Ticker | Name | Allocation |
---|---|---|
DFUSX | DFA US Large Company I | 30.00% |
DFLVX | DFA US Large Cap Value I | 15.00% |
DFSVX | DFA US Small Cap Value I | 15.00% |
DFIHX | DFA One-Year Fixed-Income I | 10.00% |
IEF | iShares 7-10 Year Treasury Bond ETF | 10.00% |
TLT | iShares 20+ Year Treasury Bond ETF | 10.00% |
LQD | iShares iBoxx $ Invmt Grade Corp Bd ETF | 10.00% |
Save portfolio » |
Ticker | Name | Allocation | Diff |
---|---|---|---|
DFLVX | DFA US Large Cap Value I | 9.54% | -5.46% |
DFUSX | DFA US Large Company I | 29.81% | -0.19% |
DFIHX | DFA One-Year Fixed-Income I | 12.60% | 2.60% |
IEF | iShares 7-10 Year Treasury Bond ETF | 9.66% | -0.34% |
DFSVX | DFA US Small Cap Value I | 20.95% | 5.95% |
TLT | iShares 20+ Year Treasury Bond ETF | 0.00% | -10.00% |
LQD | iShares iBoxx $ Invmt Grade Corp Bd ETF | 17.44% | 7.44% |
Save portfolio » |
Name | Rm-Rf | SMB | HML | TRM | CDT | Annual Alpha | R 2 |
---|---|---|---|---|---|---|---|
Provided Portfolio | 0.60 | 0.06 | 0.19 | 0.18 | 0.09 | -0.17% | 99.12% |
Adjusted Portfolio | 0.61 | 0.09 | 0.21 | 0.11 | 0.14 | -0.06% | 99.04% |
Factor regression from May 2020 to Apr 2023. Statistically significant values in bold. |
Portfolio | Initial Balance | Final Balance | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | Market Correlation |
---|---|---|---|---|---|---|---|---|---|---|
Provided Portfolio | $10,000 | $46,825 | 7.69% | 10.20% | 23.54% | -19.62% | -34.21% | 0.65 | 0.96 | 0.97 |
Adjusted Portfolio | $10,000 | $46,017 | 7.60% | 10.79% | 25.52% | -21.73% | -36.23% | 0.61 | 0.91 | 0.97 |
Name | Total Return | Annualized Return | Annualized Standard Deviation | ||||||
---|---|---|---|---|---|---|---|---|---|
3 Month | Year To Date | 1 year | 3 year | 5 year | 10 year | Full | 3 year | 5 year | |
Provided Portfolio | -0.10% | 2.87% | -2.06% | 6.80% | 5.68% | 6.99% | 7.69% | 12.75% | 13.06% |
Adjusted Portfolio | -0.54% | 2.58% | -1.26% | 8.44% | 5.82% | 6.94% | 7.60% | 12.80% | 13.72% |
Trailing return and volatility are as of last full calendar month ending May 2023 |
Metric | Provided Portfolio | Adjusted Portfolio |
---|---|---|
Arithmetic Mean (monthly) | 0.66% | 0.66% |
Arithmetic Mean (annualized) | 8.25% | 8.23% |
Geometric Mean (monthly) | 0.62% | 0.61% |
Geometric Mean (annualized) | 7.69% | 7.60% |
Standard Deviation (monthly) | 2.94% | 3.12% |
Standard Deviation (annualized) | 10.20% | 10.79% |
Downside Deviation (monthly) | 1.95% | 2.07% |
Maximum Drawdown | -34.21% | -36.23% |
Stock Market Correlation | 0.97 | 0.97 |
Beta(*) | 0.64 | 0.68 |
Alpha (annualized) | 1.20% | 0.74% |
R2 | 93.29% | 94.65% |
Sharpe Ratio | 0.65 | 0.61 |
Sortino Ratio | 0.96 | 0.91 |
Treynor Ratio (%) | 10.42 | 9.75 |
Calmar Ratio | 0.36 | 0.49 |
Active Return | -2.07% | -2.16% |
Tracking Error | 6.14% | 5.49% |
Information Ratio | -0.34 | -0.39 |
Skewness | -0.70 | -0.64 |
Excess Kurtosis | 2.40 | 2.20 |
Historical Value-at-Risk (5%) | 4.55% | 5.14% |
Analytical Value-at-Risk (5%) | 4.17% | 4.45% |
Conditional Value-at-Risk (5%) | 6.92% | 7.18% |
Upside Capture Ratio (%) | 63.43 | 66.60 |
Downside Capture Ratio (%) | 60.71 | 65.90 |
Safe Withdrawal Rate | 8.22% | 8.15% |
Perpetual Withdrawal Rate | 4.75% | 4.67% |
Positive Periods | 170 out of 250 (68.00%) | 170 out of 250 (68.00%) |
Gain/Loss Ratio | 0.86 | 0.83 |
* US stock market is used as the benchmark for calculations. Value-at-risk metrics are monthly values. |
Name | Ticker | Rm-Rf | SMB | HML | TRM | CDT | Annual Alpha | R 2 |
---|---|---|---|---|---|---|---|---|
DFA US Large Company I | DFUSX | 0.99 | -0.18 | 0.02 | 0.01 | -0.02 | 1.00% | 99.57% |
DFA US Large Cap Value I | DFLVX | 0.94 | 0.06 | 0.49 | -0.05 | 0.15 | -2.55% | 95.36% |
DFA US Small Cap Value I | DFSVX | 1.04 | 0.70 | 0.70 | -0.02 | -0.02 | 1.51% | 98.12% |
DFA One-Year Fixed-Income I | DFIHX | 0.00 | 0.00 | 0.01 | 0.02 | 0.04 | -0.84% | 43.69% |
iShares 7-10 Year Treasury Bond ETF | IEF | 0.04 | 0.00 | 0.02 | 0.47 | 0.04 | -1.07% | 85.73% |
iShares 20+ Year Treasury Bond ETF | TLT | 0.00 | 0.01 | -0.00 | 1.06 | -0.03 | -0.03% | 99.86% |
iShares iBoxx $ Invmt Grade Corp Bd ETF | LQD | 0.04 | -0.02 | 0.01 | 0.36 | 0.75 | -1.26% | 96.28% |
Factor regression from May 2020 to Apr 2023. Statistically significant values in bold. |
Year | Inflation | Provided Portfolio | Adjusted Portfolio | DFA US Large Company I (DFUSX) | DFA US Large Cap Value I (DFLVX) | DFA US Small Cap Value I (DFSVX) | DFA One-Year Fixed-Income I (DFIHX) | iShares 7-10 Year Treasury Bond ETF (IEF) | iShares 20+ Year Treasury Bond ETF (TLT) | iShares iBoxx $ Invmt Grade Corp Bd ETF (LQD) | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return | Balance | Return | Balance | |||||||||
