Match Factor Exposure

This tool allows you to match the factor exposures or performance of the given asset or portfolio using a combination of assets from the given list. The tool finds the combination of the given assets that most closely clones the factor exposures of the target asset or portfolio based on the selected time period and factor model. The closest match based on past performance is also displayed for comparison purposes.

Target Portfolio
Allocation
Asset 1
%
Asset 2
%
Asset 3
%
Asset 4
%
Asset 5
%
Asset 6
%
Asset 7
%
Asset 8
%
Asset 9
%
Asset 10
%
Total
%

Factor Match Results (Nov 2000 - Apr 2021)

Target Portfolio
Ticker Name Allocation
DFSVX DFA US Small Cap Value I 25.00%
VFINX Vanguard 500 Index Investor 75.00%
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Regression
Factor Loading t-stat p-value
Market (Rm-Rf) 1.00 212.838 0.000
Size (SMB) 0.12 14.917 0.000
Value (HML) 0.16 24.978 0.000
Alpha (α) -0.70bps -0.345 0.731
Annualized Alpha (α) -0.08%  
Factor Exposure Clone
Ticker Name Allocation
VFINX Vanguard 500 Index Investor 71.03%
SLYV SPDR S&P 600 Small Cap Value ETF 28.97%
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Factor Exposure Clone Regression
Factor Loading t-stat p-value
Market (Rm-Rf) 0.97 141.188 0.000
Size (SMB) 0.09 7.618 0.000
Value (HML) 0.20 20.771 0.000
Alpha (α) 3.90bps 1.311 0.191
Annualized Alpha (α) 0.47%  
Returns Based Clone
Ticker Name Allocation
VFINX Vanguard 500 Index Investor 75.61%
SLYV SPDR S&P 600 Small Cap Value ETF 24.39%
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Returns Based Clone Regression
Factor Loading t-stat p-value
Market (Rm-Rf) 0.97 159.181 0.000
Size (SMB) 0.06 5.154 0.000
Value (HML) 0.17 19.953 0.000
Alpha (α) 3.05bps 1.152 0.251
Annualized Alpha (α) 0.37%  

Match Summary

Match summary
NameDescriptionRm-RfSMBHMLAlphaAnnual AlphaR2F-statF-stat p-valueReturns Regression R2
Target PortfolioVFINX=75.00%, DFSVX=25.00%1.000.120.16-0.01%-0.08%99.6%18,259.730.000-
Factor Exposure CloneVFINX=71.03%, SLYV=28.97%0.970.090.200.04%0.47%99.0%8,019.080.00099.2%
Returns Based CloneVFINX=75.61%, SLYV=24.39%0.970.060.170.03%0.37%99.2%9,964.160.00099.3%

Portfolio Performance

Portfolio performance statistics
NameDescriptionInitial BalanceFinal BalanceCompound Monthly ReturnCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino Ratio
Target PortfolioVFINX=75.00%, DFSVX=25.00%$10,000$52,5600.67%8.40%16.18%35.76%-36.87%-52.97% 0.490.71
Factor Exposure CloneVFINX=71.03%, SLYV=28.97%$10,000$56,4960.70%8.78%15.82%34.61%-36.07%-51.56% 0.520.76
Returns Based CloneVFINX=75.61%, SLYV=24.39%$10,000$54,1850.69%8.56%15.66%34.22%-36.22%-51.32% 0.510.74
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.
  • Portfolio optimization determines target weights for portfolio assets based on mathematical models that can use either historical or forecasted data as inputs. Optimization results are not guarantees of future performance.
  • 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 Fama-French, AQR, Alpha Architect, q-factor, and fixed income model factor returns are based on the US market
  • Returns based clone is based on minimizing the sum square of monthly return differences.
  • Returns regressions are based on multiple linear regression of monthly returns.
  • The clone portfolios assume monthly rebalancing.
  • 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

