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/STT 50/400
Ticker Name Allocation
VFINX Vanguard 500 Index Investor 50.00%
VFISX Vanguard Short-Term Treasury Inv 400.00%
CASHX Cash -350.00%
Save portfolio »
SPY/STT 100/800
Ticker Name Allocation
VFINX Vanguard 500 Index Investor 100.00%
VFISX Vanguard Short-Term Treasury Inv 800.00%
CASHX Cash -800.00%
Save portfolio »
SPY/STT 150/1200
Ticker Name Allocation
VFINX Vanguard 500 Index Investor 150.00%
VFISX Vanguard Short-Term Treasury Inv 1,200.00%
CASHX Cash -1,250.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
SPY/STT 50/400$10,000$300,759 12.12% 9.13%50.49%-15.32%-17.88% 1.051.840.62
SPY/STT 100/800$10,000$3,436,465 21.69% 18.21%107.26%-32.48%-36.28% 1.051.840.62
SPY/STT 150/1200$10,000$30,532,700 30.96% 27.36%177.89%-47.40%-51.67% 1.051.850.62
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/STT 50/4000.04%6.45%13.35%17.06%11.59%11.25%12.12%8.47%7.31%
SPY/STT 100/8000.06%13.06%27.69%34.07%22.26%22.28%21.69%16.83%14.52%
SPY/STT 150/12000.08%19.86%43.10%52.06%33.07%33.68%30.96%25.09%21.65%
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/STT 50/400SPY/STT 100/800SPY/STT 150/1200Vanguard 500 Index InvestorVanguard 500 Index Investor (VFINX)Vanguard Short-Term Treasury Inv (VFISX)Cash (CASHX)
ReturnBalanceReturnBalanceReturnBalanceReturnBalance
19922.90%17.63%$11,76329.84%$12,98439.67%$13,9677.42%$10,7427.42%6.75%3.57%
19932.75%20.40%$14,16339.17%$18,06959.43%$22,2689.89%$11,8059.89%6.41%3.05%
19942.67%-15.32%$11,993-32.48%$12,201-47.40%$11,7121.18%$11,9441.18%-0.57%4.20%
19952.54%50.49%$18,047107.26%$25,288177.89%$32,54837.45%$16,41637.45%12.11%5.71%
19963.32%10.30%$19,90715.08%$29,10219.50%$38,89422.88%$20,17222.88%4.39%5.17%
19971.70%24.03%$24,69043.88%$41,87364.69%$64,05433.19%$26,86733.19%6.51%5.22%
19981.61%28.49%$31,72455.57%$65,14186.56%$119,50028.62%$34,55528.62%7.36%4.97%
19992.68%1.17%$32,094-2.62%$63,433-6.57%$111,64721.07%$41,83621.07%1.85%4.77%
20003.39%9.39%$35,10812.78%$71,54316.20%$129,734-9.06%$38,047-9.06%8.83%5.99%
20011.55%13.25%$39,75923.32%$88,22833.92%$173,734-12.02%$33,473-12.02%7.80%3.70%
20022.38%15.26%$45,82729.93%$114,63345.67%$253,086-22.15%$26,060-22.15%8.02%1.65%
20031.88%20.30%$55,13041.36%$162,04764.29%$415,79428.50%$33,48828.50%2.38%1.04%
20043.26%4.66%$57,7017.41%$174,0609.50%$455,29010.74%$37,08410.74%1.03%1.32%
20053.42%-1.58%$56,786-6.50%$162,750-11.58%$402,5674.77%$38,8554.77%1.77%3.14%
20062.54%5.72%$60,0336.16%$172,7766.15%$427,33315.64%$44,93215.64%3.77%4.82%
20074.08%18.72%$71,27333.70%$230,99849.49%$638,8205.39%$47,3535.39%7.89%4.56%
20080.09%-0.78%$70,718-4.02%$221,703-8.20%$586,463-37.02%$29,822-37.02%6.68%1.53%
20092.72%19.26%$84,33539.78%$309,88961.64%$947,93526.49%$37,72126.49%1.44%0.16%
20101.50%18.92%$100,29039.70%$432,90262.56%$1,540,94814.91%$43,34714.91%2.64%0.14%
20112.96%10.73%$111,05321.48%$525,89132.21%$2,037,2601.97%$44,1991.97%2.26%0.07%
20121.74%10.53%$122,75121.43%$638,57932.75%$2,704,54815.82%$51,19315.82%0.69%0.08%
20131.50%14.61%$140,68730.44%$832,98647.59%$3,991,61732.18%$67,66532.18%-0.10%0.05%
20140.76%9.46%$154,00019.41%$994,70329.90%$5,185,08513.51%$76,80613.51%0.71%0.03%
20150.73%2.48%$157,8264.88%$1,043,2367.23%$5,560,1191.25%$77,7641.25%0.45%0.05%
20162.07%8.77%$171,66317.50%$1,225,79526.48%$7,032,44811.82%$86,95411.82%0.99%0.30%
20172.11%8.79%$186,75717.09%$1,435,29625.79%$8,845,92521.67%$105,79521.67%0.39%0.88%
20181.91%-2.92%$181,310-7.78%$1,323,690-12.66%$7,725,912-4.52%$101,008-4.52%1.35%1.90%
20192.29%22.64%$222,36545.77%$1,929,56071.70%$13,265,28531.33%$132,65131.33%3.59%2.13%
20201.36%27.05%$282,52357.52%$3,039,42292.03%$25,473,98918.25%$156,85718.25%3.96%0.44%
20215.31%6.45%$300,75913.06%$3,436,46519.86%$30,532,70015.81%$181,65515.81%-0.28%0.03%
Annual return for 2021 is from 01/01/2021 to 09/30/2021
Monthly returns for the configured portfolios
YearMonthSPY/STT 50/400SPY/STT 100/800SPY/STT 150/1200Vanguard 500 Index InvestorVanguard 500 Index Investor (VFINX)Vanguard Short-Term Treasury Inv (VFISX)Cash (CASHX)
ReturnBalanceReturnBalanceReturnBalanceReturnBalance
19921-3.92%$9,608-8.16%$9,184-12.40%$8,760-1.88%$9,812-1.88%-0.46%0.33%
199220.46%$9,6530.62%$9,2400.78%$8,8281.24%$9,9341.24%0.24%0.32%
19923-3.21%$9,343-7.06%$8,589-11.26%$7,834-1.93%$9,743-1.93%-0.25%0.33%
199244.08%$9,7257.83%$9,26111.57%$8,7412.91%$10,0262.91%0.95%0.34%
199253.67%$10,0816.79%$9,8909.70%$9,5890.48%$10,0750.48%1.16%0.31%
199262.92%$10,3765.20%$10,4047.21%$10,280-1.49%$9,925-1.49%1.23%0.31%
199277.05%$11,10713.79%$11,83920.54%$12,3924.04%$10,3264.04%1.52%0.30%
