This tool allows you to test different market timing and tactical asset allocation models based on moving averages, momentum, market valuation and target volatility. The supported models include:
You can find a summary of the selected tactical asset allocation model below, and a more detailed description in the FAQ section.
Tactical asset allocation model results from Jan 1987 to Dec 2018 are based on dual momentum model holding the best performing asset. Absolute momentum based trend following filter is used to switch any selected assets that have a negative excess return over the risk free rate to Vanguard Long-Term Treasury Inv (VUSTX). The model uses multiple weighted performance windows to rank the assets by weighted average of asset performance. Tactical asset allocation model trades are executed using the end of month close price each month based on the end of month signals. The time period was constrained by the available data for Vanguard Long-Term Treasury Inv (VUSTX) [Jun 1986 - Apr 2022].
Portfolio | Initial Balance | Final Balance | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | Market Correlation |
---|---|---|---|---|---|---|---|---|---|---|
Dual Momentum Model | $10,000 | $828,831 | 14.80% | 14.94% | 45.74% | -18.34% | -31.09% | 0.79 | 1.24 | 0.56 |
Equal Weight Portfolio | $10,000 | $168,511 | 9.23% | 17.44% | 51.33% | -39.07% | -55.97% | 0.42 | 0.58 | 0.95 |
Vanguard 500 Index Investor | $10,000 | $203,275 | 9.87% | 14.80% | 37.45% | -37.02% | -50.97% | 0.50 | 0.71 | 0.99 |
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 | |
Dual Momentum Model | -4.62% | 11.93% | 11.93% | 9.65% | 5.67% | 16.49% | 14.80% | 12.96% | 12.31% |
Equal Weight Portfolio | -17.45% | -0.91% | -0.91% | 10.06% | 8.07% | 14.42% | 9.23% | 13.52% | 13.06% |
Vanguard 500 Index Investor | -13.55% | -4.52% | -4.52% | 9.11% | 8.34% | 12.97% | 9.87% | 10.96% | 10.95% |
Trailing return and volatility are as of last full calendar month ending December 2018 |
Year | Inflation | Dual Momentum Model | Equal Weight Portfolio | Vanguard 500 Index Investor | Vanguard Explorer Inv (VEXPX) | Vanguard US Growth Investor (VWUSX) | Vanguard Long-Term Treasury Inv (VUSTX) | |||
---|---|---|---|---|---|---|---|---|---|---|
Return | Balance | Return | Balance | Return | Balance | |||||
1987 | 4.43% | -18.34% | $8,166 | -6.30% | $9,370 | 4.71% | $10,471 | -6.90% | -6.07% | -2.92% |
1988 | 4.42% | 22.88% | $10,034 | 17.23% | $10,985 | 16.22% | $12,169 | 25.85% | 8.76% | 9.15% |