Factor Analysis Summary

Factor regression results
Name Ticker Start Date End Date Rm-Rf SMB HML Alpha Annual Alpha R2
DFA US Small Cap Value I DFSVX Nov 2000 Apr 2021 1.03 0.91 0.61 0.02% 0.21% 98.1%
Vanguard 500 Index Investor VFINX Nov 2000 Apr 2021 0.99 -0.14 0.01 -0.02% -0.18% 99.7%
SPDR S&P 600 Small Cap Value ETF SLYV Nov 2000 Apr 2021 0.94 0.66 0.65 0.17% 2.06% 94.2%

DFA US Small Cap Value I

Factor regression results for DFA US Small Cap Value I
Ticker DFSVX
Time Period Nov 2000 - Apr 2021
Coefficient of Determination (R2) 98.1%
Regression F statistic 4,117.66 (p-value = 0.000)
Factor Loading Standard Error t-stat p-value
Market (Rm-Rf) 1.03 0.013 77.852 0.000
Size (SMB) 0.91 0.023 39.309 0.000
Value (HML) 0.61 0.018 32.980 0.000
Alpha (α) 1.75bps 0.001 0.306 0.760
Annualized Alpha (α) 0.21%  

Vanguard 500 Index Investor

Factor regression results for Vanguard 500 Index Investor
Ticker VFINX
Time Period Nov 2000 - Apr 2021
Coefficient of Determination (R2) 99.7%
Regression F statistic 23,276.35 (p-value = 0.000)
Factor Loading Standard Error t-stat p-value
Market (Rm-Rf) 0.99 0.004 255.270 0.000
Size (SMB) -0.14 0.007 -20.708 0.000
Value (HML) 0.01 0.005 2.771 0.006
Alpha (α) -1.51bps 0.000 -0.906 0.366
Annualized Alpha (α) -0.18%  

