Backtest Portfolio Asset Allocation

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

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

$ .00
$ .00
%
%
%
Portfolio Assets 
Asset 1
%
%
%
Asset 2
%
%
%
Asset 3
%
%
%
Asset 4
%
%
%
Asset 5
%
%
%
Asset 6
%
%
%
Asset 7
%
%
%
Asset 8
%
%
%
Asset 9
%
%
%
Asset 10
%
%
%
Total
%
%
%

Portfolio Analysis Results (Jan 1994 - Jul 2020)

Portfolio Allocations

Larry
Ticker Name Allocation
TRBCX T. Rowe Price Blue Chip Growth 100.00%
Save portfolio »
Vanguard large growth managed
Ticker Name Allocation
VWUSX Vanguard US Growth Investor 100.00%
Save portfolio »
Vanguard S&P 500 index
Ticker Name Allocation
VFINX Vanguard 500 Index Investor 100.00%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Larry$10,000$177,453 11.43% 16.13%42.57%-42.62%-50.09% 0.610.910.96
Vanguard large growth managed$10,000$95,806 8.87% 17.94%39.98%-37.82%-71.43% 0.430.610.93
Vanguard S&P 500 index$10,000$114,957 9.62% 14.82%37.45%-37.02%-50.97% 0.540.780.99
   