199282.69%$11,4054.82%$12,4106.71%$13,224-2.07%$10,113-2.07%1.21%0.27%
199293.74%$11,8326.66%$13,2369.16%$14,4351.17%$10,2311.17%1.09%0.26%
199210-5.07%$11,232-10.36%$11,864-15.66%$12,1740.33%$10,2650.33%-1.11%0.23%
1992110.47%$11,2850.73%$11,9511.01%$12,2973.40%$10,6143.40%-0.10%0.25%
1992124.24%$11,7638.65%$12,98413.58%$13,9671.21%$10,7421.21%1.11%0.27%
199315.09%$12,3629.92%$14,27114.74%$16,0270.81%$10,8290.81%1.40%0.26%
199324.86%$12,9639.08%$15,56712.94%$18,1001.36%$10,9761.36%1.30%0.24%
199330.98%$13,0901.59%$15,8142.11%$18,4822.11%$11,2072.11%0.21%0.25%
199341.43%$13,2772.62%$16,2293.81%$19,187-2.42%$10,935-2.42%0.87%0.24%
19935-1.37%$13,095-2.95%$15,750-4.49%$18,3252.65%$11,2252.65%-0.45%0.24%
199362.71%$13,4505.18%$16,5677.68%$19,7320.27%$11,2550.27%0.87%0.26%
19937-1.05%$13,309-2.35%$16,178-3.65%$19,012-0.42%$11,208-0.42%0.01%0.25%
199385.29%$14,01310.45%$17,86815.75%$22,0073.79%$11,6323.79%1.06%0.25%
199390.21%$14,0420.17%$17,8980.13%$22,035-0.79%$11,540-0.79%0.37%0.25%
1993100.58%$14,1230.91%$18,0601.24%$22,3082.08%$11,7792.08%0.10%0.24%
199311-1.79%$13,869-3.83%$17,369-5.85%$21,004-1.00%$11,662-1.00%-0.10%0.25%
1993122.12%$14,1634.03%$18,0696.02%$22,2681.22%$11,8051.22%0.60%0.26%
199413.11%$14,6045.97%$19,1498.83%$24,2343.38%$12,2043.38%0.58%0.25%
19942-5.69%$13,773-11.30%$16,984-16.62%$20,206-2.71%$11,872-2.71%-0.90%0.25%
19943-6.81%$12,835-14.38%$14,543-22.49%$15,662-4.39%$11,351-4.39%-0.86%0.28%
19944-2.30%$12,540-4.89%$13,832-7.48%$14,4911.29%$11,4981.29%-0.48%0.29%
199450.20%$12,5660.07%$13,841-0.07%$14,4811.63%$11,6851.63%0.13%0.32%
19946-1.65%$12,358-3.77%$13,320-6.01%$13,611-2.47%$11,396-2.47%0.22%0.35%
199474.20%$12,8778.06%$14,39311.91%$15,2333.28%$11,7703.28%0.95%0.35%
199481.77%$13,1053.08%$14,8364.30%$15,8874.08%$12,2494.08%0.25%0.36%
19949-3.85%$12,601-7.67%$13,698-11.14%$14,117-2.45%$11,950-2.45%-0.36%0.38%
1994100.82%$12,7031.24%$13,8681.67%$14,3532.25%$12,2182.25%0.27%0.39%
199411-5.48%$12,008-11.32%$12,298-17.12%$11,895-3.65%$11,772-3.65%-0.55%0.42%
199412-0.12%$11,993-0.79%$12,201-1.54%$11,7121.46%$11,9441.46%0.20%0.47%
199515.90%$12,70011.33%$13,58416.77%$13,6762.58%$12,2522.58%1.56%0.47%
199526.37%$13,50911.68%$15,17016.48%$15,9303.88%$12,7283.88%1.60%0.49%
199531.84%$13,7582.93%$15,6153.84%$16,5422.95%$13,1042.95%0.54%0.48%
199543.88%$14,2917.28%$16,75210.68%$18,3092.94%$13,4892.94%1.02%0.48%
199558.18%$15,46015.38%$19,32922.15%$22,3643.95%$14,0223.95%2.02%0.48%
199561.82%$15,7412.91%$19,8913.82%$23,2182.31%$14,3462.31%0.60%0.47%
199570.96%$15,8931.47%$20,1831.98%$23,6773.30%$14,8203.30%0.23%0.46%
199581.00%$16,0521.53%$20,4932.07%$24,1650.25%$14,8570.25%0.62%0.46%
199592.98%$16,5305.45%$21,6117.88%$26,0694.23%$15,4864.23%0.60%0.44%
1995101.94%$16,8493.43%$22,3524.92%$27,353-0.36%$15,429-0.36%0.91%0.44%
1995114.50%$17,6078.43%$24,23512.25%$30,7034.38%$16,1054.38%0.99%0.45%
1995122.50%$18,0474.34%$25,2886.01%$32,5481.93%$16,4161.93%0.80%0.45%
199613.77%$18,7287.13%$27,09110.48%$35,9603.39%$16,9723.39%0.88%0.42%
19962-3.63%$18,048-7.42%$25,079-10.98%$32,0110.92%$17,1290.92%-0.70%0.41%
19963-1.71%$17,738-3.87%$24,109-6.06%$30,0710.98%$17,2960.98%-0.20%0.41%
19964-1.64%$17,448-3.70%$23,217-5.76%$28,3391.46%$17,5481.46%-0.22%0.42%
199650.17%$17,477-0.09%$23,196-0.36%$28,2362.54%$17,9942.54%0.09%0.42%
199662.20%$17,8624.06%$24,1376.01%$29,9320.38%$18,0630.38%0.87%0.42%
19967-2.53%$17,410-5.48%$22,815-8.43%$27,408-4.42%$17,265-4.42%0.29%0.42%
199680.65%$17,5240.88%$23,0161.13%$27,7182.10%$17,6272.10%0.29%0.44%
199695.19%$18,43310.20%$25,36515.52%$32,0205.61%$18,6155.61%0.97%0.43%
1996105.06%$19,3659.70%$27,82614.35%$36,6142.76%$19,1282.76%1.28%0.41%
1996115.61%$20,45110.35%$30,70714.71%$42,0007.56%$20,5757.56%0.87%0.42%
199612-2.66%$19,907-5.23%$29,102-7.39%$38,894-1.96%$20,172-1.96%-0.10%0.42%
199713.21%$20,5455.99%$30,8448.77%$42,3046.22%$21,4266.22%0.40%0.43%
19972-0.26%$20,491-0.91%$30,563-1.52%$41,6590.79%$21,5950.79%0.20%0.42%
19973-4.35%$19,599-8.94%$27,832-13.34%$36,101-4.14%$20,702-4.14%-0.20%0.43%
199744.96%$20,5719.49%$30,47314.02%$41,1605.96%$21,9355.96%0.88%0.44%
199754.46%$21,4908.16%$32,95811.56%$45,9186.09%$23,2706.09%0.74%0.43%
199763.45%$22,2326.04%$34,9518.28%$49,7194.45%$24,3074.45%0.67%0.40%
199777.22%$23,83714.02%$39,84920.81%$60,0667.97%$26,2437.97%1.18%0.43%
19978-4.16%$22,845-8.20%$36,581-11.79%$52,986-5.61%$24,771-5.61%0.01%0.43%
199794.27%$23,8217.97%$39,49711.54%$59,0985.47%$26,1255.47%0.78%0.43%
1997100.03%$23,830-0.34%$39,361-0.72%$58,671-3.35%$25,250-3.35%0.79%0.41%
1997111.46%$24,1772.50%$40,3443.55%$60,7514.60%$26,4114.60%0.18%0.43%