SPDR S&P 600 Small Cap Value ETF

Factor regression results for SPDR S&P 600 Small Cap Value ETF
Ticker SLYV
Time Period Nov 2000 - Apr 2021
Coefficient of Determination (R2) 94.2%
Regression F statistic 1,309.85 (p-value = 0.000)
Factor Loading Standard Error t-stat p-value
Market (Rm-Rf) 0.94 0.021 45.072 0.000
Size (SMB) 0.66 0.036 18.109 0.000
Value (HML) 0.65 0.029 22.445 0.000
Alpha (α) 17.17bps 0.001 1.908 0.058
Annualized Alpha (α) 2.06%  
Annual returns
YearInflationTarget PortfolioFactor Exposure CloneReturns Based CloneSPDR S&P 600 Small Cap Value ETF (SLYV)Vanguard 500 Index Investor (VFINX)
ReturnBalanceReturnBalanceReturnBalance
20000.00%-5.12%$9,488-0.42%$9,958-1.54%$9,84617.79%-7.41%
20011.55%-4.13%$9,096-4.87%$9,473-6.03%$9,25314.42%-12.02%
20022.38%-18.84%$7,382-17.05%$7,858-17.86%$7,600-3.88%-22.15%
20031.88%35.76%$10,02232.60%$10,42031.94%$10,02842.98%28.50%
20043.26%14.33%$11,45912.94%$11,76812.59%$11,29018.23%10.74%
20053.42%5.59%$12,1004.27%$12,2694.35%$11,7812.81%4.77%
20062.54%17.19%$14,17916.88%$14,34116.69%$13,74719.80%15.64%
20074.08%1.17%$14,3452.43%$14,6892.89%$14,145-4.60%5.39%
20080.09%-36.87%$9,056-36.07%$9,391-36.22%$9,022-33.99%-37.02%
20092.72%28.53%$11,63929.68%$12,17829.19%$11,65537.04%26.49%
20101.50%18.88%$13,83717.71%$14,33517.27%$13,66824.58%14.91%
20112.96%-0.40%$13,7820.94%$14,4701.11%$13,819-1.73%1.97%
20121.74%17.30%$16,16716.31%$16,83116.24%$16,06317.38%15.82%
20131.50%34.70%$21,77734.61%$22,65534.22%$21,56040.63%32.18%
20140.76%11.01%$24,17511.64%$25,29311.94%$24,1356.87%13.51%
20150.73%-1.00%$23,934-0.95%$25,052-0.60%$23,989-6.41%1.25%
20162.07%15.86%$27,73017.24%$29,37216.38%$27,91731.18%11.82%
20172.11%17.98%$32,71718.79%$34,89119.25%$33,29111.66%21.67%
20181.91%-7.21%$30,357-6.90%$32,483-6.53%$31,119-12.76%-4.52%
20192.29%28.06%$38,87529.36%$42,02129.68%$40,35324.26%31.33%
20201.36%14.54%$44,52714.03%$47,91514.71%$46,2892.71%18.25%
20213.35%18.04%$52,56017.91%$56,49617.06%$54,18531.49%12.57%
Annual return for 2000 is from 11/01/2000 to 12/31/2000 and annual return for 2021 is from 01/01/2021 to 05/31/2021
Monthly returns
YearMonthTarget PortfolioFactor Exposure CloneReturns Based CloneSPDR S&P 600 Small Cap Value ETF (SLYV)Vanguard 500 Index Investor (VFINX)
ReturnBalanceReturnBalanceReturnBalance
200011-7.27%$9,273-3.95%$9,605-4.57%$9,5435.70%-7.89%
2000122.32%$9,4883.68%$9,9583.18%$9,84611.44%0.51%
200115.24%$9,9853.18%$10,2753.24%$10,1652.29%3.55%
20012-7.33%$9,252-6.41%$9,616-6.84%$9,4700.27%-9.14%
20013-5.38%$8,754-5.51%$9,087-5.64%$8,935-3.43%-6.36%
200147.36%$9,3997.37%$9,7567.43%$9,6006.39%7.77%