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 2020 are based on monthly returns from January to July
  • CAGR = Compound Annual Growth Rate
  • Stdev = Annualized standard deviation of monthly returns
  • Sharpe and Sortino ratios are calculated and annualized from monthly excess returns over risk free rate (3-month treasury bill)
  • Stock market correlation is based on the correlation of monthly returns
  • Drawdown analysis is calculated based on monthly returns excluding cashflows
  • The results assume annual rebalancing of portfolio assets to match the specified allocation
  • The annual income is calculated from the difference between monthly total returns and split adjusted monthly price changes and thus includes both dividends and capital gains distributions.
Annual returns for the configured portfolios
YearInflationReturnBalanceIncomeT. Rowe Price Blue Chip Growth (TRBCX)Vanguard US Growth Investor (VWUSX)Vanguard 500 Index Investor (VFINX)
LarryVanguard large growth managedVanguard S&P 500 indexLarryVanguard large growth managedVanguard S&P 500 indexLarryVanguard large growth managedVanguard S&P 500 index
19942.67%0.80%3.88%1.18%$10,080$10,388$10,1181.96% [$196]1.21% [$121]3.16% [$316]0.80%3.88%1.18%
19952.54%37.90%38.44%37.45%$13,900$14,382$13,9062.07% [$209]5.61% [$583]3.17% [$321]37.90%38.44%37.45%
19963.32%27.75%26.05%22.88%$17,758$18,128$17,0881.46% [$203]9.24% [$1,329]2.68% [$372]27.75%26.05%22.88%
19971.70%27.56%25.93%33.19%$22,653$22,829$22,7590.73% [$130]4.89% [$886]2.78% [$475]27.56%25.93%33.19%
19981.61%28.84%39.98%28.62%$29,185$31,956$29,2722.07% [$469]8.71% [$1,989]1.95% [$445]28.84%39.98%28.62%
19992.68%20.00%22.28%21.07%$35,022$39,074$35,4391.18% [$343]5.95% [$1,901]2.13% [$622]20.00%22.28%21.07%
20003.39%-2.53%-20.17%-9.06%$34,137$31,195$32,2304.46% [$1,561]17.23% [$6,732]0.96% [$342]-2.53%-20.17%-9.06%
20011.55%-14.42%-31.70%-12.02%$29,215$21,307$28,3550.00% [$0.00]0.13% [$40.62]1.05% [$339]-14.42%-31.70%-12.02%
20022.38%-24.23%-35.80%-22.15%$22,136$13,678$22,0750.00% [$0.00]0.22% [$47.47]1.29% [$366]-24.23%-35.80%-22.15%
20031.88%29.75%26.10%28.50%$28,722$17,249$28,3670.14% [$30.25]0.39% [$53.31]1.77% [$391]29.75%26.10%28.50%
20043.26%9.25%7.03%10.74%$31,379$18,460$31,4140.56% [$162]0.30% [$51.20]1.91% [$542]9.25%7.03%10.74%
20053.42%5.95%11.15%4.77%$33,244$20,519$32,9140.26% [$81.19]0.22% [$39.93]1.79% [$561]5.95%11.15%4.77%
20062.54%9.73%1.77%15.64%$36,478$20,882$38,0620.40% [$132]0.48% [$99.45]1.87% [$617]9.73%1.77%15.64%
20074.08%13.02%10.15%5.39%$41,229$23,002$40,1120.42% [$153]0.64% [$133]1.92% [$731]13.02%10.15%5.39%
20080.09%-42.62%-37.82%-37.02%$23,656$14,303$25,2630.17% [$71.74]0.58% [$134]1.87% [$749]-42.62%-37.82%-37.02%
20092.72%42.57%34.95%26.49%$33,726$19,302$31,9530.15% [$35.98]0.70% [$100]2.56% [$646]42.57%34.95%26.49%
20101.50%16.42%11.53%14.91%$39,263$21,529$36,7190.06% [$20.58]0.66% [$127]1.93% [$616]16.42%11.53%14.91%
20112.96%1.50%-0.68%1.97%$39,851$21,383$37,4410.13% [$51.49]0.42% [$90.83]1.95% [$717]1.50%-0.68%1.97%
20121.74%18.41%18.43%15.82%$47,189$25,323$43,3660.35% [$139]0.64% [$136]2.35% [$879]18.41%18.43%15.82%
20131.50%41.57%35.49%32.18%$66,808$34,311$57,3190.00% [$0.00]0.52% [$132]2.26% [$980]41.57%35.49%32.18%
20140.76%9.28%13.06%13.51%$73,004$38,791$65,0625.05% [$3,372]8.63% [$2,962]1.95% [$1,119]9.28%13.06%13.51%
20150.73%11.15%8.47%1.25%$81,143$42,075$65,8743.51% [$2,561]8.91% [$3,456]1.99% [$1,293]11.15%8.47%1.25%
20162.07%0.98%-0.75%11.82%$81,942$41,760$73,6580.68% [$549]1.48% [$623]2.13% [$1,400]0.98%-0.75%11.82%
20172.11%36.55%31.60%21.67%$111,891$54,957$89,6183.90% [$3,194]6.31% [$2,635]2.04% [$1,500]36.55%31.60%21.67%
20181.91%2.01%0.62%-4.52%$114,137$55,296$85,5642.43% [$2,719]8.86% [$4,872]1.84% [$1,645]2.01%0.62%-4.52%
20192.29%29.97%33.41%31.33%$148,345$73,771$112,3690.47% [$535]5.09% [$2,815]2.30% [$1,971]29.97%33.41%31.33%
20200.32%19.62%29.87%2.30%$177,453$95,806$114,9570.00% [$0.00]0.00% [$0.00]0.83% [$932]19.62%29.87%2.30%
Annual returns for 2020 are based on partial year data
Monthly returns for the configured portfolios
YearMonthReturnBalanceT. Rowe Price Blue Chip Growth (TRBCX)Vanguard US Growth Investor (VWUSX)Vanguard 500 Index Investor (VFINX)
LarryVanguard large growth managedVanguard S&P 500 indexLarryVanguard large growth managedVanguard S&P 500 index
199412.22%3.08%3.38%$10,222$10,308$10,3382.22%3.08%3.38%
19942-0.78%-1.23%-2.71%$10,142$10,181$10,057-0.78%-1.23%-2.71%
19943-3.86%-4.54%-4.39%$9,751$9,719$9,616-3.86%-4.54%-4.39%
199441.37%1.52%1.29%$9,884$9,866$9,7401.37%1.52%1.29%
199450.90%1.97%1.60%$9,973$10,060$9,8960.90%1.97%1.60%
19946-3.30%-2.93%-2.45%$9,644$9,766$9,654-3.30%-2.93%-2.45%
199472.49%2.26%3.28%$9,884$9,987$9,9702.49%2.26%3.28%
199484.50%4.09%4.08%$10,329$10,395$10,3774.50%4.09%4.08%
