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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Portfolio Analysis Results (Jan 1991 - Sep 2021)

Portfolio Allocations

SPY/LTT 50/50
Ticker Name Allocation
VFINX Vanguard 500 Index Investor 50.00%
VUSTX Vanguard Long-Term Treasury Inv 50.00%
Save portfolio »
SPY/LTT 100/100
Ticker Name Allocation
VFINX Vanguard 500 Index Investor 100.00%
VUSTX Vanguard Long-Term Treasury Inv 100.00%
CASHX Cash -100.00%
Save portfolio »
SPY/LTT 150/150
Ticker Name Allocation
VFINX Vanguard 500 Index Investor 150.00%
VUSTX Vanguard Long-Term Treasury Inv 150.00%
CASHX Cash -200.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
SPY/LTT 50/50$10,000$176,931 9.79% 8.06%33.79%-9.95%-22.82% 0.901.460.76
SPY/LTT 100/100$10,000$1,212,313 16.89% 16.16%66.81%-20.43%-43.20% 0.901.470.76
SPY/LTT 150/150$10,000$6,905,156 23.69% 24.49%105.46%-29.98%-59.89% 0.901.470.75
Vanguard 500 Index Investor$10,000$236,555 10.84% 14.47%37.45%-37.02%-50.97% 0.620.920.99
   