200152.03%$9,5891.40%$9,8931.28%$9,7223.22%0.65%
20016-0.90%$9,503-1.22%$9,772-1.42%$9,5851.78%-2.45%
20017-1.16%$9,393-0.45%$9,727-0.54%$9,5330.88%-1.00%
20018-5.04%$8,920-4.53%$9,286-4.81%$9,074-0.27%-6.27%
20019-9.71%$8,054-8.50%$8,497-8.43%$8,309-9.49%-8.09%
2001102.40%$8,2471.77%$8,6471.79%$8,4581.45%1.90%
2001117.69%$8,8827.42%$9,2897.46%$9,0886.85%7.65%
2001122.41%$9,0961.98%$9,4731.81%$9,2534.70%0.87%
20021-0.72%$9,030-0.70%$9,406-0.83%$9,1761.18%-1.47%
20022-1.49%$8,896-0.62%$9,348-0.83%$9,1002.60%-1.94%
200235.27%$9,3654.69%$9,7864.54%$9,5137.02%3.74%
20024-3.42%$9,044-3.69%$9,425-4.07%$9,1262.15%-6.07%
20025-1.35%$8,922-0.98%$9,332-0.95%$9,040-1.54%-0.75%
20026-5.87%$8,398-6.20%$8,754-6.35%$8,466-3.90%-7.13%
20027-9.69%$7,584-8.24%$8,033-8.16%$7,776-9.51%-7.72%
200280.18%$7,5981.58%$8,1601.43%$7,8873.86%0.65%
20029-9.98%$6,840-9.89%$7,353-10.04%$7,095-7.46%-10.87%
2002106.99%$7,3186.26%$7,8146.66%$7,5680.09%8.78%
2002116.54%$7,7965.69%$8,2595.72%$8,0015.24%5.88%
200212-5.31%$7,382-4.85%$7,858-5.01%$7,600-2.29%-5.89%
20031-2.83%$7,173-2.81%$7,637-2.78%$7,388-3.27%-2.62%
20032-2.17%$7,018-1.88%$7,494-1.82%$7,254-2.77%-1.52%
200330.66%$7,0640.75%$7,5500.79%$7,3110.25%0.96%
200348.83%$7,6888.90%$8,2228.80%$7,95410.49%8.25%
200356.88%$8,2176.41%$8,7496.23%$8,4499.22%5.26%
200361.86%$8,3701.31%$8,8631.30%$8,5591.42%1.26%
200373.07%$8,6272.45%$9,0812.34%$8,7594.19%1.74%
200382.73%$8,8622.13%$9,2742.10%$8,9432.61%1.93%
20039-1.00%$8,774-1.17%$9,166-1.15%$8,840-1.41%-1.07%
2003106.73%$9,3646.24%$9,7386.15%$9,3847.72%5.64%
2003111.69%$9,5231.90%$9,9231.73%$9,5464.43%0.86%
2003125.25%$10,0225.01%$10,4205.04%$10,0284.50%5.22%
200412.59%$10,2822.13%$10,6422.08%$10,2362.89%1.82%
200421.39%$10,4241.89%$10,8421.81%$10,4213.13%1.38%
20043-0.90%$10,331-0.87%$10,748-0.97%$10,3200.70%-1.51%
20044-1.98%$10,127-3.10%$10,415-2.86%$10,025-6.82%-1.58%
200451.11%$10,2391.59%$10,5811.55%$10,1812.15%1.36%
200463.12%$10,5592.45%$10,8392.36%$10,4213.71%1.93%
20047-3.82%$10,156-3.82%$10,425-3.74%$10,031-5.08%-3.31%
20048-0.09%$10,1470.49%$10,4760.48%$10,0790.77%0.38%
200492.03%$10,3531.92%$10,6771.78%$10,2594.00%1.07%
2004101.38%$10,4961.59%$10,8471.58%$10,4211.78%1.51%
2004115.54%$11,0775.09%$11,3994.92%$10,9347.64%4.05%
2004123.45%$11,4593.23%$11,7683.26%$11,2902.84%3.39%
20051-2.73%$11,146-3.28%$11,382-3.15%$10,935-5.30%-2.45%
200522.25%$11,3962.03%$11,6132.04%$11,1581.87%2.09%
20053-1.81%$11,190-1.76%$11,409-1.76%$10,962-1.75%-1.76%
20054-3.25%$10,826-2.94%$11,073-2.78%$10,657-5.46%-1.91%
200554.04%$11,2634.17%$11,5354.01%$11,0856.64%3.17%