19949-2.67%-1.74%-2.45%$10,053$10,214$10,123-2.67%-1.74%-2.45%
1994102.30%2.49%2.25%$10,285$10,469$10,3502.30%2.49%2.25%
199411-3.37%-2.11%-3.65%$9,938$10,248$9,972-3.37%-2.11%-3.65%
1994121.43%1.37%1.46%$10,080$10,388$10,1181.43%1.37%1.46%
199512.52%2.80%2.58%$10,334$10,680$10,3792.52%2.80%2.58%
199525.36%3.81%3.88%$10,888$11,086$10,7825.36%3.81%3.88%
199533.17%2.38%2.95%$11,233$11,351$11,1003.17%2.38%2.95%
199540.73%3.70%2.94%$11,314$11,771$11,4260.73%3.70%2.94%
199553.37%3.51%3.95%$11,695$12,184$11,8783.37%3.51%3.95%
199563.41%2.95%2.31%$12,094$12,543$12,1533.41%2.95%2.31%
199573.98%2.11%3.30%$12,575$12,808$12,5543.98%2.11%3.30%
199581.30%-0.37%0.26%$12,739$12,760$12,5881.30%-0.37%0.26%
199593.77%5.63%4.21%$13,220$13,478$13,1183.77%5.63%4.21%
199510-0.14%2.36%-0.36%$13,201$13,797$13,070-0.14%2.36%-0.36%
1995114.40%3.93%4.38%$13,782$14,339$13,6434.40%3.93%4.38%
1995120.86%0.30%1.93%$13,900$14,382$13,9060.86%0.30%1.93%
199613.71%4.03%3.39%$14,416$14,961$14,3773.71%4.03%3.39%
199622.30%3.12%0.92%$14,748$15,428$14,5102.30%3.12%0.92%
199631.44%-0.37%0.98%$14,960$15,371$14,6521.44%-0.37%0.98%
199641.66%1.84%1.46%$15,209$15,654$14,8651.66%1.84%1.46%
199651.57%2.93%2.54%$15,448$16,113$15,2431.57%2.93%2.54%
199660.12%2.19%0.38%$15,466$16,467$15,3010.12%2.19%0.38%
19967-2.74%-4.76%-4.42%$15,043$15,682$14,625-2.74%-4.76%-4.42%
199683.61%1.94%2.10%$15,586$15,986$14,9323.61%1.94%2.10%
199696.26%7.21%5.61%$16,563$17,138$15,7696.26%7.21%5.61%
1996101.22%0.99%2.76%$16,765$17,308$16,2031.22%0.99%2.76%
1996117.25%7.19%7.56%$17,981$18,552$17,4297.25%7.19%7.56%
199612-1.24%-2.28%-1.96%$17,758$18,128$17,088-1.24%-2.28%-1.96%
199714.41%5.60%6.22%$18,541$19,144$18,1504.41%5.60%6.22%
199720.25%0.72%0.79%$18,587$19,281$18,2930.25%0.72%0.79%
19973-4.31%-5.43%-4.14%$17,786$18,235$17,537-4.31%-5.43%-4.14%
199744.45%6.70%5.96%$18,578$19,457$18,5814.45%6.70%5.96%
199755.87%6.51%6.09%$19,668$20,724$19,7125.87%6.51%6.09%
199764.26%2.69%4.45%$20,507$21,282$20,5904.26%2.69%4.45%
199777.04%7.00%7.97%$21,951$22,771$22,2307.04%7.00%7.97%
19978-4.46%-6.98%-5.61%$20,973$21,182$20,983-4.46%-6.98%-5.61%
199794.89%3.60%5.47%$21,998$21,946$22,1314.89%3.60%5.47%
199710-2.46%-1.91%-3.35%$21,457$21,526$21,389-2.46%-1.91%-3.35%
1997113.17%4.51%4.60%$22,137$22,496$22,3733.17%4.51%4.60%
1997122.33%1.48%1.72%$22,653$22,829$22,7592.33%1.48%1.72%
199811.32%2.89%1.11%$22,952$23,489$23,0121.32%2.89%1.11%
199827.55%7.82%7.19%$24,686$25,326$24,6677.55%7.82%7.19%
199834.59%4.11%5.10%$25,820$26,368$25,9264.59%4.11%5.10%
199841.05%2.38%1.01%$26,092$26,997$26,1871.05%2.38%1.01%
19985-2.48%-1.53%-1.74%$25,445$26,583$25,730-2.48%-1.53%-1.74%
199864.57%6.40%4.07%$26,608$28,285$26,7784.57%6.40%4.07%
19987-1.09%-0.59%-1.05%$26,317$28,118$26,496-1.09%-0.59%-1.05%
19988-16.10%-14.12%-14.47%$22,081$24,149$22,661-16.10%-14.12%-14.47%
199895.98%6.09%6.41%$23,402$25,621$24,1145.98%6.09%6.41%
1998108.57%7.02%8.16%$25,408$27,418$26,0828.57%7.02%8.16%
1998116.20%7.25%6.07%$26,982$29,407$27,6666.20%7.25%6.07%
1998128.16%8.67%5.81%$29,185$31,956$29,2728.16%8.67%5.81%
199912.94%5.41%4.20%$30,044$33,686$30,5022.94%5.41%4.20%
19992-2.76%-4.93%-3.12%$29,214$32,024$29,549-2.76%-4.93%-3.12%
199933.75%3.59%4.00%$30,311$33,175$30,7303.75%3.59%4.00%
199942.52%-0.80%3.85%$31,074$32,911$31,9142.52%-0.80%3.85%
19995-2.82%-3.37%-2.39%$30,196$31,802$31,152-2.82%-3.37%-2.39%
199966.16%7.40%5.56%$32,056$34,155$32,8826.16%7.40%5.56%
19997-3.36%-3.62%-3.13%$30,979$32,919$31,853-3.36%-3.62%-3.13%
19998-1.11%0.78%-0.50%$30,635$33,175$31,695-1.11%0.78%-0.50%
19999-1.90%-1.98%-2.74%$30,053$32,518$30,827-1.90%-1.98%-2.74%
1999107.08%8.65%6.33%$32,180$35,331$32,7777.08%8.65%6.33%
1999112.16%3.28%2.02%$32,877$36,491$33,4402.16%3.28%2.02%
1999126.53%7.08%5.98%$35,022$39,074$35,4396.53%7.08%5.98%
20001-3.19%-5.56%-5.03%$33,904$36,902$33,656-3.19%-5.56%-5.03%
200021.05%2.14%-1.91%$34,261$37,692$33,0141.05%2.14%-1.91%
200038.66%9.03%9.76%$37,229$41,094$36,2368.66%9.03%9.76%
20004-3.05%-3.12%-3.01%$36,092$39,810$35,147-3.05%-3.12%-3.01%
20005-2.19%-5.23%-2.04%$35,302$37,728$34,431-2.19%-5.23%-2.04%
200066.03%9.09%2.49%$37,432$41,157$35,2876.03%9.09%2.49%
20007-1.93%-2.33%-1.49%$36,709$40,196$34,761-1.93%-2.33%-1.49%
200088.45%10.00%6.19%$39,812$44,218$36,9138.45%10.00%6.19%
20009-5.04%-5.97%-5.29%$37,807$41,579$34,960-5.04%-5.97%-5.29%
200010-2.27%-5.20%-0.43%$36,950$39,415$34,810-2.27%-5.20%-0.43%
200011-9.68%-18.67%-7.88%$33,374$32,055$32,068-9.68%-18.67%-7.88%
2000122.28%-2.68%0.50%$34,137$31,195$32,2302.28%-2.68%0.50%
200111.36%3.87%3.55%$34,601$32,402$33,3721.36%3.87%3.55%
20012-10.67%-21.66%-9.14%$30,910$25,384$30,323-10.67%-21.66%-9.14%
20013-8.55%-15.24%-6.36%$28,268$21,515$28,395-8.55%-15.24%-6.36%
2001410.06%15.26%7.77%$31,111$24,798$30,60210.06%15.26%7.77%
200150.75%-0.91%0.65%$31,343$24,572$30,8010.75%-0.91%0.65%
