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 2
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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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Portfolio Analysis Results (Jan 2004 - Dec 2019)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
DFSVX DFA US Small Cap Value I 100.00%
Save portfolio »
Portfolio 2
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
Portfolio 1$10,000$34,167 7.98% 20.15%42.38%-36.79%-61.18% 0.420.610.91
Portfolio 2$10,000$39,612 8.98% 13.48%32.18%-37.02%-50.97% 0.610.881.00
   

Trailing Returns

Trailing Returns
Name3 Month1 year3 year5 year10 yearFull
Portfolio 19.18%18.12%2.44%4.91%10.68%7.98%
Portfolio 29.03%31.33%15.12%11.55%13.40%8.98%
Trailing returns are for full months ending in December 2019 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.
  • 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
Annual returns for the configured portfolios
YearInflationReturnBalanceDFA US Small Cap Value I (DFSVX)Vanguard 500 Index Investor (VFINX)
Portfolio 1Portfolio 2Portfolio 1Portfolio 2
20043.26%25.39%10.74%$12,539$11,07425.39%10.74%
20053.42%7.79%4.77%$13,516$11,6037.79%4.77%
20062.54%21.55%15.64%$16,428$13,41821.55%15.64%
20074.08%-10.75%5.39%$14,663$14,140-10.75%5.39%
20080.09%-36.79%-37.02%$9,269$8,906-36.79%-37.02%
20092.72%33.62%26.49%$12,386$11,26433.62%26.49%
20101.50%30.90%14.91%$16,213$12,94430.90%14.91%
20112.96%-7.55%1.97%$14,990$13,199-7.55%1.97%
20121.74%21.72%15.82%$18,246$15,28721.72%15.82%
20131.50%42.38%32.18%$25,979$20,20642.38%32.18%
20140.76%3.48%13.51%$26,883$22,9353.48%13.51%
20150.73%-7.81%1.25%$24,783$23,222-7.81%1.25%
20162.07%28.26%11.82%$31,787$25,96628.26%11.82%
20172.11%7.21%21.67%$34,080$31,5927.21%21.67%
20181.91%-15.13%-4.52%$28,924$30,163-15.13%-4.52%
20192.29%18.12%31.33%$34,167$39,61218.12%31.33%
Monthly returns for the configured portfolios
YearMonthReturnBalanceDFA US Small Cap Value I (DFSVX)Vanguard 500 Index Investor (VFINX)
Portfolio 1Portfolio 2Portfolio 1Portfolio 2
200414.89%1.82%$10,489$10,1824.89%1.82%
200421.41%1.38%$10,637$10,3221.41%1.38%
200430.94%-1.51%$10,738$10,1660.94%-1.51%
20044-3.17%-1.58%$10,397$10,006-3.17%-1.58%
200450.38%1.36%$10,436$10,1420.38%1.36%
200466.69%1.93%$11,135$10,3376.69%1.93%
20047-5.33%-3.31%$10,541$9,995-5.33%-3.31%
20048-1.49%0.38%$10,384$10,033-1.49%0.38%
200494.93%1.07%$10,896$10,1404.93%1.07%
2004100.96%1.51%$11,001$10,2940.96%1.51%
20041110.00%4.05%$12,101$10,71110.00%4.05%