200561.14%$11,3911.11%$11,6630.96%$11,1913.53%0.13%
200574.56%$11,9114.41%$12,1774.30%$11,6726.13%3.71%
20058-1.10%$11,779-1.20%$12,032-1.15%$11,537-1.89%-0.91%
200590.79%$11,8730.89%$12,1380.87%$11,6381.11%0.79%
200510-1.99%$11,637-1.90%$11,908-1.87%$11,421-2.45%-1.68%
2005113.87%$12,0883.84%$12,3653.83%$11,8584.03%3.76%
2005120.10%$12,100-0.77%$12,269-0.65%$11,781-2.72%0.02%
200614.19%$12,6074.00%$12,7603.79%$12,2277.32%2.65%
200620.11%$12,6210.19%$12,7850.20%$12,2520.02%0.26%
200632.45%$12,9291.97%$13,0361.85%$12,4793.78%1.23%
200641.25%$13,0911.06%$13,1741.10%$12,6160.37%1.33%
20065-3.27%$12,663-3.07%$12,769-3.04%$12,232-3.50%-2.90%
200660.11%$12,6760.31%$12,8090.28%$12,2670.77%0.13%
20067-0.48%$12,6150.00%$12,8100.10%$12,279-1.47%0.61%
200682.26%$12,9002.42%$13,1192.41%$12,5752.56%2.36%
200692.22%$13,1871.88%$13,3661.99%$12,8240.20%2.56%
2006103.80%$13,6873.65%$13,8543.59%$13,2844.63%3.25%
2006112.18%$13,9852.37%$14,1822.29%$13,5893.55%1.89%
2006121.39%$14,1791.12%$14,3411.16%$13,7470.45%1.39%
200711.67%$14,4161.74%$14,5901.70%$13,9802.33%1.49%
20072-1.53%$14,195-1.53%$14,366-1.60%$13,757-0.46%-1.97%
200731.11%$14,3521.17%$14,5351.16%$13,9171.33%1.11%
200743.77%$14,8923.71%$15,0753.82%$14,4491.98%4.42%
200753.52%$15,4163.63%$15,6223.61%$14,9704.01%3.48%
20076-1.64%$15,163-1.82%$15,337-1.80%$14,701-2.18%-1.68%
20077-4.22%$14,522-4.25%$14,686-4.06%$14,104-7.09%-3.08%
200780.93%$14,6581.50%$14,9061.50%$14,3151.49%1.50%
200792.72%$15,0572.98%$15,3503.10%$14,7581.15%3.72%
2007101.46%$15,2781.43%$15,5701.46%$14,9731.08%1.58%
200711-5.32%$14,465-4.79%$14,825-4.69%$14,271-6.26%-4.19%
200712-0.83%$14,345-0.91%$14,689-0.88%$14,145-1.44%-0.70%
20081-5.50%$13,557-5.39%$13,898-5.49%$13,369-3.84%-6.02%
20082-3.15%$13,130-3.12%$13,464-3.14%$12,949-2.80%-3.25%
20083-0.12%$13,114-0.51%$13,396-0.50%$12,884-0.68%-0.44%
200844.05%$13,6464.62%$14,0144.65%$13,4844.03%4.85%
200852.00%$13,9201.85%$14,2741.77%$13,7223.23%1.29%
20086-8.85%$12,687-9.12%$12,972-9.02%$12,485-10.81%-8.44%
20087-0.11%$12,6740.25%$13,0040.08%$12,4952.90%-0.83%
200882.12%$12,9432.10%$13,2772.00%$12,7453.72%1.45%
20089-8.40%$11,855-8.26%$12,180-8.36%$11,679-6.68%-8.91%
200810-18.13%$9,706-17.78%$10,015-17.62%$9,620-20.20%-16.79%
200811-8.63%$8,868-8.77%$9,136-8.52%$8,801-12.69%-7.17%
2008122.11%$9,0562.79%$9,3912.51%$9,0227.00%1.07%
20091-9.88%$8,161-9.17%$8,529-9.05%$8,205-11.04%-8.41%
20092-11.17%$7,250-11.27%$7,568-11.18%$7,288-12.78%-10.66%
200939.17%$7,9148.88%$8,2398.86%$7,9349.16%8.76%
2009412.08%$8,87112.52%$9,27112.05%$8,89019.79%9.56%
200955.02%$9,3165.04%$9,7395.13%$9,3463.64%5.62%