20016-2.51%-5.92%-2.45%$30,557$23,117$30,047-2.51%-5.92%-2.45%
20017-2.54%-3.47%-1.00%$29,780$22,316$29,747-2.54%-3.47%-1.00%
20018-7.01%-9.00%-6.27%$27,693$20,308$27,881-7.01%-9.00%-6.27%
20019-7.14%-12.39%-8.09%$25,716$17,792$25,625-7.14%-12.39%-8.09%
2001103.88%7.80%1.90%$26,714$19,179$26,1103.88%7.80%1.90%
2001117.85%10.94%7.65%$28,812$21,278$28,1097.85%10.94%7.65%
2001121.40%0.14%0.87%$29,215$21,307$28,3551.40%0.14%0.87%
20021-2.90%-5.25%-1.47%$28,368$20,188$27,937-2.90%-5.25%-1.47%
20022-2.92%-7.22%-1.94%$27,541$18,729$27,396-2.92%-7.22%-1.94%
200234.72%4.89%3.74%$28,842$19,645$28,4214.72%4.89%3.74%
20024-6.19%-10.18%-6.07%$27,057$17,644$26,695-6.19%-10.18%-6.07%
20025-1.68%-2.69%-0.75%$26,604$17,170$26,494-1.68%-2.69%-0.75%
20026-8.72%-9.28%-7.13%$24,284$15,576$24,603-8.72%-9.28%-7.13%
20027-7.27%-7.84%-7.72%$22,519$14,355$22,704-7.27%-7.84%-7.72%
200281.84%1.73%0.65%$22,933$14,604$22,8521.84%1.73%0.65%
20029-10.42%-10.99%-10.87%$20,543$12,999$20,367-10.42%-10.99%-10.87%
2002109.67%9.74%8.78%$22,529$14,265$22,1569.67%9.74%8.78%
2002115.01%3.57%5.88%$23,659$14,773$23,4585.01%3.57%5.88%
200212-6.44%-7.41%-5.89%$22,136$13,678$22,075-6.44%-7.41%-5.89%
20031-2.00%-2.40%-2.62%$21,692$13,349$21,496-2.00%-2.40%-2.62%
20032-1.02%-0.93%-1.52%$21,470$13,224$21,170-1.02%-0.93%-1.52%
200331.78%3.17%0.96%$21,854$13,644$21,3721.78%3.17%0.96%
200348.26%6.82%8.25%$23,659$14,574$23,1368.26%6.82%8.25%
200355.24%2.88%5.26%$24,899$14,994$24,3545.24%2.88%5.26%
200361.38%0.68%1.26%$25,242$15,096$24,6611.38%0.68%1.26%
200372.16%3.61%1.74%$25,787$15,640$25,0912.16%3.61%1.74%
200381.25%1.52%1.93%$26,109$15,878$25,5761.25%1.52%1.93%
20039-1.47%-1.07%-1.07%$25,726$15,708$25,302-1.47%-1.07%-1.07%
2003105.45%5.56%5.64%$27,128$16,582$26,7295.45%5.56%5.64%
2003111.04%0.75%0.86%$27,410$16,706$26,9601.04%0.75%0.86%
2003124.79%3.25%5.22%$28,722$17,249$28,3674.79%3.25%5.22%
200412.00%3.03%1.82%$29,298$17,772$28,8842.00%3.03%1.82%
200420.86%-0.06%1.38%$29,550$17,761$29,2820.86%-0.06%1.38%
20043-0.99%-1.02%-1.51%$29,257$17,578$28,839-0.99%-1.02%-1.51%
20044-2.21%-2.46%-1.58%$28,611$17,146$28,384-2.21%-2.46%-1.58%
200451.66%2.52%1.36%$29,086$17,578$28,7691.66%2.52%1.36%
200461.63%1.42%1.93%$29,560$17,829$29,3251.63%1.42%1.93%
20047-4.75%-7.47%-3.31%$28,157$16,498$28,354-4.75%-7.47%-3.31%
20048-0.14%-0.76%0.38%$28,117$16,372$28,462-0.14%-0.76%0.38%
200491.90%2.50%1.07%$28,652$16,782$28,7661.90%2.50%1.07%
2004101.44%1.42%1.51%$29,066$17,021$29,2021.44%1.42%1.51%
2004114.24%4.68%4.05%$30,297$17,817$30,3834.24%4.68%4.05%
2004123.57%3.61%3.39%$31,379$18,460$31,4143.57%3.61%3.39%
20051-2.98%-3.46%-2.45%$30,445$17,822$30,643-2.98%-3.46%-2.45%
20052-0.27%0.77%2.09%$30,364$17,958$31,285-0.27%0.77%2.09%
20053-1.97%-2.86%-1.76%$29,765$17,445$30,734-1.97%-2.86%-1.76%
20054-1.91%-2.42%-1.91%$29,197$17,023$30,146-1.91%-2.42%-1.91%
200555.04%7.10%3.17%$30,668$18,232$31,1015.04%7.10%3.17%
200560.60%0.56%0.13%$30,851$18,335$31,1410.60%0.56%0.13%
200574.31%5.23%3.71%$32,180$19,293$32,2954.31%5.23%3.71%
20058-1.51%-0.83%-0.91%$31,693$19,134$32,000-1.51%-0.83%-0.91%
200590.67%1.37%0.79%$31,906$19,396$32,2540.67%1.37%0.79%
200510-0.51%0.29%-1.68%$31,744$19,453$31,713-0.51%0.29%-1.68%
2005114.80%5.04%3.76%$33,266$20,434$32,9074.80%5.04%3.76%
200512-0.07%0.42%0.02%$33,244$20,519$32,914-0.07%0.42%0.02%
200612.78%3.34%2.65%$34,170$21,205$33,7852.78%3.34%2.65%
20062-0.63%-1.83%0.26%$33,956$20,817$33,873-0.63%-1.83%0.26%
200630.78%0.33%1.23%$34,221$20,885$34,2900.78%0.33%1.23%
200640.33%-0.44%1.33%$34,333$20,794$34,7470.33%-0.44%1.33%
20065-3.91%-5.83%-2.90%$32,990$19,582$33,741-3.91%-5.83%-2.90%
20066-0.40%-1.58%0.13%$32,858$19,273$33,784-0.40%-1.58%0.13%
20067-1.21%-2.37%0.61%$32,461$18,816$33,989-1.21%-2.37%0.61%
200683.01%3.65%2.36%$33,438$19,502$34,7923.01%3.65%2.36%
200692.83%2.87%2.56%$34,384$20,062$35,6842.83%2.87%2.56%
2006102.66%1.88%3.25%$35,299$20,439$36,8442.66%1.88%3.25%
2006112.16%1.96%1.89%$36,062$20,840$37,5402.16%1.96%1.89%
2006121.15%0.20%1.39%$36,478$20,882$38,0621.15%0.20%1.39%
200711.82%2.20%1.49%$37,142$21,342$38,6311.82%2.20%1.49%
20072-2.09%-1.72%-1.97%$36,366$20,974$37,870-2.09%-1.72%-1.97%
200730.67%0.93%1.11%$36,611$21,169$38,2910.67%0.93%1.11%
200745.72%2.88%4.42%$38,704$21,778$39,9825.72%2.88%4.42%
200753.75%3.38%3.48%$40,154$22,513$41,3733.75%3.38%3.48%
20076-1.09%-1.12%-1.68%$39,715$22,260$40,679-1.09%-1.12%-1.68%
20077-1.88%-0.77%-3.08%$38,969$22,088$39,424-1.88%-0.77%-3.08%
200781.83%1.09%1.50%$39,684$22,329$40,0151.83%1.09%1.50%
200795.63%4.94%3.72%$41,920$23,432$41,5055.63%4.94%3.72%
2007103.00%2.16%1.58%$43,176$23,937$42,1603.00%2.16%1.58%
200711-4.37%-3.89%-4.19%$41,287$23,007$40,395-4.37%-3.89%-4.19%
200712-0.14%-0.02%-0.70%$41,229$23,002$40,112-0.14%-0.02%-0.70%
20081-9.00%-10.40%-6.02%$37,519$20,610$37,699-9.00%-10.40%-6.02%
20082-3.50%-2.30%-3.25%$36,207$20,136$36,474-3.50%-2.30%-3.25%