1997122.12%$24,6903.79%$41,8735.44%$64,0541.72%$26,8671.72%0.69%0.43%
199813.31%$25,5066.17%$44,4579.04%$69,8431.11%$27,1651.11%1.07%0.44%
199821.81%$25,9663.11%$45,8394.34%$72,8777.19%$29,1197.19%-0.07%0.43%
199832.58%$26,6364.55%$47,9246.37%$77,5205.10%$30,6055.10%0.37%0.44%
199841.20%$26,9551.97%$48,8702.75%$79,6511.01%$30,9141.01%0.54%0.42%
19985-0.07%$26,935-0.55%$48,603-1.01%$78,843-1.74%$30,375-1.74%0.56%0.41%
199862.72%$27,6675.01%$51,0377.29%$84,5884.07%$31,6114.07%0.54%0.41%
19987-0.55%$27,515-1.52%$50,261-2.49%$82,482-1.05%$31,278-1.05%0.36%0.42%
19988-2.09%$26,939-4.65%$47,923-7.26%$76,492-14.47%$26,751-14.47%1.63%0.42%
199898.78%$29,30517.77%$56,44027.45%$97,4886.41%$28,4666.41%1.79%0.40%
1998103.82%$30,4247.28%$60,54810.74%$107,9588.16%$30,7908.16%0.25%0.36%
1998111.36%$30,8382.30%$61,9423.18%$111,3956.07%$32,6606.07%-0.15%0.36%
1998122.87%$31,7245.16%$65,1417.28%$119,5005.81%$34,5555.81%0.25%0.37%
199912.48%$32,5104.59%$68,1286.70%$127,5014.20%$36,0084.20%0.41%0.37%
19992-6.29%$30,465-12.67%$59,495-18.80%$103,529-3.12%$34,883-3.12%-0.88%0.37%
199933.56%$31,5497.06%$63,69310.93%$114,8474.00%$36,2774.00%0.69%0.38%
199941.89%$32,1473.42%$65,8734.95%$120,5323.85%$37,6743.85%0.31%0.37%
19995-3.85%$30,911-7.93%$60,646-11.90%$106,183-2.39%$36,774-2.39%-0.34%0.37%
199962.13%$31,5703.99%$63,0645.95%$112,5015.56%$38,8185.56%0.16%0.38%
19997-2.39%$30,814-5.18%$59,797-7.97%$103,539-3.13%$37,603-3.13%0.13%0.39%
19998-1.08%$30,482-2.63%$58,225-4.27%$99,115-0.50%$37,416-0.50%0.14%0.39%
199990.63%$30,6750.88%$58,7361.15%$100,250-2.74%$36,391-2.74%0.84%0.41%
1999102.80%$31,5335.20%$61,7897.60%$107,8686.33%$38,6936.33%0.26%0.40%
1999110.25%$31,6120.09%$61,844-0.06%$107,7992.02%$39,4762.02%0.16%0.42%
1999121.53%$32,0942.57%$63,4333.57%$111,6475.98%$41,8365.98%-0.03%0.43%
20001-4.93%$30,512-10.29%$56,905-15.65%$94,170-5.03%$39,731-5.03%-0.22%0.43%
200020.51%$30,6690.57%$57,2270.62%$94,758-1.91%$38,973-1.91%0.76%0.47%
200035.91%$32,48211.99%$64,08718.83%$112,5989.75%$42,7749.75%0.70%0.47%
20004-2.42%$31,695-5.33%$60,673-8.23%$103,330-3.00%$41,491-3.00%0.19%0.48%
20005-1.47%$31,229-3.54%$58,526-5.74%$97,403-2.04%$40,645-2.04%0.30%0.48%
200064.95%$32,7749.90%$64,31915.40%$112,4042.49%$41,6592.49%1.30%0.46%
200070.02%$32,781-0.44%$64,037-0.90%$111,394-1.50%$41,035-1.50%0.61%0.48%
200084.93%$34,3989.40%$70,05313.90%$126,8766.19%$43,5756.19%0.92%0.51%
20009-1.31%$33,946-3.00%$67,948-4.58%$121,067-5.29%$41,270-5.29%0.79%0.52%
2000100.40%$34,0830.30%$68,1490.19%$121,296-0.43%$41,093-0.43%0.60%0.51%
200011-1.01%$33,738-2.55%$66,413-4.09%$116,339-7.89%$37,853-7.89%1.18%0.52%
2000124.06%$35,1087.72%$71,54311.51%$129,7340.51%$38,0470.51%1.38%0.51%
200115.11%$36,9019.74%$78,50914.36%$148,3693.55%$39,3963.55%1.26%0.48%
20012-2.78%$35,874-5.70%$74,031-8.39%$135,926-9.14%$35,796-9.14%0.80%0.41%
20013-1.19%$35,446-2.74%$72,003-4.25%$130,151-6.36%$33,521-6.36%0.77%0.40%
200142.89%$36,4695.42%$75,9057.95%$140,5017.77%$36,1257.77%0.06%0.35%
200150.95%$36,8161.55%$77,0782.11%$143,4700.65%$36,3600.65%0.44%0.32%
20016-1.00%$36,446-2.23%$75,361-3.38%$138,621-2.45%$35,471-2.45%0.33%0.30%
200174.06%$37,9277.83%$81,26211.60%$154,696-1.00%$35,116-1.00%1.40%0.30%
20018-0.90%$37,587-2.00%$79,638-3.03%$150,014-6.27%$32,913-6.27%0.79%0.29%
200192.08%$38,3683.79%$82,6545.42%$158,140-8.09%$30,250-8.09%1.68%0.28%
2001104.76%$40,1959.33%$90,36413.89%$180,1141.90%$30,8231.90%1.13%0.20%
200111-0.03%$40,182-0.22%$90,170-0.38%$179,4237.65%$33,1837.65%-0.83%0.17%
200112-1.05%$39,759-2.15%$88,228-3.17%$173,7340.87%$33,4730.87%-0.27%0.15%
200210.52%$39,9670.90%$89,0231.28%$175,958-1.47%$32,979-1.47%0.44%0.14%
200221.23%$40,4572.30%$91,0713.37%$181,880-1.94%$32,341-1.94%0.67%0.14%
20023-1.99%$39,651-4.07%$87,362-6.09%$170,7983.74%$33,5523.74%-0.82%0.15%
200242.60%$40,6835.06%$91,7847.52%$183,643-6.07%$31,513-6.07%1.54%0.15%
200251.47%$41,2832.74%$94,2983.95%$190,888-0.75%$31,276-0.75%0.59%0.15%
20026-0.04%$41,267-0.20%$94,105-0.36%$190,201-7.13%$29,044-7.13%0.93%0.14%
200271.82%$42,0203.51%$97,4085.20%$200,083-7.72%$26,802-7.72%1.54%0.14%
200283.25%$43,3886.26%$103,5119.18%$218,4490.65%$26,9770.65%0.86%0.14%
20029-0.57%$43,142-1.21%$102,260-1.80%$214,524-10.87%$24,043-10.87%1.21%0.14%
2002104.01%$44,8727.89%$110,33111.77%$239,7848.78%$26,1558.78%0.02%0.13%
2002110.14%$44,9360.16%$110,5120.19%$240,2285.88%$27,6925.88%-0.66%0.12%
2002121.98%$45,8273.73%$114,6335.35%$253,086-5.89%$26,060-5.89%1.46%0.10%
20031-2.17%$44,831-4.45%$109,536-6.72%$236,079-2.62%$25,376-2.62%-0.13%0.10%