200960.25%$9,3390.05%$9,7430.07%$9,353-0.38%0.22%
200979.04%$10,1849.00%$10,6208.77%$10,17412.48%7.58%
200983.98%$10,5904.38%$11,0854.26%$10,6076.29%3.60%
200994.37%$11,0534.09%$11,5384.03%$11,0345.00%3.72%
200910-3.28%$10,690-3.02%$11,190-2.84%$10,722-5.83%-1.87%
2009115.26%$11,2525.29%$11,7825.40%$11,3003.59%5.98%
2009123.44%$11,6393.36%$12,1783.14%$11,6556.84%1.95%
20101-3.49%$11,233-3.12%$11,798-3.20%$11,282-1.94%-3.60%
201023.86%$11,6663.54%$12,2163.47%$11,6744.65%3.09%
201036.73%$12,4516.53%$13,0136.45%$12,4267.78%6.01%
201043.21%$12,8503.03%$13,4072.80%$12,7746.57%1.58%
20105-8.48%$11,761-7.97%$12,338-7.98%$11,755-7.88%-8.01%
20106-6.47%$11,000-6.17%$11,577-6.02%$11,047-8.46%-5.24%
201077.42%$11,8177.24%$12,4157.20%$11,8437.84%7.00%
20108-5.49%$11,168-5.41%$11,744-5.27%$11,219-7.55%-4.53%
201099.92%$12,2769.44%$12,8539.36%$12,26910.73%8.92%
2010103.88%$12,7533.59%$13,3143.62%$12,7133.09%3.79%
2010111.12%$12,8960.70%$13,4070.59%$12,7882.41%0.00%
2010127.30%$13,8376.92%$14,3356.88%$13,6687.54%6.67%
201111.85%$14,0921.58%$14,5621.70%$13,901-0.32%2.36%
201124.13%$14,6743.58%$15,0843.56%$14,3954.00%3.42%
201130.53%$14,7530.70%$15,1890.59%$14,4812.35%0.03%
201142.53%$15,1252.52%$15,5722.59%$14,8561.48%2.95%
20115-1.64%$14,877-1.48%$15,342-1.43%$14,644-2.30%-1.15%
20116-1.71%$14,623-1.59%$15,098-1.60%$14,409-1.39%-1.67%
20117-2.25%$14,294-2.25%$14,757-2.22%$14,089-2.76%-2.05%
20118-6.73%$13,332-6.28%$13,831-6.15%$13,223-8.31%-5.45%
20119-8.43%$12,208-7.99%$12,726-7.84%$12,186-10.32%-7.04%
20111012.14%$13,69112.28%$14,28812.06%$13,65615.62%10.91%
201111-0.35%$13,643-0.06%$14,280-0.09%$13,6440.37%-0.23%
2011121.02%$13,7821.33%$14,4701.28%$13,8192.10%1.02%
201215.21%$14,4995.49%$15,2655.33%$14,5568.02%4.46%
201224.02%$15,0833.56%$15,8093.68%$15,0911.74%4.31%
201233.04%$15,5403.20%$16,3143.21%$15,5762.98%3.28%
20124-0.88%$15,404-0.99%$16,152-0.94%$15,429-1.87%-0.64%
20125-6.29%$14,434-6.55%$15,094-6.47%$14,432-7.86%-6.02%
201264.18%$15,0374.34%$15,7494.31%$15,0534.91%4.11%
201270.97%$15,1830.89%$15,8890.96%$15,198-0.29%1.37%
201282.73%$15,5982.67%$16,3122.60%$15,5933.71%2.24%
201292.76%$16,0282.83%$16,7742.79%$16,0283.44%2.58%
201210-1.60%$15,772-2.00%$16,438-1.98%$15,710-2.36%-1.86%
2012110.88%$15,9110.86%$16,5790.81%$15,8381.60%0.56%
2012121.61%$16,1671.51%$16,8311.42%$16,0633.02%0.90%
201315.52%$17,0605.45%$17,7485.41%$16,9326.13%5.18%
201321.44%$17,3061.38%$17,9921.37%$17,1641.47%1.34%
201334.03%$18,0033.82%$18,6793.81%$17,8174.01%3.74%
201341.15%$18,2111.40%$18,9411.48%$18,0810.16%1.91%
201353.09%$18,7742.89%$19,4892.80%$18,5884.28%2.33%
