842.12%$2,210,8943.07%$16,714,8030.69%$176,5690.69%0.52%0.00%
202161.03%$238,7281.98%$2,254,5772.84%$17,189,0592.31%$180,6442.31%-0.09%0.00%
202172.88%$245,6105.76%$2,384,4828.64%$18,674,3132.38%$184,9392.38%1.13%0.00%
202181.09%$248,2962.12%$2,435,0983.10%$19,252,7313.03%$190,5413.03%-0.28%0.01%
20219-3.79%$238,897-7.29%$2,257,493-10.55%$17,221,348-4.66%$181,655-4.66%-0.97%0.00%
Portfolio return and risk metrics
MetricSPY/ITT 50/150SPY/ITT 100/300SPY/ITT 150/450Vanguard 500 Index Investor
Arithmetic Mean (monthly)0.93%1.67%2.43%0.90%
Arithmetic Mean (annualized)11.72%21.98%33.41%11.39%
Geometric Mean (monthly)0.89%1.53%2.11%0.82%
Geometric Mean (annualized)11.26%19.98%28.46%10.24%
Volatility (monthly)2.64%5.30%8.06%4.16%
Volatility (annualized)9.14%18.36%27.94%14.42%
Downside Deviation (monthly)1.49%3.06%4.63%2.76%
Max. Drawdown-18.84%-36.66%-52.54%-50.97%
US Market Correlation0.640.630.630.99
Beta(*)0.420.841.261.00
Alpha (annualized)6.58%10.93%15.49%0.00%
R244.01%43.52%42.54%100.00%
Sharpe Ratio0.960.960.960.59
Sortino Ratio1.601.621.640.86
Treynor Ratio (%)20.9321.0721.258.50
Calmar Ratio3.984.084.180.81
Active Return1.02%9.74%18.23%N/A
Tracking Error10.80%13.99%21.51%N/A
Information Ratio0.090.700.85N/A
Skewness-0.29-0.21-0.02-0.64
Excess Kurtosis1.461.762.581.43
Historical Value-at-Risk (5%)-3.59%-7.17%-10.58%-6.89%
Analytical Value-at-Risk (5%)-3.43%-7.05%-10.68%-5.95%
Conditional Value-at-Risk (5%)-5.18%-10.53%-15.88%-9.47%
Upside Capture Ratio (%)57.28113.61175.18100.00
Downside Capture Ratio (%)29.4864.1898.79100.00
Safe Withdrawal Rate10.21%17.81%24.68%8.64%
Perpetual Withdrawal Rate8.21%15.05%20.80%7.35%
Positive Periods240 out of 357 (67.23%)235 out of 357 (65.83%)233 out of 357 (65.27%)238 out of 357 (66.67%)
Gain/Loss Ratio1.211.191.190.87
* Vanguard 500 Index Investor 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 PeriodStartEndSPY/ITT 50/150SPY/ITT 100/300SPY/ITT 150/450Vanguard 500 Index Investor
Asian CrisisJul 1997Jan 1998-4.62%-9.01%-12.87%-5.61%
Russian Debt DefaultJul 1998Oct 1998-3.38%-7.60%-11.81%-15.38%
Dotcom CrashMar 2000Oct 2002-5.63%-11.71%-17.48%-44.82%
Subprime CrisisNov 2007Mar 2009-18.84%-36.66%-52.54%-50.97%
COVID-19 StartJan 2020Mar 2020-3.11%-6.26%-9.24%-19.63%

Drawdowns for SPY/ITT 50/150

Drawdowns for SPY/ITT 50/150 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Apr 2008Feb 200911 monthsSep 20097 months1 year 6 months-18.84%
2Feb 1994Nov 199410 monthsMay 19956 months1 year 4 months-14.25%
3Feb 1999Sep 19998 monthsMar 20006 months1 year 2 months-7.04%
4Feb 1996Jul 19966 monthsOct 19963 months9 months-6.31%
5Jan 1992Mar 19923 monthsJun 19923 months6 months-6.07%
6Apr 2004May 20042 monthsOct 20045 months7 months-5.89%
7Feb 2001Mar 20012 monthsOct 20017 months9 months-5.63%
8Jun 2003Jul 20032 monthsOct 20033 months5 months-5.05%
9Dec 1996Mar 19974 monthsMay 19972 months6 months-5.00%
10May 2013Aug 20134 monthsOct 20132 months6 months-4.94%
Worst 10 drawdowns included above

Drawdowns for SPY/ITT 100/300

Drawdowns for SPY/ITT 100/300 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Apr 2008Feb 200911 monthsSep 20097 months1 year 6 months-36.66%
2Feb 1994Nov 199410 monthsMay 19956 months1 year 4 months-29.64%
3Feb 1999Feb 20001 year 1 monthAug 20006 months1 year 7 months-16.46%
4Feb 1996Aug 19967 monthsOct 19962 months9 months-14.88%
5Jan 1992Mar 19923 monthsJul 19924 months7 months-13.11%
6Apr 2004May 20042 monthsOct 20045 months7 months-11.94%
7Feb 2001Mar 20012 monthsAug 20021 year 5 months1 year 7 months-11.71%
8Dec 1996Mar 19974 monthsMay 19972 months6 months-10.82%
9Sep 2005Jun 200610 monthsSep 20063 months1 year 1 month-10.34%
10Jun 2003Jul 20032 monthsOct 20033 months5 months-10.22%
Worst 10 drawdowns included above

