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 Assets 
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Asset 3
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Asset 4
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Asset 5
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Asset 6
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Asset 7
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Asset 8
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Asset 10
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Portfolio Analysis Results (Jan 1991 - Nov 2021)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
XOM Exxon Mobil Corporation 10.00%
UNP Union Pacific Corporation 10.00%
PG Procter & Gamble Company 10.00%
GE General Electric Company 10.00%
MRK Merck & Company, Inc. 10.00%
KO Coca-Cola Company 10.00%
T AT&T Inc. 10.00%
IBM International Business Machines Corporation 10.00%
DD Dupont De Nemours Inc 10.00%
CAT Caterpillar, Inc. 10.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$245,872 10.91% 15.07%37.35%-31.54%-49.40% 0.610.930.84
Vanguard 500 Index Investor$10,000$251,319 10.99% 14.48%37.45%-37.02%-50.97% 0.630.930.99
   

Trailing Returns

Trailing Returns
NameTotal ReturnAnnualized ReturnAnnualized Standard Deviation
3 MonthYTD1 year3 year5 year10 yearFull3 year5 year
Portfolio 1-7.36%3.43%15.89%7.84%10.31%10.91%10.77%19.59%16.50%
Vanguard 500 Index Investor0.56%15.81%29.84%15.85%16.74%16.47%10.84%18.82%15.20%
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 no rebalancing of portfolio assets per parameterization. See the allocation drift section for details
Annual returns for the configured portfolios
YearInflationPortfolio 1Vanguard 500 Index InvestorExxon Mobil Corporation (XOM)Union Pacific Corporation (UNP)Procter & Gamble Company (PG)General Electric Company (GE)Merck & Company, Inc. (MRK)Coca-Cola Company (KO)AT&T Inc. (T)International Business Machines Corporation (IBM)Dupont De Nemours Inc (DD)Caterpillar, Inc. (CAT)
ReturnBalanceReturnBalance
19913.06%30.49%$13,04930.22%$13,02223.29%50.20%11.02%37.37%88.89%75.39%21.52%-17.57%19.01%-4.24%
19922.90%5.31%$13,7417.42%$13,9895.25%16.12%16.77%15.10%-20.30%5.76%19.85%-40.02%11.41%23.72%
19932.75%13.44%$15,5889.89%$15,3738.02%9.74%8.79%26.04%-18.35%8.30%16.52%15.84%3.88%67.45%
19942.67%7.96%$16,8291.18%$15,5530.87%-25.28%11.31%0.21%14.82%17.45%1.10%32.27%23.12%24.93%
19952.54%37.35%$23,11537.45%$21,37839.43%49.83%36.80%45.13%76.58%46.19%46.96%25.68%8.78%8.76%
19963.32%29.84%$30,01322.88%$26,26825.37%39.03%32.21%40.28%23.97%43.26%-6.27%67.67%15.77%31.00%
19971.70%34.78%$40,45233.19%$34,98728.43%7.00%50.47%50.95%35.60%27.88%45.63%39.33%34.41%31.30%
19981.61%19.67%$48,40928.62%$44,99922.40%-26.78%15.88%40.99%41.32%1.32%49.70%77.48%-7.00%-3.06%
19992.68%14.11%$55,23721.07%$54,47912.55%-1.51%21.56%53.56%-7.48%-12.17%-7.42%17.57%51.48%4.69%
20003.39%-0.53%$54,944-9.06%$49,54510.24%18.49%-27.10%-6.00%41.77%5.99%0.08%-20.84%-14.72%4.15%
20011.55%-8.11%$50,488-12.02%$43,589-7.59%13.96%3.12%-15.07%-35.94%-21.45%-16.06%43.00%-4.09%13.73%
20022.38%-18.32%$41,237-22.15%$33,936-8.86%6.48%11.50%-37.71%-1.26%-5.50%-64.33%-35.47%-8.16%-9.81%
20031.88%26.86%$52,31428.50%$43,60820.64%17.98%18.48%30.75%-11.36%18.11%1.75%20.50%45.72%86.11%
20043.26%9.57%$57,32010.74%$48,29228.04%-1.28%12.38%20.68%-27.76%-16.11%3.75%7.19%22.83%19.75%
20053.42%5.51%$60,4774.77%$50,59711.76%21.82%7.18%-1.43%4.04%-0.66%0.26%-15.83%-8.81%20.68%
20062.54%16.76%$70,61015.64%$58,51239.07%15.87%13.36%9.35%42.66%23.10%53.17%19.77%-5.44%7.86%
20074.08%19.32%$84,2505.39%$61,66424.34%38.33%16.63%2.69%37.36%30.44%20.58%12.84%2.55%20.48%
20080.09%-31.54%$57,682-37.02%$38,835-13.14%-22.74%-13.77%-53.98%-45.34%-24.11%-28.01%-20.76%-59.25%-36.81%
20092.72%19.42%$68,88126.49%$49,121-12.60%36.59%1.20%-1.71%26.73%30.24%4.82%58.61%89.96%33.15%
20101.50%29.68%$89,32614.91%$56,44710.14%47.55%9.37%24.27%2.86%19.03%11.63%14.28%26.14%68.60%
20112.96%7.80%$96,2901.97%$57,55718.71%16.63%7.04%1.26%9.54%9.44%9.01%27.42%-13.16%-1.48%
20121.74%9.03%$104,98215.82%$66,6654.72%21.20%5.18%21.58%13.13%6.51%17.51%5.93%16.81%1.59%
20131.50%19.33%$125,27932.18%$88,11420.14%36.27%23.69%37.89%26.80%17.23%9.76%-0.18%42.22%3.43%
20140.76%9.78%$137,53613.51%$100,017-6.07%44.49%15.42%-6.70%16.95%5.27%0.65%-12.39%5.93%3.47%
20150.73%-11.97%$121,0721.25%$101,266-12.76%-32.85%-9.95%27.54%-3.87%5.12%8.33%-11.41%16.99%-22.99%
20162.07%21.68%$147,31511.82%$113,23219.90%35.98%9.37%4.59%15.05%-0.34%29.88%25.19%15.11%42.17%
20172.11%20.81%$177,97821.67%$137,767-3.80%32.24%12.70%-42.92%-1.47%14.37%-3.94%-3.98%27.85%75.00%
20181.91%-7.91%$163,908-4.52%$131,535-15.10%5.27%3.62%-55.39%40.00%6.79%-22.24%-22.54%-23.15%-17.54%
20192.29%24.08%$203,37631.33%$172,7407.25%33.67%39.70%53.93%22.26%20.61%45.62%23.57%-13.99%19.48%
20201.36%10.33%$224,38318.25%$204,261-36.21%17.66%14.15%-2.72%-7.21%2.44%-21.38%-1.19%13.31%26.92%
20216.19%9.58%$245,87223.04%$251,31954.16%14.80%6.54%10.19%-1.48%-1.31%-14.67%2.24%5.65%8.45%
Annual return for 2021 is from 01/01/2021 to 11/30/2021
Monthly returns for the configured portfolios
YearMonthPortfolio 1Vanguard 500 Index InvestorExxon Mobil Corporation (XOM)Union Pacific Corporation (UNP)Procter & Gamble Company (PG)General Electric Company (GE)Merck & Company, Inc. (MRK)Coca-Cola Company (KO)AT&T Inc. (T)International Business Machines Corporation (IBM)Dupont De Nemours Inc (DD)Caterpillar, Inc. (CAT)
ReturnBalanceReturnBalance
199113.93%$10,3934.32%$10,432-0.24%5.31%-7.94%11.55%1.81%4.84%-5.50%12.17%10.79%6.54%
199125.72%$10,9887.15%$11,1788.19%3.70%2.52%7.05%11.61%7.44%2.87%2.54%1.43%9.80%
19913-1.26%$10,8492.41%$11,4476.12%-4.58%4.77%2.39%3.87%4.06%4.42%-11.55%-7.42%-12.36%
199140.18%$10,8690.20%$11,4691.71%9.42%-0.91%1.62%2.13%-2.76%-3.67%-9.55%3.08%0.08%
199156.17%$11,5394.27%$11,959-0.96%9.86%1.49%9.91%10.32%8.53%-3.04%4.24%10.45%8.66%