2004123.62%3.39%$12,539$11,0743.62%3.39%
20051-3.57%-2.45%$12,091$10,802-3.57%-2.45%
200522.70%2.09%$12,418$11,0282.70%2.09%
20053-1.95%-1.76%$12,175$10,834-1.95%-1.76%
20054-7.28%-1.91%$11,289$10,627-7.28%-1.91%
200556.65%3.17%$12,040$10,9646.65%3.17%
200564.17%0.13%$12,543$10,9784.17%0.13%
200577.11%3.71%$13,435$11,3857.11%3.71%
20058-1.67%-0.91%$13,211$11,281-1.67%-0.91%
200590.80%0.79%$13,316$11,3700.80%0.79%
200510-2.92%-1.68%$12,927$11,179-2.92%-1.68%
2005114.21%3.76%$13,470$11,6004.21%3.76%
2005120.34%0.02%$13,516$11,6030.34%0.02%
200618.82%2.65%$14,708$11,9108.82%2.65%
20062-0.35%0.26%$14,657$11,941-0.35%0.26%
200636.09%1.23%$15,551$12,0886.09%1.23%
200640.98%1.33%$15,704$12,2490.98%1.33%
20065-4.39%-2.90%$15,015$11,894-4.39%-2.90%
200660.05%0.13%$15,022$11,9100.05%0.13%
20067-3.75%0.61%$14,459$11,982-3.75%0.61%
200681.95%2.36%$14,741$12,2651.95%2.36%
200691.19%2.56%$14,916$12,5791.19%2.56%
2006105.43%3.25%$15,727$12,9885.43%3.25%
2006113.03%1.89%$16,204$13,2333.03%1.89%
2006121.38%1.39%$16,428$13,4181.38%1.39%
200712.20%1.49%$16,790$13,6182.20%1.49%
20072-0.23%-1.97%$16,751$13,350-0.23%-1.97%
200731.09%1.11%$16,933$13,4981.09%1.11%
200741.81%4.42%$17,239$14,0951.81%4.42%
200753.65%3.48%$17,868$14,5853.65%3.48%
20076-1.55%-1.68%$17,591$14,340-1.55%-1.68%
20077-7.64%-3.08%$16,247$13,898-7.64%-3.08%
20078-0.76%1.50%$16,124$14,106-0.76%1.50%
20079-0.28%3.72%$16,080$14,631-0.28%3.72%
2007101.11%1.58%$16,259$14,8621.11%1.58%
200711-8.72%-4.19%$14,841$14,240-8.72%-4.19%
200712-1.20%-0.70%$14,663$14,140-1.20%-0.70%
20081-3.94%-6.02%$14,085$13,290-3.94%-6.02%
20082-2.84%-3.25%$13,685$12,858-2.84%-3.25%
200830.84%-0.44%$13,801$12,8010.84%-0.44%
200841.66%4.85%$14,029$13,4221.66%4.85%
200854.14%1.29%$14,610$13,5964.14%1.29%
20086-10.10%-8.44%$13,133$12,449-10.10%-8.44%
200872.07%-0.83%$13,405$12,3452.07%-0.83%
200884.15%1.45%$13,962$12,5244.15%1.45%
20089-6.89%-8.91%$13,000$11,408-6.89%-8.91%
200810-22.14%-16.79%$10,122$9,493-22.14%-16.79%
200811-12.99%-7.17%$8,807$8,811-12.99%-7.17%
2008125.25%1.07%$9,269$8,9065.25%1.07%
20091-14.28%-8.41%$7,946$8,156-14.28%-8.41%
20092-12.71%-10.66%$6,936$7,287-12.71%-10.66%
2009310.40%8.76%$7,657$7,92510.40%8.76%
2009419.66%9.56%$9,162$8,68319.66%9.56%
200953.22%5.62%$9,457$9,1713.22%5.62%
200960.35%0.22%$9,491$9,1910.35%0.22%
2009713.44%7.58%$10,767$9,88713.44%7.58%
200985.14%3.60%$11,320$10,2435.14%3.60%
200996.33%3.72%$12,037$10,6246.33%3.72%
200910-7.53%-1.87%$11,131$10,426-7.53%-1.87%
2009113.11%5.98%$11,477$11,0493.11%5.98%