20136-1.19%$18,551-1.20%$19,256-1.22%$18,361-0.82%-1.35%
201375.64%$19,5975.75%$20,3645.65%$19,3987.43%5.07%
20138-3.23%$18,965-3.05%$19,743-3.03%$18,811-3.38%-2.91%
201393.65%$19,6574.15%$20,5633.99%$19,5616.68%3.12%
2013104.32%$20,5064.31%$21,4504.35%$20,4133.63%4.59%
2013113.54%$21,2323.35%$22,1683.30%$21,0864.14%3.03%
2013122.57%$21,7772.20%$22,6552.25%$21,5601.42%2.51%
20141-3.89%$20,931-3.55%$21,850-3.54%$20,797-3.76%-3.47%
201424.78%$21,9324.56%$22,8464.56%$21,7454.55%4.56%
201430.91%$22,1320.94%$23,0610.92%$21,9461.23%0.82%
201440.06%$22,146-0.16%$23,025-0.02%$21,942-2.31%0.72%
201451.96%$22,5791.89%$23,4611.96%$22,3730.81%2.33%
201462.65%$23,1772.60%$24,0722.51%$22,9353.95%2.05%
20147-2.48%$22,602-2.47%$23,476-2.30%$22,407-5.13%-1.39%
201484.44%$23,6064.14%$24,4494.12%$23,3304.53%3.98%
20149-2.80%$22,944-2.76%$23,773-2.55%$22,735-6.08%-1.41%
2014102.97%$23,6263.83%$24,6833.61%$23,5547.27%2.42%
2014111.94%$24,0852.00%$25,1762.11%$24,0510.33%2.68%
2014120.38%$24,1750.46%$25,2930.35%$24,1352.25%-0.26%
20151-3.50%$23,329-3.61%$24,380-3.52%$23,286-5.06%-3.02%
201525.78%$24,6775.83%$25,8015.81%$24,6406.05%5.74%
20153-0.75%$24,492-0.84%$25,584-0.96%$24,4041.00%-1.59%
201540.38%$24,5840.12%$25,6140.25%$24,464-1.92%0.95%
201551.29%$24,9021.16%$25,9111.18%$24,7520.89%1.27%
20156-1.44%$24,544-1.23%$25,593-1.34%$24,4210.50%-1.93%
201570.64%$24,7020.62%$25,7510.85%$24,628-2.97%2.08%
20158-5.54%$23,333-5.54%$24,324-5.62%$23,244-4.30%-6.05%
20159-2.99%$22,635-2.87%$23,627-2.81%$22,591-3.81%-2.48%
2015107.64%$24,3647.82%$25,4757.92%$24,3806.35%8.42%
2015111.01%$24,6100.97%$25,7210.86%$24,5902.64%0.29%
201512-2.75%$23,934-2.60%$25,052-2.44%$23,989-5.08%-1.59%
20161-5.53%$22,611-5.22%$23,746-5.18%$22,747-5.80%-4.98%
201620.18%$22,6520.54%$23,8740.43%$22,8462.23%-0.15%
201637.27%$24,3007.55%$25,6777.43%$24,5439.45%6.78%
201640.73%$24,4770.84%$25,8930.77%$24,7311.99%0.37%
201651.46%$24,8341.41%$26,2581.47%$25,0940.49%1.78%
20166-0.10%$24,8080.32%$26,3420.31%$25,1720.49%0.25%
201673.97%$25,7934.18%$27,4434.10%$26,2045.41%3.68%
201680.53%$25,9300.44%$27,5630.39%$26,3061.19%0.13%
201690.31%$26,0100.25%$27,6310.21%$26,3610.83%0.01%
201610-2.16%$25,448-2.42%$26,962-2.33%$25,747-3.87%-1.83%
2016116.49%$27,1006.54%$28,7246.09%$27,31413.49%3.70%
2016122.32%$27,7302.26%$29,3722.21%$27,9172.97%1.96%
201711.28%$28,0851.03%$29,6751.17%$28,243-1.06%1.88%
201723.05%$28,9423.20%$30,6253.32%$29,1811.33%3.96%
20173-0.21%$28,882-0.11%$30,590-0.08%$29,158-0.63%0.10%
201740.88%$29,1360.87%$30,8550.89%$29,4180.49%1.02%
201750.17%$29,1840.38%$30,9730.54%$29,577-2.10%1.39%