20083-0.11%-0.06%-0.44%$36,166$20,125$36,313-0.11%-0.06%-0.44%
200845.95%6.31%4.85%$38,319$21,396$38,0765.95%6.31%4.85%
200852.78%3.02%1.29%$39,384$22,043$38,5682.78%3.02%1.29%
20086-6.66%-6.29%-8.44%$36,761$20,656$35,313-6.66%-6.29%-8.44%
20087-1.28%-0.39%-0.83%$36,289$20,575$35,020-1.28%-0.39%-0.83%
200880.31%0.45%1.45%$36,402$20,668$35,5260.31%0.45%1.45%
20089-13.46%-11.63%-8.91%$31,503$18,265$32,362-13.46%-11.63%-8.91%
200810-18.77%-15.43%-16.79%$25,590$15,446$26,928-18.77%-15.43%-16.79%
200811-9.49%-7.93%-7.17%$23,161$14,221$24,996-9.49%-7.93%-7.17%
2008122.14%0.57%1.07%$23,656$14,303$25,2632.14%0.57%1.07%
20091-3.48%-4.49%-8.41%$22,833$13,661$23,137-3.48%-4.49%-8.41%
20092-5.63%-7.51%-10.66%$21,548$12,635$20,672-5.63%-7.51%-10.66%
200938.87%8.49%8.76%$23,460$13,708$22,4828.87%8.49%8.76%
2009410.08%8.94%9.56%$25,825$14,933$24,63110.08%8.94%9.56%
200956.09%4.22%5.62%$27,398$15,563$26,0156.09%4.22%5.62%
200960.56%1.12%0.22%$27,552$15,738$26,0720.56%1.12%0.22%
200976.42%7.86%7.58%$29,320$16,974$28,0486.42%7.86%7.58%
200981.82%1.92%3.60%$29,855$17,301$29,0581.82%1.92%3.60%
200994.89%4.92%3.72%$31,315$18,153$30,1384.89%4.92%3.72%
200910-1.44%-1.35%-1.87%$30,862$17,908$29,575-1.44%-1.35%-1.87%
2009115.86%4.95%5.98%$32,672$18,794$31,3445.86%4.95%5.98%
2009123.23%2.70%1.95%$33,726$19,302$31,9533.23%2.70%1.95%
20101-5.80%-6.32%-3.60%$31,770$18,083$30,802-5.80%-6.32%-3.60%
201023.53%3.70%3.09%$32,892$18,751$31,7543.53%3.70%3.09%
201036.95%6.07%6.01%$35,177$19,889$33,6646.95%6.07%6.01%
201041.81%0.59%1.58%$35,815$20,006$34,1951.81%0.59%1.58%
20105-7.96%-8.56%-8.01%$32,964$18,294$31,458-7.96%-8.56%-8.01%
20106-6.40%-5.83%-5.24%$30,855$17,227$29,810-6.40%-5.83%-5.24%
201076.77%6.26%7.00%$32,944$18,305$31,8956.77%6.26%7.00%
20108-5.12%-5.51%-4.53%$31,256$17,297$30,450-5.12%-5.51%-4.53%
2010912.35%10.10%8.92%$35,115$19,044$33,16612.35%10.10%8.92%
2010105.83%5.73%3.79%$37,163$20,135$34,4235.83%5.73%3.79%
2010111.27%1.05%0.00%$37,637$20,346$34,4231.27%1.05%0.00%
2010124.32%5.81%6.67%$39,263$21,529$36,7194.32%5.81%6.67%
201111.94%2.19%2.36%$40,025$22,001$37,5841.94%2.19%2.36%
201124.22%3.91%3.42%$41,714$22,862$38,8684.22%3.91%3.42%
20113-0.47%-0.26%0.03%$41,518$22,803$38,878-0.47%-0.26%0.03%
201142.26%3.47%2.95%$42,455$23,593$40,0252.26%3.47%2.95%
20115-0.70%-1.25%-1.15%$42,156$23,298$39,566-0.70%-1.25%-1.15%
20116-0.81%-1.06%-1.67%$41,817$23,050$38,904-0.81%-1.06%-1.67%
201170.30%-1.07%-2.05%$41,940$22,803$38,1080.30%-1.07%-2.05%
20118-5.65%-6.26%-5.45%$39,572$21,375$36,033-5.65%-6.26%-5.45%
20119-8.61%-8.77%-7.04%$36,163$19,500$33,495-8.61%-8.77%-7.04%
20111012.78%12.22%10.91%$40,787$21,883$37,15012.78%12.22%10.91%
201111-1.36%-1.29%-0.23%$40,231$21,599$37,064-1.36%-1.29%-0.23%
201112-0.94%-1.00%1.02%$39,851$21,383$37,441-0.94%-1.00%1.02%
201216.62%6.81%4.46%$42,491$22,840$39,1126.62%6.81%4.46%
201226.21%7.37%4.31%$45,130$24,522$40,7976.21%7.37%4.31%
201234.87%3.09%3.28%$47,326$25,280$42,1364.87%3.09%3.28%
201240.22%-0.47%-0.64%$47,429$25,162$41,8660.22%-0.47%-0.64%
20125-7.41%-8.19%-6.02%$43,914$23,101$39,347-7.41%-8.19%-6.02%
201261.90%2.62%4.11%$44,749$23,705$40,9641.90%2.62%4.11%
201270.44%0.40%1.37%$44,945$23,800$41,5250.44%0.40%1.37%
201283.23%3.48%2.24%$46,398$24,629$42,4553.23%3.48%2.24%
201292.56%2.26%2.58%$47,584$25,186$43,5482.56%2.26%2.58%
201210-3.66%-2.92%-1.86%$45,842$24,451$42,739-3.66%-2.92%-1.86%
2012112.90%3.05%0.56%$47,172$25,198$42,9782.90%3.05%0.56%
2012120.04%0.50%0.90%$47,189$25,323$43,3660.04%0.50%0.90%
201314.43%5.41%5.18%$49,279$26,693$45,6104.43%5.41%5.18%
201321.07%0.62%1.34%$49,806$26,860$46,2211.07%0.62%1.34%
201332.47%3.37%3.74%$51,037$27,765$47,9492.47%3.37%3.74%
201341.38%0.47%1.91%$51,740$27,896$48,8641.38%0.47%1.91%
201353.88%2.18%2.33%$53,746$28,503$50,0023.88%2.18%2.33%
20136-1.54%-1.50%-1.35%$52,919$28,075$49,326-1.54%-1.50%-1.35%
201376.61%5.90%5.07%$56,414$29,730$51,8286.61%5.90%5.07%
20138-1.45%-1.16%-2.91%$55,597$29,385$50,319-1.45%-1.16%-2.91%
201396.55%5.19%3.12%$59,238$30,910$51,8906.55%5.19%3.12%
2013105.59%3.47%4.59%$62,547$31,982$54,2705.59%3.47%4.59%
2013113.36%3.72%3.03%$64,646$33,173$55,9133.36%3.72%3.03%
2013123.34%3.43%2.51%$66,808$34,311$57,3193.34%3.43%2.51%
20141-2.29%-2.82%-3.47%$65,277$33,342$55,330-2.29%-2.82%-3.47%
201426.00%6.78%4.56%$69,197$35,603$57,8546.00%6.78%4.56%
20143-4.51%-2.99%0.82%$66,074$34,538$58,330-4.51%-2.99%0.82%
20144-2.02%-0.97%0.72%$64,739$34,203$58,753-2.02%-0.97%0.72%
201454.47%3.32%2.33%$67,635$35,339$60,1254.47%3.32%2.33%
201461.76%2.57%2.05%$68,824$36,248$61,3581.76%2.57%2.05%
201470.02%-1.68%-1.39%$68,835$35,638$60,5070.02%-1.68%-1.39%
201483.62%4.13%3.98%$71,327$37,109$62,9163.62%4.13%3.98%
20149-1.84%-1.51%-1.41%$70,014$36,547$62,027-1.84%-1.51%-1.41%
2014103.25%3.60%2.42%$72,289$37,863$63,5303.25%3.60%2.42%