2002 | 0.44% | 1.26% | $10,126 | 1.07% | $10,107 | -2.85% | -4.10% | -2.64% | 1.41% | 6.60% | 9.72% | 10.07% |
2003 | 1.88% | 23.54% | $12,510 | 25.52% | $12,686 | 28.53% | 34.42% | 59.40% | 1.61% | 5.29% | 1.62% | 9.08% |
2004 | 3.26% | 11.71% | $13,974 | 11.72% | $14,172 | 10.77% | 18.25% | 25.39% | 0.89% | 4.12% | 8.71% | 5.72% |
2005 | 3.42% | 5.87% | $14,795 | 5.02% | $14,883 | 4.98% | 10.24% | 7.79% | 2.30% | 2.64% | 8.61% | 1.16% |
2006 | 2.54% | 12.11% | $16,587 | 12.64% | $16,765 | 15.72% | 20.18% | 21.55% | 4.78% | 2.52% | 0.71% | 4.22% |
2007 | 4.08% | 2.63% | $17,024 | 1.42% | $17,004 | 5.52% | -2.76% | -10.75% | 5.19% | 10.37% | 10.29% | 3.73% |
2008 | 0.09% | -19.62% | $13,684 | -21.73% | $13,308 | -36.76% | -40.80% | -36.79% | 4.02% | 17.91% | 33.93% | 2.40% |
2009 | 2.72% | 15.33% | $15,781 | 19.18% | $15,861 | 26.62% | 30.19% | 33.62% | 1.92% | -6.59% | -21.80% | 8.46% |
2010 | 1.50% | 15.86% | $18,284 | 16.11% | $18,416 | 15.00% | 20.17% | 30.90% | 1.16% | 9.37% | 9.05% | 9.33% |
2011 | 2.96% | 5.30% | $19,254 | 2.36% | $18,851 | 2.10% | -3.14% | -7.55% | 0.59% | 15.64% | 33.96% | 9.73% |
2012 | 1.74% | 13.22% | $21,799 | 13.70% | $21,434 | 15.82% | 22.05% | 21.72% | 0.93% | 3.66% | 2.63% | 10.58% |
2013 | 1.50% | 18.37% | $25,804 | 20.11% | $25,746 | 32.33% | 40.32% | 42.38% | 0.34% | -6.09% | -13.37% | -2.00% |
2014 | 0.76% | 10.57% | $28,532 | 8.16% | $27,847 | 13.53% | 10.07% | 3.48% | 0.26% | 9.07% | 27.30% | 8.21% |
2015 | 0.73% | -1.03% | $28,238 | -1.33% | $27,476 | 1.38% | -3.49% | -7.81% | 0.31% | 1.51% | -1.79% | -1.25% |
2016 | 2.07% | 11.69% | $31,538 | 12.57% | $30,928 | 11.90% | 18.89% | 28.26% | 0.84% | 1.00% | 1.18% | 6.21% |
2017 | 2.11% | 12.27% | $35,408 | 11.23% | $34,402 | 21.73% | 18.97% | 7.21% | 0.94% | 2.55% | 9.18% | 7.06% |
2018 | 1.91% | -5.34% | $33,517 | -5.73% | $32,432 | -4.43% | -11.65% | -15.13% | 1.87% | 0.99% | -1.61% | -3.79% |
2019 | 2.29% | 20.48% | $40,380 | 19.87% | $38,874 | 31.42% | 25.45% | 18.12% | 2.44% | 8.03% | 14.12% | 17.37% |
2020 | 1.36% | 11.20% | $44,903 | 10.14% | $42,818 | 18.40% | -0.61% | 2.23% | 0.62% | 10.01% | 18.15% | 10.97% |
2021 | 7.04% | 17.01% | $52,543 | 18.06% | $50,553 | 28.60% | 28.07% | 39.84% | -0.19% | -3.33% | -4.60% | -1.85% |
2022 | 6.45% | -13.37% | $45,519 | -11.26% | $44,859 | -18.19% | -5.78% | -3.52% | -1.19% | -15.19% | -31.24% | -17.93% |
2023 | 2.21% | 2.87% | $46,825 | 2.58% | $46,017 | 9.63% | -3.25% | -5.37% | 1.81% | 3.26% | 4.23% | 3.43% |
Annual return for 2002 is from 08/01/2002 to 12/31/2002 and annual return for 2023 is from 01/01/2023 to 05/31/2023 |
Year | Month | Provided Portfolio | Adjusted Portfolio | DFA US Large Company I (DFUSX) | DFA US Large Cap Value I (DFLVX) | DFA US Small Cap Value I (DFSVX) | DFA One-Year Fixed-Income I (DFIHX) | iShares 7-10 Year Treasury Bond ETF (IEF) | iShares 20+ Year Treasury Bond ETF (TLT) | iShares iBoxx $ Invmt Grade Corp Bd ETF (LQD) | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return | Balance | Return | Balance | |||||||||
2002 | 8 | 1.42% | $10,142 | 0.97% | $10,097 | 0.56% | 1.62% | -1.25% | 0.30% | 2.52% | 5.51% | 3.64% |
2002 | 9 | -4.95% | $9,640 | -5.03% | $9,589 | -10.80% | -11.13% | -7.28% | 0.30% | 3.85% | 4.25% | 2.09% |
2002 | 10 | 2.93% | $9,922 | 3.14% | $9,890 | 8.76% | 3.92% | 1.62% | 0.29% | -1.25% | -3.69% | -0.61% |
2002 | 11 | 3.87% | $10,306 | 4.13% | $10,298 | 5.90% | 7.07% | 8.52% | -0.11% | -2.09% | -0.91% | 0.72% |
2002 | 12 | -1.75% | $10,126 | -1.86% | $10,107 | -5.97% | -4.55% | -3.58% | 0.62% | 3.55% | 4.53% | 3.93% |
2003 | 1 | -1.86% | $9,938 | -1.93% | $9,912 | -2.62% | -2.32% | -3.45% | 0.10% | -0.77% | -0.58% | -0.81% |
2003 | 2 | -0.75% | $9,864 | -0.99% | $9,814 | -1.49% | -2.93% | -4.11% | 0.29% | 2.20% | 3.10% | 1.98% |
2003 | 3 | 0.03% | $9,867 | 0.19% | $9,832 | 0.92% | -0.47% | -0.21% | 0.15% | -0.38% | -1.37% | 0.12% |
2003 | 4 | 5.82% | $10,441 | 6.01% | $10,423 | 8.28% | 9.20% | 10.56% | 0.21% | 0.14% | 1.05% | 2.35% |
2003 | 5 | 5.77% | $11,044 | 5.74% | $11,022 | 5.29% | 6.69% | 11.72% | 0.22% | 3.79% | 6.32% | 3.90% |
2003 | 6 | 0.84% | $11,137 | 1.17% | $11,151 | 1.30% | 1.08% | 3.65% | 0.11% | -0.69% | -1.80% | -0.18% |
2003 | 7 | -0.16% | $11,119 | 0.69% | $11,228 | 1.70% | 2.52% | 7.04% | -0.27% | -5.02% | -9.98% | -5.80% |
2003 | 8 | 2.24% | $11,368 | 2.32% | $11,489 | 1.93% | 3.55% | 5.14% | 0.09% | 0.71% | 1.31% | 1.45% |
2003 | 9 | 0.81% | $11,459 | 0.62% | $11,561 | -1.13% | -2.20% | -0.78% | 0.49% | 4.98% | 5.94% | 4.54% |