2009127.92%1.95%$12,386$11,2647.92%1.95%
20101-3.16%-3.60%$11,994$10,858-3.16%-3.60%
201026.15%3.09%$12,733$11,1946.15%3.09%
201038.86%6.01%$13,861$11,8678.86%6.01%
201048.11%1.58%$14,984$12,0548.11%1.58%
20105-9.90%-8.01%$13,501$11,089-9.90%-8.01%
20106-10.14%-5.24%$12,131$10,508-10.14%-5.24%
201078.69%7.00%$13,185$11,2448.69%7.00%
20108-8.38%-4.53%$12,081$10,734-8.38%-4.53%
2010912.93%8.92%$13,643$11,69212.93%8.92%
2010104.17%3.79%$14,212$12,1354.17%3.79%
2010114.49%0.00%$14,850$12,1354.49%0.00%
2010129.18%6.67%$16,213$12,9449.18%6.67%
201110.31%2.36%$16,264$13,2490.31%2.36%
201126.28%3.42%$17,285$13,7026.28%3.42%
201132.05%0.03%$17,640$13,7052.05%0.03%
201141.26%2.95%$17,862$14,1091.26%2.95%
20115-3.12%-1.15%$17,304$13,948-3.12%-1.15%
20116-1.81%-1.67%$16,991$13,715-1.81%-1.67%
20117-2.88%-2.05%$16,502$13,434-2.88%-2.05%
20118-10.58%-5.45%$14,757$12,702-10.58%-5.45%
20119-12.58%-7.04%$12,901$11,808-12.58%-7.04%
20111015.82%10.91%$14,942$13,09615.82%10.91%
201111-0.68%-0.23%$14,840$13,066-0.68%-0.23%
2011121.01%1.02%$14,990$13,1991.01%1.02%
201217.43%4.46%$16,103$13,7887.43%4.46%
201223.18%4.31%$16,614$14,3823.18%4.31%
201232.30%3.28%$16,996$14,8542.30%3.28%
20124-1.60%-0.64%$16,724$14,759-1.60%-0.64%
20125-7.12%-6.02%$15,533$13,870-7.12%-6.02%
201264.38%4.11%$16,214$14,4404.38%4.11%
20127-0.24%1.37%$16,175$14,638-0.24%1.37%
201284.21%2.24%$16,856$14,9664.21%2.24%
201293.31%2.58%$17,415$15,3523.31%2.58%
201210-0.82%-1.86%$17,272$15,066-0.82%-1.86%
2012111.84%0.56%$17,591$15,1511.84%0.56%
2012123.72%0.90%$18,246$15,2873.72%0.90%
201316.56%5.18%$19,443$16,0796.56%5.18%
201321.75%1.34%$19,784$16,2941.75%1.34%
201334.91%3.74%$20,755$16,9034.91%3.74%
20134-1.11%1.91%$20,525$17,226-1.11%1.91%
201355.39%2.33%$21,632$17,6265.39%2.33%
20136-0.70%-1.35%$21,480$17,388-0.70%-1.35%
201377.34%5.07%$23,056$18,2707.34%5.07%
20138-4.17%-2.91%$22,094$17,738-4.17%-2.91%
201395.24%3.12%$23,252$18,2925.24%3.12%
2013103.51%4.59%$24,069$19,1313.51%4.59%
2013115.08%3.03%$25,291$19,7105.08%3.03%
2013122.72%2.51%$25,979$20,2062.72%2.51%
20141-5.14%-3.47%$24,644$19,505-5.14%-3.47%
201425.45%4.56%$25,986$20,3955.45%4.56%
201431.19%0.82%$26,295$20,5631.19%0.82%
20144-1.93%0.72%$25,788$20,711-1.93%0.72%
201450.83%2.33%$26,001$21,1950.83%2.33%
201464.44%2.05%$27,155$21,6304.44%2.05%
20147-5.76%-1.39%$25,590$21,330-5.76%-1.39%
201485.83%3.98%$27,081$22,1795.83%3.98%
20149-6.98%-1.41%$25,192$21,866-6.98%-1.41%
2014104.61%2.42%$26,354$22,3964.61%2.42%
201411-0.28%2.68%$26,281$22,996-0.28%2.68%
2014122.29%-0.26%$26,883$22,9352.29%-0.26%