Trailing Returns

Trailing Returns
NameAnnualized ReturnAnnualized Volatility
3 MonthYTD1 year3 year5 year10 yearFull3 year5 year
SPY/LTT 50/500.47%4.18%9.11%14.10%10.82%10.93%9.79%9.58%8.21%
SPY/LTT 100/1000.94%7.81%18.00%27.45%20.51%21.54%16.89%19.11%16.36%
SPY/LTT 150/1501.40%10.93%26.63%41.00%30.11%32.35%23.69%28.63%24.51%
Vanguard 500 Index Investor0.56%15.81%29.84%15.85%16.74%16.47%10.84%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/LTT 50/50SPY/LTT 100/100SPY/LTT 150/150Vanguard 500 Index InvestorVanguard 500 Index Investor (VFINX)Vanguard Long-Term Treasury Inv (VUSTX)Cash (CASHX)
ReturnBalanceReturnBalanceReturnBalanceReturnBalance
19913.06%23.89%$12,38943.71%$14,37165.29%$16,52930.22%$13,02230.22%17.43%5.71%
19922.90%7.45%$13,31211.03%$15,95714.27%$18,8887.42%$13,9897.42%7.41%3.57%
19932.75%13.36%$15,09024.24%$19,82435.74%$25,6389.89%$15,3739.89%16.79%3.05%
19942.67%-2.96%$14,643-9.92%$17,858-16.74%$21,3471.18%$15,5531.18%-7.04%4.20%
19952.54%33.79%$19,59166.81%$29,788105.46%$43,85937.45%$21,37837.45%30.09%5.71%
19963.32%10.41%$21,63115.53%$34,41620.56%$52,87722.88%$26,26822.88%-1.26%5.17%
19971.70%23.43%$26,69843.07%$49,23864.19%$86,82133.19%$34,98733.19%13.90%5.22%
19981.61%21.91%$32,54739.83%$68,85158.78%$137,85528.62%$44,99928.62%13.05%4.97%
19992.68%5.77%$34,4266.29%$73,1846.33%$146,58021.07%$54,47921.07%-8.66%4.77%
20003.39%4.71%$36,0483.20%$75,5291.53%$148,817-9.06%$49,545-9.06%19.72%5.99%
20011.55%-3.12%$34,922-10.20%$67,825-17.55%$122,693-12.02%$43,589-12.02%4.31%3.70%
20022.38%-3.05%$33,857-7.93%$62,446-12.97%$106,781-22.15%$33,936-22.15%16.67%1.65%
20031.88%15.29%$39,03330.10%$81,24545.47%$155,33428.50%$43,60828.50%2.68%1.04%
20043.26%9.15%$42,60617.13%$95,16425.25%$194,55810.74%$48,29210.74%7.12%1.32%
20053.42%5.80%$45,0758.34%$103,10510.79%$215,5604.77%$50,5974.77%6.61%3.14%
20062.54%8.60%$48,95112.15%$115,63015.46%$248,88715.64%$58,51215.64%1.74%4.82%
20074.08%7.50%$52,62110.46%$127,72113.44%$282,3275.39%$61,6645.39%9.24%4.56%
20080.09%-9.95%$47,382-20.43%$101,624-29.98%$197,698-37.02%$38,835-37.02%22.52%1.53%
20092.72%6.48%$50,45011.23%$113,03214.18%$225,73426.49%$49,12126.49%-12.05%0.16%
20101.50%13.23%$57,12627.19%$143,76442.03%$320,62114.91%$56,44714.91%8.93%0.14%
20112.96%17.01%$66,84335.83%$195,26956.64%$502,2051.97%$57,5571.97%29.28%0.07%
20121.74%10.19%$73,65320.88%$236,04432.17%$663,75615.82%$66,66515.82%3.47%0.08%
20131.50%7.84%$79,42815.86%$273,48924.11%$823,79632.18%$88,11432.18%-13.03%0.05%
20140.76%19.32%$94,76941.12%$385,95765.66%$1,364,68413.51%$100,01713.51%25.28%0.03%
20150.73%0.23%$94,9910.10%$386,328-0.37%$1,359,5711.25%$101,2661.25%-1.54%0.05%
20162.07%6.85%$101,49413.13%$437,05119.07%$1,618,89411.82%$113,23211.82%1.20%0.30%
20172.11%15.01%$116,73130.55%$570,54947.57%$2,389,05321.67%$137,76721.67%8.58%0.88%
20181.91%-2.64%$113,644-7.37%$528,482-12.27%$2,095,913-4.52%$131,535-4.52%-1.90%1.90%
20192.29%22.86%$139,61846.29%$773,10172.67%$3,619,06831.33%$172,74031.33%14.13%2.13%
20201.36%21.65%$169,83945.45%$1,124,48972.00%$6,224,93018.25%$204,26118.25%18.29%0.44%
20215.31%4.18%$176,9317.81%$1,212,31310.93%$6,905,15615.81%$236,55515.81%-7.25%0.03%
Annual return for 2021 is from 01/01/2021 to 09/30/2021
Monthly returns for the configured portfolios
YearMonthSPY/LTT 50/50SPY/LTT 100/100SPY/LTT 150/150Vanguard 500 Index InvestorVanguard 500 Index Investor (VFINX)Vanguard Long-Term Treasury Inv (VUSTX)Cash (CASHX)
ReturnBalanceReturnBalanceReturnBalanceReturnBalance
199112.70%$10,2704.86%$10,4867.03%$10,7034.32%$10,4324.32%1.09%0.54%
199123.88%$10,6697.08%$11,22910.15%$11,7897.15%$11,1787.15%0.50%0.52%
199131.39%$10,8172.17%$11,4732.88%$12,1292.41%$11,4472.41%0.27%0.51%
199140.74%$10,8971.00%$11,5881.25%$12,2810.20%$11,4690.20%1.28%0.48%
199152.05%$11,1213.63%$12,0085.19%$12,9194.27%$11,9594.27%-0.14%0.46%
19916-2.70%$10,820-5.73%$11,320-8.65%$11,802-4.56%$11,414-4.56%-0.78%0.47%
199173.08%$11,1535.69%$11,9648.30%$12,7814.63%$11,9424.63%1.53%0.47%
199182.90%$11,4775.21%$12,5877.40%$13,7272.33%$12,2212.33%3.49%0.47%
199190.62%$11,5480.77%$12,6840.91%$13,852-1.67%$12,017-1.67%2.95%0.45%
1991100.63%$11,6200.82%$12,7881.02%$13,9941.33%$12,1771.33%-0.08%0.43%
199111-2.01%$11,387-4.40%$12,225-6.79%$13,043-4.01%$11,688-4.01%0.02%0.40%
1991128.80%$12,38917.56%$14,37126.72%$16,52911.41%$13,02211.41%6.26%0.37%
19921-2.55%$12,073-5.42%$13,593-8.29%$15,159-1.88%$12,777-1.88%-3.21%0.33%
199220.94%$12,1871.60%$13,8102.30%$15,5071.24%$12,9361.24%0.64%0.32%
19923-1.52%$12,002-3.44%$13,335-5.46%$14,661-1.93%$12,687-1.93%-1.10%0.33%
199241.42%$12,1732.50%$13,6693.58%$15,1862.91%$13,0572.91%-0.07%0.34%
199251.58%$12,3652.81%$14,0534.02%$15,7970.48%$13,1200.48%2.70%0.31%
19926-0.19%$12,341-0.67%$13,959-1.12%$15,619-1.49%$12,924-1.49%1.12%0.31%
199274.03%$12,8387.76%$15,04311.50%$17,4144.04%$13,4474.04%4.02%0.30%
19928-0.68%$12,751-1.56%$14,808-2.38%$17,000-2.07%$13,169-2.07%0.71%0.27%
199291.27%$12,9122.21%$15,1353.10%$17,5281.17%$13,3231.17%1.36%0.26%
199210-0.78%$12,812-1.78%$14,865-2.79%$17,0390.33%$13,3670.33%-1.89%0.23%
1992111.97%$13,0633.71%$15,4175.50%$17,9763.40%$13,8213.40%0.50%0.25%
1992121.90%$13,3123.50%$15,9575.08%$18,8881.21%$13,9891.21%2.63%0.27%
199311.83%$13,5553.40%$16,4994.97%$19,8260.81%$14,1010.81%2.85%0.26%