2003 | 10 | 3.64% | $11,877 | 4.07% | $12,031 | 5.77% | 6.69% | 10.00% | -0.18% | -1.47% | -3.03% | -1.26% |
2003 | 11 | 1.28% | $12,029 | 1.40% | $12,199 | 0.85% | 2.22% | 4.16% | 0.02% | 0.02% | 0.34% | 0.31% |
2003 | 12 | 4.00% | $12,510 | 3.99% | $12,686 | 5.14% | 6.83% | 5.33% | 0.39% | 2.03% | 1.35% | 2.55% |
2004 | 1 | 1.96% | $12,755 | 2.06% | $12,947 | 1.84% | 1.69% | 4.89% | 0.10% | 1.02% | 1.86% | 1.22% |
2004 | 2 | 1.57% | $12,955 | 1.40% | $13,128 | 1.35% | 2.58% | 1.41% | 0.26% | 1.61% | 2.28% | 1.51% |
2004 | 3 | 0.03% | $12,960 | 0.05% | $13,134 | -1.45% | -0.40% | 0.94% | 0.18% | 1.30% | 1.41% | 0.99% |
2004 | 4 | -2.69% | $12,611 | -2.44% | $12,813 | -1.59% | -1.69% | -3.17% | -0.37% | -4.35% | -6.23% | -3.89% |
2004 | 5 | 0.42% | $12,664 | 0.39% | $12,864 | 1.38% | 0.57% | 0.38% | -0.08% | -0.53% | -0.26% | -0.52% |
2004 | 6 | 2.22% | $12,945 | 2.35% | $13,166 | 1.96% | 2.99% | 6.69% | -0.09% | 0.65% | 1.06% | 0.13% |
2004 | 7 | -1.83% | $12,707 | -2.00% | $12,902 | -3.35% | -3.27% | -5.33% | 0.31% | 1.21% | 1.53% | 1.56% |
2004 | 8 | 0.93% | $12,825 | 0.65% | $12,987 | 0.35% | 0.00% | -1.49% | 0.42% | 2.83% | 4.17% | 3.08% |
2004 | 9 | 1.68% | $13,041 | 1.73% | $13,211 | 1.09% | 3.08% | 4.93% | -0.07% | 0.32% | 0.95% | 0.31% |
2004 | 10 | 1.18% | $13,195 | 1.09% | $13,355 | 1.49% | 1.17% | 0.96% | 0.24% | 0.99% | 1.77% | 1.18% |
2004 | 11 | 3.12% | $13,607 | 3.50% | $13,822 | 4.06% | 6.55% | 10.00% | -0.23% | -1.98% | -2.39% | -1.22% |
2004 | 12 | 2.70% | $13,974 | 2.53% | $14,172 | 3.38% | 3.99% | 3.62% | 0.21% | 1.17% | 2.66% | 1.39% |
2005 | 1 | -1.06% | $13,825 | -1.40% | $13,973 | -2.43% | -2.49% | -3.57% | 0.10% | 0.87% | 3.57% | 1.23% |
2005 | 2 | 1.14% | $13,982 | 1.21% | $14,143 | 2.17% | 3.02% | 2.70% | 0.05% | -1.37% | -1.47% | -0.94% |
2005 | 3 | -1.08% | $13,831 | -1.23% | $13,969 | -1.81% | -0.26% | -1.95% | 0.03% | -0.40% | -0.45% | -1.26% |
2005 | 4 | -1.32% | $13,649 | -1.82% | $13,714 | -1.84% | -3.44% | -7.28% | 0.41% | 2.52% | 3.86% | 1.62% |
2005 | 5 | 3.16% | $14,080 | 3.05% | $14,132 | 3.09% | 4.28% | 6.65% | 0.31% | 1.84% | 3.14% | 0.62% |
2005 | 6 | 1.39% | $14,275 | 1.40% | $14,330 | 0.18% | 2.03% | 4.17% | 0.16% | 0.48% | 2.16% | 1.22% |
2005 | 7 | 2.30% | $14,603 | 2.72% | $14,721 | 3.75% | 4.96% | 7.11% | -0.02% | -2.18% | -3.38% | -0.82% |
2005 | 8 | 0.09% | $14,616 | -0.19% | $14,692 | -0.93% | -0.83% | -1.67% | 0.44% | 2.00% | 3.48% | 1.50% |
2005 | 9 | -0.12% | $14,598 | 0.07% | $14,702 | 0.80% | 1.54% | 0.80% | 0.09% | -1.75% | -3.61% | -1.86% |
2005 | 10 | -1.83% | $14,331 | -1.74% | $14,447 | -1.66% | -2.68% | -2.92% | 0.18% | -1.24% | -2.24% | -1.58% |
2005 | 11 | 2.59% | $14,703 | 2.60% | $14,823 | 3.81% | 3.98% | 4.21% | 0.26% | 0.63% | 0.69% | 0.66% |
2005 | 12 | 0.62% | $14,795 | 0.41% | $14,883 | 0.03% | 0.13% | 0.34% | 0.27% | 1.37% | 2.98% | 0.86% |
2006 | 1 | 2.61% | $15,182 | 2.99% | $15,328 | 2.66% | 4.74% | 8.82% | 0.30% | -0.70% | -1.34% | -0.44% |
2006 | 2 | 0.15% | $15,205 | 0.10% | $15,344 | 0.20% | -0.35% | -0.35% | 0.31% | -0.10% | 1.11% | 0.68% |
2006 | 3 | 0.83% | $15,332 | 1.44% | $15,565 | 1.26% | 1.76% | 6.09% | 0.39% | -1.36% | -4.57% | -1.68% |
2006 | 4 | 0.66% | $15,433 | 0.83% | $15,695 | 1.38% | 2.82% | 0.98% | 0.33% | -0.63% | -2.75% | -0.20% |
2006 | 5 | -1.82% | $15,152 | -1.96% | $15,388 | -2.92% | -1.86% | -4.39% | 0.41% | -0.10% | -0.19% | -0.19% |
2006 | 6 | 0.36% | $15,207 | 0.20% | $15,419 | 0.20% | 0.87% | 0.05% | 0.35% | 0.23% | 1.18% | -0.09% |
2006 | 7 | -0.03% | $15,203 | -0.27% | $15,377 | 0.60% | -1.45% | -3.75% | 0.43% | 1.68% | 2.16% | 1.46% |
2006 | 8 | 2.00% | $15,507 | 1.89% | $15,667 | 2.40% | 1.61% | 1.95% | 0.43% | 1.76% | 3.06% | 2.22% |
2006 | 9 | 1.80% | $15,786 | 1.59% | $15,917 | 2.52% | 2.76% | 1.19% | 0.46% | 1.21% | 1.91% | 0.87% |
2006 | 10 | 2.67% | $16,207 | 2.77% | $16,357 | 3.25% | 3.96% | 5.43% | 0.45% | 0.54% | 0.85% | 1.00% |
2006 | 11 | 1.84% | $16,505 | 1.79% | $16,651 | 1.85% | 1.89% | 3.03% | 0.36% | 1.31% | 2.31% | 1.46% |
2006 | 12 | 0.50% | $16,587 | 0.69% | $16,765 | 1.44% | 2.01% | 1.38% | 0.45% | -1.28% | -2.69% | -0.90% |
2007 | 1 | 1.14% | $16,776 | 1.23% | $16,972 | 1.53% | 2.89% | 2.20% | 0.49% | -0.40% | -1.00% | 0.09% |
2007 | 2 | -0.07% | $16,765 | -0.18% | $16,941 | -1.95% | -1.50% | -0.23% | 0.35% | 2.06% | 3.39% | 2.00% |
2007 | 3 | 0.38% | $16,828 | 0.54% | $17,032 | 1.06% | 0.66% | 1.09% | 0.49% | -0.14% | -1.70% | -0.68% |
2007 | 4 | 2.54% | $17,255 | 2.39% | $17,439 | 4.50% | 4.24% | 1.81% | 0.41% | 0.61% | 0.90% | 0.89% |