1989 | 4.65% | 31.51% | $13,196 | 22.87% | $13,497 | 31.36% | $15,986 | 9.37% | 37.70% | 17.93% |
1990 | 6.11% | 6.61% | $14,069 | -3.30% | $13,051 | -3.32% | $15,454 | -10.80% | 4.60% | 5.78% |
1991 | 3.06% | 41.23% | $19,870 | 51.33% | $19,751 | 30.22% | $20,125 | 55.90% | 46.76% | 17.43% |
1992 | 2.90% | 17.46% | $23,339 | 8.01% | $21,333 | 7.42% | $21,619 | 13.02% | 2.76% | 7.41% |
1993 | 2.75% | 9.69% | $25,601 | 6.73% | $22,768 | 9.89% | $23,757 | 15.41% | -1.45% | 16.79% |
1994 | 2.67% | -1.11% | $25,317 | 2.24% | $23,278 | 1.18% | $24,036 | 0.54% | 3.88% | -7.04% |
1995 | 2.54% | 37.69% | $34,859 | 32.54% | $30,852 | 37.45% | $33,037 | 26.60% | 38.44% | 30.09% |
1996 | 3.32% | 15.44% | $40,243 | 20.17% | $37,075 | 22.88% | $40,595 | 14.04% | 26.05% | -1.26% |
1997 | 1.70% | 26.75% | $51,009 | 20.49% | $44,673 | 33.19% | $54,069 | 14.57% | 25.93% | 13.90% |
1998 | 1.61% | 25.18% | $63,855 | 20.66% | $53,903 | 28.62% | $69,541 | 3.52% | 39.98% | 13.05% |
1999 | 2.68% | 31.44% | $83,930 | 30.11% | $70,134 | 21.07% | $84,193 | 37.26% | 22.28% | -8.66% |
2000 | 3.39% | 7.96% | $90,613 | -5.80% | $66,067 | -9.06% | $76,568 | 9.22% | -20.17% | 19.72% |
2001 | 1.55% | -8.95% | $82,506 | -16.57% | $55,118 | -12.02% | $67,362 | 0.56% | -31.70% | 4.31% |
2002 | 2.38% | -9.79% | $74,430 | -30.22% | $38,461 | -22.15% | $52,445 | -24.58% | -35.80% | 16.67% |
2003 | 1.88% | 36.22% | $101,389 | 35.04% | $51,937 | 28.50% | $67,393 | 44.25% | 26.10% | 2.68% |
2004 | 3.26% | 9.49% | $111,011 | 10.37% | $57,324 | 10.74% | $74,631 | 13.75% | 7.03% | 7.12% |
2005 | 3.42% | 14.96% | $127,620 | 10.25% | $63,200 | 4.77% | $78,194 | 9.28% | 11.15% | 6.61% |
2006 | 2.54% | 13.91% | $145,367 | 5.72% | $66,818 | 15.64% | $90,425 | 9.70% | 1.77% | 1.74% |
2007 | 4.08% | 5.19% | $152,911 | 7.62% | $71,909 | 5.39% | $95,296 | 5.06% | 10.15% | 9.24% |
2008 | 0.09% | 17.83% | $180,181 | -39.07% | $43,817 | -37.02% | $60,016 | -40.40% | -37.82% | 22.52% |
2009 | 2.72% | 31.23% | $236,455 | 35.69% | $59,457 | 26.49% | $75,912 | 36.21% | 34.95% | -12.05% |
2010 | 1.50% | 29.62% | $306,481 | 19.28% | $70,920 | 14.91% | $87,234 | 27.43% | 11.53% | 8.93% |
2011 | 2.96% | 29.49% | $396,868 | -1.23% | $70,044 | 1.97% | $88,949 | -1.89% | -0.68% | 29.28% |
2012 | 1.74% | 8.76% | $431,621 | 16.67% | $81,721 | 15.82% | $103,024 | 14.89% | 18.43% | 3.47% |
2013 | 1.50% | 45.74% | $629,065 | 39.88% | $114,313 | 32.18% | $136,173 | 44.36% | 35.49% | -13.03% |
2014 | 0.76% | 9.35% | $687,871 | 8.47% | $123,991 | 13.51% | $154,568 | 3.91% | 13.06% | 25.28% |