199322.29%$13,8654.27%$17,2026.18%$21,0531.36%$14,2931.36%3.20%0.24%
199331.13%$14,0221.95%$17,5382.72%$21,6252.11%$14,5942.11%0.19%0.25%
19934-0.83%$13,906-1.91%$17,204-2.98%$20,980-2.42%$14,240-2.42%0.76%0.24%
199351.50%$14,1142.78%$17,6824.09%$21,8382.65%$14,6182.65%0.38%0.24%
199362.23%$14,4284.18%$18,4216.13%$23,1760.27%$14,6570.27%4.17%0.26%
199370.48%$14,4980.71%$18,5520.94%$23,394-0.42%$14,595-0.42%1.39%0.25%
199383.89%$15,0627.50%$19,94411.09%$25,9893.79%$15,1473.79%3.99%0.25%
19939-0.23%$15,028-0.67%$19,810-1.08%$25,708-0.79%$15,027-0.79%0.33%0.25%
1993101.35%$15,2302.45%$20,2953.55%$26,6212.08%$15,3392.08%0.62%0.24%
199311-1.73%$14,966-3.67%$19,550-5.57%$25,139-1.00%$15,187-1.00%-2.48%0.25%
1993120.83%$15,0901.40%$19,8241.99%$25,6381.22%$15,3731.22%0.42%0.26%
199412.80%$15,5145.36%$20,8867.91%$27,6663.38%$15,8923.38%2.23%0.25%
19942-3.35%$14,994-6.76%$19,474-10.02%$24,895-2.71%$15,460-2.71%-3.99%0.25%
19943-4.11%$14,378-8.58%$17,803-13.15%$21,621-4.39%$14,782-4.39%-3.82%0.28%
199440.00%$14,378-0.29%$17,752-0.58%$21,4951.29%$14,9731.29%-1.29%0.29%
199450.59%$14,4630.86%$17,9041.13%$21,7381.63%$15,2161.63%-0.47%0.32%
19946-1.66%$14,223-3.66%$17,250-5.65%$20,509-2.47%$14,840-2.47%-0.81%0.35%
199473.11%$14,6655.87%$18,2628.63%$22,2783.28%$15,3273.28%2.94%0.35%
199481.71%$14,9162.98%$18,8064.19%$23,2124.08%$15,9514.08%-0.67%0.36%
19949-2.72%$14,510-5.56%$17,761-8.19%$21,311-2.45%$15,561-2.45%-3.00%0.38%
1994100.95%$14,6481.50%$18,0272.05%$21,7482.25%$15,9112.25%-0.36%0.39%
199411-1.54%$14,421-3.48%$17,399-5.40%$20,574-3.65%$15,329-3.65%0.62%0.42%
1994121.54%$14,6432.63%$17,8583.76%$21,3471.46%$15,5531.46%1.62%0.47%
199512.60%$15,0244.74%$18,7046.87%$22,8142.58%$15,9552.58%2.62%0.47%
199523.31%$15,5215.99%$19,8258.57%$24,7713.88%$16,5743.88%2.73%0.49%
199531.84%$15,8073.07%$20,4334.19%$25,8082.95%$17,0642.95%0.72%0.48%
199542.30%$16,1714.12%$21,2745.93%$27,3402.94%$17,5662.94%1.65%0.48%
199555.73%$17,09710.77%$23,56515.64%$31,6153.95%$18,2603.95%7.52%0.48%
199561.71%$17,3902.79%$24,2223.74%$32,7962.31%$18,6822.31%1.13%0.47%
199570.95%$17,5551.45%$24,5731.94%$33,4343.30%$19,2993.30%-1.40%0.46%
199581.13%$17,7541.79%$25,0142.45%$34,2530.25%$19,3470.25%2.05%0.46%
199593.04%$18,2935.55%$26,4028.01%$36,9954.23%$20,1664.23%1.81%0.44%
1995101.30%$18,5312.16%$26,9733.02%$38,113-0.36%$20,092-0.36%2.97%0.44%
1995113.33%$19,1486.15%$28,6318.92%$41,5134.38%$20,9724.38%2.31%0.45%
1995122.32%$19,5914.04%$29,7885.65%$43,8591.93%$21,3781.93%2.70%0.45%
199611.67%$19,9182.92%$30,6574.17%$45,6863.39%$22,1013.39%-0.05%0.42%
19962-1.95%$19,529-4.25%$29,354-6.49%$42,7200.92%$22,3050.92%-4.93%0.41%
19963-0.43%$19,445-1.28%$28,977-2.16%$41,7980.98%$22,5230.98%-1.98%0.41%
19964-0.16%$19,414-0.74%$28,762-1.33%$41,2441.46%$22,8511.46%-1.78%0.42%
199651.07%$19,6211.72%$29,2562.38%$42,2252.54%$23,4332.54%-0.46%0.42%
199661.23%$19,8632.03%$29,8512.83%$43,4210.38%$23,5220.38%2.14%0.42%
19967-2.24%$19,419-4.89%$28,390-7.55%$40,141-4.42%$22,483-4.42%-0.05%0.42%
199680.36%$19,4890.29%$28,4710.21%$40,2242.10%$22,9542.10%-1.29%0.44%
199694.19%$20,3068.13%$30,78612.30%$45,1735.61%$24,2415.61%2.79%0.43%
1996103.32%$20,9796.22%$32,7029.13%$49,2962.76%$24,9092.76%3.88%0.41%
1996115.39%$22,11010.06%$35,99314.49%$56,4407.56%$26,7937.56%3.24%0.42%
199612-2.17%$21,631-4.38%$34,416-6.31%$52,877-1.96%$26,268-1.96%-2.38%0.42%
199712.78%$22,2325.14%$36,1837.49%$56,8386.22%$27,9016.22%-0.65%0.43%
199720.36%$22,3110.29%$36,2890.23%$56,9710.79%$28,1210.79%-0.11%0.42%
19973-3.25%$21,586-6.74%$33,844-10.08%$51,230-4.14%$26,958-4.14%-2.29%0.43%
199744.15%$22,4837.87%$36,50611.58%$57,1635.96%$28,5645.96%2.35%0.44%
199753.58%$23,2876.50%$38,8789.22%$62,4326.09%$30,3036.09%0.98%0.43%
199763.17%$24,0265.58%$41,0487.72%$67,2504.45%$31,6524.45%1.78%0.40%
199776.65%$25,62412.88%$46,33419.10%$80,0967.97%$34,1747.97%5.34%0.43%
19978-4.11%$24,571-8.13%$42,566-11.73%$70,697-5.61%$32,257-5.61%-2.57%0.43%
199794.05%$25,5657.54%$45,77310.93%$78,4245.47%$34,0215.47%2.63%0.43%
199710-0.18%$25,519-0.78%$45,418-1.37%$77,348-3.35%$32,881-3.35%2.99%0.41%
1997112.88%$26,2545.36%$47,8517.86%$83,4294.60%$34,3934.60%1.27%0.43%
1997121.69%$26,6982.90%$49,2384.07%$86,8211.72%$34,9871.72%1.66%0.43%
199811.51%$27,1012.58%$50,5103.66%$89,9961.11%$35,3751.11%1.91%0.44%
199823.20%$27,9705.91%$53,4968.56%$97,7027.19%$37,9197.19%-0.75%0.43%
199832.71%$28,7274.80%$56,0646.75%$104,2955.10%$39,8545.10%0.14%0.44%
199840.71%$28,9300.99%$56,6201.28%$105,6251.01%$40,2561.01%0.40%0.42%
199850.04%$28,942-0.33%$56,435-0.69%$104,897-1.74%$39,554-1.74%1.83%0.41%
199863.20%$29,8675.97%$59,8038.74%$114,0674.07%$41,1654.07%2.35%0.41%
19987-0.78%$29,633-1.99%$58,615-3.19%$110,431-1.05%$40,731-1.05%-0.51%0.42%
19988-4.80%$28,212-10.11%$52,686-15.57%$93,241-14.47%$34,836-14.47%4.83%0.42%
199894.69%$29,5349.55%$57,71815.17%$107,3856.41%$37,0696.41%3.29%0.40%
1998103.23%$30,4896.11%$61,2458.99%$117,0388.16%$40,0958.16%-1.69%0.36%
1998113.60%$31,5876.66%$65,3269.56%$128,2286.07%$42,5306.07%0.88%0.36%
1998123.04%$32,5475.40%$68,8517.51%$137,8555.81%$44,9995.81%-0.16%0.37%
199912.59%$33,3914.82%$72,1697.05%$147,5674.20%$46,8904.20%0.98%0.37%
19992-3.93%$32,080-8.02%$66,378-11.95%$129,932-3.12%$45,425-3.12%-4.76%0.37%