2007 | 5 | 1.75% | $17,557 | 1.89% | $17,768 | 3.44% | 4.10% | 3.65% | 0.44% | -1.39% | -2.31% | -1.23% |
2007 | 6 | -1.15% | $17,355 | -1.09% | $17,574 | -1.61% | -1.62% | -1.55% | 0.42% | -0.47% | -1.01% | -0.81% |
2007 | 7 | -2.51% | $16,920 | -3.01% | $17,046 | -3.14% | -6.21% | -7.64% | 0.41% | 2.26% | 3.32% | -0.82% |
2007 | 8 | 0.74% | $17,045 | 0.80% | $17,181 | 1.49% | -1.91% | -0.76% | 0.45% | 2.26% | 1.79% | 2.38% |
2007 | 9 | 1.61% | $17,319 | 1.48% | $17,437 | 3.75% | 2.58% | -0.28% | 0.33% | 0.09% | 0.23% | 0.73% |
2007 | 10 | 1.16% | $17,520 | 1.09% | $17,627 | 1.59% | 0.54% | 1.11% | 0.49% | 1.08% | 1.81% | 0.97% |
2007 | 11 | -2.34% | $17,111 | -3.00% | $17,098 | -4.20% | -5.60% | -8.72% | 0.32% | 4.04% | 5.35% | 1.02% |
2007 | 12 | -0.51% | $17,024 | -0.55% | $17,004 | -0.63% | -0.32% | -1.20% | 0.44% | 0.05% | -0.64% | -0.81% |
2008 | 1 | -2.13% | $16,661 | -2.16% | $16,636 | -6.01% | -3.84% | -3.94% | 0.39% | 3.36% | 2.10% | 2.57% |
2008 | 2 | -1.83% | $16,356 | -1.83% | $16,332 | -3.24% | -3.09% | -2.84% | 0.27% | 1.24% | -0.46% | -0.71% |
2008 | 3 | 0.18% | $16,386 | 0.02% | $16,336 | -0.38% | -0.93% | 0.84% | 0.19% | 1.34% | 2.14% | -0.60% |
2008 | 4 | 2.29% | $16,761 | 2.39% | $16,726 | 4.83% | 6.27% | 1.66% | 0.15% | -2.41% | -2.48% | 1.25% |
2008 | 5 | 0.72% | $16,881 | 0.95% | $16,884 | 1.29% | 2.38% | 4.14% | 0.21% | -1.78% | -2.69% | -2.21% |
2008 | 6 | -5.40% | $15,970 | -5.74% | $15,915 | -8.39% | -10.96% | -10.10% | 0.31% | 1.14% | 2.65% | -1.29% |
2008 | 7 | 0.00% | $15,970 | 0.26% | $15,956 | -0.80% | -1.12% | 2.07% | 0.23% | 0.72% | -0.37% | 0.39% |
2008 | 8 | 1.80% | $16,258 | 1.68% | $16,223 | 1.41% | 1.96% | 4.15% | 0.23% | 1.53% | 2.74% | 0.15% |
2008 | 9 | -6.01% | $15,281 | -6.87% | $15,109 | -8.81% | -9.00% | -6.89% | -0.44% | -0.14% | 1.47% | -10.73% |
2008 | 10 | -12.11% | $13,430 | -12.11% | $13,280 | -16.72% | -22.53% | -22.14% | 0.69% | -0.87% | -1.86% | -1.95% |
2008 | 11 | -2.93% | $13,036 | -4.35% | $12,702 | -7.09% | -9.81% | -12.99% | 0.71% | 7.75% | 14.34% | 3.35% |
2008 | 12 | 4.97% | $13,684 | 4.77% | $13,308 | 1.09% | 3.25% | 5.25% | 1.04% | 5.15% | 13.64% | 13.80% |
2009 | 1 | -8.29% | $12,550 | -7.28% | $12,339 | -8.33% | -11.86% | -14.28% | 0.10% | -3.89% | -13.07% | -1.80% |
2009 | 2 | -7.96% | $11,551 | -8.16% | $11,332 | -10.63% | -14.04% | -12.71% | -0.10% | -0.74% | -1.54% | -5.20% |
2009 | 3 | 6.49% | $12,300 | 6.18% | $12,032 | 8.77% | 9.83% | 10.40% | 0.37% | 3.31% | 4.04% | 0.47% |
2009 | 4 | 7.58% | $13,233 | 8.77% | $13,088 | 9.57% | 16.18% | 19.66% | 0.30% | -2.75% | -6.95% | 2.78% |
2009 | 5 | 3.03% | $13,634 | 3.35% | $13,526 | 5.68% | 7.67% | 3.22% | 0.38% | -2.08% | -3.69% | 2.32% |
2009 | 6 | 0.25% | $13,667 | 0.48% | $13,591 | 0.13% | -1.21% | 0.35% | 0.27% | -0.55% | 0.76% | 2.89% |
2009 | 7 | 6.32% | $14,532 | 6.88% | $14,526 | 7.61% | 9.43% | 13.44% | 0.07% | 0.83% | 0.58% | 4.63% |
2009 | 8 | 3.33% | $15,016 | 3.14% | $14,983 | 3.60% | 6.80% | 5.14% | 0.32% | 0.77% | 2.24% | 1.31% |
2009 | 9 | 3.28% | $15,509 | 3.30% | $15,477 | 3.75% | 4.35% | 6.33% | 0.20% | 1.12% | 2.46% | 1.76% |
2009 | 10 | -2.67% | $15,095 | -2.65% | $15,067 | -1.92% | -4.30% | -7.53% | 0.07% | -0.14% | -2.62% | -0.49% |
2009 | 11 | 3.66% | $15,647 | 3.55% | $15,601 | 6.00% | 5.63% | 3.11% | 0.27% | 2.02% | 1.21% | 1.95% |
2009 | 12 | 0.86% | $15,781 | 1.66% | $15,861 | 1.93% | 2.70% | 7.92% | -0.35% | -4.40% | -6.34% | -2.07% |
2010 | 1 | -1.23% | $15,587 | -1.46% | $15,630 | -3.54% | -2.34% | -3.16% | 0.29% | 2.37% | 2.69% | 1.25% |
2010 | 2 | 2.56% | $15,986 | 2.76% | $16,061 | 3.08% | 4.32% | 6.15% | 0.14% | 0.33% | -0.34% | 0.51% |
2010 | 3 | 4.07% | $16,636 | 4.41% | $16,769 | 6.06% | 7.80% | 8.86% | -0.04% | -1.06% | -2.06% | 0.65% |
2010 | 4 | 2.84% | $17,109 | 2.95% | $17,265 | 1.52% | 3.16% | 8.11% | 0.06% | 1.65% | 3.32% | 1.91% |
2010 | 5 | -4.50% | $16,339 | -5.22% | $16,363 | -8.02% | -8.56% | -9.90% | 0.05% | 2.93% | 5.11% | -1.31% |
2010 | 6 | -2.99% | $15,851 | -3.51% | $15,789 | -5.23% | -7.56% | -10.14% | 0.24% | 3.05% | 5.80% | 3.28% |
2010 | 7 | 4.80% | $16,613 | 5.13% | $16,599 | 7.01% | 7.82% | 8.69% | 0.16% | 0.91% | -0.95% | 2.11% |
2010 | 8 | -2.04% | $16,273 | -2.83% | $16,129 | -4.48% | -6.11% | -8.38% | 0.15% | 3.36% | 8.40% | 2.86% |
2010 | 9 | 5.88% | $17,230 | 6.38% | $17,159 | 8.89% | 9.80% | 12.93% | 0.05% | -0.00% | -2.51% | 0.46% |
2010 | 10 | 1.85% | $17,549 | 2.32% | $17,557 | 3.78% | 3.68% | 4.17% | 0.15% | -0.01% | -4.47% | -0.26% |
2010 | 11 | 0.13% | $17,571 | 0.48% | $17,642 | 0.00% | -0.75% | 4.49% | -0.14% | -0.90% | -1.69% | -1.62% |