2015 | 0.73% | -8.61% | $628,659 | 1.95% | $126,404 | 1.25% | $156,498 | -4.34% | 8.47% | -1.54% |
2016 | 2.07% | -5.88% | $591,697 | 5.71% | $133,622 | 11.82% | $174,991 | 12.33% | -0.75% | 1.20% |
2017 | 2.11% | 25.14% | $740,473 | 27.26% | $170,052 | 21.67% | $212,907 | 22.95% | 31.60% | 8.58% |
2018 | 1.91% | 11.93% | $828,831 | -0.91% | $168,511 | -4.52% | $203,275 | -2.50% | 0.62% | -1.90% |
Year | Month | Dual Momentum Model | Equal Weight Portfolio | Vanguard 500 Index Investor | Vanguard Explorer Inv (VEXPX) | Vanguard US Growth Investor (VWUSX) | Vanguard Long-Term Treasury Inv (VUSTX) | |||
---|---|---|---|---|---|---|---|---|---|---|
Return | Balance | Return | Balance | Return | Balance | |||||
1987 | 1 | 1.30% | $10,130 | 9.85% | $10,985 | 13.27% | $11,327 | 10.59% | 9.11% | 1.30% |
1987 | 2 | 8.01% | $10,941 | 6.98% | $11,752 | 3.97% | $11,776 | 8.01% | 5.95% | 1.07% |
1987 | 3 | -0.03% | $10,938 | 1.33% | $11,908 | 2.89% | $12,117 | -0.03% | 2.68% | -1.58% |
1987 | 4 | -3.67% | $10,536 | -3.21% | $11,525 | -1.03% | $11,992 | -2.76% | -3.67% | -4.80% |
1987 | 5 | -1.50% | $10,378 | 0.60% | $11,594 | 1.04% | $12,117 | 1.12% | 0.08% | -1.50% |
1987 | 6 | 1.44% | $10,528 | 2.37% | $11,869 | 5.02% | $12,725 | 1.60% | 3.13% | 1.44% |
1987 | 7 | 3.45% | $10,891 | 2.42% | $12,156 | 4.91% | $13,351 | 1.39% | 3.45% | -1.11% |
1987 | 8 | 1.11% | $11,012 | 2.11% | $12,413 | 3.84% | $13,863 | 3.11% | 1.11% | -1.56% |
1987 | 9 | 1.01% | $11,124 | -0.55% | $12,344 | -2.29% | $13,547 | 1.01% | -2.12% | -3.72% |
1987 | 10 | -28.09% | $7,999 | -24.84% | $9,277 | -21.73% | $10,603 | -28.09% | -21.60% | 5.84% |
1987 | 11 | 0.47% | $8,037 | -5.58% | $8,759 | -8.19% | $9,735 | -2.47% | -8.69% | 0.47% |
1987 | 12 | 1.60% | $8,166 | 6.97% | $9,370 | 7.55% | $10,471 | 5.36% | 8.58% | 1.60% |
1988 | 1 | 4.65% | $8,545 | 3.65% | $9,712 | 4.17% | $10,908 | 4.14% | 3.16% | 4.65% |
1988 | 2 | 8.44% | $9,267 | 6.52% | $10,345 | 4.59% | $11,408 | 8.44% | 4.60% | 1.16% |
1988 | 3 | 5.80% | $9,804 | 0.90% | $10,439 | -3.04% | $11,061 | 5.80% | -3.99% | -2.24% |
1988 | 4 | 2.02% | $10,002 | 0.66% | $10,508 | 1.01% | $11,173 | 2.02% | -0.69% | -1.14% |
1988 | 5 | -1.18% | $9,884 | -0.38% | $10,468 | 0.81% | $11,264 | -1.18% | 0.42% | -1.59% |
1988 | 6 | 3.19% | $10,200 | 4.45% | $10,933 | 4.56% | $11,777 | 3.19% | 5.70% | 4.09% |
1988 | 7 | -2.50% | $9,945 | -0.60% | $10,867 | -0.37% | $11,734 | 1.29% | -2.50% | -1.90% |