200321.65%$45,5733.29%$113,1365.00%$247,878-1.52%$24,991-1.52%0.68%0.10%
200331.04%$46,0482.00%$115,3992.97%$255,2480.96%$25,2300.96%0.23%0.10%
200344.23%$47,9988.37%$125,06112.51%$287,1868.25%$27,3128.25%0.11%0.09%
200356.45%$51,09212.31%$140,46117.75%$338,1605.26%$28,7505.26%1.05%0.09%
200360.41%$51,3020.67%$141,4080.89%$341,1861.26%$29,1121.26%0.01%0.09%
20037-3.04%$49,743-6.15%$132,709-9.27%$309,5741.74%$29,6201.74%-0.91%0.07%
200380.81%$50,1471.60%$134,8262.43%$317,1001.93%$30,1921.93%0.02%0.08%
200393.80%$52,0527.70%$145,21111.81%$354,548-1.07%$29,869-1.07%1.15%0.08%
2003101.17%$52,6612.26%$148,4973.36%$366,4455.64%$31,5545.64%-0.34%0.08%
200311-0.09%$52,611-0.26%$148,106-0.43%$364,8720.86%$31,8260.86%-0.07%0.08%
2003124.79%$55,1309.41%$162,04713.96%$415,7945.22%$33,4885.22%0.59%0.08%
200411.53%$55,9742.98%$166,8844.44%$434,2491.82%$34,0981.82%0.22%0.08%
200422.71%$57,4895.26%$175,6667.75%$467,8911.38%$34,5671.38%0.58%0.08%
200430.53%$57,7910.94%$177,3141.32%$474,071-1.51%$34,044-1.51%0.40%0.08%
20044-5.85%$54,411-11.78%$156,433-17.70%$390,147-1.58%$33,507-1.58%-1.20%0.08%
20045-0.27%$54,266-0.66%$155,402-1.11%$385,8191.36%$33,9621.36%-0.16%0.08%
200460.79%$54,6921.58%$157,8592.50%$395,4661.93%$34,6181.93%0.02%0.09%
20047-0.76%$54,274-1.64%$155,272-2.51%$385,525-3.31%$33,471-3.31%0.32%0.11%
200482.99%$55,8965.91%$164,4508.88%$419,7790.38%$33,6000.38%0.80%0.12%
200490.21%$56,0110.28%$164,9060.35%$421,2341.07%$33,9581.07%0.04%0.13%
2004101.57%$56,8892.99%$169,8454.42%$439,8621.51%$34,4721.51%0.33%0.14%
200411-1.01%$56,315-2.14%$166,205-3.25%$425,5864.05%$35,8674.05%-0.63%0.16%
2004122.46%$57,7014.73%$174,0606.98%$455,2903.39%$37,0843.39%0.33%0.18%
20051-1.69%$56,727-3.56%$167,867-5.43%$430,577-2.45%$36,174-2.45%0.04%0.18%
20052-1.17%$56,061-2.61%$163,491-4.10%$412,9352.09%$36,9322.09%-0.36%0.21%
20053-1.90%$54,994-4.18%$156,654-6.62%$385,594-1.76%$36,281-1.76%-0.05%0.23%
200541.13%$55,6152.03%$159,8342.93%$396,896-1.91%$35,588-1.91%0.72%0.23%
200552.46%$56,9814.64%$167,2446.78%$423,7943.17%$36,7153.17%0.44%0.24%
200560.17%$57,0790.10%$167,4150.04%$423,9500.13%$36,7620.13%0.24%0.25%
20057-0.67%$56,695-1.60%$164,734-2.53%$413,2223.71%$38,1243.71%-0.41%0.26%
200581.54%$57,5712.83%$169,4004.14%$430,350-0.91%$37,776-0.91%0.75%0.28%
20059-1.84%$56,512-3.95%$162,709-6.05%$404,3260.79%$38,0760.79%-0.31%0.29%
200510-2.29%$55,217-4.87%$154,779-7.46%$374,176-1.68%$37,437-1.68%-0.11%0.29%
2005112.30%$56,4904.39%$161,5716.59%$398,8323.76%$38,8463.76%0.39%0.33%
2005120.53%$56,7860.73%$162,7500.94%$402,5670.02%$38,8550.02%0.41%0.32%
200610.71%$57,1871.08%$164,5021.45%$408,3932.65%$39,8832.65%0.14%0.33%
20062-1.09%$56,563-2.54%$160,326-3.97%$392,1610.26%$39,9880.26%0.01%0.37%
20063-0.51%$56,274-1.42%$158,050-2.35%$382,9511.23%$40,4801.23%0.05%0.38%
200640.66%$56,6470.95%$159,5501.23%$387,6741.33%$41,0191.33%0.33%0.38%
20065-2.60%$55,173-5.58%$150,652-8.53%$354,589-2.90%$39,831-2.90%0.05%0.39%
20066-0.32%$54,995-1.08%$149,023-1.89%$347,9030.13%$39,8820.13%0.25%0.40%
200671.91%$56,0483.42%$154,1174.92%$365,0300.61%$40,1240.61%0.76%0.41%
200682.70%$57,5634.92%$161,7037.08%$390,8612.36%$41,0722.36%0.75%0.42%
200691.98%$58,7013.43%$167,2424.78%$409,5302.56%$42,1252.56%0.55%0.41%
2006102.07%$59,9153.74%$173,4925.40%$431,6643.25%$43,4943.25%0.46%0.40%
2006111.69%$60,9262.91%$178,5484.10%$449,3771.89%$44,3161.89%0.55%0.42%
200612-1.46%$60,033-3.23%$172,776-4.91%$427,3331.39%$44,9321.39%-0.20%0.41%
200710.06%$60,069-0.29%$172,269-0.64%$424,5771.49%$45,6031.49%0.19%0.41%
200721.25%$60,8232.10%$175,8792.94%$437,067-1.97%$44,705-1.97%0.93%0.42%
200730.21%$60,9520.01%$175,890-0.20%$436,2021.11%$45,2021.11%0.28%0.42%
200742.62%$62,5494.83%$184,3857.04%$466,9044.42%$47,1994.42%0.46%0.41%
20075-1.17%$61,816-2.68%$179,446-4.12%$447,6533.48%$48,8403.48%-0.40%0.40%
20076-0.79%$61,329-1.95%$175,951-3.09%$433,811-1.68%$48,022-1.68%0.37%0.39%
200771.32%$62,1402.25%$179,9183.19%$447,628-3.08%$46,540-3.08%1.06%0.39%
200783.88%$64,5547.30%$193,04510.65%$495,2871.50%$47,2381.50%1.15%0.40%
200793.48%$66,7986.36%$205,3329.03%$539,9963.72%$48,9973.72%0.74%0.33%
2007101.51%$67,8062.71%$210,8893.90%$561,0751.58%$49,7701.58%0.45%0.31%
2007115.34%$71,43010.25%$232,49615.03%$645,430-4.19%$47,687-4.19%2.16%0.32%
200712-0.22%$71,273-0.64%$230,998-1.02%$638,820-0.70%$47,353-0.70%0.25%0.26%
200814.05%$74,1617.83%$249,08511.61%$712,968-6.02%$44,504-6.02%2.01%0.28%
200822.27%$75,8484.24%$259,6416.07%$756,239-3.25%$43,057-3.25%1.09%0.16%
200830.29%$76,0710.42%$260,7340.54%$760,288-0.44%$42,868-0.44%0.25%0.15%
20084-1.82%$74,685-3.76%$250,943-5.69%$717,0294.85%$44,9484.85%-0.96%0.11%