201761.11%$29,5071.32%$31,3831.21%$29,9353.07%0.61%
201771.72%$30,0161.66%$31,9031.72%$30,4500.71%2.04%
20178-0.42%$29,890-0.63%$31,704-0.48%$30,303-2.88%0.29%
201793.52%$30,9443.99%$32,9673.68%$31,4198.71%2.06%
2017101.98%$31,5551.81%$33,5651.89%$32,0140.58%2.32%
2017112.83%$32,4473.28%$34,6663.25%$33,0533.82%3.06%
2017120.83%$32,7170.65%$34,8910.72%$33,291-0.46%1.10%
201814.66%$34,2424.47%$36,4514.67%$34,8451.42%5.71%
20182-3.94%$32,893-3.84%$35,052-3.81%$33,515-4.19%-3.69%
20183-1.68%$32,339-1.41%$34,560-1.59%$32,9831.42%-2.56%
201840.61%$32,5370.76%$34,8240.70%$33,2151.72%0.37%
201853.37%$33,6323.39%$36,0043.23%$34,2895.83%2.39%
201860.47%$33,7900.69%$36,2520.67%$34,5200.89%0.61%
201873.18%$34,8663.39%$37,4813.44%$35,7072.61%3.71%
201883.15%$35,9633.21%$38,6853.22%$36,8573.14%3.25%
20189-0.38%$35,825-0.47%$38,504-0.31%$36,744-2.98%0.55%
201810-7.49%$33,142-7.79%$35,505-7.64%$33,937-10.09%-6.85%
2018111.75%$33,7211.64%$36,0871.70%$34,5130.68%2.03%
201812-9.98%$30,357-9.99%$32,483-9.84%$31,119-12.30%-9.04%
201919.00%$33,0909.21%$35,4779.02%$33,92612.19%8.00%
201923.22%$34,1553.48%$36,7123.44%$35,0934.17%3.20%
201930.54%$34,3380.27%$36,8130.54%$35,281-3.80%1.94%
201944.04%$35,7264.09%$38,3174.08%$36,7204.20%4.04%
20195-7.65%$32,992-7.39%$35,484-7.23%$34,065-9.92%-6.36%
201967.22%$35,3737.23%$38,0497.20%$36,5177.71%7.03%
201971.17%$35,7861.36%$38,5651.37%$37,0161.19%1.43%
20198-3.19%$34,643-2.62%$37,556-2.45%$36,108-5.13%-1.59%
201992.88%$35,6422.95%$38,6622.77%$37,1095.61%1.86%
2019102.07%$36,3822.11%$39,4772.12%$37,8941.99%2.15%
2019113.51%$37,6583.37%$40,8073.41%$39,1862.75%3.62%
2019123.23%$38,8752.97%$42,0212.98%$40,3532.89%3.01%
20201-1.76%$38,192-1.87%$41,233-1.59%$39,713-6.35%-0.05%
20202-8.88%$34,801-8.79%$37,610-8.70%$36,258-10.12%-8.24%
20203-15.93%$29,258-16.20%$31,518-15.59%$30,604-25.58%-12.37%
2020413.56%$33,22613.09%$35,64513.05%$34,59713.78%12.81%
202054.28%$34,6484.11%$37,1094.21%$36,0542.52%4.76%
202062.15%$35,3912.46%$38,0202.38%$36,9123.63%1.98%
202075.02%$37,1694.76%$39,8314.90%$38,7212.65%5.63%
202086.78%$39,6886.56%$42,4466.66%$41,2995.06%7.18%
20209-4.14%$38,044-4.22%$40,653-4.16%$39,583-5.23%-3.81%
202010-1.01%$37,658-0.82%$40,319-1.11%$39,1423.71%-2.67%
20201112.67%$42,43013.32%$45,68812.94%$44,20719.15%10.94%
2020124.94%$44,5274.87%$47,9154.71%$46,2897.41%3.84%
202110.64%$44,8101.10%$48,4440.77%$46,6446.32%-1.02%
202125.11%$47,0985.09%$50,9114.72%$48,84810.83%2.75%
202134.98%$49,4434.72%$53,3124.66%$51,1255.57%4.37%
202144.56%$51,6984.27%$55,5904.44%$53,3941.70%5.32%
202151.67%$52,5601.63%$56,4961.48%$54,1853.95%0.69%