19916-3.63%$11,120-4.56%$11,414-0.21%-4.18%-9.10%-4.21%-1.84%-4.39%3.38%-8.48%-3.12%-4.59%
199174.73%$11,6474.63%$11,9422.15%7.78%5.01%-1.01%10.87%10.32%2.29%4.25%4.47%0.12%
199180.42%$11,6962.33%$12,221-0.78%-1.53%3.41%2.22%-0.97%9.36%1.85%-3.17%-3.83%-3.31%
199190.46%$11,749-1.67%$12,0172.15%6.32%1.65%-6.67%2.56%-1.54%1.59%6.97%-0.87%-6.05%
1991103.11%$12,1151.33%$12,1772.52%4.55%-0.88%-0.54%5.48%3.29%8.99%-5.19%3.35%8.28%
199111-3.47%$11,694-4.01%$11,688-2.83%-7.75%-3.14%-6.16%6.65%4.49%-3.95%-4.68%-8.80%-14.06%
19911211.59%$13,04911.41%$13,0223.84%15.00%15.90%19.15%14.23%15.68%11.90%-3.78%10.49%6.36%
19921-2.15%$12,768-1.88%$12,777-4.31%-12.08%11.13%-1.63%-5.63%-3.43%-5.55%1.12%0.93%6.93%
199221.89%$13,0091.24%$12,936-0.80%4.40%-2.05%4.49%0.32%5.48%0.00%-2.17%2.53%4.55%
19923-1.19%$12,854-1.93%$12,687-4.16%-0.34%0.62%-2.98%-6.25%0.35%-4.76%-3.88%8.11%2.30%
199245.45%$13,5542.91%$13,0579.59%13.30%1.53%1.16%-1.44%1.53%9.84%8.68%4.41%12.59%
199251.74%$13,7900.48%$13,1202.28%0.00%-0.48%-0.33%4.22%6.02%-3.41%1.29%-1.81%7.57%
19926-3.56%$13,298-1.49%$12,9242.06%-5.27%-10.46%2.54%-2.78%-8.80%1.24%7.85%-4.45%-10.97%
199273.79%$13,8034.04%$13,4472.63%3.49%10.66%-1.61%6.41%4.69%9.23%-3.19%1.52%3.08%
19928-3.05%$13,382-2.07%$13,1692.33%-0.24%-7.41%-3.27%-5.78%2.69%0.95%-7.32%-3.85%-12.67%
199290.46%$13,4431.17%$13,323-0.58%5.82%5.33%6.54%-8.48%-5.52%3.01%-6.78%0.93%8.03%
199210-0.95%$13,3160.33%$13,367-4.11%2.07%7.66%-1.92%-1.40%0.31%-1.49%-17.18%-0.45%0.52%
1992112.99%$13,7143.40%$13,821-1.68%8.56%2.60%8.47%2.85%-1.82%3.93%3.93%-4.70%8.61%
1992120.20%$13,7411.21%$13,9892.73%-2.30%-1.15%3.49%-3.35%5.35%6.67%-26.19%8.75%-5.51%
19931-2.00%$13,4670.81%$14,1010.00%-0.21%-6.73%0.73%-6.92%1.19%-5.99%2.23%-7.21%4.94%
199321.92%$13,7261.36%$14,2935.30%1.07%4.52%-2.32%-4.64%0.00%8.17%6.69%2.59%3.34%
199330.63%$13,8122.11%$14,5943.93%3.39%-4.09%6.72%-7.53%0.99%4.87%-6.44%-4.77%1.94%
199341.68%$14,044-2.42%$14,240-0.19%1.44%-0.94%1.68%4.59%-7.62%-0.14%-4.42%6.34%17.41%
199352.33%$14,3712.65%$14,6180.36%0.41%0.00%2.34%3.38%5.40%-0.65%9.70%3.67%3.43%
199361.39%$14,5700.27%$14,6570.95%-0.61%5.85%3.93%-6.57%4.06%0.98%-6.40%1.39%4.54%
199370.36%$14,622-0.42%$14,595-0.76%4.30%-5.67%2.87%-13.73%0.58%5.53%-9.87%5.96%2.87%
199382.96%$15,0553.79%$15,1470.73%4.13%-0.77%-0.25%4.08%0.29%12.35%3.40%-2.08%6.99%
19939-2.84%$14,627-0.79%$15,0270.19%-5.08%-1.81%-1.79%-2.71%-2.21%-5.49%-8.20%0.70%-3.95%
1993104.31%$15,2582.08%$15,339-0.19%1.20%14.88%1.17%4.47%2.66%3.80%9.52%-5.13%16.03%
1993110.06%$15,267-1.00%$15,187-2.94%0.40%4.61%1.42%6.61%-2.78%-3.95%17.71%4.73%-6.83%
1993122.10%$15,5881.22%$15,3730.60%-0.74%0.44%7.33%1.20%6.25%-2.35%4.87%-1.24%4.40%
199414.66%$16,3143.38%$15,8925.35%4.39%4.95%2.74%6.18%-8.40%1.84%0.00%11.89%17.19%
19942-2.49%$15,909-2.71%$15,460-1.37%-8.60%-3.36%-2.20%-11.30%4.28%-6.57%-5.97%0.20%4.08%
19943-2.46%$15,518-4.39%$14,782-3.08%-4.37%-6.96%-4.45%-7.30%-4.24%3.19%3.31%-4.54%3.69%
199441.43%$15,7401.29%$14,9730.00%3.96%6.93%-4.75%-0.42%2.77%3.84%5.26%4.37%-2.09%
199450.76%$15,8611.63%$15,216-1.64%0.00%-0.88%4.46%2.95%-3.59%-0.90%10.04%8.76%-2.73%
19946-3.06%$15,375-2.47%$14,840-7.16%-3.36%-5.32%-5.57%-1.56%1.42%5.78%-6.75%-3.25%-6.43%
199475.12%$16,1633.28%$15,3274.85%4.19%5.12%8.04%-0.42%9.23%-2.56%5.32%5.74%8.68%
199484.12%$16,8294.08%$15,9511.23%-2.33%9.19%-1.24%15.19%3.66%-1.49%11.15%8.68%6.46%
19949-0.30%$16,779-2.45%$15,561-3.36%-6.24%-2.05%-2.56%5.32%6.16%2.72%1.64%5.06%-6.18%
1994102.13%$17,1362.25%$15,9119.35%-8.86%6.04%1.56%0.00%3.60%-0.50%7.00%-6.07%10.69%
199411-3.97%$16,456-3.65%$15,329-2.80%-4.86%-0.60%-5.88%4.56%1.87%-1.19%-4.70%-12.93%-9.41%
1994122.27%$16,8291.46%$15,5530.62%-1.49%-0.80%11.78%3.16%0.73%-2.42%3.89%6.09%1.85%
199511.45%$17,0742.58%$15,9552.88%10.74%5.63%0.98%5.57%1.94%6.62%-1.87%-7.25%-6.39%
199523.45%$17,6623.88%$16,5743.43%3.98%2.11%6.31%5.28%4.76%-2.35%4.68%7.41%0.49%
199533.81%$18,3362.95%$17,0644.31%5.92%-0.38%-0.62%1.31%2.91%0.90%9.14%10.35%7.51%
199543.26%$18,9342.94%$17,5664.32%-1.37%6.03%3.70%0.59%3.10%6.08%15.22%-5.46%5.87%
199553.97%$19,6863.95%$18,2603.80%2.31%2.86%3.57%9.62%6.02%1.98%-1.46%5.78%2.99%
199562.33%$20,1442.31%$18,682-1.05%0.82%0.00%-2.09%5.18%3.82%5.83%3.23%-0.84%6.64%
199575.46%$21,2443.30%$19,2992.65%17.61%-3.62%4.66%5.09%2.94%1.93%13.41%3.13%10.07%
19958-1.31%$20,9670.25%$19,347-4.16%0.58%0.73%-0.21%-3.39%-2.10%5.19%-4.84%-0.17%-4.62%
199593.18%$21,6334.23%$20,1665.09%1.79%10.99%8.98%13.03%7.75%8.64%-8.59%1.69%-15.27%
1995101.38%$21,931-0.36%$20,0925.71%-1.32%5.72%-0.78%2.68%4.17%2.36%2.91%-7.89%0.45%
1995114.38%$22,8924.38%$20,9722.31%3.63%6.79%6.13%7.61%5.70%-3.13%-0.39%3.28%8.15%
1995120.97%$23,1151.93%$21,3784.85%-1.94%-4.05%7.95%6.63%-1.98%5.77%-5.43%0.19%-4.28%
199614.35%$24,1203.39%$22,101-1.08%0.95%1.67%6.60%6.86%1.52%-0.39%18.74%6.05%10.22%
199621.29%$24,4320.92%$22,305-0.04%-0.94%-2.38%-1.63%-5.53%7.13%-3.09%13.27%7.72%3.69%
199631.37%$24,7680.98%$22,5232.52%4.63%3.35%3.75%-5.56%2.79%-4.10%-9.28%9.36%1.87%
19964-1.28%$24,4501.46%$22,8514.29%-0.73%0.18%-0.80%-2.81%-1.51%-3.89%-3.15%2.16%-5.19%
199653.79%$25,3772.54%$23,4330.65%2.94%3.99%7.12%6.82%12.88%-1.50%-0.60%-5.91%2.34%
199661.68%$25,8030.38%$23,5222.51%0.25%3.13%4.83%0.53%6.81%-0.25%-7.26%-8.24%3.24%
19967-2.27%$25,219-4.42%$22,483-5.32%-1.97%-0.99%-4.69%-0.58%-4.34%0.13%8.59%-2.30%-2.19%
199683.08%$25,9952.10%$22,9540.06%6.39%-0.42%1.06%2.14%6.67%-4.60%6.73%7.41%4.55%
199695.54%$27,4355.61%$24,2412.15%1.12%9.70%10.03%7.89%2.00%3.22%8.85%1.56%9.44%
1996102.13%$28,0182.76%$24,9096.46%13.95%2.01%6.32%4.97%-0.74%1.93%3.61%-3.12%-8.47%
1996118.59%$30,4247.56%$26,7937.44%3.79%9.85%7.49%12.35%1.48%8.23%23.87%7.72%15.30%
199612-1.35%$30,013-1.96%$26,2683.84%4.00%-1.03%-4.45%-3.58%2.93%-1.43%-4.94%-5.53%-4.90%
199715.95%$31,7986.22%$27,9015.74%-0.21%7.86%4.68%13.81%9.98%6.92%3.55%-1.59%3.69%
199721.60%$32,3050.79%$28,121-2.51%0.42%3.89%-0.60%1.66%5.40%4.55%-8.15%5.02%0.81%