Drawdowns for SPY/ITT 150/450

Drawdowns for SPY/ITT 150/450 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Apr 2008Feb 200911 monthsNov 20099 months1 year 8 months-52.54%
2Feb 1994Nov 199410 monthsMay 19956 months1 year 4 months-43.01%
3Feb 1999Feb 20001 year 1 monthAug 20006 months1 year 7 months-26.28%
4Feb 1996Aug 19967 monthsOct 19962 months9 months-22.91%
5Jan 1992Mar 19923 monthsJul 19924 months7 months-20.15%
6Apr 2004May 20042 monthsOct 20045 months7 months-17.99%
7Feb 2001Mar 20012 monthsOct 20021 year 7 months1 year 9 months-17.48%
8Sep 2005Jun 200610 monthsOct 20064 months1 year 2 months-16.78%
9Dec 1996Mar 19974 monthsMay 19972 months6 months-16.00%
10Jun 2003Jul 20032 monthsOct 20033 months5 months-15.38%
Worst 10 drawdowns included above

Drawdowns for Vanguard 500 Index Investor

Drawdowns for Vanguard 500 Index Investor (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsAug 20123 years 6 months4 years 10 months-50.97%
2Sep 2000Sep 20022 years 1 monthNov 20064 years 2 months6 years 3 months-44.82%
3Jan 2020Mar 20203 monthsJul 20204 months7 months-19.63%
4Jul 1998Aug 19982 monthsNov 19983 months5 months-15.38%
5Oct 2018Dec 20183 monthsApr 20194 months7 months-13.55%
6Aug 2015Sep 20152 monthsMay 20168 months10 months-8.38%
7Feb 1994Mar 19942 monthsAug 19945 months7 months-6.98%
8Jan 2000Feb 20002 monthsMar 20001 month3 months-6.84%
9Sep 2020Oct 20202 monthsNov 20201 month3 months-6.38%
10May 2019May 20191 monthJun 20191 month2 months-6.36%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
VFINXVanguard 500 Index Investor10.24%14.42%37.45%-37.02%-50.97%0.590.860.99
VFITXVanguard Interm-Term Treasury Inv5.25%4.62%20.44%-4.33%-6.47%0.631.05-0.18
CASHXCash2.36%0.59%5.99%0.03%0.00%N/AN/A-0.02

Monthly Correlations

Correlations for the portfolio assets
TickerNameVFINXVFITXCASHXSPY/ITT 50/150SPY/ITT 100/300SPY/ITT 150/450Vanguard 500 Index Investor
VFINXVanguard 500 Index Investor1.00-0.15-0.010.660.660.651.00
VFITXVanguard Interm-Term Treasury Inv-0.151.000.140.630.630.63-0.15
CASHXCash-0.010.141.000.03-0.00-0.01-0.01

Portfolio Return Decomposition

Portfolio return decomposition
TickerNameSPY/ITT 50/150SPY/ITT 100/300SPY/ITT 150/450
VFINXVanguard 500 Index Investor$136,722$1,605,758$13,456,350
VFITXVanguard Interm-Term Treasury Inv$119,573$933,205$5,756,686
CASHXCash-$27,398-$291,470-$2,001,689

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNameSPY/ITT 50/150SPY/ITT 100/300SPY/ITT 150/450
VFINXVanguard 500 Index Investor52.27%52.12%51.83%
VFITXVanguard Interm-Term Treasury Inv47.94%47.87%48.02%
CASHXCash-0.21%0.01%0.15%

Annual Asset Returns

Rolling returns summary
Roll PeriodSPY/ITT 50/150SPY/ITT 100/300SPY/ITT 150/450Vanguard 500 Index Investor
AverageHighLowAverageHighLowAverageHighLowAverageHighLow
1 year11.85%45.59%-17.96%22.07%95.11%-35.40%33.12%155.75%-51.18%11.59%56.19%-43.32%
3 years11.15%25.35%0.43%19.95%51.40%-3.70%28.78%86.03%-9.17%10.33%32.68%-16.14%
5 years10.98%20.24%1.76%19.55%38.46%-0.46%28.07%62.31%-3.75%9.77%28.49%-6.73%
7 years10.76%18.28%5.21%19.13%32.04%6.96%27.39%50.01%7.63%8.89%21.51%-3.94%
10 years10.53%14.56%5.35%18.70%25.35%6.87%26.74%39.44%7.56%7.74%16.52%-3.51%
15 years10.25%12.18%8.66%18.03%22.48%13.68%25.59%33.57%17.38%7.22%11.10%3.64%