2010 | 12 | 4.06% | $18,284 | 4.39% | $18,416 | 6.68% | 9.72% | 9.18% | 0.04% | -3.43% | -3.68% | -0.75% |
2011 | 1 | 0.96% | $18,460 | 1.11% | $18,621 | 2.42% | 3.23% | 0.31% | 0.10% | -0.02% | -3.08% | 0.04% |
2011 | 2 | 3.01% | $19,016 | 3.00% | $19,180 | 3.35% | 5.39% | 6.28% | 0.03% | -0.21% | 1.65% | 1.08% |
2011 | 3 | 0.35% | $19,082 | 0.41% | $19,258 | 0.12% | 0.45% | 2.05% | 0.06% | -0.15% | 0.03% | -0.54% |
2011 | 4 | 2.12% | $19,486 | 2.00% | $19,643 | 2.87% | 2.51% | 1.26% | 0.23% | 1.84% | 2.34% | 2.50% |
2011 | 5 | -0.28% | $19,431 | -0.64% | $19,517 | -1.12% | -1.42% | -3.12% | 0.14% | 2.51% | 3.42% | 1.27% |
2011 | 6 | -1.42% | $19,155 | -1.25% | $19,273 | -1.70% | -1.82% | -1.81% | -0.05% | -0.51% | -2.33% | -0.80% |
2011 | 7 | -0.71% | $19,020 | -0.89% | $19,101 | -2.02% | -4.57% | -2.88% | 0.14% | 3.17% | 4.42% | 2.43% |
2011 | 8 | -3.00% | $18,449 | -4.12% | $18,314 | -5.39% | -8.46% | -10.58% | 0.04% | 4.65% | 9.66% | 0.34% |
2011 | 9 | -3.95% | $17,719 | -5.44% | $17,318 | -7.08% | -10.10% | -12.58% | -0.06% | 2.24% | 13.20% | 0.35% |
2011 | 10 | 7.48% | $19,045 | 8.23% | $18,743 | 10.99% | 13.81% | 15.82% | 0.05% | -1.29% | -3.84% | 2.51% |
2011 | 11 | -0.38% | $18,972 | -0.81% | $18,590 | -0.30% | -0.83% | -0.68% | -0.06% | 0.58% | 1.98% | -3.16% |
2011 | 12 | 1.48% | $19,254 | 1.41% | $18,851 | 1.08% | 0.79% | 1.01% | -0.03% | 1.99% | 3.44% | 3.49% |
2012 | 1 | 3.49% | $19,925 | 3.85% | $19,577 | 4.44% | 4.96% | 7.43% | 0.29% | 0.86% | -0.33% | 2.14% |
2012 | 2 | 2.42% | $20,407 | 2.67% | $20,099 | 4.26% | 5.77% | 3.18% | 0.04% | -1.10% | -2.59% | 1.63% |
2012 | 3 | 0.90% | $20,591 | 1.26% | $20,352 | 3.35% | 1.83% | 2.30% | 0.05% | -1.59% | -4.23% | -1.42% |
2012 | 4 | 0.11% | $20,615 | -0.27% | $20,296 | -0.63% | -2.09% | -1.60% | 0.14% | 2.51% | 4.83% | 1.08% |
2012 | 5 | -2.69% | $20,060 | -3.58% | $19,571 | -6.07% | -7.10% | -7.12% | -0.05% | 2.87% | 9.03% | 0.76% |
2012 | 6 | 2.59% | $20,580 | 2.79% | $20,117 | 4.13% | 5.37% | 4.38% | 0.14% | -0.42% | -1.68% | 0.87% |
2012 | 7 | 1.41% | $20,871 | 1.22% | $20,362 | 1.40% | 0.97% | -0.24% | 0.15% | 1.40% | 3.82% | 3.48% |
2012 | 8 | 1.74% | $21,234 | 1.90% | $20,749 | 2.20% | 3.95% | 4.21% | 0.04% | -0.12% | -1.32% | -0.05% |
2012 | 9 | 1.65% | $21,583 | 1.98% | $21,160 | 2.58% | 3.65% | 3.31% | 0.05% | -0.35% | -2.53% | 1.10% |
2012 | 10 | -0.59% | $21,457 | -0.50% | $21,055 | -1.85% | 0.27% | -0.82% | 0.04% | -0.40% | -0.48% | 1.35% |
2012 | 11 | 0.70% | $21,606 | 0.62% | $21,185 | 0.63% | 0.22% | 1.84% | 0.04% | 0.98% | 1.38% | -0.42% |
2012 | 12 | 0.89% | $21,799 | 1.18% | $21,434 | 0.85% | 3.03% | 3.72% | 0.02% | -0.94% | -2.49% | -0.33% |
2013 | 1 | 3.01% | $22,455 | 3.24% | $22,129 | 5.17% | 6.94% | 6.56% | 0.10% | -1.29% | -3.19% | -1.30% |
2013 | 2 | 1.21% | $22,726 | 1.19% | $22,393 | 1.36% | 1.27% | 1.75% | 0.02% | 1.13% | 1.24% | 1.08% |
2013 | 3 | 2.57% | $23,310 | 2.63% | $22,982 | 3.76% | 4.81% | 4.91% | 0.03% | 0.29% | -0.42% | -0.05% |
2013 | 4 | 1.41% | $23,638 | 0.97% | $23,205 | 1.94% | 1.00% | -1.11% | 0.04% | 1.52% | 4.68% | 2.17% |
2013 | 5 | 0.80% | $23,828 | 1.34% | $23,516 | 2.30% | 4.13% | 5.39% | -0.07% | -3.11% | -6.76% | -3.22% |
2013 | 6 | -1.58% | $23,453 | -1.46% | $23,173 | -1.30% | -1.15% | -0.70% | 0.03% | -2.55% | -3.27% | -3.27% |
2013 | 7 | 3.37% | $24,242 | 3.78% | $24,049 | 5.05% | 6.00% | 7.34% | 0.03% | -0.35% | -2.26% | 1.11% |
2013 | 8 | -2.33% | $23,679 | -2.34% | $23,486 | -2.93% | -2.99% | -4.17% | 0.03% | -1.42% | -1.34% | -1.00% |
2013 | 9 | 2.51% | $24,273 | 2.64% | $24,107 | 3.15% | 2.95% | 5.24% | 0.13% | 1.85% | 0.66% | 0.74% |
2013 | 10 | 3.07% | $25,019 | 2.99% | $24,826 | 4.60% | 5.05% | 3.51% | 0.04% | 0.78% | 1.43% | 1.81% |
2013 | 11 | 1.93% | $25,501 | 2.26% | $25,387 | 3.03% | 4.17% | 5.08% | 0.02% | -0.88% | -2.70% | -0.14% |
2013 | 12 | 1.19% | $25,804 | 1.41% | $25,746 | 2.55% | 2.64% | 2.72% | -0.05% | -2.09% | -1.87% | 0.22% |
2014 | 1 | -1.28% | $25,474 | -1.86% | $25,266 | -3.50% | -3.95% | -5.14% | 0.10% | 3.06% | 6.30% | 1.88% |
2014 | 2 | 2.92% | $26,218 | 3.09% | $26,047 | 4.63% | 3.36% | 5.45% | 0.11% | 0.36% | 0.52% | 1.14% |
2014 | 3 | 0.78% | $26,423 | 0.65% | $26,215 | 0.81% | 2.34% | 1.19% | -0.07% | -0.56% | 0.73% | -0.03% |
2014 | 4 | 0.45% | $26,543 | 0.19% | $26,265 | 0.74% | 0.66% | -1.93% | 0.02% | 0.76% | 2.10% | 1.33% |
2014 | 5 | 1.78% | $27,014 | 1.52% | $26,663 | 2.28% | 2.17% | 0.83% | 0.12% | 1.82% | 2.95% | 1.51% |
2014 | 6 | 1.64% | $27,457 | 1.77% | $27,136 | 2.06% | 2.72% | 4.44% | -0.07% | -0.22% | -0.25% | 0.01% |
2014 | 7 | -1.37% | $27,081 | -1.76% | $26,660 | -1.36% | -0.74% | -5.76% | 0.02% | -0.22% | 0.67% | -0.32% |