19973-3.72%$31,105-4.14%$26,9587.48%-5.15%-4.47%-3.03%-8.14%-8.40%-7.95%-4.52%-0.49%2.56%
1997410.31%$34,3105.96%$28,5645.10%12.33%9.98%11.84%7.27%14.13%5.71%16.94%5.95%11.42%
199756.32%$36,4796.09%$30,3035.38%6.27%9.64%8.78%-0.55%7.66%5.41%8.05%-1.48%9.69%
199765.45%$38,4664.45%$31,6523.38%3.70%2.45%7.66%14.37%-0.53%5.77%4.34%5.23%9.99%
199774.82%$40,3217.97%$34,1744.90%2.69%8.05%8.30%1.53%1.65%-3.65%17.17%9.35%4.77%
19978-8.66%$36,828-5.61%$32,257-4.15%-9.42%-12.49%-10.78%-11.61%-17.09%-8.13%-3.96%-6.84%3.68%
199794.03%$38,3115.47%$34,0214.70%-2.90%3.76%9.21%9.36%6.70%12.99%4.56%3.46%-7.10%
199710-4.29%$36,669-3.35%$32,881-4.10%-2.20%-1.19%-5.05%-10.69%-7.17%4.29%-7.08%-0.07%-4.58%
1997116.81%$39,1674.60%$34,393-0.04%-2.24%12.04%14.31%6.25%10.62%14.15%11.39%8.97%-6.46%
1997123.28%$40,4521.72%$34,9870.31%5.31%4.76%-0.27%12.29%6.70%0.86%-4.45%3.68%1.17%
199810.19%$40,5291.11%$35,375-3.06%-4.19%-1.50%5.62%10.73%-2.91%6.80%-5.62%-11.33%-0.49%
199824.04%$42,1687.19%$37,9198.19%-14.79%8.29%0.32%8.68%5.98%-2.73%5.98%1.67%13.67%
199836.70%$44,9945.10%$39,8546.08%10.59%-0.59%11.29%0.85%13.08%14.67%-0.54%7.26%0.92%
19984-0.34%$44,8401.01%$40,2568.04%-2.77%-2.30%-1.16%-6.00%-2.02%-3.92%11.55%-0.58%3.87%
19985-1.77%$44,047-1.74%$39,554-2.96%-11.64%2.05%-2.13%-2.90%3.29%-6.18%1.59%0.19%-3.51%
199864.77%$46,1464.07%$41,1651.24%-8.65%8.57%9.00%14.77%9.30%2.89%-2.29%0.71%-3.70%
19987-3.98%$44,311-1.05%$40,731-1.58%-4.55%-12.55%-1.26%-7.62%-5.85%2.94%15.41%-6.14%-7.81%
19988-10.73%$39,557-14.47%$34,836-6.29%-5.21%-3.62%-10.55%-6.17%-19.10%-7.02%-14.86%-14.05%-13.40%
199893.58%$40,9726.41%$37,0697.93%7.60%-7.03%-0.19%12.25%-11.30%16.58%14.10%10.61%5.95%
1998109.90%$45,0278.16%$40,0951.42%11.73%25.12%9.98%4.25%17.25%4.87%15.56%9.51%1.62%
1998115.69%$47,5876.07%$42,5305.31%2.10%-1.20%3.29%14.85%3.92%3.51%11.36%4.07%10.01%
1998121.73%$48,4095.81%$44,999-2.50%-6.95%4.21%13.25%-4.59%-4.37%11.86%11.66%-5.72%-6.95%
19991-0.13%$48,3454.20%$46,890-3.93%14.15%-0.14%2.82%-0.51%-2.52%1.13%-0.61%-3.16%-5.25%
19992-0.47%$48,117-3.12%$45,425-4.71%-8.87%-1.51%-4.35%11.07%-2.20%-2.08%-7.24%11.71%5.19%
199932.37%$49,2574.00%$47,2416.01%14.47%9.43%10.66%-1.35%-3.68%-10.76%4.42%-4.40%0.82%
199949.56%$53,9653.85%$49,06017.71%12.05%-3.94%-4.75%-12.17%10.90%18.69%18.02%40.78%40.84%
19995-3.69%$51,973-2.39%$47,888-3.36%-4.70%-0.47%-3.50%-3.91%0.64%-8.30%11.03%-7.38%-14.76%
199964.68%$54,4035.56%$50,549-3.44%2.53%-5.62%11.12%9.31%-9.26%13.45%11.42%5.14%9.34%
19997-2.35%$53,126-3.13%$48,9672.92%-6.86%3.13%-3.24%-8.15%-2.32%-1.09%-2.76%-2.27%-1.75%
19998-2.04%$52,045-0.50%$48,723-0.13%-10.36%9.59%3.04%-0.65%-1.24%-15.86%-0.80%-8.37%-3.41%
19999-2.25%$50,874-2.74%$47,389-3.65%-0.88%-5.54%5.88%-3.13%-19.10%6.78%-2.86%0.80%-3.20%
1999107.90%$54,8946.33%$50,387-2.55%15.99%12.23%14.29%22.76%22.28%3.30%-18.80%4.07%1.54%
199911-0.76%$54,4782.02%$51,4067.71%-15.58%2.98%-3.97%-1.10%14.36%-0.21%5.03%-0.95%-16.16%
1999121.39%$55,2375.98%$54,4791.58%-6.77%1.45%19.23%-14.29%-13.46%-7.39%4.67%14.83%1.48%
20001-4.98%$52,486-5.03%$51,7382.87%-7.87%-7.50%-13.41%17.02%-1.39%-11.56%4.06%-12.82%-9.24%
20002-10.49%$46,981-1.91%$50,751-8.60%-5.59%-13.05%-1.21%-21.70%-15.34%-11.95%-8.37%-6.87%-17.38%
200034.69%$49,1839.75%$55,7013.57%3.54%-35.42%17.91%1.40%-3.10%11.59%15.21%5.90%12.48%
200042.02%$50,177-3.00%$54,030-0.40%7.67%5.80%1.04%11.87%0.67%4.57%-5.81%-0.88%0.86%
200052.64%$51,504-2.04%$52,9297.81%0.89%11.30%0.40%7.79%12.96%-0.29%-3.64%-5.25%-3.01%
20006-2.32%$50,3072.49%$54,250-5.78%-12.09%-14.66%0.71%2.68%7.95%0.72%2.10%-14.63%-11.44%
200070.05%$50,332-1.50%$53,4372.15%16.13%1.04%-2.21%-6.48%6.75%-2.70%2.45%-4.76%1.46%
200083.67%$52,1816.19%$56,7442.37%-7.92%8.47%13.42%-2.00%-14.14%-1.87%17.74%-8.86%7.94%
200090.80%$52,597-5.29%$53,7439.15%-1.57%8.36%-1.15%6.51%5.06%19.42%-14.69%-3.69%-15.68%
2000105.50%$55,489-0.43%$53,5120.09%20.39%7.12%-5.19%20.82%9.52%16.21%-12.54%22.81%14.39%
200011-1.48%$54,668-7.89%$49,292-0.85%-0.80%4.81%-9.58%3.06%4.01%-4.77%-4.95%-0.20%12.12%
2000120.50%$54,9440.51%$49,545-1.21%9.61%4.76%-2.96%1.39%-2.69%-13.08%-9.09%20.75%20.35%
20011-2.51%$53,5623.55%$51,302-3.21%4.39%-7.95%-4.08%-12.22%-4.82%1.77%31.76%-6.35%-5.78%
20012-3.02%$51,943-9.14%$46,614-3.18%3.70%-1.87%1.13%-2.41%-8.57%-1.34%-10.70%-4.00%-5.92%
20013-5.58%$49,045-6.36%$43,651-0.06%2.75%-11.21%-9.66%-4.93%-14.53%-6.44%-3.72%-3.28%6.68%
200147.17%$52,5607.77%$47,0439.38%1.14%-3.49%15.93%0.09%2.28%-7.03%19.71%5.96%13.92%
200151.92%$53,5680.65%$47,3490.67%1.07%6.98%0.97%-3.48%2.62%4.36%-2.79%7.06%7.89%
20016-3.89%$51,486-2.45%$46,191-1.56%-4.16%-0.68%0.00%-12.44%-4.69%-6.95%1.52%-6.23%-7.59%
200170.18%$51,581-1.00%$45,729-4.38%-2.22%11.93%-10.93%6.37%-0.89%13.13%-7.30%9.47%10.82%
20018-3.49%$49,778-6.27%$42,860-3.32%-0.78%4.41%-5.98%-3.73%9.13%-9.15%-4.87%-3.68%-9.26%
20019-3.86%$47,856-8.09%$39,392-1.87%-11.62%-1.83%-8.64%2.30%-3.39%15.18%-8.23%-5.55%-10.40%
200110-0.19%$47,7661.90%$40,1390.13%10.90%1.91%-2.12%-4.19%2.20%-18.66%17.83%1.50%0.57%
2001114.05%$49,7037.65%$43,211-4.64%5.85%4.99%5.74%6.17%-1.54%-1.92%7.09%12.78%6.04%
2001121.58%$50,4880.87%$43,5895.08%3.92%2.16%4.56%-12.75%0.40%4.79%4.65%-9.03%10.19%
20021-3.91%$48,516-1.47%$42,946-0.64%8.86%3.72%-7.31%0.65%-7.21%-3.78%-10.81%-12.55%-3.09%
200223.48%$50,204-1.94%$42,1156.40%-2.22%3.81%4.12%3.63%8.32%1.04%-8.94%5.89%10.40%
200232.27%$51,3433.74%$43,6916.13%2.75%6.25%-2.86%-5.59%10.74%-1.06%5.99%5.68%2.41%
20024-7.77%$47,352-6.07%$41,037-8.35%-8.59%0.61%-15.64%-5.63%6.22%-16.43%-19.46%-2.81%-3.31%
200250.90%$47,779-0.75%$40,728-0.02%7.82%-0.79%-1.30%5.08%0.09%10.40%-3.78%4.84%-4.30%
20026-3.53%$46,093-7.13%$37,8222.48%3.66%0.49%-6.14%-10.75%1.16%-11.05%-10.50%4.19%-6.35%
20027-4.09%$44,208-7.72%$34,902-10.17%-7.29%0.16%10.84%-2.05%-10.82%-8.54%-2.22%-16.03%-7.93%
20028-1.06%$43,7410.65%$35,130-2.95%3.20%-0.38%-6.37%1.85%2.12%-10.56%7.31%4.68%-2.37%
20029-10.95%$38,953-10.87%$31,310-10.01%-4.10%0.82%-17.70%-8.86%-5.59%-18.76%-22.65%-8.58%-14.71%