2014112.36%3.32%2.68%$73,995$39,119$65,2342.36%3.32%2.68%
201412-1.34%-0.84%-0.26%$73,004$38,791$65,062-1.34%-0.84%-0.26%
201510.10%-1.37%-3.02%$73,080$38,259$63,0990.10%-1.37%-3.02%
201526.37%6.88%5.74%$77,736$40,892$66,7206.37%6.88%5.74%
20153-0.49%-0.89%-1.59%$77,356$40,529$65,657-0.49%-0.89%-1.59%
20154-0.45%-0.03%0.95%$77,009$40,516$66,280-0.45%-0.03%0.95%
201551.72%2.11%1.27%$78,333$41,372$67,1231.72%2.11%1.27%
20156-0.76%-0.63%-1.93%$77,736$41,112$65,826-0.76%-0.63%-1.93%
201574.97%4.01%2.08%$81,599$42,759$67,1954.97%4.01%2.08%
20158-6.12%-6.31%-6.04%$76,607$40,062$63,136-6.12%-6.31%-6.04%
20159-3.58%-3.04%-2.49%$73,862$38,843$61,564-3.58%-3.04%-2.49%
2015109.90%7.91%8.42%$81,176$41,916$66,7499.90%7.91%8.42%
2015110.48%0.68%0.29%$81,567$42,202$66,9400.48%0.68%0.29%
201512-0.52%-0.30%-1.59%$81,143$42,075$65,874-0.52%-0.30%-1.59%
20161-8.70%-6.71%-4.98%$74,080$39,251$62,596-8.70%-6.71%-4.98%
20162-1.79%-1.33%-0.15%$72,757$38,728$62,505-1.79%-1.33%-0.15%
201635.41%4.85%6.78%$76,692$40,606$66,7405.41%4.85%6.78%
20164-0.16%-0.70%0.37%$76,569$40,324$66,989-0.16%-0.70%0.37%
201652.61%3.05%1.78%$78,564$41,553$68,1842.61%3.05%1.78%
20166-2.64%-2.04%0.25%$76,490$40,705$68,354-2.64%-2.04%0.25%
201675.85%6.14%3.68%$80,963$43,205$70,8675.85%6.14%3.68%
201680.10%-0.88%0.13%$81,042$42,824$70,9590.10%-0.88%0.13%
201691.48%0.86%0.01%$82,241$43,191$70,9651.48%0.86%0.01%
201610-1.12%-2.84%-1.83%$81,322$41,962$69,664-1.12%-2.84%-1.83%
2016110.76%-0.50%3.70%$81,939$41,751$72,2410.76%-0.50%3.70%
2016120.00%0.02%1.96%$81,942$41,760$73,6580.00%0.02%1.96%
201714.86%3.67%1.88%$85,925$43,294$75,0454.86%3.67%1.88%
201723.80%3.61%3.96%$89,187$44,856$78,0193.80%3.61%3.96%
201731.44%1.41%0.10%$90,473$45,487$78,0971.44%1.41%0.10%
201743.74%3.03%1.02%$93,859$46,863$78,8923.74%3.03%1.02%
201753.57%2.97%1.39%$97,211$48,254$79,9923.57%2.97%1.39%
201760.60%0.33%0.61%$97,797$48,412$80,4810.60%0.33%0.61%
201774.48%3.49%2.04%$102,176$50,103$82,1254.48%3.49%2.04%
201781.36%1.92%0.29%$103,564$51,064$82,3661.36%1.92%0.29%
201790.97%1.46%2.06%$104,569$51,809$84,0620.97%1.46%2.06%
2017104.66%3.07%2.32%$109,444$53,400$86,0104.66%3.07%2.32%
2017112.23%2.36%3.06%$111,881$54,662$88,6422.23%2.36%3.06%
2017120.01%0.54%1.10%$111,891$54,957$89,6180.01%0.54%1.10%
2018110.69%8.38%5.71%$123,858$59,562$94,73810.69%8.38%5.71%
20182-1.48%-1.87%-3.69%$122,022$58,449$91,238-1.48%-1.87%-3.69%
20183-3.08%-1.91%-2.56%$118,270$57,335$88,906-3.08%-1.91%-2.56%
201841.76%0.29%0.37%$120,349$57,501$89,2381.76%0.29%0.37%
201853.42%4.48%2.39%$124,462$60,074$91,3753.42%4.48%2.39%
201860.45%1.25%0.61%$125,020$60,826$91,9280.45%1.25%0.61%
201872.15%2.18%3.71%$127,703$62,151$95,3382.15%2.18%3.71%
201883.86%4.87%3.25%$132,629$65,175$98,4333.86%4.87%3.25%
201890.32%0.21%0.55%$133,059$65,311$98,9780.32%0.21%0.55%
201810-9.18%-9.26%-6.85%$120,849$59,261$92,199-9.18%-9.26%-6.85%
2018113.14%2.67%2.03%$124,648$60,841$94,0683.14%2.67%2.03%
201812-8.43%-9.11%-9.04%$114,137$55,296$85,564-8.43%-9.11%-9.04%
2019111.11%9.48%8.00%$126,819$60,536$92,41111.11%9.48%8.00%
201922.87%4.41%3.20%$130,456$63,205$95,3682.87%4.41%3.20%
201931.63%1.67%1.94%$132,584$64,260$97,2151.63%1.67%1.94%
201943.97%4.77%4.04%$137,849$67,324$101,1443.97%4.77%4.04%
20195-5.85%-6.07%-6.36%$129,790$63,238$94,707-5.85%-6.07%-6.36%
201966.28%7.35%7.03%$137,944$67,885$101,3676.28%7.35%7.03%
201971.44%1.26%1.43%$139,929$68,741$102,8131.44%1.26%1.43%
20198-1.72%-1.68%-1.59%$137,516$67,588$101,177-1.72%-1.68%-1.59%
20199-1.33%-1.22%1.86%$135,686$66,764$103,058-1.33%-1.22%1.86%
2019101.90%2.54%2.15%$138,265$68,461$105,2781.90%2.54%2.15%
2019114.99%5.13%3.62%$145,158$71,971$109,0904.99%5.13%3.62%
2019122.20%2.50%3.01%$148,345$73,771$112,3692.20%2.50%3.01%
202012.45%4.42%-0.05%$151,983$77,029$112,3122.45%4.42%-0.05%
20202-6.11%-5.79%-8.24%$142,702$72,570$103,056-6.11%-5.79%-8.24%
20203-9.71%-10.56%-12.37%$128,840$64,905$90,306-9.71%-10.56%-12.37%
2020414.99%17.09%12.81%$148,154$76,000$101,87814.99%17.09%12.81%
202056.80%8.96%4.76%$158,234$82,808$106,7236.80%8.96%4.76%
202064.06%6.36%1.98%$164,665$88,072$108,8334.06%6.36%1.98%
202077.77%8.78%5.63%$177,453$95,806$114,9577.77%8.78%5.63%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryLarryVanguard large growth managedVanguard S&P 500 index
Large-cap Value0.00%0.00%46.59%
Large-cap Growth79.99%81.22%53.34%
Mid-cap Value0.00%0.00%0.00%
Mid-cap Growth16.36%18.55%0.00%
Small-cap Value0.00%0.00%0.00%
Small-cap Growth0.00%0.00%0.00%
Global ex-US Developed Markets0.00%0.00%0.00%
Emerging Markets3.64%0.24%0.00%
Corporate Bonds0.00%0.00%0.00%
Long-Term Treasuries0.00%0.00%0.06%
Intermediate-Term Treasuries0.00%0.00%0.01%
Short-Term Treasuries0.00%0.00%0.00%
R Squared93.76%94.30%99.92%
Style analysis is based on monthly returns from Apr 2005 to Jul 2020 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 Larry