20085-1.77%$73,366-3.73%$241,592-5.77%$675,6841.29%$45,5291.29%-0.51%0.12%
20086-3.87%$70,525-8.23%$221,720-12.95%$588,183-8.44%$41,688-8.44%0.33%0.15%
200871.11%$71,3112.07%$226,3143.03%$606,003-0.83%$41,341-0.83%0.52%0.16%
200882.44%$73,0514.70%$236,9476.92%$647,9091.45%$41,9391.45%0.56%0.14%
20089-2.72%$71,065-5.40%$224,151-7.92%$596,579-8.91%$38,204-8.91%0.53%0.14%
200810-6.69%$66,308-13.46%$193,971-20.23%$475,869-16.79%$31,788-16.79%0.49%0.08%
2008111.10%$67,0402.34%$198,5043.78%$493,856-7.17%$29,508-7.17%1.03%0.04%
2008125.49%$70,71811.69%$221,70318.75%$586,4631.07%$29,8221.07%1.17%0.00%
20091-4.59%$67,475-9.18%$201,347-13.78%$505,667-8.41%$27,314-8.41%-0.09%0.01%
20092-5.24%$63,937-11.04%$179,124-17.45%$417,429-10.66%$24,403-10.66%-0.01%0.02%
200937.84%$68,94917.52%$210,49829.81%$541,8538.76%$26,5408.76%0.90%0.02%
200943.72%$71,5127.42%$226,10911.12%$602,0839.56%$29,0779.56%-0.25%0.02%
200953.74%$74,1887.22%$242,42410.46%$665,0505.62%$30,7115.62%0.21%0.01%
20096-0.54%$73,789-1.02%$239,963-1.43%$655,5150.22%$30,7780.22%-0.17%0.01%
200974.61%$77,1939.21%$262,06813.81%$746,0417.58%$33,1117.58%0.22%0.02%
200983.21%$79,6696.13%$278,1338.82%$811,8193.60%$34,3023.60%0.37%0.02%
200992.96%$82,0285.51%$293,4467.72%$874,5203.72%$35,5773.72%0.29%0.01%
200910-0.01%$82,016-0.04%$293,324-0.07%$873,927-1.87%$34,913-1.87%0.24%0.01%
2009116.40%$87,26412.80%$330,86219.20%$1,041,7145.98%$37,0015.98%0.87%0.00%
200912-3.36%$84,335-6.34%$309,889-9.00%$947,9351.95%$37,7211.95%-1.13%0.01%
201011.99%$86,0173.98%$322,2365.97%$1,004,566-3.60%$36,362-3.60%0.95%0.01%
201022.20%$87,9074.30%$336,1086.33%$1,068,1833.09%$37,4863.09%0.19%0.01%
201031.42%$89,1572.72%$345,2613.93%$1,110,1326.01%$39,7406.01%-0.36%0.01%
201042.30%$91,2064.58%$361,0866.87%$1,186,3821.58%$40,3671.58%0.39%0.01%
20105-2.13%$89,260-4.19%$345,964-6.15%$1,113,374-8.01%$37,136-8.01%0.48%0.01%
20106-0.22%$89,064-0.45%$344,403-0.68%$1,105,770-5.24%$35,190-5.24%0.56%0.01%
201074.96%$93,4789.90%$378,48314.84%$1,269,8217.00%$37,6527.00%0.38%0.02%
20108-0.94%$92,596-1.81%$371,621-2.61%$1,236,701-4.53%$35,947-4.53%0.37%0.01%
201095.02%$97,2449.66%$407,52913.98%$1,409,5698.92%$39,1538.92%0.18%0.01%
2010102.88%$100,0495.76%$430,9878.63%$1,531,1843.79%$40,6363.79%0.26%0.01%
201011-1.21%$98,842-2.36%$420,825-3.45%$1,478,3900.00%$40,6360.00%-0.30%0.01%
2010121.46%$100,2902.87%$432,9024.23%$1,540,9486.67%$43,3476.67%-0.48%0.01%
201112.16%$102,4564.31%$451,5656.46%$1,640,5162.36%$44,3682.36%0.25%0.01%
201120.79%$103,2661.54%$458,4992.25%$1,677,4433.42%$45,8843.42%-0.22%0.01%
20113-0.54%$102,711-1.06%$453,658-1.55%$1,651,4980.03%$45,8960.03%-0.13%0.01%
201144.30%$107,1338.60%$492,68012.90%$1,864,5212.95%$47,2492.95%0.71%0.01%
201151.44%$108,6742.76%$506,2773.98%$1,938,742-1.15%$46,708-1.15%0.52%0.00%
20116-0.96%$107,627-1.83%$497,004-2.61%$1,888,066-1.67%$45,927-1.67%-0.04%0.01%
201171.06%$108,7622.11%$507,4803.16%$1,947,740-2.05%$44,987-2.05%0.52%0.00%
20118-0.62%$108,091-1.23%$501,241-1.83%$1,912,104-5.45%$42,536-5.45%0.52%0.01%
20119-4.15%$103,604-8.27%$459,795-12.35%$1,675,919-7.04%$39,541-7.04%-0.22%0.00%
2011106.07%$109,89012.13%$515,57518.20%$1,980,87710.91%$43,85610.91%0.15%0.00%
201111-0.27%$109,598-0.50%$512,979-0.72%$1,966,674-0.23%$43,754-0.23%-0.04%0.00%
2011121.33%$111,0532.52%$525,8913.59%$2,037,2601.02%$44,1991.02%0.21%0.00%
201213.16%$114,5616.32%$559,1129.47%$2,230,2904.46%$46,1724.46%0.23%0.00%
201221.61%$116,4053.12%$576,5464.54%$2,331,5434.31%$48,1614.31%-0.14%0.01%
201231.17%$117,7712.24%$589,4473.21%$2,406,4463.28%$49,7413.28%-0.13%0.01%
201240.93%$118,8711.86%$600,4242.79%$2,473,594-0.64%$49,423-0.64%0.32%0.01%
20125-2.73%$115,621-5.43%$567,842-8.07%$2,273,967-6.02%$46,449-6.02%0.06%0.01%
201261.42%$117,2592.88%$584,2034.40%$2,374,0874.11%$48,3574.11%-0.13%0.01%
201271.81%$119,3863.62%$605,3595.43%$2,502,9581.37%$49,0201.37%0.29%0.01%
201281.52%$121,2012.98%$623,3904.39%$2,612,7662.24%$50,1182.24%0.11%0.01%
201291.38%$122,8742.67%$640,0203.88%$2,714,0452.58%$51,4092.58%0.03%0.01%
201210-1.61%$120,902-3.22%$619,420-4.83%$2,582,902-1.86%$50,453-1.86%-0.16%0.01%
2012110.72%$121,7741.46%$628,4472.22%$2,640,1930.56%$50,7350.56%0.12%0.01%
2012120.80%$122,7511.61%$638,5792.44%$2,704,5480.90%$51,1930.90%0.09%0.01%
201312.32%$125,5934.63%$668,1246.94%$2,892,1915.18%$53,8435.18%-0.06%0.00%
201321.14%$127,0222.22%$682,9513.25%$2,986,3071.34%$54,5641.34%0.12%0.01%
201332.01%$129,5743.88%$709,4455.63%$3,154,4943.74%$56,6043.74%0.03%0.01%
201341.42%$131,4092.83%$729,4964.24%$3,288,1391.91%$57,6841.91%0.12%0.01%