2014 | 8 | 3.41% | $28,005 | 3.25% | $27,526 | 4.00% | 3.17% | 5.83% | 0.02% | 1.88% | 4.72% | 2.00% |
2014 | 9 | -2.33% | $27,354 | -2.51% | $26,834 | -1.42% | -2.49% | -6.98% | 0.03% | -1.05% | -2.11% | -1.68% |
2014 | 10 | 2.10% | $27,929 | 2.14% | $27,407 | 2.44% | 0.78% | 4.61% | 0.03% | 1.53% | 2.81% | 1.23% |
2014 | 11 | 1.47% | $28,339 | 1.15% | $27,723 | 2.70% | 1.16% | -0.28% | 0.12% | 1.29% | 2.97% | 0.91% |
2014 | 12 | 0.68% | $28,532 | 0.45% | $27,847 | -0.31% | 0.74% | 2.29% | -0.17% | 0.13% | 3.25% | -0.02% |
2015 | 1 | -0.59% | $28,364 | -1.32% | $27,480 | -3.02% | -4.97% | -4.95% | 0.19% | 4.30% | 9.82% | 3.75% |
2015 | 2 | 2.68% | $29,124 | 3.15% | $28,346 | 5.79% | 7.06% | 5.90% | 0.02% | -2.47% | -6.14% | -1.42% |
2015 | 3 | -0.28% | $29,042 | -0.16% | $28,299 | -1.59% | -1.92% | 1.78% | 0.03% | 0.86% | 1.10% | 0.20% |
2015 | 4 | -0.14% | $29,001 | -0.08% | $28,278 | 0.92% | 2.04% | -1.34% | 0.03% | -0.63% | -3.43% | -1.19% |
2015 | 5 | 0.36% | $29,106 | 0.54% | $28,429 | 1.28% | 1.07% | 1.36% | 0.03% | -0.42% | -2.37% | -1.12% |
2015 | 6 | -1.56% | $28,651 | -1.19% | $28,090 | -1.91% | -1.62% | 0.05% | 0.03% | -1.63% | -4.07% | -1.88% |
2015 | 7 | 0.73% | $28,860 | 0.13% | $28,125 | 2.09% | -0.26% | -3.67% | 0.03% | 1.52% | 4.55% | 0.83% |
2015 | 8 | -3.47% | $27,858 | -3.36% | $27,179 | -6.02% | -6.08% | -4.04% | -0.06% | 0.08% | -0.69% | -0.83% |
2015 | 9 | -1.42% | $27,463 | -1.61% | $26,740 | -2.47% | -3.23% | -4.51% | 0.14% | 1.58% | 1.97% | 1.19% |
2015 | 10 | 4.49% | $28,696 | 4.43% | $27,924 | 8.38% | 8.16% | 5.28% | 0.04% | -0.64% | -0.41% | 0.57% |
2015 | 11 | 0.48% | $28,834 | 0.72% | $28,126 | 0.37% | 0.36% | 3.17% | -0.13% | -0.43% | -0.87% | -0.15% |
2015 | 12 | -2.07% | $28,238 | -2.31% | $27,476 | -1.60% | -3.13% | -6.20% | -0.05% | -0.45% | -0.30% | -1.08% |
2016 | 1 | -2.67% | $27,483 | -3.27% | $26,576 | -5.01% | -6.81% | -7.18% | 0.24% | 3.33% | 5.57% | 0.12% |
2016 | 2 | 0.75% | $27,688 | 0.57% | $26,728 | -0.07% | 0.17% | 1.17% | 0.04% | 1.49% | 3.09% | 1.05% |
2016 | 3 | 4.79% | $29,016 | 5.19% | $28,115 | 6.75% | 7.26% | 8.77% | 0.17% | -0.06% | -0.09% | 3.62% |
2016 | 4 | 0.86% | $29,265 | 1.01% | $28,399 | 0.37% | 2.71% | 1.80% | 0.05% | -0.16% | -0.74% | 1.55% |
2016 | 5 | 0.83% | $29,506 | 0.66% | $28,586 | 1.80% | 1.33% | 0.47% | -0.04% | -0.10% | 0.81% | -0.51% |
2016 | 6 | 1.22% | $29,867 | 0.69% | $28,784 | 0.22% | -0.10% | -1.16% | 0.35% | 3.09% | 6.93% | 3.09% |
2016 | 7 | 2.72% | $30,679 | 2.70% | $29,561 | 3.72% | 3.44% | 4.85% | -0.04% | 0.25% | 2.10% | 1.29% |
2016 | 8 | 0.28% | $30,766 | 0.44% | $29,691 | 0.12% | 1.16% | 1.74% | -0.03% | -1.01% | -1.01% | 0.18% |
2016 | 9 | 0.12% | $30,802 | 0.29% | $29,777 | 0.05% | 0.48% | 1.21% | 0.06% | 0.24% | -1.51% | -0.32% |
2016 | 10 | -2.01% | $30,183 | -1.77% | $29,251 | -1.83% | -1.72% | -3.14% | 0.07% | -1.49% | -4.38% | -1.53% |
2016 | 11 | 2.93% | $31,068 | 3.98% | $30,415 | 3.66% | 7.85% | 14.87% | -0.12% | -4.23% | -8.21% | -3.17% |
2016 | 12 | 1.51% | $31,538 | 1.69% | $30,928 | 1.98% | 2.49% | 3.41% | 0.08% | -0.12% | -0.46% | 0.84% |
2017 | 1 | 0.84% | $31,804 | 0.66% | $31,132 | 1.90% | 1.45% | -0.53% | 0.16% | 0.22% | 0.81% | 0.15% |
2017 | 2 | 2.07% | $32,462 | 1.86% | $31,710 | 4.00% | 3.01% | 0.32% | 0.07% | 0.72% | 1.59% | 1.32% |
2017 | 3 | -0.36% | $32,344 | -0.34% | $31,604 | 0.08% | -0.93% | -1.14% | 0.09% | 0.08% | -0.65% | -0.29% |
2017 | 4 | 0.87% | $32,627 | 0.79% | $31,854 | 1.03% | 0.66% | 0.46% | 0.08% | 1.11% | 1.57% | 1.19% |
2017 | 5 | 0.29% | $32,722 | -0.00% | $31,853 | 1.40% | -0.11% | -3.51% | 0.09% | 0.83% | 1.89% | 1.33% |
2017 | 6 | 0.90% | $33,017 | 0.93% | $32,148 | 0.60% | 1.65% | 2.59% | 0.10% | -0.51% | 0.79% | 0.48% |
2017 | 7 | 1.05% | $33,362 | 1.12% | $32,508 | 2.07% | 1.68% | 0.77% | 0.10% | 0.38% | -0.66% | 0.77% |
2017 | 8 | 0.12% | $33,403 | -0.27% | $32,419 | 0.26% | -0.94% | -2.55% | 0.11% | 1.46% | 3.41% | 0.68% |
2017 | 9 | 2.02% | $34,076 | 2.51% | $33,233 | 2.08% | 3.85% | 7.92% | 0.08% | -1.44% | -2.32% | -0.05% |
2017 | 10 | 1.06% | $34,438 | 1.05% | $33,583 | 2.35% | 1.44% | 0.96% | 0.01% | -0.19% | -0.04% | 0.19% |
2017 | 11 | 1.80% | $35,056 | 1.64% | $34,134 | 3.04% | 3.55% | 2.12% | -0.02% | -0.28% | 0.74% | -0.12% |
2017 | 12 | 1.00% | $35,408 | 0.79% | $34,402 | 1.09% | 2.31% | 0.03% | 0.05% | 0.18% | 1.81% | 1.22% |
2018 | 1 | 2.05% | $36,135 | 2.09% | $35,123 | 5.75% | 5.14% | 1.50% | -0.02% | -2.15% | -3.26% | -1.23% |
2018 | 2 | -3.17% | $34,988 | -3.03% | $34,057 | -3.70% | -4.96% | -4.68% | 0.01% | -0.93% | -3.04% | -2.24% |