20151-4.95%-3.02%$25,553$22,243-4.95%-3.02%
201525.90%5.74%$27,060$23,5205.90%5.74%
201531.78%-1.59%$27,540$23,1451.78%-1.59%
20154-1.34%0.95%$27,171$23,365-1.34%0.95%
201551.36%1.27%$27,540$23,6621.36%1.27%
201560.05%-1.93%$27,554$23,2050.05%-1.93%
20157-3.67%2.08%$26,544$23,688-3.67%2.08%
20158-4.04%-6.04%$25,473$22,256-4.04%-6.04%
20159-4.51%-2.49%$24,324$21,702-4.51%-2.49%
2015105.28%8.42%$25,609$23,5305.28%8.42%
2015113.17%0.29%$26,422$23,5983.17%0.29%
201512-6.20%-1.59%$24,783$23,222-6.20%-1.59%
20161-7.18%-4.98%$23,003$22,066-7.18%-4.98%
201621.17%-0.15%$23,271$22,0341.17%-0.15%
201638.77%6.78%$25,311$23,5278.77%6.78%
201641.80%0.37%$25,767$23,6151.80%0.37%
201650.47%1.78%$25,890$24,0360.47%1.78%
20166-1.16%0.25%$25,590$24,096-1.16%0.25%
201674.85%3.68%$26,831$24,9824.85%3.68%
201681.74%0.13%$27,297$25,0141.74%0.13%
201691.21%0.01%$27,626$25,0161.21%0.01%
201610-3.14%-1.83%$26,760$24,558-3.14%-1.83%
20161114.87%3.70%$30,739$25,46614.87%3.70%
2016123.41%1.96%$31,787$25,9663.41%1.96%
20171-0.53%1.88%$31,617$26,455-0.53%1.88%
201720.32%3.96%$31,719$27,5030.32%3.96%
20173-1.14%0.10%$31,359$27,531-1.14%0.10%
201740.46%1.02%$31,503$27,8110.46%1.02%
20175-3.51%1.39%$30,398$28,199-3.51%1.39%
201762.59%0.61%$31,184$28,3712.59%0.61%
201770.77%2.04%$31,423$28,9510.77%2.04%
20178-2.55%0.29%$30,622$29,036-2.55%0.29%
201797.92%2.06%$33,046$29,6337.92%2.06%
2017100.96%2.32%$33,362$30,3200.96%2.32%
2017112.12%3.06%$34,071$31,2482.12%3.06%
2017120.03%1.10%$34,080$31,5920.03%1.10%
201811.50%5.71%$34,592$33,3971.50%5.71%
20182-4.68%-3.69%$32,975$32,163-4.68%-3.69%
201830.93%-2.56%$33,281$31,3410.93%-2.56%
201841.32%0.37%$33,722$31,4581.32%0.37%
201856.29%2.39%$35,843$32,2116.29%2.39%
201860.06%0.61%$35,865$32,4060.06%0.61%
201871.61%3.71%$36,442$33,6081.61%3.71%
201882.84%3.25%$37,477$34,6992.84%3.25%
20189-3.19%0.55%$36,282$34,892-3.19%0.55%
201810-9.41%-6.85%$32,867$32,502-9.41%-6.85%
2018110.91%2.03%$33,166$33,1610.91%2.03%
201812-12.79%-9.04%$28,924$30,163-12.79%-9.04%
2019112.00%8.00%$32,395$32,57612.00%8.00%
201923.27%3.20%$33,456$33,6193.27%3.20%
20193-3.66%1.94%$32,231$34,270-3.66%1.94%
201944.04%4.04%$33,535$35,6554.04%4.04%
20195-11.52%-6.36%$29,672$33,386-11.52%-6.36%
201967.77%7.03%$31,977$35,7347.77%7.03%
201970.39%1.43%$32,102$36,2430.39%1.43%
20198-8.00%-1.59%$29,535$35,667-8.00%-1.59%
201995.96%1.86%$31,295$36,3305.96%1.86%
2019101.83%2.15%$31,868$37,1131.83%2.15%
2019113.17%3.62%$32,879$38,4563.17%3.62%
2019123.92%3.01%$34,167$39,6123.92%3.01%