199931.88%$32,6833.43%$68,6565.06%$136,5014.00%$47,2414.00%-0.34%0.38%
199942.02%$33,3433.68%$71,1805.33%$143,7783.85%$49,0603.85%0.19%0.37%
19995-2.04%$32,663-4.37%$68,070-6.62%$134,255-2.39%$47,888-2.39%-1.68%0.37%
199962.30%$33,4134.23%$70,9516.20%$142,5765.56%$50,5495.56%-1.05%0.38%
19997-1.85%$32,794-4.10%$68,042-6.35%$133,529-3.13%$48,967-3.13%-0.58%0.39%
19998-0.49%$32,632-1.41%$67,082-2.37%$130,361-0.50%$48,723-0.50%-0.49%0.39%
19999-0.89%$32,341-2.27%$65,561-3.74%$125,492-2.74%$47,389-2.74%0.91%0.41%
1999103.22%$33,3836.05%$69,5278.87%$136,6286.33%$50,3876.33%0.12%0.40%
1999110.76%$33,6351.07%$70,2741.38%$138,5082.02%$51,4062.02%-0.59%0.42%
1999122.35%$34,4264.14%$73,1845.83%$146,5805.98%$54,4795.98%-1.60%0.43%
20001-1.89%$33,776-4.21%$70,101-6.54%$137,000-5.03%$51,738-5.03%1.25%0.43%
200020.60%$33,9800.75%$70,6250.90%$138,231-1.91%$50,751-1.91%2.96%0.47%
200036.26%$36,10612.25%$79,27818.53%$163,8409.75%$55,7019.75%3.14%0.47%
20004-1.83%$35,445-4.14%$75,995-6.45%$153,267-3.00%$54,030-3.00%-0.66%0.48%
20005-1.24%$35,006-3.03%$73,695-4.90%$145,752-2.04%$52,929-2.04%-0.46%0.48%
200062.39%$35,8454.47%$76,9926.74%$155,5762.49%$54,2502.49%2.30%0.46%
20007-0.01%$35,842-0.49%$76,613-0.98%$154,053-1.50%$53,437-1.50%1.49%0.48%
200084.10%$37,3137.72%$82,52411.37%$171,5626.19%$56,7446.19%2.08%0.51%
20009-3.08%$36,163-6.44%$77,211-9.61%$155,080-5.29%$53,743-5.29%-0.85%0.52%
2000100.57%$36,3690.63%$77,6970.69%$156,147-0.43%$53,512-0.43%1.57%0.51%
200011-2.39%$35,499-5.29%$73,588-8.18%$143,375-7.89%$49,292-7.89%2.99%0.52%
2000121.55%$36,0482.64%$75,5293.80%$148,8170.51%$49,5450.51%2.45%0.51%
200111.91%$36,7383.35%$78,0574.78%$155,9283.55%$51,3023.55%0.28%0.48%
20012-3.76%$35,358-7.79%$71,979-11.71%$137,677-9.14%$46,614-9.14%1.80%0.41%
20013-3.36%$34,169-7.31%$66,719-11.49%$121,856-6.36%$43,651-6.36%-0.60%0.40%
200142.60%$35,0594.85%$69,9587.11%$130,5157.77%$47,0437.77%-2.56%0.35%
200150.44%$35,2130.55%$70,3420.65%$131,3670.65%$47,3490.65%0.21%0.32%
20016-0.93%$34,886-2.09%$68,873-3.20%$127,166-2.45%$46,191-2.45%0.76%0.30%
200171.31%$35,3422.31%$70,4663.32%$131,388-1.00%$45,729-1.00%3.61%0.30%
20018-2.03%$34,624-4.30%$67,437-6.52%$122,818-6.27%$42,860-6.27%2.02%0.29%
20019-3.31%$33,477-6.98%$62,730-10.75%$109,619-8.09%$39,392-8.09%0.88%0.28%
2001103.51%$34,6526.82%$67,00810.13%$120,7251.90%$40,1391.90%5.12%0.20%
2001111.24%$35,0812.24%$68,5093.18%$124,5657.65%$43,2117.65%-4.98%0.17%
200112-0.45%$34,922-1.00%$67,825-1.50%$122,6930.87%$43,5890.87%-1.91%0.15%
20021-0.14%$34,875-0.42%$67,543-0.69%$121,841-1.47%$42,946-1.47%1.20%0.14%
20022-0.33%$34,761-0.80%$67,004-1.27%$120,289-1.94%$42,115-1.94%1.24%0.14%
20023-0.17%$34,703-0.49%$66,678-0.81%$119,3143.74%$43,6913.74%-3.86%0.15%
20024-1.17%$34,297-2.49%$65,020-3.80%$114,776-6.07%$41,037-6.07%3.73%0.15%
20025-0.15%$34,244-0.46%$64,720-0.78%$113,885-0.75%$40,728-0.75%0.39%0.15%
20026-2.44%$33,407-5.11%$61,415-7.86%$104,933-7.13%$37,822-7.13%1.76%0.14%
20027-2.40%$32,607-4.93%$58,387-7.47%$97,100-7.72%$34,902-7.72%2.93%0.14%
200282.57%$33,4445.12%$61,3747.81%$104,6790.65%$35,1300.65%4.28%0.14%
20029-2.89%$32,476-5.93%$57,737-8.97%$95,290-10.87%$31,310-10.87%4.02%0.14%
2002102.97%$33,4425.82%$61,0968.66%$103,5448.78%$34,0608.78%-2.84%0.13%
2002112.64%$34,3265.03%$64,1697.29%$111,0925.88%$36,0615.88%-0.98%0.12%
200212-1.37%$33,857-2.68%$62,446-3.88%$106,781-5.89%$33,936-5.89%4.05%0.10%
20031-1.54%$33,337-3.17%$60,465-4.81%$101,648-2.62%$33,045-2.62%-0.45%0.10%
200320.78%$33,5971.48%$61,3622.21%$103,896-1.52%$32,543-1.52%3.03%0.10%
20033-0.12%$33,555-0.35%$61,148-0.58%$103,2940.96%$32,8550.96%-1.13%0.10%
200344.58%$35,0929.07%$66,69213.55%$117,2958.25%$35,5668.25%0.91%0.09%
200355.46%$37,00910.38%$73,61814.92%$134,7935.26%$37,4385.26%5.67%0.09%
20036-0.07%$36,984-0.20%$73,472-0.31%$134,3761.26%$37,9101.26%-1.48%0.09%
20037-3.41%$35,721-6.90%$68,401-10.39%$120,4131.74%$38,5711.74%-8.57%0.07%
200381.69%$36,3263.43%$70,7455.30%$126,7901.93%$39,3171.93%1.43%0.08%
200391.83%$36,9893.64%$73,3195.53%$133,798-1.07%$38,895-1.07%5.07%0.08%
2003101.53%$37,5562.98%$75,5084.44%$139,7375.64%$41,0905.64%-2.58%0.08%
2003110.60%$37,7811.11%$76,3431.60%$141,9700.86%$41,4450.86%0.31%0.08%
2003123.31%$39,0336.42%$81,2459.41%$155,3345.22%$43,6085.22%1.23%0.08%
200411.78%$39,7283.49%$84,0795.19%$163,4001.82%$44,4021.82%1.74%0.08%
200421.67%$40,3913.21%$86,7774.70%$171,0791.38%$45,0141.38%1.96%0.08%
20043-0.03%$40,379-0.13%$86,662-0.23%$170,690-1.51%$44,333-1.51%1.45%0.08%
20044-3.55%$38,947-7.17%$80,446-10.80%$152,257-1.58%$43,634-1.58%-5.52%0.08%
200450.42%$39,1100.79%$81,0781.18%$154,0561.36%$44,2261.36%-0.56%0.08%
200461.42%$39,6642.83%$83,3764.36%$160,7691.93%$45,0801.93%0.87%0.09%
20047-0.90%$39,308-1.90%$81,789-2.91%$156,089-3.31%$43,587-3.31%1.52%0.11%
200481.92%$40,0633.76%$84,8635.63%$164,8830.38%$43,7540.38%3.39%0.12%
200491.00%$40,4631.85%$86,4342.69%$169,3191.07%$44,2211.07%0.94%0.13%
2004101.49%$41,0652.83%$88,8844.18%$176,4001.51%$44,8911.51%1.46%0.14%
2004110.90%$41,4341.62%$90,3242.32%$180,5004.05%$46,7074.05%-2.25%0.16%
2004122.83%$42,6065.36%$95,1647.79%$194,5583.39%$48,2923.39%2.22%0.18%
200510.07%$42,635-0.04%$95,123-0.16%$194,255-2.45%$47,107-2.45%2.59%0.18%