Holdings Based Style Analysis for Larry
TickerNameCategoryWeightERP/EReturn ContributionRisk Contribution
TRBCXT. Rowe Price Blue Chip GrowthLarge Growth100.00%0.69%33.78$167,453100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Holdings Based Style Analysis for Vanguard large growth managed

Holdings Based Style Analysis for Vanguard large growth managed
TickerNameCategoryWeightERP/EReturn ContributionRisk Contribution
VWUSXVanguard US Growth InvestorLarge Growth100.00%0.39%27.51$85,806100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Holdings Based Style Analysis for Vanguard S&P 500 index

Holdings Based Style Analysis for Vanguard S&P 500 index
TickerNameCategoryWeightERP/EReturn ContributionRisk Contribution
VFINXVanguard 500 Index InvestorLarge Blend100.00%0.14%22.72$104,957100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Maturity

Fund fundamentals data as of 08/12/2020. (c) 2020 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
MetricLarryVanguard large growth managedVanguard S&P 500 index
Arithmetic Mean (monthly)1.02%0.85%0.86%
Arithmetic Mean (annualized)12.88%10.66%10.84%
Geometric Mean (monthly)0.91%0.71%0.77%
Geometric Mean (annualized)11.43%8.87%9.62%
Volatility (monthly)4.66%5.18%4.28%
Volatility (annualized)16.13%17.94%14.82%
Downside Deviation (monthly)3.04%3.59%2.88%
Max. Drawdown-50.09%-71.43%-50.97%
US Market Correlation0.960.930.99
Beta(*)1.011.090.96
Alpha (annualized)1.70%-1.13%0.37%
R291.54%85.93%97.89%
Sharpe Ratio0.610.430.54
Sortino Ratio0.910.610.78
Treynor Ratio (%)9.697.158.27
Calmar Ratio1.331.530.60
Active Return1.86%-0.69%0.06%
Tracking Error4.70%6.87%2.22%
Information Ratio0.40-0.100.03
Skewness-0.59-0.74-0.68
Excess Kurtosis1.491.901.29
Historical Value-at-Risk (5%)-7.96%-8.77%-7.17%
Analytical Value-at-Risk (5%)-6.64%-7.67%-6.18%
Conditional Value-at-Risk (5%)-10.63%-12.53%-9.94%
Upside Capture Ratio (%)105.11106.8096.51
Downside Capture Ratio (%)96.89111.5195.34
Safe Withdrawal Rate9.66%6.65%9.32%
Perpetual Withdrawal Rate8.49%6.29%6.95%
Positive Periods205 out of 319 (64.26%)197 out of 319 (61.76%)212 out of 319 (66.46%)
Gain/Loss Ratio0.980.950.84
* US stock market is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.