Returns Based Style Analysis

Returns Based Style Analysis
Style CategoryPortfolio 1Portfolio 2
Large-cap Value0.00%47.15%
Large-cap Growth0.00%52.66%
Mid-cap Value1.73%0.00%
Mid-cap Growth0.00%0.00%
Small-cap Value96.48%0.00%
Small-cap Growth0.00%0.00%
Global ex-US Developed Markets0.00%0.00%
Emerging Markets1.79%0.00%
Corporate Bonds0.00%0.00%
Long-Term Treasuries0.00%0.00%
Intermediate-Term Treasuries0.00%0.20%
Short-Term Treasuries0.00%0.00%
R Squared96.97%99.92%
Style analysis is based on monthly returns from Apr 2005 to Dec 2019 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
TickerNameCategoryWeightERP/EReturn ContributionRisk Contribution
DFSVXDFA US Small Cap Value ISmall Value100.00%0.51%12.58$24,167100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Holdings Based Style Analysis for Portfolio 2

Holdings Based Style Analysis for Portfolio 2
TickerNameCategoryWeightERP/EReturn ContributionRisk Contribution
VFINXVanguard 500 Index InvestorLarge Blend100.00%0.14%25.27$29,612100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fixed Income Maturity

Fund fundamentals data as of 11/27/2020. (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
MetricPortfolio 1Portfolio 2
Arithmetic Mean (monthly)0.81%0.80%
Arithmetic Mean (annualized)10.20%9.98%
Geometric Mean (monthly)0.64%0.72%
Geometric Mean (annualized)7.98%8.98%
Volatility (monthly)5.82%3.89%
Volatility (annualized)20.15%13.48%
Downside Deviation (monthly)3.95%2.66%
Max. Drawdown-61.18%-50.97%
US Market Correlation0.911.00
Beta(*)1.320.96
Alpha (annualized)-3.19%0.08%
R282.88%99.30%
Sharpe Ratio0.420.61
Sortino Ratio0.610.88
Treynor Ratio (%)6.428.57
Calmar Ratio0.111.12
Active Return-1.24%-0.24%
Tracking Error9.43%1.24%
Information Ratio-0.13-0.19
Skewness-0.40-0.82
Excess Kurtosis1.542.29
Historical Value-at-Risk (5%)-10.12%-6.92%
Analytical Value-at-Risk (5%)-8.76%-5.60%
Conditional Value-at-Risk (5%)-13.30%-9.39%
Upside Capture Ratio (%)123.4795.97
Downside Capture Ratio (%)136.7996.10
Safe Withdrawal Rate9.41%8.39%
Perpetual Withdrawal Rate5.45%6.32%
Positive Periods123 out of 192 (64.06%)132 out of 192 (68.75%)
Gain/Loss Ratio0.810.77
* 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 PeriodStartEndPortfolio 1Portfolio 2
Subprime CrisisNov 2007Mar 2009-57.34%-50.97%

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jun 2007Feb 20091 year 9 monthsDec 20123 years 10 months5 years 7 months-61.18%
2Sep 2018Dec 20184 months-22.82%
3Jul 2015Jan 20167 monthsSep 20168 months1 year 3 months-16.52%
4Jan 2005Apr 20054 monthsJun 20052 months6 months-9.97%
5May 2006Jul 20063 monthsOct 20063 months6 months-7.92%
6Jul 2014Sep 20143 monthsMar 20156 months9 months-7.23%
7Jul 2004Aug 20042 monthsNov 20043 months5 months-6.75%
8Jan 2014Jan 20141 monthFeb 20141 month2 months-5.14%
9Feb 2018Feb 20181 monthMay 20183 months4 months-4.68%
10Jan 2017May 20175 monthsSep 20174 months9 months-4.37%
Worst 10 drawdowns included above

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2 (worst 10)
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Nov 2007Feb 20091 year 4 monthsAug 20123 years 6 months4 years 10 months-50.97%
2Oct 2018Dec 20183 monthsApr 20194 months7 months-13.55%
3Aug 2015Sep 20152 monthsMay 20168 months10 months-8.38%
4May 2019May 20191 monthJun 20191 month2 months-6.36%
5Feb 2018Mar 20182 monthsJul 20184 months6 months-6.16%
6Jun 2007Jul 20072 monthsSep 20072 months4 months-4.71%
7Jan 2005Apr 20054 monthsJul 20053 months7 months-4.04%
8Jan 2014Jan 20141 monthFeb 20141 month2 months-3.47%
9Jul 2004Jul 20041 monthNov 20044 months5 months-3.31%
10Dec 2014Jan 20152 monthsFeb 20151 month3 months-3.27%
Worst 10 drawdowns included above

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
DFSVXDFA US Small Cap Value I7.98%20.15%42.38%-36.79%-61.18%0.420.610.91
VFINXVanguard 500 Index Investor8.98%13.48%32.18%-37.02%-50.97%0.610.881.00

Monthly Correlations

Correlations for the portfolio assets
TickerNameDFSVXVFINXPortfolio 1Portfolio 2
DFSVXDFA US Small Cap Value I1.000.881.000.88
VFINXVanguard 500 Index Investor0.881.000.881.00

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2
DFSVXDFA US Small Cap Value I$24,167
VFINXVanguard 500 Index Investor$29,612

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2
DFSVXDFA US Small Cap Value I100.00%
VFINXVanguard 500 Index Investor100.00%

Annual Asset Returns

Rolling returns summary
Roll PeriodPortfolio 1Portfolio 2
AverageHighLowAverageHighLow
1 year10.15%42.38%-36.79%10.37%32.18%-37.02%
3 years7.81%21.50%-11.81%8.71%20.22%-8.44%
5 years7.48%22.89%-1.82%8.08%17.81%-2.29%
7 years8.98%15.08%2.58%9.15%14.67%2.54%
10 years8.94%12.05%6.25%9.08%13.40%6.82%
15 years7.12%7.34%6.91%8.25%8.87%7.64%
Result statistics are based on annualized rolling returns over full calendar year periods