2002107.20%$41,7578.78%$34,0605.52%2.04%-0.59%2.43%18.66%-3.09%29.34%35.38%-4.83%10.70%
2002113.55%$43,2395.88%$36,0614.08%-1.95%-4.43%7.41%9.53%-1.37%-44.74%10.31%22.74%22.15%
200212-4.63%$41,237-5.89%$33,9360.40%3.80%1.67%-9.52%-4.13%-3.94%-4.88%-10.84%-5.83%-8.38%
20031-3.25%$39,898-2.62%$33,045-2.26%-4.69%0.05%-4.97%-2.16%-7.71%-9.00%0.90%-2.15%-3.09%
20032-0.77%$39,591-1.52%$32,5430.30%-3.28%-4.34%4.78%-4.77%-0.59%-14.89%-0.13%-6.06%6.87%
200333.74%$41,0730.96%$32,8552.73%0.09%8.78%6.03%4.57%1.23%-3.56%0.62%2.32%4.68%
200347.64%$44,2098.25%$35,5660.72%8.22%1.36%15.49%6.21%-0.20%18.26%8.25%18.22%7.64%
200351.32%$44,7915.26%$37,4384.14%2.47%2.19%-2.55%-4.47%12.80%8.99%3.89%-2.57%-0.86%
200360.79%$45,1451.26%$37,910-1.35%-4.51%-2.88%0.58%9.63%2.32%0.35%-6.29%-1.61%6.73%
200372.33%$46,1991.74%$38,571-0.92%5.03%-0.96%-0.84%-8.70%-3.10%-7.23%-1.52%14.02%21.89%
200381.33%$46,8161.93%$39,3176.68%0.00%-0.66%3.97%-3.95%-3.22%-3.85%1.14%-2.18%6.46%
20039-0.09%$46,775-1.07%$38,895-2.92%-4.18%6.34%1.44%1.33%-0.80%-0.93%7.71%-4.79%-4.16%
2003102.96%$48,1605.64%$41,090-0.05%7.62%6.40%-2.68%-12.58%8.01%9.64%1.30%15.83%6.98%
200311-0.35%$47,9920.86%$41,445-0.34%1.73%-2.09%-1.17%-8.25%0.69%-2.92%1.37%-0.37%3.78%
2003129.00%$52,3145.22%$43,60813.26%9.61%3.78%8.76%14.76%9.14%11.98%2.36%11.59%9.17%
200410.59%$52,6211.82%$44,402-0.51%-7.31%1.67%8.55%3.03%-2.98%-1.06%7.07%0.91%-5.47%
20042-0.38%$52,4201.38%$45,0144.02%-1.18%1.41%-2.71%1.01%1.46%-5.84%-2.59%3.62%-3.05%
20043-2.03%$51,357-1.51%$44,333-1.38%-5.55%2.31%-6.15%-7.37%1.20%2.21%-4.83%-6.57%4.38%
20044-0.03%$51,342-1.58%$43,6342.31%-1.49%1.35%-1.87%6.36%0.54%2.73%-4.00%-1.46%-1.26%
200450.69%$51,6951.36%$44,2262.29%-1.04%1.92%3.91%0.64%1.54%-4.82%0.68%0.53%-3.06%
200462.49%$52,9821.93%$45,0802.68%2.45%0.98%4.74%1.20%-1.22%2.32%-0.50%2.86%5.43%
20047-2.90%$51,446-3.31%$43,5874.26%-5.23%-3.76%2.62%-4.53%-13.11%5.87%-1.23%-1.99%-7.00%
200481.15%$52,0400.38%$43,7540.16%1.37%7.33%-1.38%-0.84%1.94%1.78%-2.52%7.32%-1.07%
200490.16%$52,1241.07%$44,2214.84%3.15%-3.31%3.02%-25.99%-9.90%0.62%1.24%6.34%10.66%
2004100.52%$52,3961.51%$44,8911.84%7.46%-4.99%1.61%-5.12%1.52%-1.54%4.68%-0.53%0.64%
2004114.92%$54,9734.05%$46,7074.69%0.75%4.49%3.63%-10.51%-2.71%-0.36%5.21%12.31%13.67%
2004124.27%$57,3203.39%$48,2920.02%6.51%2.99%3.84%16.28%5.93%2.38%4.61%-1.24%6.51%
20051-4.09%$54,976-2.45%$47,1070.66%-11.38%-2.93%-1.01%-12.73%-0.36%-6.62%-5.23%0.38%-8.22%
200525.89%$58,2152.09%$48,09323.29%6.46%-0.26%-1.97%13.01%3.16%1.26%-0.71%10.97%6.68%
20053-1.49%$57,348-1.76%$47,246-5.86%10.35%-0.17%2.44%3.34%-2.00%-1.54%-1.30%-8.99%-3.80%
20054-2.64%$55,835-1.91%$46,343-4.31%-8.28%2.71%0.39%4.73%4.25%1.82%-16.41%-7.86%-3.27%
200551.56%$56,7063.17%$47,811-0.96%4.74%1.85%0.77%-4.31%2.74%-1.76%-0.82%-1.39%6.88%
20056-1.87%$55,6480.13%$47,8722.26%-2.79%-4.35%-4.41%-3.93%-5.85%1.58%-1.79%-0.94%1.28%
200576.16%$59,0763.71%$49,6462.23%8.50%6.00%-0.43%0.84%4.81%4.36%12.48%7.68%13.66%
20058-1.25%$58,339-0.91%$49,1932.45%-2.90%-0.27%-2.58%-7.89%0.55%-1.51%-3.17%-9.91%2.93%
200592.89%$60,0230.79%$49,5836.08%5.49%7.17%0.84%-3.61%-1.21%-0.46%-0.50%-2.76%5.87%
200510-3.59%$57,871-1.68%$48,751-11.65%-3.51%-5.36%0.71%3.71%-0.95%0.88%2.07%10.06%-10.07%
2005115.34%$60,9593.76%$50,5863.89%10.64%2.14%5.34%5.53%0.44%4.44%8.83%-1.33%9.87%
200512-0.79%$60,4770.02%$50,597-3.21%5.60%1.21%-1.18%8.20%-5.58%-1.69%-7.54%-2.43%-0.02%
200615.85%$64,0172.65%$51,93611.71%9.87%2.82%-6.56%8.46%2.65%7.38%-1.09%-3.47%18.01%
200622.00%$65,2990.26%$52,072-4.89%0.10%1.18%1.12%1.04%1.43%6.32%-1.06%1.73%7.63%
200630.61%$65,6951.23%$52,7132.51%5.78%-3.84%5.81%2.17%0.49%-1.99%2.78%-4.79%-1.74%
200641.64%$66,7751.33%$53,4163.65%-2.29%1.56%-0.55%-2.30%0.21%-1.85%-0.16%0.02%5.81%
20065-2.13%$65,356-2.90%$51,869-2.96%2.07%-6.80%-0.95%-2.18%4.93%-0.57%-2.61%-1.82%-3.68%
200660.71%$65,8200.13%$51,9350.72%0.17%2.49%-3.07%9.43%-1.59%7.02%-3.85%-1.13%2.10%
20067-0.26%$65,6490.61%$52,25010.42%-8.56%1.63%-0.82%10.54%3.44%8.82%0.77%-11.40%-4.44%
200680.90%$66,2432.36%$53,4840.36%-5.12%10.14%4.19%1.63%0.70%3.80%5.02%10.27%-6.38%
200691.73%$67,3862.56%$54,855-0.84%9.52%0.13%4.39%3.33%0.40%4.59%1.20%3.21%-0.83%
2006101.68%$68,5183.25%$56,6396.44%2.99%2.78%-0.54%8.40%4.57%6.29%12.68%4.64%-7.33%
2006111.25%$69,3741.89%$57,7098.01%0.21%-0.95%0.48%-2.00%0.90%-0.99%-0.12%-1.91%2.17%
2006121.78%$70,6101.39%$58,512-0.23%1.66%2.36%6.25%-1.21%3.03%5.43%5.69%0.66%-1.13%
200711.72%$71,8251.49%$59,385-3.30%9.76%1.41%-3.12%2.64%-0.77%6.36%2.06%4.11%4.99%
20072-1.39%$70,824-1.97%$58,216-2.85%-2.06%-2.13%-2.40%-1.34%-2.51%-2.21%-5.98%5.39%0.56%
200733.00%$72,9461.11%$58,8635.26%3.01%-0.52%1.29%0.91%3.57%7.15%1.42%5.60%4.04%
200746.54%$77,7174.42%$61,4645.21%12.51%2.53%4.24%16.46%8.73%-0.91%8.43%-2.73%8.81%
200754.06%$80,8733.48%$63,6015.24%5.94%-1.32%1.95%1.96%1.53%6.77%4.70%1.73%8.21%
20076-0.91%$80,140-1.68%$62,5350.85%-4.58%-3.71%2.60%-4.34%-0.63%0.39%-1.27%-1.64%-0.36%
200771.08%$81,002-3.08%$60,6061.49%3.47%1.66%1.25%-0.30%-0.38%-4.81%5.13%-1.67%1.06%
20078-0.09%$80,9311.50%$61,5141.13%-6.05%5.58%0.28%1.05%3.20%1.81%5.83%-1.95%-3.85%
200795.06%$85,0303.72%$63,8047.97%1.34%7.70%7.23%3.82%7.51%6.12%0.95%1.97%3.51%
2007101.42%$86,2341.58%$64,812-0.62%13.25%-0.68%-0.58%12.71%7.46%-0.40%-1.43%4.60%-4.43%
200711-2.63%$83,965-4.19%$62,098-2.69%-1.14%6.44%-6.97%1.89%1.09%-8.57%-9.10%-6.88%-3.63%
2007120.34%$84,250-0.70%$61,6645.08%-0.41%-0.78%-2.36%-1.48%-1.18%8.77%2.78%-5.03%0.92%
20081-5.71%$79,442-6.02%$57,954-8.53%-0.68%-10.44%-4.61%-20.67%-3.86%-6.44%-0.92%-1.98%-1.60%
20082-0.31%$79,195-3.25%$56,0701.96%0.00%1.16%-5.42%-3.90%-0.92%-9.51%6.71%-2.46%1.89%
200833.56%$82,017-0.44%$55,823-2.79%0.87%5.88%11.68%-13.58%4.79%9.96%1.12%-1.12%8.24%
200842.51%$84,0794.85%$58,53310.04%15.80%-3.76%-11.65%0.24%-3.29%2.11%4.83%8.96%5.06%
200850.65%$84,6291.29%$59,289-4.20%13.38%-1.49%-6.06%2.42%-2.73%3.07%7.66%0.62%0.93%