2018 | 3 | -0.50% | $34,813 | -0.56% | $33,866 | -2.57% | -2.28% | 0.93% | 0.13% | 1.16% | 2.86% | 0.56% |
2018 | 4 | -0.15% | $34,761 | 0.02% | $33,872 | 0.39% | 0.16% | 1.32% | 0.04% | -1.28% | -2.09% | -1.57% |
2018 | 5 | 2.20% | $35,525 | 2.36% | $34,672 | 2.43% | 0.92% | 6.29% | 0.35% | 0.99% | 2.01% | 0.52% |
2018 | 6 | 0.13% | $35,571 | 0.07% | $34,696 | 0.62% | -0.70% | 0.06% | 0.06% | 0.20% | 0.65% | -0.49% |
2018 | 7 | 1.93% | $36,256 | 2.04% | $35,404 | 3.70% | 4.13% | 1.61% | 0.18% | -0.53% | -1.44% | 1.34% |
2018 | 8 | 1.88% | $36,937 | 1.84% | $36,054 | 3.24% | 1.44% | 2.84% | 0.27% | 1.01% | 1.31% | 0.02% |
2018 | 9 | -0.71% | $36,675 | -0.62% | $35,829 | 0.58% | 0.07% | -3.19% | 0.06% | -1.20% | -2.86% | -0.14% |
2018 | 10 | -4.94% | $34,863 | -5.00% | $34,039 | -6.86% | -6.36% | -9.41% | 0.09% | -0.30% | -2.93% | -2.05% |
2018 | 11 | 1.40% | $35,353 | 1.13% | $34,422 | 2.04% | 2.33% | 0.91% | 0.31% | 1.33% | 1.79% | -0.36% |
2018 | 12 | -5.19% | $33,517 | -5.78% | $32,432 | -9.04% | -11.00% | -12.79% | 0.37% | 2.80% | 5.85% | 1.86% |
2019 | 1 | 5.97% | $35,517 | 6.41% | $34,510 | 8.03% | 8.65% | 12.00% | 0.21% | 0.65% | 0.38% | 3.37% |
2019 | 2 | 1.64% | $36,098 | 1.82% | $35,137 | 3.21% | 2.49% | 3.27% | 0.17% | -0.52% | -1.38% | -0.20% |
2019 | 3 | 1.11% | $36,497 | 0.57% | $35,339 | 1.92% | -0.50% | -3.66% | 0.38% | 2.66% | 5.57% | 2.93% |
2019 | 4 | 2.16% | $37,285 | 2.44% | $36,202 | 4.07% | 3.44% | 4.04% | 0.20% | -0.52% | -1.99% | 0.44% |
2019 | 5 | -3.63% | $35,931 | -4.45% | $34,592 | -6.38% | -7.75% | -11.52% | 0.19% | 3.05% | 6.84% | 1.65% |
2019 | 6 | 5.04% | $37,742 | 5.20% | $36,390 | 7.04% | 8.03% | 7.77% | 0.18% | 1.22% | 0.95% | 3.25% |
2019 | 7 | 0.73% | $38,017 | 0.69% | $36,641 | 1.46% | 1.05% | 0.39% | 0.21% | 0.04% | 0.26% | 0.25% |
2019 | 8 | -0.38% | $37,871 | -1.45% | $36,108 | -1.61% | -4.11% | -8.00% | 0.28% | 3.95% | 11.04% | 3.88% |
2019 | 9 | 1.60% | $38,476 | 1.95% | $36,813 | 1.86% | 3.94% | 5.96% | 0.15% | -1.19% | -2.68% | -0.76% |
2019 | 10 | 1.22% | $38,944 | 1.36% | $37,312 | 2.18% | 2.12% | 1.83% | 0.20% | 0.19% | -1.11% | 0.44% |
2019 | 11 | 2.10% | $39,761 | 2.15% | $38,113 | 3.62% | 3.91% | 3.17% | 0.11% | -0.69% | -0.41% | 0.47% |
2019 | 12 | 1.56% | $40,380 | 2.00% | $38,874 | 3.00% | 2.79% | 3.92% | 0.12% | -0.93% | -3.20% | 0.53% |
2020 | 1 | -0.28% | $40,266 | -1.06% | $38,462 | -0.04% | -4.11% | -6.88% | 0.19% | 3.47% | 7.69% | 2.45% |
2020 | 2 | -4.59% | $38,416 | -5.23% | $36,450 | -8.24% | -10.57% | -10.79% | 0.13% | 2.96% | 6.63% | 1.09% |
2020 | 3 | -10.34% | $34,446 | -11.92% | $32,107 | -12.36% | -20.15% | -26.60% | 0.04% | 3.72% | 6.38% | -6.31% |
2020 | 4 | 8.81% | $37,481 | 9.25% | $35,078 | 12.77% | 13.08% | 15.81% | 0.12% | 0.27% | 1.22% | 4.85% |
2020 | 5 | 2.55% | $38,438 | 2.87% | $36,084 | 4.79% | 3.83% | 2.85% | 0.13% | 0.33% | -1.76% | 2.46% |
2020 | 6 | 1.12% | $38,867 | 1.44% | $36,604 | 2.01% | -0.85% | 2.65% | -0.06% | 0.04% | 0.34% | 2.13% |
2020 | 7 | 3.49% | $40,223 | 3.28% | $37,804 | 5.64% | 3.16% | 3.21% | 0.03% | 0.85% | 4.44% | 3.10% |
2020 | 8 | 2.87% | $41,379 | 3.33% | $39,062 | 7.17% | 4.43% | 5.58% | 0.01% | -0.97% | -5.05% | -1.78% |
2020 | 9 | -2.19% | $40,471 | -2.48% | $38,095 | -3.80% | -2.35% | -5.13% | 0.01% | 0.33% | 0.77% | -0.44% |
2020 | 10 | -0.93% | $40,096 | -0.31% | $37,976 | -2.68% | -1.26% | 3.95% | 0.00% | -1.38% | -3.39% | -0.51% |
2020 | 11 | 8.91% | $43,667 | 9.20% | $41,470 | 10.92% | 15.80% | 17.89% | 0.01% | 0.34% | 1.66% | 3.77% |
2020 | 12 | 2.83% | $44,903 | 3.25% | $42,818 | 3.92% | 3.66% | 8.25% | 0.01% | -0.24% | -1.23% | 0.15% |
2021 | 1 | -0.08% | $44,867 | 0.47% | $43,020 | -1.03% | 0.29% | 5.61% | 0.00% | -1.09% | -3.63% | -1.83% |
2021 | 2 | 2.77% | $46,111 | 3.48% | $44,518 | 2.76% | 7.70% | 12.16% | 0.00% | -2.36% | -5.73% | -2.26% |
2021 | 3 | 2.35% | $47,196 | 2.83% | $45,779 | 4.37% | 6.20% | 6.80% | 0.00% | -2.39% | -5.24% | -1.48% |
2021 | 4 | 2.97% | $48,598 | 2.71% | $47,021 | 5.34% | 3.82% | 2.28% | 0.00% | 1.00% | 2.49% | 1.04% |
2021 | 5 | 1.51% | $49,331 | 1.64% | $47,794 | 0.70% | 3.35% | 4.61% | 0.00% | 0.42% | 0.00% | 0.62% |
2021 | 6 | 0.75% | $49,702 | 0.41% | $47,988 | 2.32% | -1.94% | -2.79% | 0.00% | 1.02% | 4.42% | 2.21% |
2021 | 7 | 1.07% | $50,236 | 0.68% | $48,317 | 2.36% | -0.22% | -2.08% | 0.00% | 1.99% | 3.72% | 1.42% |
2021 | 8 | 1.46% | $50,967 | 1.47% | $49,028 | 3.03% | 2.16% | 2.20% | 0.00% | -0.39% | -0.34% | -0.34% |
2021 | 9 | -2.62% | $49,629 | -2.30% | $47,901 | -4.66% | -3.34% | -0.83% | 0.00% | -1.60% | -2.91% | -1.51% |