Drawdowns for Historical Market Stress Periods

Drawdowns for Historical Market Stress Periods
Stress PeriodStartEndLarryVanguard large growth managedVanguard S&P 500 index
Asian CrisisJul 1997Jan 1998-4.46%-6.98%-5.61%
Russian Debt DefaultJul 1998Oct 1998-17.01%-14.62%-15.38%
Dotcom CrashMar 2000Oct 2002-48.40%-70.60%-44.82%
Subprime CrisisNov 2007Mar 2009-50.09%-47.22%-50.97%

Drawdowns for Larry

Drawdowns for Larry (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsFeb 20123 years4 years 4 months-50.09%
2Sep 2000Sep 20022 years 1 monthMay 20074 years 8 months6 years 9 months-48.40%
3Jul 1998Aug 19982 monthsNov 19983 months5 months-17.01%
4Feb 2020Mar 20202 monthsMay 20202 months4 months-15.23%
5Oct 2018Dec 20183 monthsApr 20194 months7 months-14.22%
6Aug 2015Feb 20167 monthsSep 20167 months1 year 2 months-10.84%
7May 2012May 20121 monthSep 20124 months5 months-7.41%
8Mar 2014Apr 20142 monthsAug 20144 months6 months-6.44%
9Jul 1999Sep 19993 monthsOct 19991 month4 months-6.25%
10May 2019May 20191 monthJun 20191 month2 months-5.85%
Worst 10 drawdowns included above

Drawdowns for Vanguard large growth managed

Drawdowns for Vanguard large growth managed (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Sep 2000Feb 20098 years 6 monthsFeb 20178 years16 years 6 months-71.43%
2Feb 2020Mar 20202 monthsMay 20202 months4 months-15.74%
3Oct 2018Dec 20183 monthsApr 20194 months7 months-15.33%
4Jul 1998Aug 19982 monthsNov 19983 months5 months-14.62%
5Apr 2000May 20002 monthsJun 20001 month3 months-8.19%
6Aug 1997Aug 19971 monthDec 19974 months5 months-6.98%
7May 2019May 20191 monthJun 20191 month2 months-6.07%
8Feb 1994Mar 19942 monthsAug 19945 months7 months-5.72%
9Feb 1999May 19994 monthsJun 19991 month5 months-5.59%
10Jan 2000Jan 20001 monthMar 20002 months3 months-5.56%
Worst 10 drawdowns included above

Drawdowns for Vanguard S&P 500 index

Drawdowns for Vanguard S&P 500 index (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%
9May 2019May 20191 monthJun 20191 month2 months-6.36%
10Jul 1999Sep 19993 monthsNov 19992 months5 months-6.25%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
TRBCXT. Rowe Price Blue Chip Growth11.43%16.13%42.57%-42.62%-50.09%0.610.910.96
VWUSXVanguard US Growth Investor8.87%17.94%39.98%-37.82%-71.43%0.430.610.93
VFINXVanguard 500 Index Investor9.62%14.82%37.45%-37.02%-50.97%0.540.780.99

Monthly Correlations

Correlations for the portfolio assets
TickerNameTRBCXVWUSXVFINXLarryVanguard large growth managedVanguard S&P 500 index
TRBCXT. Rowe Price Blue Chip Growth1.000.950.951.000.950.95
VWUSXVanguard US Growth Investor0.951.000.920.951.000.92
VFINXVanguard 500 Index Investor0.950.921.000.950.921.00

Portfolio Return Decomposition

Portfolio return decomposition
TickerNameLarryVanguard large growth managedVanguard S&P 500 index
TRBCXT. Rowe Price Blue Chip Growth$167,453
VWUSXVanguard US Growth Investor$85,806
VFINXVanguard 500 Index Investor$104,957

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNameLarryVanguard large growth managedVanguard S&P 500 index
TRBCXT. Rowe Price Blue Chip Growth100.00%
VWUSXVanguard US Growth Investor100.00%
VFINXVanguard 500 Index Investor100.00%

Annual Asset Returns

Rolling returns summary
Roll PeriodLarryVanguard large growth managedVanguard S&P 500 index
AverageHighLowAverageHighLowAverageHighLow
1 year12.97%42.57%-42.62%10.52%39.98%-37.82%11.37%37.45%-37.02%
3 years11.20%30.98%-14.18%8.37%30.49%-29.52%9.93%31.03%-14.60%
5 years9.93%28.28%-3.81%6.71%30.34%-13.93%8.82%28.49%-2.38%
7 years8.82%19.25%-2.97%5.09%17.65%-8.56%7.72%18.20%-1.64%
10 years7.93%17.04%-2.08%4.25%14.48%-7.72%6.96%13.40%-1.46%
15 years7.31%11.41%5.01%3.80%9.72%-0.05%6.44%9.79%4.13%
Result statistics are based on annualized rolling returns over full calendar year periods