200520.38%$42,8000.56%$95,6580.74%$195,6922.09%$48,0932.09%-1.24%0.21%
20053-1.25%$42,263-2.73%$93,049-4.20%$187,475-1.76%$47,246-1.76%-0.76%0.23%
200540.66%$42,5401.08%$94,0581.51%$190,311-1.91%$46,343-1.91%3.22%0.23%
200552.85%$43,7535.43%$99,1708.00%$205,5313.17%$47,8113.17%2.55%0.24%
200560.90%$44,1481.52%$100,6752.10%$209,8460.13%$47,8720.13%1.64%0.25%
200570.56%$44,3960.87%$101,5521.18%$212,3183.71%$49,6463.71%-2.58%0.26%
200580.92%$44,8051.56%$103,1312.19%$216,959-0.91%$49,193-0.91%2.87%0.28%
20059-0.97%$44,371-2.20%$100,866-3.40%$209,5810.79%$49,5830.79%-2.78%0.29%
200510-1.71%$43,613-3.71%$97,126-5.71%$197,618-1.68%$48,751-1.68%-1.74%0.29%
2005112.17%$44,5594.09%$101,0936.08%$209,6363.76%$50,5863.76%0.57%0.33%
2005121.16%$45,0751.99%$103,1052.83%$215,5600.02%$50,5970.02%2.33%0.32%
200610.87%$45,4691.41%$104,5601.95%$219,7632.65%$51,9362.65%-0.90%0.33%
200620.53%$45,7100.69%$105,2830.85%$221,6300.26%$52,0720.26%0.81%0.37%
20063-1.05%$45,231-2.44%$102,710-3.82%$213,1611.23%$52,7131.23%-3.39%0.38%
20064-0.31%$45,090-1.00%$101,679-1.70%$209,5471.33%$53,4161.33%-1.96%0.38%
20065-1.49%$44,419-3.38%$98,239-5.31%$198,428-2.90%$51,869-2.90%-0.03%0.39%
200660.42%$44,6040.44%$98,6670.46%$199,3320.13%$51,9350.13%0.71%0.40%
200671.22%$45,1502.04%$100,6772.85%$205,0180.61%$52,2500.61%1.84%0.41%
200682.55%$46,3024.64%$105,3506.70%$218,7502.36%$53,4842.36%2.74%0.42%
200692.07%$47,2593.62%$109,1595.08%$229,8632.56%$54,8552.56%1.58%0.41%
2006102.01%$48,2083.62%$113,1095.23%$241,8813.25%$56,6393.25%0.77%0.40%
2006111.90%$49,1243.33%$116,8754.72%$253,2901.89%$57,7091.89%1.91%0.42%
200612-0.35%$48,951-1.07%$115,630-1.74%$248,8871.39%$58,5121.39%-2.14%0.41%
200710.32%$49,1090.23%$115,9010.15%$249,2511.49%$59,3851.49%-0.85%0.41%
200720.45%$49,3300.48%$116,4600.51%$250,533-1.97%$58,216-1.97%2.93%0.42%
20073-0.02%$49,319-0.46%$115,921-0.90%$248,2681.11%$58,8631.11%-1.13%0.42%
200742.64%$50,6194.86%$121,5577.09%$265,8624.42%$61,4644.42%0.86%0.41%
200750.82%$51,0351.22%$123,0391.60%$270,1203.48%$63,6013.48%-1.93%0.40%
20076-1.30%$50,372-2.88%$119,490-4.39%$258,252-1.68%$62,535-1.68%-0.88%0.39%
20077-0.35%$50,197-1.09%$118,186-1.83%$253,517-3.08%$60,606-3.08%2.39%0.39%
200781.74%$51,0713.10%$121,8444.47%$264,8451.50%$61,5141.50%1.97%0.40%
200791.92%$52,0503.47%$126,0755.01%$278,1193.72%$63,8043.72%0.21%0.33%
2007101.49%$52,8252.67%$129,4363.84%$288,8051.58%$64,8121.58%1.40%0.31%
2007110.20%$52,9300.08%$129,540-0.04%$288,702-4.19%$62,098-4.19%4.59%0.32%
200712-0.58%$52,621-1.40%$127,721-2.21%$282,327-0.70%$61,664-0.70%-0.48%0.26%
20081-1.69%$51,733-3.65%$123,060-5.61%$266,483-6.02%$57,954-6.02%2.64%0.28%
20082-1.37%$51,024-2.96%$119,415-4.62%$254,178-3.25%$56,070-3.25%0.35%0.16%
200830.34%$51,1950.53%$120,0530.75%$256,076-0.44%$55,823-0.44%1.02%0.15%
200841.51%$51,9672.90%$123,5354.29%$267,0734.85%$58,5334.85%-1.84%0.11%
20085-0.36%$51,779-0.83%$122,514-1.28%$263,6571.29%$59,2891.29%-2.13%0.12%
20086-3.58%$49,927-7.23%$113,654-10.82%$235,120-8.44%$54,286-8.44%1.80%0.15%
20087-0.27%$49,793-0.69%$112,867-1.12%$232,493-0.83%$53,835-0.83%0.30%0.16%
200881.63%$50,6033.13%$116,3944.64%$243,2751.45%$54,6131.45%1.80%0.14%
20089-4.28%$48,439-8.59%$106,394-12.82%$212,091-8.91%$49,749-8.91%0.28%0.14%
200810-10.21%$43,493-20.50%$84,588-30.78%$146,808-16.79%$41,395-16.79%-3.63%0.08%
2008113.15%$44,8647.07%$90,56812.15%$164,647-7.17%$38,425-7.17%12.07%0.04%
2008125.61%$47,38212.21%$101,62420.07%$197,6981.07%$38,8351.07%8.87%0.00%
20091-8.44%$43,383-16.89%$84,458-25.34%$147,597-8.41%$35,568-8.41%-8.47%0.01%
20092-5.83%$40,852-12.88%$73,581-21.52%$115,838-10.66%$31,778-10.66%-1.01%0.02%
200936.92%$43,68016.46%$85,68930.48%$151,1498.76%$34,5618.76%5.27%0.02%
200942.28%$44,6784.55%$89,5906.82%$161,4589.56%$37,8659.56%-4.99%0.02%
200951.77%$45,4673.44%$92,6755.05%$169,6115.62%$39,9925.62%-2.68%0.01%
200960.43%$45,6640.82%$93,4391.19%$171,6230.22%$40,0800.22%0.70%0.01%
200974.19%$47,5778.36%$101,25312.54%$193,1367.58%$43,1177.58%0.80%0.02%
200982.67%$48,8485.12%$106,4407.39%$207,4163.60%$44,6693.60%1.68%0.02%
200992.89%$50,2585.41%$112,1987.64%$223,2673.72%$46,3293.72%1.98%0.01%
200910-1.66%$49,423-3.33%$108,458-5.01%$212,090-1.87%$45,464-1.87%-1.45%0.01%
2009113.94%$51,3708.01%$117,14512.22%$238,0165.98%$48,1845.98%1.91%0.00%
200912-1.79%$50,450-3.51%$113,032-5.16%$225,7341.95%$49,1211.95%-5.66%0.01%
20101-0.47%$50,213-0.95%$111,963-1.42%$222,524-3.60%$47,351-3.60%2.66%0.01%
201021.39%$50,9112.79%$115,0824.20%$231,8603.09%$48,8153.09%-0.21%0.01%
201032.19%$52,0274.34%$120,0736.44%$246,7996.01%$51,7506.01%-1.51%0.01%
201042.17%$53,1564.32%$125,2646.48%$262,7881.58%$52,5671.58%2.76%0.01%
20105-1.85%$52,172-3.64%$120,707-5.35%$248,721-8.01%$48,359-8.01%4.23%0.01%
201060.05%$52,1980.09%$120,8120.12%$249,030-5.24%$45,825-5.24%4.67%0.01%
201073.41%$53,9796.81%$129,04010.21%$274,4517.00%$49,0317.00%-0.17%0.02%
201081.07%$54,5592.07%$131,7073.00%$282,681-4.53%$46,810-4.53%7.08%0.01%
201093.43%$56,4286.56%$140,3459.44%$309,3748.92%$50,9858.92%-1.82%0.01%
2010100.25%$56,5690.49%$141,0280.72%$311,6133.79%$52,9173.79%-3.29%0.01%
201011-0.77%$56,133-1.55%$138,845-2.32%$304,3760.00%$52,9170.00%-1.60%0.01%
2010121.77%$57,1263.54%$143,7645.34%$320,6216.67%$56,4476.67%-3.58%0.01%