20086-8.41%$77,513-8.44%$54,286-0.71%-8.02%-7.93%-12.15%-2.30%-8.62%-15.56%-8.42%-12.56%-10.67%
20087-0.61%$77,038-0.83%$53,835-8.74%9.19%8.35%5.99%-12.71%-0.92%-7.44%7.97%-4.58%-5.27%
200881.69%$78,3421.45%$54,613-0.01%2.11%6.55%-0.67%8.42%1.11%3.83%-4.52%2.46%1.74%
20089-8.12%$71,984-8.91%$49,749-2.94%-15.18%-0.11%-8.12%-10.55%2.27%-12.72%-3.92%-5.73%-15.74%
200810-16.15%$60,362-16.79%$41,395-4.56%-6.17%-6.76%-23.49%-1.93%-16.68%-2.57%-20.51%-16.05%-35.27%
200811-4.55%$57,618-7.17%$38,4258.72%-24.66%-0.29%-11.99%-13.67%7.27%6.69%-11.71%-30.47%7.30%
2008120.11%$57,6821.07%$38,835-0.40%-4.48%-3.93%-3.83%15.41%-3.41%-0.21%3.14%-16.42%8.98%
20091-12.83%$50,281-8.41%$35,568-4.20%-8.39%-11.23%-25.12%-6.09%-5.63%-12.31%8.90%-23.19%-30.20%
20092-13.22%$43,634-10.66%$31,778-10.78%-13.72%-11.61%-27.68%-15.24%-4.38%-3.45%0.94%-38.22%-20.23%
200936.83%$46,6138.76%$34,5610.29%9.57%-2.24%18.80%12.35%8.70%6.02%5.28%19.71%13.61%
2009410.75%$51,6229.56%$37,865-2.10%19.53%5.92%25.12%-9.38%-2.05%3.30%6.52%89.80%28.89%
200954.84%$54,1195.62%$39,9924.65%0.86%5.06%6.56%13.78%14.19%-3.24%3.52%10.50%-0.34%
20096-2.11%$52,9790.22%$40,0800.81%5.66%-1.62%-12.33%2.83%-1.56%0.20%-1.75%-7.86%-6.82%
2009712.86%$59,7937.58%$43,1170.69%10.49%9.50%14.33%7.33%3.85%7.43%12.94%31.16%34.99%
200981.17%$60,4953.60%$44,669-1.16%4.44%-2.52%3.73%8.06%-2.15%-0.69%0.57%0.57%2.84%
200996.78%$64,5963.72%$46,329-0.78%-2.44%7.04%18.84%-1.26%10.99%3.69%1.32%23.15%13.29%
200910-0.15%$64,502-1.87%$45,4644.46%-5.50%0.90%-13.15%-2.21%-0.73%-3.47%0.84%-9.93%8.03%
2009118.90%$70,2415.98%$48,1845.35%15.21%7.50%12.34%17.07%8.07%4.95%5.23%18.31%6.05%
200912-1.94%$68,8811.95%$49,121-9.16%1.01%-2.76%-4.94%1.95%-0.35%4.05%3.60%-0.02%-2.40%
20101-3.39%$66,544-3.60%$47,351-5.51%-5.32%2.26%6.28%4.49%-4.82%-8.15%-6.50%-1.95%-7.69%
201023.87%$69,1223.09%$48,8151.54%11.80%2.81%0.50%-3.40%-2.82%-2.17%4.37%4.50%9.21%
201035.82%$73,1426.01%$51,7503.05%8.80%-0.02%13.33%2.32%5.18%4.15%0.86%4.98%10.17%
201042.47%$74,9471.58%$52,5671.18%3.22%-1.00%3.63%-6.18%-2.82%2.50%0.58%4.26%9.01%
20105-7.47%$69,347-8.01%$48,359-10.18%-5.15%-1.72%-13.31%-3.85%-3.84%-6.75%-2.39%-12.71%-10.77%
20106-3.01%$67,261-5.24%$45,825-5.61%-2.69%-1.82%-11.25%4.93%-1.66%-0.45%-1.42%-11.34%-1.14%
201078.85%$73,2117.00%$49,0314.57%7.42%2.77%11.79%-1.46%9.96%9.09%3.98%15.22%16.91%
20108-3.48%$70,659-4.53%$46,810-0.23%-1.88%-2.44%-10.17%2.03%1.40%4.20%-3.63%-10.83%-6.58%
2010910.61%$78,1558.92%$50,9854.53%12.15%0.50%13.05%5.79%5.52%5.81%8.94%13.29%20.75%
2010104.10%$81,3623.79%$52,9177.61%7.19%6.81%-1.42%-1.36%4.78%1.18%7.05%12.31%0.46%
2010112.43%$83,3420.00%$52,9175.27%3.20%-3.93%-1.19%-5.07%3.73%-2.56%-1.05%1.10%7.63%
2010127.18%$89,3266.67%$56,4475.12%2.83%5.34%16.44%5.66%4.12%5.72%3.75%9.97%10.71%
201113.29%$92,2662.36%$57,77710.34%2.13%-1.14%10.11%-7.96%-4.44%-4.95%10.38%3.93%4.05%
201123.43%$95,4303.42%$59,7516.57%1.23%-0.13%4.58%-1.81%1.70%3.12%0.32%4.74%6.10%
201132.85%$98,1480.03%$59,766-1.64%3.06%-2.30%-4.16%2.53%4.54%7.86%0.74%2.00%8.18%
201144.58%$102,6452.95%$61,5284.58%5.23%6.22%2.00%8.91%1.69%3.10%4.61%8.58%4.07%
20115-3.44%$99,110-1.15%$60,824-4.58%1.92%3.24%-3.96%2.23%-0.96%1.41%-0.53%-11.86%-8.33%
20116-0.79%$98,323-1.67%$59,806-2.50%-0.54%-5.12%-3.19%-2.94%1.45%-0.48%1.55%0.34%0.62%
20117-2.88%$95,488-2.05%$58,582-1.95%-1.84%-2.48%-5.04%-3.29%1.07%-5.56%6.00%-3.14%-6.81%
20118-5.84%$89,907-5.45%$55,392-6.59%-9.59%3.56%-8.93%-3.02%3.59%-2.67%-5.04%-18.41%-7.89%
20119-8.39%$82,368-7.04%$51,491-1.88%-11.39%-0.79%-5.81%-0.03%-3.45%0.14%1.72%-20.22%-18.86%
20111013.56%$93,54110.91%$57,1107.52%21.92%2.10%9.79%5.50%1.12%4.33%5.58%24.13%28.62%
2011112.06%$95,470-0.23%$56,9773.62%4.49%0.91%-4.79%3.62%-0.90%-1.13%2.23%-0.61%3.62%
2011120.86%$96,2901.02%$57,5575.37%2.45%3.31%13.63%6.72%4.08%4.35%-2.19%4.71%-7.44%
201217.01%$103,0384.46%$60,126-1.20%7.90%-4.75%4.47%1.51%-3.49%-1.30%4.74%16.52%20.97%
201222.80%$105,9254.31%$62,7163.86%-3.04%7.27%2.71%-0.26%3.45%4.01%2.54%0.00%4.66%
20123-0.54%$105,3573.28%$64,7740.27%-2.51%-0.61%5.35%1.71%6.71%2.09%6.06%4.13%-6.73%
20124-0.50%$104,826-0.64%$64,359-0.45%4.61%-4.52%-2.44%2.19%3.12%6.88%-0.75%-2.19%-3.11%
20125-6.67%$97,836-6.02%$60,486-8.30%-0.40%-2.12%-2.50%-4.23%-2.08%3.83%-6.45%-8.32%-14.74%
201263.46%$101,2174.11%$62,9728.83%7.10%-1.67%10.42%12.31%5.34%4.36%1.39%2.47%-3.09%
201271.62%$102,8561.37%$63,8341.50%2.77%6.29%-0.43%5.80%3.34%7.66%0.20%-8.63%-0.20%
20128-0.22%$102,6292.24%$65,2641.17%-0.47%4.11%-0.19%-2.54%-7.43%-3.38%-0.15%1.84%1.33%
201292.76%$105,4662.58%$66,9454.75%-2.26%3.23%10.49%5.75%2.11%2.89%6.47%-0.11%0.83%
201210-1.13%$104,275-1.86%$65,701-0.31%3.65%0.63%-7.27%1.18%-1.98%-7.18%-6.23%1.17%-0.84%
201211-0.07%$104,1980.56%$66,069-2.70%0.36%0.85%0.33%-2.91%2.68%-1.33%-1.86%3.04%0.51%
2012120.75%$104,9820.90%$66,665-1.80%2.39%-2.78%0.23%-6.68%-4.40%-1.23%0.78%8.14%5.74%
201316.34%$111,6375.18%$70,1153.95%4.57%11.61%6.15%5.64%2.73%4.56%6.01%-0.40%9.80%
201320.04%$111,6861.34%$71,0540.18%4.84%1.36%5.07%-1.20%3.97%3.22%-0.68%-1.49%-6.12%
201330.84%$112,6223.74%$73,7110.63%3.87%1.16%-0.43%4.44%5.20%2.17%6.21%1.38%-5.85%
201340.51%$113,2011.91%$75,117-1.24%3.90%0.40%-3.59%6.33%4.67%3.32%-5.04%6.50%-2.02%
201351.33%$114,7072.33%$76,8662.37%4.96%-0.01%4.62%-0.64%-5.53%-6.59%3.18%1.62%1.33%
20136-1.67%$112,789-1.35%$75,828-0.13%-0.22%0.30%0.26%0.36%1.00%1.17%-8.13%-5.72%-3.86%
201372.93%$116,0935.07%$79,6743.76%2.79%5.08%5.09%3.70%-0.07%0.89%2.06%8.92%1.21%
20138-2.94%$112,677-2.91%$77,354-6.38%-2.69%-3.00%-5.05%-1.83%-4.74%-4.08%-6.08%6.74%-0.45%
201390.68%$113,4443.12%$79,769-1.28%1.17%-2.95%4.04%1.58%-0.06%-0.03%1.60%3.50%1.04%
2013101.89%$115,5934.59%$83,4274.16%-2.54%7.65%9.42%-5.29%4.46%8.49%-3.22%2.79%0.65%
2013113.57%$119,7163.03%$85,9545.02%7.55%4.30%1.99%10.51%2.27%-2.73%0.79%-1.04%1.49%
2013124.65%$125,2792.51%$88,1148.26%3.68%-3.34%5.99%1.36%2.79%-0.14%4.39%14.49%7.34%