2021 | 10 | 3.55% | $51,392 | 3.33% | $49,498 | 7.00% | 4.15% | 3.83% | 0.00% | -0.44% | 2.46% | 0.53% |
2021 | 11 | -0.59% | $51,090 | -0.87% | $49,066 | -0.72% | -2.59% | -2.31% | -0.10% | 1.09% | 2.77% | -0.12% |
2021 | 12 | 2.84% | $52,543 | 3.03% | $50,553 | 4.50% | 6.14% | 5.59% | -0.09% | -0.52% | -2.01% | -0.03% |
2022 | 1 | -3.25% | $50,837 | -3.20% | $48,937 | -5.19% | -1.69% | -2.90% | -0.38% | -2.11% | -3.91% | -3.59% |
2022 | 2 | -1.09% | $50,281 | -0.94% | $48,479 | -2.99% | -0.51% | 2.04% | -0.19% | -0.30% | -1.63% | -2.13% |
2022 | 3 | 0.22% | $50,390 | 0.48% | $48,713 | 3.71% | 1.88% | 0.85% | -0.67% | -4.06% | -5.45% | -2.89% |
2022 | 4 | -6.39% | $47,169 | -5.95% | $45,815 | -8.72% | -5.75% | -5.74% | -0.16% | -4.23% | -9.42% | -6.70% |
2022 | 5 | 1.35% | $47,808 | 1.72% | $46,602 | 0.17% | 4.39% | 3.91% | 0.35% | 0.62% | -2.25% | 1.87% |
2022 | 6 | -6.32% | $44,789 | -6.51% | $43,569 | -8.26% | -10.68% | -10.80% | -0.41% | -0.86% | -1.27% | -3.62% |
2022 | 7 | 6.20% | $47,565 | 6.51% | $46,406 | 9.21% | 6.29% | 9.93% | 0.21% | 2.96% | 2.43% | 4.44% |
2022 | 8 | -3.29% | $46,001 | -3.12% | $44,957 | -4.08% | -2.83% | -2.17% | -0.28% | -3.89% | -4.56% | -4.43% |
2022 | 9 | -7.43% | $42,585 | -7.11% | $41,758 | -9.25% | -8.65% | -9.42% | -0.46% | -4.73% | -8.23% | -5.98% |
2022 | 10 | 5.75% | $45,034 | 6.45% | $44,452 | 8.08% | 12.93% | 14.66% | 0.07% | -1.46% | -5.97% | -0.75% |
2022 | 11 | 5.10% | $47,331 | 4.85% | $46,608 | 5.59% | 5.87% | 5.12% | 0.36% | 3.61% | 7.15% | 6.65% |
2022 | 12 | -3.83% | $45,519 | -3.75% | $44,859 | -5.76% | -4.60% | -5.87% | 0.38% | -1.49% | -2.63% | -1.56% |
2023 | 1 | 5.78% | $48,150 | 5.57% | $47,355 | 6.27% | 6.14% | 8.63% | 0.45% | 3.58% | 7.64% | 5.16% |
2023 | 2 | -2.65% | $46,872 | -2.30% | $46,266 | -2.45% | -3.54% | -0.94% | 0.05% | -3.27% | -5.09% | -4.17% |
2023 | 3 | 1.06% | $47,369 | 0.54% | $46,515 | 3.67% | -1.88% | -7.13% | 0.67% | 3.72% | 4.84% | 3.85% |
2023 | 4 | 0.57% | $47,639 | 0.41% | $46,707 | 1.57% | 1.11% | -1.84% | 0.32% | 0.81% | 0.34% | 0.60% |
2023 | 5 | -1.71% | $46,825 | -1.48% | $46,017 | 0.42% | -4.75% | -3.54% | 0.30% | -1.44% | -3.01% | -1.76% |
Stress Period | Start | End | Provided Portfolio | Adjusted Portfolio |
---|---|---|---|---|
Subprime Crisis | Nov 2007 | Mar 2009 | -34.07% | -35.72% |
COVID-19 Start | Jan 2020 | Mar 2020 | -14.70% | -17.41% |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Jun 2007 | Feb 2009 | 1 year 9 months | Nov 2010 | 1 year 9 months | 3 years 6 months | -34.21% |
2 | Jan 2022 | Sep 2022 | 9 months | -18.95% | |||
3 | Jan 2020 | Mar 2020 | 3 months | Aug 2020 | 5 months | 8 months | -14.70% |
4 | Sep 2018 | Dec 2018 | 4 months | Apr 2019 | 4 months | 8 months | -9.26% |
5 | May 2011 | Sep 2011 | 5 months | Jan 2012 | 4 months | 9 months | -9.07% |
6 | Mar 2015 | Sep 2015 | 7 months | Apr 2016 | 7 months | 1 year 2 months | -5.70% |
7 | Sep 2002 | Sep 2002 | 1 month | Nov 2002 | 2 months | 3 months | -4.95% |
8 | Dec 2002 | Feb 2003 | 3 months | Apr 2003 | 2 months | 5 months | -4.29% |
9 | Feb 2018 | Apr 2018 | 3 months | Jul 2018 | 3 months | 6 months | -3.80% |
10 | May 2019 | May 2019 | 1 month | Jun 2019 | 1 month | 2 months | -3.63% |
Worst 10 drawdowns included above |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Jun 2007 | Feb 2009 | 1 year 9 months | Dec 2010 | 1 year 10 months | 3 years 7 months | -36.23% |
2 | Jan 2020 | Mar 2020 | 3 months | Aug 2020 | 5 months | 8 months | -17.41% |
3 | Jan 2022 | Sep 2022 | 9 months | -17.40% | |||
4 | May 2011 | Sep 2011 | 5 months | Feb 2012 | 5 months | 10 months | -11.84% |
5 | Sep 2018 | Dec 2018 | 4 months | Apr 2019 | 4 months | 8 months | -10.05% |
6 | Jun 2015 | Jan 2016 | 8 months | May 2016 | 4 months | 1 year | -6.52% |
7 | Sep 2002 | Sep 2002 | 1 month | Nov 2002 | 2 months | 3 months | -5.03% |
8 | Dec 2002 | Feb 2003 | 3 months | Apr 2003 | 2 months | 5 months | -4.70% |
9 | May 2019 | May 2019 | 1 month | Jun 2019 | 1 month | 2 months | -4.45% |
10 | Apr 2012 | May 2012 | 2 months | Jul 2012 | 2 months | 4 months | -3.84% |
Worst 10 drawdowns included above |
Roll Period | Provided Portfolio | Adjusted Portfolio | ||||
---|---|---|---|---|---|---|
Average | High | Low | Average | High | Low | |
1 year | 8.46% | 38.40% | -29.38% | 8.45% | 42.59% | -30.62% |
3 years | 8.03% | 20.89% | -8.75% | 7.79% | 21.05% | -9.61% |
5 years | 7.63% | 17.81% | -2.27% | 7.34% | 18.11% | -2.90% |
7 years | 7.87% | 13.30% | 4.48% | 7.58% | 13.04% | 3.94% |
10 years | 8.26% | 12.07% | 6.11% | 7.95% | 11.98% | 5.66% |
15 years | 7.56% | 8.99% | 6.18% | 7.26% | 8.80% | 5.70% |