20111-0.01%$57,121-0.03%$143,723-0.05%$320,4662.36%$57,7772.36%-2.38%0.01%
201122.35%$58,4644.69%$150,4677.03%$343,0063.42%$59,7513.42%1.24%0.01%
201130.02%$58,4780.03%$150,5170.04%$343,1550.03%$59,7660.03%0.02%0.01%
201142.49%$59,9364.98%$158,0137.47%$368,7772.95%$61,5282.95%2.04%0.01%
201151.06%$60,5742.07%$161,2893.04%$379,974-1.15%$60,824-1.15%3.29%0.00%
20116-1.84%$59,461-3.56%$155,553-5.16%$360,350-1.67%$59,806-1.67%-2.00%0.01%
201171.07%$60,0952.13%$158,8673.19%$371,862-2.05%$58,582-2.05%4.18%0.00%
201181.84%$61,1983.62%$164,6255.38%$391,853-5.45%$55,392-5.45%8.68%0.01%
201192.42%$62,6804.71%$172,3756.87%$418,779-7.04%$51,491-7.04%10.16%0.00%
2011103.79%$65,0557.58%$185,43511.36%$466,37110.91%$57,11010.91%-3.34%0.00%
2011110.72%$65,5241.39%$188,0132.01%$475,765-0.23%$56,977-0.23%1.82%0.00%
2011122.01%$66,8433.86%$195,2695.56%$502,2051.02%$57,5571.02%3.13%0.00%
201212.27%$68,3614.54%$204,1376.81%$536,4104.46%$60,1264.46%0.08%0.00%
201221.17%$69,1592.28%$208,7863.34%$554,3314.31%$62,7164.31%-2.11%0.01%
20123-0.06%$69,120-0.11%$208,547-0.17%$553,3923.28%$64,7743.28%-3.77%0.01%
201241.87%$70,4093.72%$216,3155.58%$584,297-0.64%$64,359-0.64%4.37%0.01%
201251.05%$71,1522.06%$220,7793.04%$602,042-6.02%$60,486-6.02%7.79%0.01%
201261.07%$71,9172.08%$225,3803.04%$620,3384.11%$62,9724.11%-1.44%0.01%
201272.35%$73,6044.68%$235,9397.02%$663,9081.37%$63,8341.37%3.32%0.01%
201280.57%$74,0251.11%$238,5591.63%$674,6992.24%$65,2642.24%-1.06%0.01%
201290.26%$74,2150.49%$239,7300.71%$679,5102.58%$66,9452.58%-2.10%0.01%
201210-1.15%$73,364-2.30%$234,213-3.46%$656,025-1.86%$65,701-1.86%-0.43%0.01%
2012110.96%$74,0671.93%$238,7302.92%$675,1980.56%$66,0690.56%1.35%0.01%
201212-0.56%$73,653-1.12%$236,044-1.69%$663,7560.90%$66,6650.90%-1.99%0.01%
201310.95%$74,3541.90%$240,5232.84%$682,6365.18%$70,1155.18%-3.27%0.00%
201321.30%$75,3222.57%$246,7153.82%$708,7341.34%$71,0541.34%1.26%0.01%
201331.96%$76,8023.84%$256,1785.63%$748,6153.74%$73,7113.74%0.03%0.01%
201342.89%$79,0215.77%$270,9678.66%$813,4221.91%$75,1171.91%3.87%0.01%
20135-1.99%$77,447-3.88%$260,456-5.67%$767,3312.33%$76,8662.33%-6.23%0.00%
20136-2.27%$75,688-4.51%$248,716-6.71%$715,858-1.35%$75,828-1.35%-3.26%0.00%
201371.57%$76,8783.14%$256,5264.71%$749,5645.07%$79,6745.07%-1.93%0.00%
20138-2.12%$75,244-4.19%$245,783-6.19%$703,172-2.91%$77,354-2.91%-1.28%0.00%
201392.03%$76,7724.08%$255,8136.16%$746,4673.12%$79,7693.12%0.88%0.00%
2013102.96%$79,0405.91%$270,9288.86%$812,6174.59%$83,4274.59%1.32%0.00%
2013110.31%$79,2880.61%$272,5700.88%$819,7943.03%$85,9543.03%-2.49%0.00%
2013120.18%$79,4280.34%$273,4890.49%$823,7962.51%$88,1142.51%-2.37%0.01%
201411.39%$80,5362.78%$281,1024.17%$858,171-3.47%$85,058-3.47%6.26%0.01%
201422.48%$82,5364.90%$294,8757.25%$920,3954.56%$88,9374.56%0.60%0.00%
201430.72%$83,1331.39%$298,9712.01%$938,8820.82%$89,6690.82%0.63%0.00%
201441.27%$84,1902.54%$306,5603.81%$974,6110.72%$90,3190.72%1.82%0.00%
201452.53%$86,3225.00%$321,8897.41%$1,046,8092.33%$92,4282.33%2.73%0.00%
201460.94%$87,1331.81%$327,7142.62%$1,074,2292.05%$94,3242.05%-0.16%0.00%
20147-0.40%$86,787-0.80%$325,099-1.20%$1,061,356-1.39%$93,015-1.39%0.59%0.00%
201484.11%$90,3518.24%$351,89712.41%$1,193,1053.98%$96,7183.98%4.23%0.00%
20149-1.70%$88,812-3.29%$340,316-4.77%$1,136,150-1.41%$95,352-1.41%-1.99%0.00%
2014102.52%$91,0485.03%$357,4467.55%$1,221,9252.42%$97,6632.42%2.61%0.00%
2014112.77%$93,5725.41%$376,7907.93%$1,318,7862.68%$100,2822.68%2.86%0.00%
2014121.28%$94,7692.43%$385,9573.48%$1,364,684-0.26%$100,017-0.26%2.82%0.00%
201512.97%$97,5885.95%$408,9028.92%$1,486,358-3.02%$96,999-3.02%8.97%0.00%
20152-0.29%$97,304-0.57%$406,587-0.83%$1,474,0645.74%$102,5675.74%-5.66%0.00%
20153-0.23%$97,079-0.45%$404,740-0.67%$1,464,261-1.59%$100,932-1.59%1.13%0.00%
20154-1.06%$96,050-2.12%$396,151-3.18%$1,417,6340.95%$101,8900.95%-3.07%0.00%
20155-0.41%$95,657-0.83%$392,873-1.26%$1,399,8391.27%$103,1871.27%-2.16%0.00%
20156-2.80%$92,982-5.68%$370,567-8.65%$1,278,781-1.93%$101,192-1.93%-3.73%0.00%
201573.14%$95,9066.29%$393,8659.43%$1,399,3752.08%$103,2972.08%4.21%0.00%
20158-3.35%$92,690-6.51%$368,209-9.49%$1,266,532-6.05%$97,051-6.05%-0.71%0.01%
20159-0.20%$92,501-0.41%$366,681-0.63%$1,258,579-2.48%$94,640-2.48%1.91%0.01%
2015103.97%$96,1757.94%$395,80711.91%$1,408,5308.42%$102,6118.42%-0.48%0.00%
201511-0.24%$95,948-0.46%$393,976-0.67%$1,399,0620.29%$102,9050.29%-0.81%0.01%
201512-1.00%$94,991-1.94%$386,328-2.82%$1,359,571-1.59%$101,266-1.59%-0.34%0.02%
201610.13%$95,1150.25%$387,2800.36%$1,364,504-4.98%$96,226-4.98%5.24%0.01%
201621.43%$96,4782.84%$398,2694.24%$1,422,329-0.15%$96,087-0.15%2.86%0.03%
201633.19%$99,5596.26%$423,2139.24%$1,553,8076.78%$102,5976.78%0.05%0.03%
20164-0.13%$99,432-0.27%$422,062-0.42%$1,547,3360.37%$102,9800.37%-0.63%0.02%
201651.24%$100,6622.46%$432,4423.68%$1,604,3531.78%$104,8161.78%0.69%0.02%
201663.38%$104,0636.66%$461,2299.87%$1,762,6630.25%$105,0780.25%6.57%0.03%
201672.84%$107,0215.66%$487,3478.48%$1,912,1913.68%$108,9413.68%2.01%0.02%
20168-0.43%$106,560-0.86%$483,158-1.27%$1,887,9820.13%$109,0820.13%-1.00%0.02%
20169-0.65%$105,872-1.29%$476,937-1.90%$1,852,0810.01%$109,0910.01%-1.32%0.03%
201610-3.03%$102,662-6.09%$447,900-9.14%$1,682,722-1.83%$107,092-1.83%-4.23%0.02%