20141-1.84%$122,973-3.47%$85,058-8.93%3.71%-5.17%-10.35%5.83%-8.45%-3.96%-5.81%2.50%4.09%
201423.74%$127,5774.56%$88,9375.19%4.06%2.66%2.24%7.59%1.00%-4.17%5.38%7.03%3.26%
201432.59%$130,8850.82%$89,6691.46%4.04%2.47%1.65%0.40%2.01%9.83%3.95%0.52%2.47%
201443.93%$136,0310.72%$90,3194.84%1.48%3.24%3.86%3.15%5.51%3.12%2.07%2.70%6.69%
20145-0.39%$135,4942.33%$92,428-1.17%4.64%-2.13%-0.37%-1.20%0.29%-0.64%-5.62%4.45%-3.01%
201461.40%$137,3872.05%$94,3240.15%0.57%-2.72%-1.10%0.74%4.33%-0.31%-1.68%-0.57%6.30%
20147-2.74%$133,623-1.39%$93,015-1.73%-1.44%-0.83%-4.30%-1.92%-7.25%1.95%5.74%-0.76%-6.69%
201485.57%$141,0673.98%$96,7181.23%7.59%7.49%3.30%5.94%6.18%-1.77%0.92%4.86%8.26%
20149-1.96%$138,305-1.41%$95,352-5.44%2.99%0.76%-0.56%-0.66%3.00%0.80%-1.28%-1.40%-9.21%
2014101.47%$140,3402.42%$97,6632.83%7.41%5.01%0.74%-2.26%-1.83%0.16%-13.40%-5.80%3.17%
2014110.76%$141,4132.68%$100,282-5.71%0.70%3.62%2.63%4.25%7.78%1.55%-0.68%-1.48%-0.80%
201412-2.74%$137,536-0.26%$100,0172.11%2.02%0.73%-3.73%-5.26%-5.82%-5.06%-1.07%-5.43%-9.02%
20151-4.56%$131,260-3.02%$96,999-5.44%-1.61%-6.81%-5.46%6.15%-2.49%-0.61%-4.44%-0.99%-11.90%
201523.71%$136,1255.74%$102,5672.04%3.06%1.00%9.79%-2.89%5.17%4.98%6.37%9.03%3.66%
20153-5.03%$129,284-1.59%$100,932-4.00%-9.94%-3.75%-4.54%-1.02%-5.59%-5.53%-0.89%-1.70%-3.46%
201543.31%$133,5650.95%$101,8902.79%-1.92%-2.17%9.15%3.62%0.02%7.62%6.72%6.29%9.46%
20155-1.24%$131,9121.27%$103,187-1.66%-4.50%-1.41%0.70%2.23%0.99%-0.29%-0.20%2.10%-1.80%
20156-2.64%$128,428-1.93%$101,192-2.35%-5.49%-0.19%-1.75%-5.79%-3.44%2.84%-4.12%-0.94%-0.59%
20157-1.45%$126,5612.08%$103,297-4.80%2.33%-1.16%-1.77%3.57%4.72%-0.87%-0.41%-8.03%-6.45%
20158-6.68%$118,112-6.05%$97,051-4.12%-11.58%-7.86%-4.90%-8.67%-4.28%-4.43%-7.95%-7.01%-2.79%
20159-2.45%$115,221-2.48%$94,640-1.18%3.11%1.80%2.53%-7.49%2.92%-1.87%-1.97%-2.09%-14.50%
2015108.08%$124,5318.42%$102,61111.28%1.06%7.13%14.67%10.67%5.56%4.31%-3.37%21.86%12.89%
201511-1.04%$123,2420.29%$102,905-0.43%-5.43%-2.02%3.53%-3.02%1.41%0.48%0.46%0.89%-0.47%
201512-1.76%$121,072-1.59%$101,266-4.54%-6.85%6.11%4.82%0.52%0.80%2.20%-1.29%-0.39%-6.46%
20161-4.92%$115,111-4.98%$96,226-0.13%-7.93%3.77%-6.58%-4.07%-0.09%6.27%-9.32%-18.41%-7.24%
201624.94%$120,792-0.15%$96,0873.89%10.29%-1.71%0.93%-0.91%0.49%2.47%6.08%15.74%8.77%
201636.83%$129,0366.78%$102,5974.29%0.87%2.52%9.09%6.29%8.39%6.01%15.58%5.57%13.06%
201642.07%$131,7020.37%$102,9805.75%9.65%-1.87%-3.27%3.65%-3.43%0.34%-3.64%3.44%2.54%
20165-1.26%$130,0461.78%$104,8161.55%-2.84%1.15%-1.69%2.59%-0.45%0.85%6.35%-2.38%-6.70%
201663.56%$134,6710.25%$105,0785.30%3.63%4.48%4.92%3.24%2.43%10.37%-1.27%-2.29%4.55%
201673.16%$138,9313.68%$108,941-5.11%6.65%1.88%-1.08%1.82%-3.75%1.30%5.82%7.97%10.22%
201680.77%$139,9950.13%$109,082-1.18%3.25%2.01%0.32%7.04%-0.46%-5.57%-0.23%-0.06%-0.98%
201691.48%$142,0720.01%$109,0910.16%2.09%2.79%-4.45%0.13%-1.75%-0.66%-0.02%-2.52%8.32%
201610-4.38%$135,846-1.83%$107,092-4.54%-9.59%-2.53%-1.76%-5.91%0.19%-8.30%-3.25%3.82%-5.15%
2016116.95%$145,2923.70%$111,0535.70%15.60%-5.00%5.70%4.21%-4.03%5.00%6.50%3.55%14.50%
2016121.39%$147,3151.96%$113,2323.39%2.32%1.96%3.51%-3.06%2.75%10.10%2.32%3.50%-2.95%
201711.54%$149,5891.88%$115,365-7.06%2.80%5.01%-6.01%5.30%0.27%0.31%5.14%4.21%4.00%
201721.90%$152,4313.96%$119,936-2.17%1.84%3.96%1.17%6.26%0.94%-0.88%3.86%4.41%1.05%
20173-1.32%$150,4130.10%$120,0560.85%-1.87%-1.34%-0.03%-2.83%2.03%-0.57%-3.16%2.78%-4.03%
201742.15%$153,6541.02%$121,279-0.44%5.70%-2.06%-2.72%-1.90%1.67%-3.47%-7.95%-1.16%11.14%
201750.39%$154,2511.39%$122,969-0.48%-0.94%0.87%-5.55%4.46%5.38%-2.78%-3.85%-1.34%3.10%
201760.09%$154,3920.61%$123,7210.29%-1.26%-1.07%-0.53%-0.84%-0.55%-2.08%0.79%2.53%1.93%
201770.56%$155,2592.04%$126,248-0.85%-5.46%5.03%-5.18%-0.33%2.21%4.73%-5.95%2.56%6.81%
201780.92%$156,6850.29%$126,618-3.71%2.86%1.60%-4.14%-0.03%-0.63%-3.95%-0.09%3.75%3.11%
201794.42%$163,6082.06%$129,2267.40%10.13%-1.40%-0.52%0.98%-0.39%4.56%1.43%3.87%6.15%
2017100.52%$164,4632.32%$132,2211.67%-0.16%-4.39%-16.63%-13.96%2.16%-13.00%6.19%4.45%9.54%
2017113.33%$169,9423.06%$136,2660.86%9.84%4.23%-9.28%0.33%0.35%8.11%0.94%0.07%3.94%
2017124.73%$177,9781.10%$137,7670.42%6.01%2.10%-3.94%2.68%0.24%6.87%-0.36%-1.03%11.64%
201811.80%$181,1875.71%$145,6374.38%-0.45%-5.31%-7.34%5.30%3.73%-2.39%6.70%6.12%3.77%
20182-6.09%$170,155-3.69%$140,257-12.36%-1.90%-9.06%-12.02%-8.49%-9.18%-3.07%-3.84%-6.50%-5.01%
20183-1.49%$167,615-2.56%$136,673-1.49%3.21%0.97%-4.46%1.34%1.38%-1.79%-1.54%-9.37%-4.69%
20184-0.90%$166,1110.37%$137,1834.21%-0.60%-7.88%4.38%8.08%-0.51%-6.97%-5.52%-0.74%-1.55%
201853.83%$172,4762.39%$140,4685.54%7.37%1.15%0.07%1.12%-0.49%-1.16%-1.44%1.97%5.23%
20186-2.21%$168,6710.61%$141,3181.83%-0.76%6.68%-2.47%2.76%2.91%-0.65%-1.14%2.82%-10.69%
201874.98%$177,0753.71%$146,559-1.47%5.79%4.56%0.15%8.52%6.32%1.11%3.74%4.32%6.65%
20188-0.52%$176,1593.25%$151,317-0.63%1.02%2.56%-5.06%4.13%-4.42%-0.09%2.17%2.53%-3.44%
201895.05%$185,0570.55%$152,1566.05%8.11%0.34%-11.93%4.14%4.52%5.13%3.23%-8.30%9.82%
201810-10.07%$166,422-6.85%$141,735-6.28%-10.20%7.50%-10.54%3.76%3.66%-7.27%-23.66%-16.16%-19.92%
2018116.36%$176,9992.03%$144,6070.79%5.73%6.57%-25.74%7.78%6.10%1.83%9.03%8.00%11.83%
201812-7.40%$163,908-9.04%$131,535-14.23%-10.11%-2.74%1.07%-3.00%-6.05%-8.64%-8.53%-7.55%-6.34%
201918.00%$177,0188.00%$142,0607.46%15.08%5.78%34.21%-2.59%1.65%7.11%18.25%0.62%5.45%
201923.83%$183,8013.20%$146,6079.04%5.97%2.16%6.35%9.22%-5.80%3.53%3.97%-0.39%3.14%
201930.89%$185,4321.94%$149,4462.24%-0.30%5.58%-3.75%3.00%4.26%0.77%2.15%0.15%-1.35%
201943.10%$191,1744.04%$155,485-0.64%5.89%3.06%1.80%-5.36%4.69%0.31%-0.59%7.25%3.52%
20195-7.71%$176,432-6.36%$145,589-10.84%-5.31%-3.35%-7.18%0.64%0.14%-1.23%-8.38%-20.30%-14.07%
201967.39%$189,4637.03%$155,8288.28%1.40%6.55%11.33%6.56%4.45%9.58%8.59%16.22%13.76%
201972.21%$193,6491.43%$158,050-2.96%6.41%8.35%-0.48%-1.03%3.36%3.16%7.50%-3.48%-2.66%