20135-0.20%$131,142-0.40%$726,547-0.60%$3,268,4002.33%$59,0272.33%-0.34%0.00%
20136-1.71%$128,894-3.39%$701,900-5.03%$3,103,960-1.35%$58,230-1.35%-0.26%0.00%
201373.02%$132,7866.04%$744,2649.05%$3,384,9285.07%$61,1835.07%0.12%0.00%
20138-2.10%$129,997-4.08%$713,867-5.96%$3,183,242-2.91%$59,402-2.91%-0.16%0.00%
201393.17%$134,1236.29%$758,7909.36%$3,481,1943.12%$61,2563.12%0.40%0.00%
2013102.79%$137,8715.59%$801,1808.38%$3,772,8814.59%$64,0664.59%0.13%0.00%
2013112.02%$140,6593.93%$832,7015.75%$3,989,7383.03%$66,0063.03%0.13%0.00%
2013120.02%$140,6870.03%$832,9860.05%$3,991,6172.51%$67,6652.51%-0.33%0.01%
20141-0.49%$139,994-0.99%$824,728-1.49%$3,932,138-3.47%$65,318-3.47%0.32%0.01%
201422.33%$143,2614.69%$863,3977.07%$4,210,0534.56%$68,2974.56%0.03%0.00%
20143-0.42%$142,653-0.84%$856,173-1.24%$4,158,0450.82%$68,8590.82%-0.21%0.00%
201441.25%$144,4362.49%$877,5303.74%$4,313,5420.72%$69,3580.72%0.23%0.00%
201451.68%$146,8623.32%$906,6354.91%$4,525,5122.33%$70,9772.33%0.13%0.00%
201461.17%$148,5822.27%$927,2473.32%$4,675,6022.05%$72,4342.05%0.04%0.00%
20147-1.28%$146,677-2.57%$903,449-3.85%$4,495,517-1.39%$71,428-1.39%-0.14%0.00%
201482.54%$150,4045.15%$949,9427.82%$4,847,1183.98%$74,2723.98%0.14%0.00%
20149-1.29%$148,469-2.55%$925,762-3.77%$4,664,174-1.41%$73,223-1.41%-0.14%0.00%
2014102.52%$152,2105.04%$972,4037.56%$5,016,6152.42%$74,9972.42%0.33%0.00%
2014112.25%$155,6394.40%$1,015,1616.44%$5,339,7252.68%$77,0092.68%0.23%0.00%
201412-1.05%$154,000-2.02%$994,703-2.90%$5,185,085-0.26%$76,806-0.26%-0.24%0.00%
201510.93%$155,4391.86%$1,013,2542.80%$5,330,044-3.02%$74,488-3.02%0.61%0.00%
201521.09%$157,1272.15%$1,035,0433.20%$5,500,3745.74%$78,7635.74%-0.42%0.00%
201530.48%$157,8800.94%$1,044,7621.38%$5,576,323-1.59%$77,508-1.59%0.33%0.00%
201540.67%$158,9331.33%$1,058,6631.99%$5,687,5430.95%$78,2440.95%0.05%0.00%
201550.87%$160,3131.72%$1,076,9172.57%$5,833,6671.27%$79,2391.27%0.06%0.00%
20156-1.12%$158,518-2.21%$1,053,152-3.26%$5,643,379-1.93%$77,708-1.93%-0.04%0.00%
201571.65%$161,1413.31%$1,088,0014.96%$5,923,4682.08%$79,3242.08%0.15%0.00%
20158-3.55%$155,416-7.00%$1,011,858-10.34%$5,311,255-6.05%$74,528-6.05%-0.13%0.01%
201590.53%$156,2421.08%$1,022,7611.65%$5,398,698-2.48%$72,676-2.48%0.43%0.01%
2015103.70%$162,0247.40%$1,098,45811.10%$5,998,0348.42%$78,7978.42%-0.13%0.00%
201511-1.08%$160,276-2.09%$1,075,499-3.03%$5,816,0640.29%$79,0230.29%-0.31%0.01%
201512-1.53%$157,826-3.00%$1,043,236-4.40%$5,560,119-1.59%$77,764-1.59%-0.16%0.02%
201610.74%$158,9881.46%$1,058,4592.18%$5,681,450-4.98%$73,894-4.98%0.82%0.01%
201620.45%$159,7030.87%$1,067,6391.28%$5,754,096-0.15%$73,787-0.15%0.15%0.03%
201634.11%$166,2658.10%$1,154,09712.00%$6,444,5116.78%$78,7866.78%0.26%0.03%
201640.01%$166,2820.00%$1,154,122-0.01%$6,444,1600.37%$79,0810.37%-0.03%0.02%
201650.44%$167,0210.87%$1,164,1791.30%$6,527,8061.78%$80,4911.78%-0.10%0.02%
201662.99%$172,0215.93%$1,233,2638.85%$7,105,5310.25%$80,6920.25%0.75%0.03%
201671.38%$174,3882.73%$1,266,9344.08%$7,395,7633.68%$83,6583.68%-0.10%0.02%
20168-1.14%$172,402-2.27%$1,238,184-3.37%$7,146,4960.13%$83,7670.13%-0.29%0.02%
201690.82%$173,8081.60%$1,257,9962.38%$7,316,7350.01%$83,7740.01%0.23%0.03%
201610-1.48%$171,244-2.97%$1,220,590-4.47%$6,989,544-1.83%$82,238-1.83%-0.12%0.02%
201611-0.61%$170,200-1.27%$1,205,113-1.95%$6,853,4793.70%$85,2803.70%-0.58%0.03%
2016120.86%$171,6631.72%$1,225,7952.61%$7,032,4481.96%$86,9541.96%-0.00%0.04%
201711.83%$174,8043.62%$1,270,1365.41%$7,412,5631.88%$88,5911.88%0.26%0.04%
201722.12%$178,5134.13%$1,322,5786.07%$7,862,3203.96%$92,1023.96%0.07%0.04%
20173-0.02%$178,481-0.08%$1,321,577-0.13%$7,852,1550.10%$92,1940.10%0.02%0.04%
201741.05%$180,3622.05%$1,348,6103.04%$8,090,6261.02%$93,1331.02%0.19%0.06%
201750.81%$181,8161.53%$1,369,2652.24%$8,272,1091.39%$94,4311.39%0.09%0.07%
20176-0.32%$181,242-0.70%$1,359,705-1.07%$8,183,7600.61%$95,0080.61%-0.09%0.08%
201771.84%$184,5723.59%$1,408,5205.34%$8,621,0242.04%$96,9492.04%0.28%0.08%
201780.58%$185,6461.06%$1,423,4471.52%$8,752,1950.29%$97,2330.29%0.19%0.09%
20179-0.04%$185,567-0.16%$1,421,133-0.28%$8,727,9222.06%$99,2352.06%-0.20%0.08%
2017100.54%$186,5670.99%$1,435,2211.44%$8,853,9162.32%$101,5352.32%-0.08%0.09%
2017110.17%$186,8810.24%$1,438,6830.31%$8,881,6793.06%$104,6413.06%-0.27%0.09%
201712-0.07%$186,757-0.24%$1,435,296-0.40%$8,845,9251.10%$105,7951.10%-0.07%0.10%
201810.69%$188,0461.27%$1,453,4641.84%$9,008,8215.71%$111,8385.71%-0.44%0.11%
20182-2.68%$183,009-5.44%$1,374,332-8.18%$8,271,972-3.69%$107,706-3.69%-0.08%0.12%
20183-0.65%$181,825-1.47%$1,354,174-2.33%$8,079,595-2.56%$104,954-2.56%0.29%0.14%