201611-2.01%$100,600-4.18%$429,196-6.49%$1,573,5173.70%$111,0533.70%-7.86%0.03%
2016120.89%$101,4941.83%$437,0512.88%$1,618,8941.96%$113,2321.96%-0.35%0.04%
201711.27%$102,7782.49%$447,9273.71%$1,678,9881.88%$115,3651.88%0.65%0.04%
201722.77%$105,6285.44%$472,2788.04%$1,813,9263.96%$119,9363.96%1.57%0.04%
20173-0.24%$105,376-0.50%$469,916-0.74%$1,800,4490.10%$120,0560.10%-0.59%0.04%
201741.30%$106,7462.54%$481,8463.78%$1,868,4441.02%$121,2791.02%1.58%0.06%
201751.56%$108,4133.02%$496,4004.44%$1,951,4861.39%$122,9691.39%1.73%0.07%
201760.62%$109,0891.14%$502,0461.63%$1,983,2060.61%$123,7210.61%0.63%0.08%
201770.73%$109,8801.37%$508,9042.01%$2,023,0072.04%$126,2482.04%-0.59%0.08%
201781.76%$111,8183.42%$526,2925.05%$2,125,1530.29%$126,6180.29%3.27%0.09%
20179-0.11%$111,697-0.29%$524,762-0.47%$2,115,2702.06%$129,2262.06%-2.27%0.08%
2017101.15%$112,9802.21%$536,3683.27%$2,184,5282.32%$132,2212.32%-0.02%0.09%
2017111.86%$115,0823.59%$555,6085.28%$2,299,8423.06%$136,2663.06%0.63%0.09%
2017121.43%$116,7312.69%$570,5493.88%$2,389,0531.10%$137,7671.10%1.78%0.10%
201811.15%$118,0792.19%$583,0653.23%$2,466,2955.71%$145,6375.71%-3.40%0.11%
20182-3.31%$114,172-6.66%$544,212-9.95%$2,220,870-3.69%$140,257-3.69%-2.89%0.12%
20183-0.01%$114,162-0.16%$543,333-0.32%$2,213,722-2.56%$136,673-2.56%2.75%0.14%
20184-0.83%$113,212-1.81%$533,522-2.78%$2,152,1910.37%$137,1830.37%-2.04%0.14%
201852.10%$115,5874.08%$555,2816.10%$2,283,4382.39%$140,4682.39%1.79%0.15%
201860.63%$116,3181.10%$561,3631.55%$2,318,8350.61%$141,3180.61%0.66%0.16%
201871.21%$117,7302.27%$574,1063.33%$2,395,9643.71%$146,5593.71%-1.28%0.16%
201882.24%$120,3684.27%$598,6176.26%$2,545,8633.25%$151,3173.25%1.18%0.17%
20189-1.04%$119,120-2.17%$585,619-3.24%$2,463,3590.55%$152,1560.55%-2.74%0.17%
201810-4.83%$113,362-9.85%$527,953-14.86%$2,097,296-6.85%$141,735-6.85%-2.82%0.18%
2018111.90%$115,5193.80%$548,0205.92%$2,221,5062.03%$144,6072.03%1.78%0.19%
201812-1.62%$113,644-3.57%$528,482-5.65%$2,095,913-9.04%$131,535-9.04%5.50%0.19%
201914.25%$118,4728.30%$572,32012.34%$2,354,5978.00%$142,0608.00%0.49%0.20%
201921.03%$119,6901.80%$582,6002.51%$2,413,6633.20%$146,6073.20%-1.31%0.20%
201933.60%$124,0006.68%$621,5439.50%$2,643,0711.94%$149,4461.94%5.47%0.20%
201941.08%$125,3401.96%$633,7562.85%$2,718,3754.04%$155,4854.04%-1.88%0.20%
20195-0.05%$125,282-0.29%$631,934-0.52%$2,704,123-6.36%$145,589-6.36%6.65%0.20%
201963.91%$130,1837.57%$679,78211.19%$3,006,5857.03%$155,8287.03%1.01%0.19%
201970.82%$131,2531.47%$689,7742.12%$3,070,2581.43%$158,0501.43%0.22%0.17%
201984.51%$137,1688.78%$750,33113.00%$3,469,327-1.59%$155,536-1.59%10.68%0.17%
20199-0.50%$136,485-1.10%$742,100-1.64%$3,412,2971.86%$158,4271.86%-2.62%0.16%
2019100.53%$137,2030.90%$748,7641.27%$3,455,6342.15%$161,8412.15%-1.10%0.15%
2019111.65%$139,4603.15%$772,3614.65%$3,616,1973.62%$167,7003.62%-0.39%0.13%
2019120.11%$139,6180.10%$773,1010.08%$3,619,0683.01%$172,7403.01%-3.00%0.13%
202013.62%$144,6727.11%$828,09310.61%$4,002,921-0.05%$172,653-0.05%7.29%0.13%
20202-0.57%$143,851-1.22%$818,021-1.82%$3,929,912-8.24%$158,425-8.24%6.58%0.13%
20203-2.36%$140,457-4.69%$779,673-6.90%$3,658,851-12.37%$138,824-12.37%5.67%0.10%
202047.31%$150,73014.62%$893,65521.92%$4,461,02812.81%$156,61312.81%1.81%0.01%
202051.71%$153,3003.19%$922,1334.49%$4,661,3524.76%$164,0614.76%-1.67%0.01%
202061.25%$155,2242.31%$943,3943.21%$4,810,7941.98%$167,3061.98%0.40%0.01%
202074.90%$162,8299.79%$1,035,71314.67%$5,516,6365.63%$176,7205.63%4.17%0.01%
202081.27%$164,9042.43%$1,060,8563.48%$5,708,7807.18%$189,4037.18%-4.71%0.01%
20209-1.66%$162,160-3.15%$1,027,422-4.48%$5,452,823-3.81%$182,186-3.81%0.78%0.01%
202010-2.93%$157,404-5.87%$967,068-8.82%$4,972,122-2.67%$177,319-2.67%-3.19%0.01%
2020116.25%$167,23712.88%$1,091,59619.93%$5,963,26010.94%$196,71010.94%1.53%0.01%
2020121.56%$169,8393.01%$1,124,4894.39%$6,224,9303.84%$204,2613.84%-0.95%0.01%
20211-2.25%$166,009-4.52%$1,073,698-6.78%$5,802,943-1.02%$202,175-1.02%-3.49%0.01%
20212-1.42%$163,659-2.90%$1,042,516-4.46%$5,543,8682.75%$207,7442.75%-5.69%0.01%
202130.08%$163,7830.15%$1,044,1160.24%$5,557,0484.37%$216,8234.37%-4.72%0.00%
202143.85%$170,0837.69%$1,124,42311.54%$6,198,1005.32%$228,3645.32%2.37%0.00%
202150.43%$170,8150.83%$1,133,7481.20%$6,272,5250.69%$229,9310.69%0.17%0.00%
202163.09%$176,0965.94%$1,201,0688.57%$6,809,9412.31%$235,2372.31%3.90%0.00%
202172.99%$181,3615.98%$1,272,8428.96%$7,420,2262.38%$240,8302.38%3.60%0.00%
202181.39%$183,8802.69%$1,307,1353.93%$7,711,7123.03%$248,1253.03%-0.23%0.01%
20219-3.78%$176,931-7.25%$1,212,313-10.46%$6,905,156-4.66%$236,555-4.66%-2.88%0.00%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategorySPY/LTT 50/50Vanguard 500 Index Investor
Large-cap Value20.75%46.28%
Large-cap Growth28.96%53.72%
Mid-cap Value0.00%0.00%
Mid-cap Growth0.27%0.00%
Small-cap Value0.00%0.00%
Small-cap Growth0.00%0.00%
Global ex-US Developed Markets0.00%0.00%
Emerging Markets0.68%0.00%
Corporate Bonds0.00%0.00%
Long-Term Treasuries38.01%0.00%
Intermediate-Term Treasuries11.34%0.00%
Short-Term Treasuries0.00%0.00%
R Squared99.00%99.91%
Style analysis is based on monthly returns from April 2005 to September 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 SPY/LTT 50/50