20198-5.53%$182,942-1.59%$155,536-6.76%-9.46%1.86%-21.05%4.19%4.58%3.55%-7.52%-5.86%-9.62%
201992.74%$187,9541.86%$158,4273.11%0.01%3.45%8.48%-2.00%-0.36%7.32%7.30%4.98%6.14%
2019102.43%$192,5302.15%$161,841-4.31%2.15%0.74%11.63%2.95%-0.02%3.12%-8.04%-7.57%9.96%
2019113.15%$198,5953.62%$167,7002.07%6.95%-1.97%12.93%0.60%-1.16%-2.88%1.72%-1.22%5.03%
2019122.41%$203,3763.01%$172,7402.42%2.73%2.33%-0.89%5.04%3.65%4.55%-0.30%-0.94%2.04%
20201-3.69%$195,875-0.05%$172,653-10.98%-0.76%0.37%11.56%-6.06%5.51%-2.45%7.23%-20.28%-10.44%
20202-9.28%$177,698-8.24%$158,425-15.99%-10.39%-9.14%-12.61%-10.39%-8.41%-6.38%-8.49%-15.62%-5.41%
20203-10.75%$158,596-12.37%$138,824-26.19%-11.75%-2.85%-26.94%1.30%-16.57%-17.23%-14.77%-20.51%-6.60%
202048.04%$171,34812.81%$156,61322.39%13.29%7.86%-14.36%3.12%3.71%6.35%13.19%37.89%1.18%
202053.11%$176,6804.76%$164,061-0.22%6.91%-1.65%-3.38%1.74%1.72%1.28%0.81%8.53%3.22%
202060.90%$178,2631.98%$167,306-1.65%-0.47%3.15%4.12%-3.43%-3.42%-2.04%-3.31%4.73%5.30%
202073.89%$185,1995.63%$176,720-5.90%2.53%10.35%-11.13%3.76%5.73%-0.43%1.80%1.22%5.83%
202086.94%$198,0577.18%$189,403-3.21%11.56%5.50%4.45%6.27%4.85%0.78%1.61%4.26%7.10%
202091.11%$200,254-3.81%$182,186-14.05%2.30%0.48%-1.57%-2.02%0.48%-4.36%-1.33%-0.50%4.81%
202010-2.72%$194,815-2.67%$177,319-4.98%-10.00%-0.81%19.10%-9.33%-2.65%-3.50%-8.23%2.52%5.94%
20201111.14%$216,51810.94%$196,71019.65%15.72%1.29%37.20%6.89%8.22%6.40%12.18%12.05%10.53%
2020123.63%$224,3833.84%$204,2618.10%2.03%0.19%6.19%2.58%6.28%0.03%1.91%12.09%4.86%
20211-2.88%$217,926-1.02%$202,1758.78%-5.16%-7.30%-1.11%-5.78%-12.20%1.33%-5.38%11.73%0.98%
202126.91%$232,9912.75%$207,74423.34%4.78%-3.65%17.42%-5.77%1.74%-2.58%1.18%-11.11%18.07%
202137.57%$250,6334.37%$216,8232.69%7.02%9.63%4.78%7.08%8.49%8.53%12.05%9.90%7.41%
202140.16%$251,0355.32%$228,3642.53%0.76%-0.85%-0.08%-3.36%2.41%5.56%6.47%-0.22%-1.18%
202153.42%$259,6110.69%$229,9313.45%1.67%1.07%7.16%1.87%2.43%-6.30%2.45%10.09%5.69%
20216-3.50%$250,5142.31%$235,2378.07%-2.14%0.06%-4.19%8.32%-1.39%-2.21%1.98%-8.49%-9.73%
20217-1.39%$247,0412.38%$240,830-8.73%-0.53%6.08%-3.79%-1.16%5.40%-0.74%-3.84%-2.66%-4.48%
202180.15%$247,4003.03%$248,125-3.86%-0.39%0.11%1.75%-0.75%-1.26%-2.25%0.72%-1.37%1.99%
20219-6.20%$232,068-4.66%$236,5557.89%-9.61%-1.82%-2.18%-0.66%-6.12%-1.50%-1.00%-8.15%-8.96%
20211010.38%$256,1646.99%$253,0979.61%23.16%2.92%1.79%17.23%7.43%-4.68%-9.95%2.37%6.86%
202111-4.02%$245,872-0.70%$251,319-5.91%-2.39%1.11%-9.42%-14.92%-6.21%-9.62%-0.76%6.68%-5.23%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1Vanguard 500 Index Investor
Large-cap Value80.17%46.24%
Large-cap Growth2.55%53.76%
Mid-cap Value0.00%0.00%
Mid-cap Growth0.00%0.00%
Small-cap Value2.36%0.00%
Small-cap Growth0.00%0.00%
Global ex-US Developed Markets0.00%0.00%
Emerging Markets8.36%0.00%
Corporate Bonds0.00%0.00%
Long-Term Treasuries0.00%0.00%
Intermediate-Term Treasuries6.57%0.00%
Short-Term Treasuries0.00%0.00%
R Squared87.12%99.91%
Style analysis is based on monthly returns from April 2005 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
XOMExxon Mobil CorporationEnergy / Oil & Gas Integrated10.00%5.73%$11,8117.82%
UNPUnion Pacific CorporationIndustrials / Railroads10.00%1.29%$73,76410.77%
PGProcter & Gamble CompanyConsumer Defensive / Household & Personal Products10.00%2.27%$27,5285.87%
GEGeneral Electric CompanyIndustrials / Specialty Industrial Machinery10.00%0.34%$4,75812.41%
MRKMerck & Company, Inc.Healthcare / Drug Manufacturers - General10.00%3.46%$13,3148.08%
KOCoca-Cola CompanyConsumer Defensive / Beverages - Non-Alcoholic10.00%3.14%$17,4607.30%
TAT&T Inc.Communication Services / Telecom Services10.00%8.87%$2,4197.52%
IBMInternational Business Machines CorporationTechnology / Information Technology Services10.00%5.33%$7,6949.18%
DDDupont De Nemours IncBasic Materials / Chemicals10.00%1.59%$8,77415.14%
CATCaterpillar, Inc.Industrials / Farm & Heavy Construction Machinery10.00%2.16%$68,35015.90%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Portfolio return and risk metrics
MetricPortfolio 1Vanguard 500 Index Investor
Arithmetic Mean (monthly)0.96%0.96%
Arithmetic Mean (annualized)12.17%12.16%
Geometric Mean (monthly)0.87%0.87%
Geometric Mean (annualized)10.91%10.99%
Standard Deviation (monthly)4.35%4.18%
Standard Deviation (annualized)15.07%14.48%
Downside Deviation (monthly)2.74%2.72%
Max. Drawdown-49.40%-50.97%
US Market Correlation0.840.99
Beta(*)0.901.00
Alpha (annualized)1.14%0.00%
R275.09%100.00%
Sharpe Ratio0.610.63
Sortino Ratio0.930.93
Treynor Ratio (%)10.109.11
Calmar Ratio0.531.03
Active Return-0.08%N/A
Tracking Error7.65%N/A
Information Ratio-0.01N/A
Skewness-0.38-0.60
Excess Kurtosis1.091.38
Historical Value-at-Risk (5%)-6.43%-6.61%
Analytical Value-at-Risk (5%)-6.08%-5.91%
Conditional Value-at-Risk (5%)-9.56%-9.33%
Upside Capture Ratio (%)91.74100.00
Downside Capture Ratio (%)89.19100.00
Safe Withdrawal Rate11.71%10.04%
Perpetual Withdrawal Rate7.92%7.99%
Positive Periods234 out of 371 (63.07%)248 out of 371 (66.85%)
Gain/Loss Ratio1.040.89
* 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 PeriodStartEndPortfolio 1Vanguard 500 Index Investor
Asian CrisisJul 1997Jan 1998-9.06%-5.61%
Russian Debt DefaultJul 1998Oct 1998-14.28%-15.38%
Dotcom CrashMar 2000Oct 2002-29.80%-44.82%
Subprime CrisisNov 2007Mar 2009-49.40%-50.97%
COVID-19 StartJan 2020Mar 2020-22.02%-19.63%

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsDec 20101 year 10 months3 years 2 months-49.40%
2Nov 2000Sep 20021 year 11 monthsDec 20042 years 3 months4 years 2 months-29.80%
3Jan 2020Mar 20203 monthsNov 20208 months11 months-22.02%
4May 2011Sep 20115 monthsJan 20124 months9 months-19.75%
5Dec 2014Jan 20161 year 2 monthsSep 20168 months1 year 10 months-18.60%
6Jan 2000Feb 20002 monthsOct 20008 months10 months-14.95%
7Jul 1998Aug 19982 monthsNov 19983 months5 months-14.28%
8Oct 2018Dec 20183 monthsMar 20193 months6 months-11.43%
9Jun 2021Sep 20214 months-10.61%