20184-1.51%$179,074-3.17%$1,311,278-4.82%$7,689,9540.37%$105,3460.37%-0.30%0.14%
201852.13%$182,8874.17%$1,365,9806.29%$8,173,2692.39%$107,8682.39%0.36%0.15%
201860.15%$183,1690.15%$1,368,0340.15%$8,185,2480.61%$108,5210.61%0.10%0.16%
201870.91%$184,8331.66%$1,390,7222.41%$8,382,4053.71%$112,5463.71%-0.10%0.16%
201882.56%$189,5644.92%$1,459,1057.24%$8,989,2773.25%$116,2003.25%0.37%0.17%
20189-1.09%$187,497-2.28%$1,425,863-3.40%$8,683,8630.55%$116,8440.55%-0.20%0.17%
201810-3.67%$180,620-7.52%$1,318,700-11.36%$7,697,080-6.85%$108,841-6.85%0.10%0.18%
2018111.88%$184,0133.71%$1,367,5675.69%$8,135,1442.03%$111,0472.03%0.38%0.19%
201812-1.47%$181,310-3.21%$1,323,690-5.03%$7,725,912-9.04%$101,008-9.04%0.88%0.19%
201914.49%$189,4548.78%$1,439,94313.07%$8,735,9478.00%$109,0918.00%0.30%0.20%
201920.94%$191,2371.63%$1,463,3592.26%$8,933,2913.20%$112,5833.20%-0.01%0.20%
201933.32%$197,5816.14%$1,553,2808.72%$9,712,6501.94%$114,7631.94%0.78%0.20%
201941.95%$201,4313.70%$1,610,7695.45%$10,242,3234.04%$119,4014.04%0.15%0.20%
20195-0.49%$200,449-1.15%$1,592,227-1.79%$10,058,730-6.36%$111,801-6.36%0.88%0.20%
201964.60%$209,6628.91%$1,734,03413.13%$11,379,2387.03%$119,6647.03%0.48%0.19%
20197-0.26%$209,111-0.70%$1,721,896-1.14%$11,249,8661.43%$121,3701.43%-0.09%0.17%
201982.29%$213,9054.43%$1,798,2116.59%$11,991,299-1.59%$119,439-1.59%0.92%0.17%
20199-0.50%$212,831-1.15%$1,777,620-1.77%$11,779,3291.86%$121,6591.86%-0.22%0.16%
2019101.56%$216,1412.96%$1,830,1764.36%$12,292,6652.15%$124,2812.15%0.25%0.15%
2019111.21%$218,7462.25%$1,871,4413.28%$12,695,3573.62%$128,7813.62%-0.05%0.13%
2019121.65%$222,3653.11%$1,929,5604.49%$13,265,2853.01%$132,6513.01%0.14%0.13%
202011.94%$226,6693.74%$2,001,8085.55%$14,001,897-0.05%$132,584-0.05%0.60%0.13%
20202-0.39%$225,788-0.89%$1,984,056-1.37%$13,810,411-8.24%$121,658-8.24%1.04%0.13%
20203-1.89%$221,519-3.83%$1,907,983-5.73%$13,019,074-12.37%$106,606-12.37%1.01%0.10%
202047.27%$237,61414.52%$2,185,05821.78%$15,854,39312.81%$120,26612.81%0.22%0.01%
202053.89%$246,8507.27%$2,344,02010.26%$17,480,9104.76%$125,9864.76%0.38%0.01%
202061.35%$250,1792.44%$2,401,1463.34%$18,064,8501.98%$128,4781.98%0.09%0.01%
202073.50%$258,9477.00%$2,569,12010.49%$19,959,2575.63%$135,7075.63%0.18%0.01%
202084.36%$270,2258.42%$2,785,42712.23%$22,399,6137.18%$145,4477.18%0.19%0.01%
20209-1.81%$265,330-3.38%$2,691,250-4.75%$21,335,997-3.81%$139,904-3.81%0.06%0.01%
202010-1.62%$261,027-3.25%$2,603,734-4.88%$20,294,375-2.67%$136,167-2.67%-0.06%0.01%
2020115.84%$276,27311.87%$2,912,80518.11%$23,968,99810.94%$151,05810.94%0.11%0.01%
2020122.26%$282,5234.35%$3,039,4226.28%$25,473,9893.84%$156,8573.84%0.08%0.01%
20211-0.47%$281,192-0.95%$3,010,549-1.43%$25,110,056-1.02%$155,255-1.02%0.02%0.01%
202120.28%$281,9860.56%$3,027,4750.84%$25,322,2052.75%$159,5322.75%-0.27%0.01%
202132.49%$289,0044.98%$3,178,3747.49%$27,218,8374.37%$166,5034.37%0.07%0.00%
202143.31%$298,5606.61%$3,388,4829.91%$29,917,4735.32%$175,3665.32%0.16%0.00%
202150.83%$301,0491.61%$3,443,2062.35%$30,620,3230.69%$176,5690.69%0.13%0.00%
20216-0.13%$300,650-0.26%$3,434,408-0.37%$30,507,1892.31%$180,6442.31%-0.34%0.00%
202171.66%$305,6303.31%$3,548,0424.96%$32,020,6382.38%$184,9392.38%0.12%0.00%
202181.54%$310,3443.03%$3,655,5534.47%$33,452,3823.03%$190,5413.03%0.01%0.01%
20219-3.09%$300,759-5.99%$3,436,465-8.73%$30,532,700-4.66%$181,655-4.66%-0.18%0.00%
Portfolio return and risk metrics
MetricSPY/STT 50/400SPY/STT 100/800SPY/STT 150/1200Vanguard 500 Index Investor
Arithmetic Mean (monthly)0.99%1.79%2.58%0.90%
Arithmetic Mean (annualized)12.58%23.66%35.75%11.39%
Geometric Mean (monthly)0.96%1.65%2.27%0.82%
Geometric Mean (annualized)12.12%21.69%30.96%10.24%
Volatility (monthly)2.64%5.26%7.90%4.16%
Volatility (annualized)9.13%18.21%27.36%14.42%
Downside Deviation (monthly)1.40%2.89%4.37%2.76%
Max. Drawdown-17.88%-36.28%-51.67%-50.97%
US Market Correlation0.620.620.620.99
Beta(*)0.410.811.221.00
Alpha (annualized)7.51%12.64%17.78%0.00%
R241.11%41.22%41.12%100.00%
Sharpe Ratio1.051.051.050.59
Sortino Ratio1.841.841.850.86
Treynor Ratio (%)23.5923.5623.548.50
Calmar Ratio4.654.534.580.81
Active Return1.88%11.45%20.72%N/A
Tracking Error11.07%14.22%21.22%N/A
Information Ratio0.170.810.98N/A
Skewness-0.11-0.10-0.06-0.64
Excess Kurtosis0.390.510.701.43
Historical Value-at-Risk (5%)-3.64%-7.44%-11.16%-6.89%
Analytical Value-at-Risk (5%)-3.38%-6.95%-10.51%-5.95%
Conditional Value-at-Risk (5%)-4.91%-10.04%-15.16%-9.47%
Upside Capture Ratio (%)58.30115.41177.32100.00
Downside Capture Ratio (%)25.8757.5289.44100.00
Safe Withdrawal Rate11.44%20.34%27.52%8.64%