Holdings Based Style Analysis for SPY/LTT 50/50
TickerNameCategoryWeightYieldFeesP/EDurationReturn ContributionRisk Contribution
VFINXVanguard 500 Index InvestorLarge Blend50.00%1.24%0.14%25.31$109,36869.92%
VUSTXVanguard Long-Term Treasury InvLong Government50.00%1.75%0.20%17.66$57,56330.08%
100.00%1.50%0.17%25.3117.66$166,931100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Credit Quality

Fixed Income Maturity

Fund fundamentals data as of 10/21/2021. (c) 2021 Morningstar. All Rights Reserved. The fund fundamentals information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.

Portfolio return and risk metrics
MetricSPY/LTT 50/50SPY/LTT 100/100SPY/LTT 150/150Vanguard 500 Index Investor
Arithmetic Mean (monthly)0.81%1.42%2.04%0.95%
Arithmetic Mean (annualized)10.15%18.40%27.39%12.00%
Geometric Mean (monthly)0.78%1.31%1.79%0.86%
Geometric Mean (annualized)9.79%16.89%23.69%10.84%
Volatility (monthly)2.33%4.67%7.07%4.18%
Volatility (annualized)8.06%16.16%24.49%14.47%
Downside Deviation (monthly)1.35%2.78%4.22%2.73%
Max. Drawdown-22.82%-43.20%-59.89%-50.97%
US Market Correlation0.760.760.750.99
Beta(*)0.430.871.311.00
Alpha (annualized)4.76%7.12%9.57%0.00%
R260.80%60.45%59.64%100.00%
Sharpe Ratio0.900.900.900.62
Sortino Ratio1.461.471.470.92
Treynor Ratio (%)16.7316.7816.858.95
Calmar Ratio2.922.792.750.81
Active Return-1.04%6.05%12.85%N/A
Tracking Error9.62%10.34%16.18%N/A
Information Ratio-0.110.580.79N/A
Skewness-0.43-0.38-0.27-0.60
Excess Kurtosis1.872.022.421.40
Historical Value-at-Risk (5%)-3.29%-6.60%-9.81%-6.66%
Analytical Value-at-Risk (5%)-3.04%-6.27%-9.51%-5.92%
Conditional Value-at-Risk (5%)-4.49%-9.18%-13.90%-9.33%
Upside Capture Ratio (%)53.21104.91161.54100.00
Downside Capture Ratio (%)33.8572.66110.95100.00
Safe Withdrawal Rate9.12%16.51%25.34%10.04%
Perpetual Withdrawal Rate6.93%12.72%17.63%7.83%
Positive Periods245 out of 369 (66.40%)242 out of 369 (65.58%)241 out of 369 (65.31%)247 out of 369 (66.94%)
Gain/Loss Ratio1.231.151.130.88
* 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/LTT 50/50SPY/LTT 100/100SPY/LTT 150/150Vanguard 500 Index Investor
Asian CrisisJul 1997Jan 1998-4.11%-8.13%-11.73%-5.61%
Russian Debt DefaultJul 1998Oct 1998-5.54%-11.90%-18.26%-15.38%
Dotcom CrashMar 2000Oct 2002-12.96%-30.04%-44.46%-44.82%
Subprime CrisisNov 2007Mar 2009-22.82%-43.20%-59.89%-50.97%
COVID-19 StartJan 2020Mar 2020-2.91%-5.85%-8.60%-19.63%

Drawdowns for SPY/LTT 50/50

Drawdowns for SPY/LTT 50/50 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Dec 2007Feb 20091 year 3 monthsApr 20101 year 2 months2 years 5 months-22.82%
2Sep 2000Sep 20022 years 1 monthOct 20031 year 1 month3 years 2 months-12.96%
3Feb 1994Jun 19945 monthsFeb 19958 months1 year 1 month-8.32%
4Aug 2016Nov 20164 monthsMay 20176 months10 months-6.00%
5Sep 2018Oct 20182 monthsMar 20195 months7 months-5.82%
6Jul 1998Aug 19982 monthsOct 19982 months4 months-5.54%
7Feb 2015Sep 20158 monthsMar 20166 months1 year 2 months-5.21%
8May 2013Aug 20134 monthsOct 20132 months6 months-4.78%
9Sep 2020Oct 20202 monthsNov 20201 month3 months-4.55%
10Feb 2018Apr 20183 monthsAug 20184 months7 months-4.12%
Worst 10 drawdowns included above

Drawdowns for SPY/LTT 100/100

Drawdowns for SPY/LTT 100/100 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Dec 2007Feb 20091 year 3 monthsAug 20101 year 6 months2 years 9 months-43.20%
2Sep 2000Sep 20022 years 1 monthJan 20041 year 4 months3 years 5 months-30.04%
3Feb 1994Jun 19945 monthsApr 199510 months1 year 3 months-17.41%
4Aug 2016Nov 20164 monthsMay 20176 months10 months-11.93%
5Jul 1998Aug 19982 monthsOct 19982 months4 months-11.90%
6Sep 2018Oct 20182 monthsMar 20195 months7 months-11.80%
7Feb 2015Sep 20158 monthsMar 20166 months1 year 2 months-10.33%
8May 2013Aug 20134 monthsNov 20133 months7 months-9.29%
9Feb 1999Sep 19998 monthsDec 19993 months11 months-9.16%
10Sep 2020Oct 20202 monthsNov 20201 month3 months-8.84%
Worst 10 drawdowns included above

Drawdowns for SPY/LTT 150/150

Drawdowns for SPY/LTT 150/150 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsSep 20101 year 7 months2 years 11 months-59.89%
2Sep 2000Sep 20022 years 1 monthOct 20042 years 1 month4 years 2 months-44.46%
3Feb 1994Jun 19945 monthsMay 199511 months1 year 4 months-25.87%
4Jul 1998Aug 19982 monthsOct 19982 months4 months-18.26%
5Aug 2016Nov 20164 monthsMay 20176 months10 months-17.71%
6Sep 2018Dec 20184 monthsMar 20193 months7 months-17.67%
7Feb 2015Sep 20158 monthsMar 20166 months1 year 2 months-15.32%
8Feb 1999Sep 19998 monthsMar 20006 months1 year 2 months-14.96%
9May 2013Aug 20134 monthsNov 20133 months7 months-13.55%
10Sep 2020Oct 20202 monthsNov 20201 month3 months-12.90%
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 Investor10.84%14.47%37.45%-37.02%-50.97%0.620.920.99
VUSTXVanguard Long-Term Treasury Inv7.38%10.09%30.09%-13.03%-18.92%0.520.86-0.19
CASHXCash2.46%0.61%5.99%0.03%0.00%N/AN/A-0.00

Monthly Correlations

Correlations for the portfolio assets
TickerNameVFINXVUSTXCASHXSPY/LTT 50/50SPY/LTT 100/100SPY/LTT 150/150Vanguard 500 Index Investor
VFINXVanguard 500 Index Investor1.00-0.170.010.780.780.771.00
VUSTXVanguard Long-Term Treasury Inv-0.171.000.060.480.480.48-0.17
CASHXCash0.010.061.000.040.00-0.010.01

Portfolio Return Decomposition

Portfolio return decomposition
TickerNameSPY/LTT 50/50SPY/LTT 100/100SPY/LTT 150/150
VFINXVanguard 500 Index Investor$109,368$921,866$5,767,264
VUSTXVanguard Long-Term Treasury Inv$57,563$352,906$1,561,736
CASHXCash-$72,460-$433,844

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNameSPY/LTT 50/50SPY/LTT 100/100SPY/LTT 150/150
VFINXVanguard 500 Index Investor69.92%69.86%69.64%
VUSTXVanguard Long-Term Treasury Inv30.08%30.15%30.30%
CASHXCash-0.01%0.06%

Annual Asset Returns

Rolling returns summary
Roll PeriodSPY/LTT 50/50SPY/LTT 100/100SPY/LTT 150/150Vanguard 500 Index Investor
AverageHighLowAverageHighLowAverageHighLowAverageHighLow
1 year9.99%33.79%-19.94%18.03%66.81%-38.38%26.63%105.46%-54.43%11.70%56.19%-43.32%
3 years9.38%22.16%-3.68%16.31%41.57%-11.26%23.25%68.52%-19.45%10.33%32.68%-16.14%
5 years9.21%18.65%0.23%15.86%32.69%-3.25%22.36%51.36%-7.50%9.98%28.49%-6.73%
7 years8.99%15.69%2.33%15.37%27.28%1.35%21.52%43.08%-0.54%9.31%21.51%-3.94%
10 years8.46%13.68%2.45%14.28%23.20%1.04%19.79%35.48%-1.14%8.08%17.35%-3.51%
15 years8.08%10.56%6.05%13.42%18.43%9.27%18.38%27.03%10.79%7.44%11.41%3.64%