10Aug 1997Oct 19973 monthsDec 19972 months5 months-9.06%
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
XOMExxon Mobil Corporation8.60%19.06%54.16%-36.21%-58.35%0.400.630.52
UNPUnion Pacific Corporation14.98%23.33%50.20%-32.85%-54.73%0.611.000.54
PGProcter & Gamble Company11.45%18.76%50.47%-27.10%-48.06%0.550.830.32
GEGeneral Electric Company5.83%27.65%53.93%-55.39%-81.06%0.260.390.63
MRKMerck & Company, Inc.8.99%24.37%88.89%-45.34%-65.17%0.380.570.35
KOCoca-Cola Company9.89%19.74%75.39%-24.11%-50.11%0.460.680.43
TAT&T Inc.4.06%23.28%53.17%-64.33%-81.49%0.190.270.36
IBMInternational Business Machines Corporation7.25%26.79%77.48%-40.02%-63.17%0.300.470.54
DDDupont De Nemours Inc7.65%34.11%89.96%-59.25%-84.65%0.300.520.58
CATCaterpillar, Inc.14.70%30.36%86.11%-36.81%-69.43%0.520.840.58

Portfolio Asset Performance

Performance of portfolio assets
NameTotal ReturnAnnualized Return
Quarter to DateYear To Date1 year3 year5 year10 year
Exxon Mobil Corporation-5.34%49.49%83.73%-6.08%-2.72%1.94%
Union Pacific Corporation-10.44%-4.51%1.47%8.63%17.46%19.51%
Procter & Gamble Company4.26%2.38%3.06%22.07%12.47%11.62%
General Electric Company-4.24%19.52%107.38%6.31%-13.30%1.22%
Merck & Company, Inc.-2.55%-1.21%-1.80%6.73%8.00%12.84%
Coca-Cola Company-2.30%-2.06%9.65%7.73%7.87%7.82%
AT&T Inc.-4.42%-0.95%1.73%-0.74%-2.13%5.23%
International Business Machines Corporation-4.13%14.41%20.04%2.07%1.84%1.20%
Dupont De Nemours Inc-11.82%-3.25%24.58%-7.58%0.61%10.99%
Caterpillar, Inc.-11.31%7.08%31.48%10.85%19.82%13.15%
Trailing returns as of last calendar quarter ending September 2021

Monthly Correlations

Correlations for the portfolio assets
TickerNameXOMUNPPGGEMRKKOTIBMDDCATPortfolio 1Vanguard 500 Index Investor
XOMExxon Mobil Corporation1.000.330.180.360.230.310.310.310.320.390.590.53
UNPUnion Pacific Corporation0.331.000.220.340.300.260.280.260.480.470.670.55
PGProcter & Gamble Company0.180.221.000.230.320.470.200.060.220.190.450.34
GEGeneral Electric Company0.360.340.231.000.200.270.280.340.420.400.650.64
MRKMerck & Company, Inc.0.230.300.320.201.000.380.290.130.150.170.480.40
KOCoca-Cola Company0.310.260.470.270.381.000.280.120.230.200.530.46
TAT&T Inc.0.310.280.200.280.290.281.000.200.190.210.470.40
IBMInternational Business Machines Corporation0.310.260.060.340.130.120.201.000.280.350.490.56
DDDupont De Nemours Inc0.320.480.220.420.150.230.190.281.000.590.640.58
CATCaterpillar, Inc.0.390.470.190.400.170.200.210.350.591.000.760.58

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1
XOMExxon Mobil Corporation$11,811
UNPUnion Pacific Corporation$73,764
PGProcter & Gamble Company$27,528
GEGeneral Electric Company$4,758
MRKMerck & Company, Inc.$13,314
KOCoca-Cola Company$17,460
TAT&T Inc.$2,419
IBMInternational Business Machines Corporation$7,694
DDDupont De Nemours Inc$8,774
CATCaterpillar, Inc.$68,350

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1
XOMExxon Mobil Corporation7.82%
UNPUnion Pacific Corporation10.77%
PGProcter & Gamble Company5.87%
GEGeneral Electric Company12.41%
MRKMerck & Company, Inc.8.08%
KOCoca-Cola Company7.30%
TAT&T Inc.7.52%
IBMInternational Business Machines Corporation9.18%
DDDupont De Nemours Inc15.14%
CATCaterpillar, Inc.15.90%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Vanguard 500 Index Investor
AverageHighLowAverageHighLow
1 year12.10%59.89%-44.90%11.83%56.19%-43.32%
3 years10.78%35.75%-12.57%10.39%32.68%-16.14%
5 years10.53%28.75%-3.60%10.03%28.49%-6.73%
7 years9.89%22.54%-1.98%9.35%21.51%-3.94%
10 years9.13%18.57%-0.97%8.14%17.35%-3.51%
15 years8.81%13.26%5.23%7.48%11.41%3.64%

Portfolio 1 Allocation Drift

Annual allocation drift for portfolio 1
YearExxon Mobil Corporation (XOM) AllocationUnion Pacific Corporation (UNP) AllocationProcter & Gamble Company (PG) AllocationGeneral Electric Company (GE) AllocationMerck & Company, Inc. (MRK) AllocationCoca-Cola Company (KO) AllocationAT&T Inc. (T) AllocationInternational Business Machines Corporation (IBM) AllocationDupont De Nemours Inc (DD) AllocationCaterpillar, Inc. (CAT) Allocation
199110.00%10.00%10.00%10.00%10.00%10.00%10.00%10.00%10.00%10.00%
19929.45%11.51%8.51%10.53%14.48%13.44%9.31%6.32%9.12%7.34%
19939.44%12.69%9.43%11.51%10.96%13.50%10.60%3.60%9.65%8.62%
19948.99%12.28%9.05%12.78%7.89%12.89%10.89%3.67%8.84%12.73%
19958.40%8.50%9.33%11.87%8.39%14.02%10.19%4.50%10.08%14.73%
19968.53%9.27%9.29%12.54%10.78%14.92%10.91%4.12%7.98%11.66%
19978.23%9.93%9.46%13.55%10.29%16.47%7.87%5.32%7.12%11.77%
19987.85%7.88%10.56%15.17%10.36%15.62%8.51%5.50%7.10%11.46%
19998.03%4.82%10.23%17.87%12.23%13.23%10.64%8.15%5.51%9.29%
20007.92%4.16%10.89%24.05%9.92%10.18%8.64%8.40%7.32%8.52%
20018.77%4.96%7.98%22.73%14.13%10.85%8.69%6.69%6.28%8.92%
20028.82%6.15%8.96%21.01%9.85%9.27%7.94%10.40%6.55%11.04%
20039.85%8.01%12.23%16.02%11.91%10.73%3.47%8.22%7.37%12.19%
20049.36%7.45%11.42%16.52%8.32%9.99%2.78%7.81%8.46%17.88%
200510.94%6.72%11.72%18.19%5.49%7.65%2.63%7.64%9.48%19.55%
200611.59%7.75%11.90%16.99%5.41%7.20%2.50%6.09%8.20%22.36%
200713.80%7.70%11.56%15.92%6.61%7.59%3.28%6.25%6.64%20.65%
200814.39%8.92%11.30%13.70%7.61%8.30%3.32%5.91%5.71%20.85%
200918.25%10.07%14.23%9.21%6.08%9.20%3.49%6.84%3.40%19.25%
201013.36%11.52%12.06%7.58%6.45%10.03%3.06%9.09%5.40%21.46%
201111.35%13.10%10.17%7.26%5.11%9.21%2.63%8.01%5.26%27.90%
201212.49%14.18%10.10%6.82%5.20%9.35%2.66%9.47%4.23%25.50%
201312.00%15.76%9.74%7.61%5.39%9.13%2.87%9.20%4.54%23.76%
201412.08%18.00%10.10%8.79%5.73%8.97%2.64%7.69%5.41%20.59%
201510.34%23.69%10.62%7.47%6.10%8.60%2.42%6.14%5.22%19.41%
201610.24%18.07%10.86%10.82%6.67%10.27%2.98%6.18%6.93%16.98%
201710.10%20.19%9.76%9.30%6.30%8.41%3.18%6.36%6.56%19.84%
20188.04%22.10%9.11%4.40%5.14%7.97%2.53%5.05%6.94%28.73%
20197.41%25.26%10.24%2.13%7.81%9.24%2.14%4.25%5.79%25.73%
20206.41%27.22%11.53%2.64%7.70%8.98%2.51%4.23%4.01%24.77%
20213.70%29.03%11.93%2.33%6.47%8.34%1.79%3.79%4.12%28.50%