Perpetual Withdrawal Rate8.94%16.28%22.35%7.35%
Positive Periods238 out of 357 (66.67%)234 out of 357 (65.55%)230 out of 357 (64.43%)238 out of 357 (66.67%)
Gain/Loss Ratio1.311.261.290.87
* 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/STT 50/400SPY/STT 100/800SPY/STT 150/1200Vanguard 500 Index Investor
Asian CrisisJul 1997Jan 1998-4.16%-8.20%-11.79%-5.61%
Russian Debt DefaultJul 1998Oct 1998-2.63%-6.10%-9.57%-15.38%
Dotcom CrashMar 2000Oct 2002-3.94%-8.68%-13.49%-44.82%
Subprime CrisisNov 2007Mar 2009-15.95%-31.30%-45.10%-50.97%
COVID-19 StartJan 2020Mar 2020-2.27%-4.69%-7.02%-19.63%

Drawdowns for SPY/STT 50/400

Drawdowns for SPY/STT 50/400 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Feb 1994Dec 199411 monthsMay 19955 months1 year 4 months-17.88%
2Apr 2008Feb 200911 monthsJul 20095 months1 year 4 months-15.95%
3Feb 1996Jul 19966 monthsOct 19963 months9 months-7.04%
4Jan 1992Mar 19923 monthsMay 19922 months5 months-6.57%
5Feb 1999Feb 19991 monthJun 20001 year 4 months1 year 5 months-6.29%
6Apr 2004May 20042 monthsSep 20062 years 4 months2 years 6 months-6.10%
7Oct 1992Oct 19921 monthJan 19933 months4 months-5.07%
8Feb 2018Apr 20183 monthsAug 20184 months7 months-4.77%
9Aug 2011Sep 20112 monthsOct 20111 month3 months-4.74%
10Sep 2018Oct 20182 monthsFeb 20194 months6 months-4.72%
Worst 10 drawdowns included above

Drawdowns for SPY/STT 100/800

Drawdowns for SPY/STT 100/800 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Feb 1994Dec 199411 monthsMay 19955 months1 year 4 months-36.28%
2Apr 2008Feb 200911 monthsJul 20095 months1 year 4 months-31.30%
3Feb 1999Jan 20001 yearAug 20007 months1 year 7 months-16.47%
4Apr 2004Jun 20062 years 3 monthsNov 20065 months2 years 8 months-15.96%
5Feb 1996Jul 19966 monthsOct 19963 months9 months-15.78%
6Jan 1992Mar 19923 monthsJun 19923 months6 months-14.11%
7Oct 1992Oct 19921 monthJan 19933 months4 months-10.36%
8Feb 2018Apr 20183 monthsAug 20184 months7 months-9.78%
9Feb 1997Mar 19972 monthsMay 19972 months4 months-9.77%
10Sep 2018Oct 20182 monthsFeb 20194 months6 months-9.62%
Worst 10 drawdowns included above

Drawdowns for SPY/STT 150/1200

Drawdowns for SPY/STT 150/1200 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Feb 1994Dec 199411 monthsSep 19959 months1 year 8 months-51.67%
2Apr 2008Feb 200911 monthsAug 20096 months1 year 5 months-45.10%
3Apr 2004Jun 20062 years 3 monthsAug 20071 year 2 months3 years 5 months-26.61%
4Feb 1999Jan 20001 yearDec 200011 months1 year 11 months-26.14%
5Feb 1996Jul 19966 monthsOct 19963 months9 months-23.78%
6Jan 1992Mar 19923 monthsJun 19923 months6 months-21.66%
7Oct 1992Oct 19921 monthJan 19933 months4 months-15.66%
8Feb 1997Mar 19972 monthsMay 19972 months4 months-14.66%
9Feb 2018Apr 20183 monthsMar 201911 months1 year 2 months-14.64%
10Aug 2011Sep 20112 monthsOct 20111 month3 months-13.96%
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
VFISXVanguard Short-Term Treasury Inv3.68%1.90%12.11%-0.57%-2.23%0.731.28-0.19
CASHXCash2.36%0.59%5.99%0.03%0.00%N/AN/A-0.02

Monthly Correlations

Correlations for the portfolio assets
TickerNameVFINXVFISXCASHXSPY/STT 50/400SPY/STT 100/800SPY/STT 150/1200Vanguard 500 Index Investor
VFINXVanguard 500 Index Investor1.00-0.17-0.010.640.640.641.00
VFISXVanguard Short-Term Treasury Inv-0.171.000.340.620.600.60-0.17
CASHXCash-0.010.341.000.050.020.01-0.01

Portfolio Return Decomposition

Portfolio return decomposition
TickerNameSPY/STT 50/400SPY/STT 100/800SPY/STT 150/1200
VFINXVanguard 500 Index Investor$168,751$2,381,976$22,975,965
VFISXVanguard Short-Term Treasury Inv$233,086$2,115,627$15,569,908
CASHXCash-$111,078-$1,071,138-$8,023,173

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNameSPY/STT 50/400SPY/STT 100/800SPY/STT 150/1200
VFINXVanguard 500 Index Investor50.26%50.43%50.49%
VFISXVanguard Short-Term Treasury Inv50.86%50.00%49.66%
CASHXCash-1.12%-0.44%-0.15%

Annual Asset Returns

Rolling returns summary
Roll PeriodSPY/STT 50/400SPY/STT 100/800SPY/STT 150/1200Vanguard 500 Index Investor
AverageHighLowAverageHighLowAverageHighLowAverageHighLow
1 year12.70%50.49%-15.70%23.89%107.26%-32.48%35.99%177.89%-47.40%11.59%56.19%-43.32%
3 years11.84%27.21%1.79%21.29%50.84%-0.27%30.72%77.43%-2.74%10.33%32.68%-16.14%
5 years11.75%21.76%2.15%21.10%39.05%0.39%30.35%58.76%-2.26%9.77%28.49%-6.73%
7 years11.61%19.02%6.76%20.85%33.15%10.15%29.97%47.35%12.60%8.89%21.51%-3.94%
10 years11.49%17.01%7.58%20.64%30.45%11.45%29.65%44.20%14.77%7.74%16.52%-3.51%
15 years11.21%14.14%8.26%19.98%24.54%15.03%28.53%34.75%21.51%7.22%11.10%3.64%