1988 | 8 | -2.42% | $9,704 | -2.83% | $10,560 | -3.40% | $11,335 | -2.42% | -3.24% | 0.40% |
1988 | 9 | 3.86% | $10,079 | 3.96% | $10,978 | 4.26% | $11,817 | 1.93% | 6.00% | 3.86% |
1988 | 10 | 0.39% | $10,119 | 0.21% | $11,002 | 2.73% | $12,140 | 0.03% | 0.39% | 2.45% |
1988 | 11 | -2.10% | $9,906 | -2.90% | $10,683 | -1.40% | $11,970 | -3.71% | -2.10% | -1.88% |
1988 | 12 | 1.29% | $10,034 | 2.83% | $10,985 | 1.66% | $12,169 | 4.33% | 1.33% | 1.29% |
1989 | 1 | 3.02% | $10,337 | 5.04% | $11,538 | 7.32% | $13,060 | 3.02% | 7.06% | 2.05% |
1989 | 2 | -1.87% | $10,144 | -1.77% | $11,334 | -2.47% | $12,737 | -1.67% | -1.87% | -1.71% |
1989 | 3 | 3.04% | $10,452 | 2.97% | $11,671 | 2.26% | $13,025 | 2.91% | 3.04% | 0.86% |
1989 | 4 | 5.66% | $11,044 | 4.96% | $12,251 | 5.18% | $13,701 | 4.27% | 5.66% | 2.59% |
1989 | 5 | 5.24% | $11,622 | 3.86% | $12,723 | 4.04% | $14,253 | 2.48% | 5.24% | 3.11% |
1989 | 6 | -1.88% | $11,404 | -1.71% | $12,505 | -0.59% | $14,170 | -1.55% | -1.88% | 6.07% |
1989 | 7 | 10.82% | $12,638 | 6.82% | $13,358 | 9.01% | $15,446 | 2.82% | 10.82% | 2.06% |
1989 | 8 | 1.83% | $12,870 | 1.57% | $13,567 | 1.86% | $15,733 | 1.31% | 1.83% | -2.90% |
1989 | 9 | 1.60% | $13,075 | 0.89% | $13,689 | -0.40% | $15,670 | 0.19% | 1.60% | 0.15% |
1989 | 10 | -0.98% | $12,947 | -2.23% | $13,383 | -2.34% | $15,303 | -3.48% | -0.98% | 3.88% |
1989 | 11 | 0.83% | $13,054 | 0.18% | $13,407 | 2.04% | $15,615 | -1.24% | 1.59% | 0.83% |
1989 | 12 | 1.09% | $13,196 | 0.68% | $13,497 | 2.38% | $15,986 | 0.27% | 1.09% | -0.05% |
1990 | 1 | -5.97% | $12,408 | -6.81% | $12,578 | -6.72% | $14,912 | -7.64% | -5.97% | -3.67% |
1990 | 2 | -0.32% | $12,368 | 1.37% | $12,751 | 1.27% | $15,102 | 0.45% | 2.29% | -0.32% |
1990 | 3 | -0.26% | $12,336 | 4.13% | $13,277 | 2.61% | $15,495 | 3.67% | 4.58% | -0.26% |
1990 | 4 | -0.58% | $12,264 | -0.42% | $13,222 | -2.50% | $15,108 | -0.25% | -0.58% | -2.84% |
1990 | 5 | 10.87% | $13,597 | 9.40% | $14,464 | 9.69% | $16,572 | 7.93% | 10.87% | 4.49% |
1990 | 6 | 2.30% | $13,910 | 2.43% | $14,815 | -0.66% | $16,463 | 2.56% | 2.30% | 2.28% |
1990 | 7 | -2.33% | $13,585 | -2.43% | $14,456 | -0.35% | $16,405 | -2.53% | -2.33% | 0.70% |
1990 | 8 | -8.22% | $12,468 | -11.44% | $12,802 | -9.03% | $14,923 | -14.66% | -8.22% | -4.25% |
1990 | 9 | 1.15% | $12,612 | -7.20% | $11,879 | -4.89% | $14,194 | -8.53% | -5.88% | 1.15% |
1990 | 10 | 2.15% | $12,883 | -3.16% | $11,504 | -0.41% | $14,135 | -3.66% | -2.66% | 2.15% |
1990 | 11 | 4.60% | $13,476 | 7.59% | $12,377 | 6.44% | $15,046 | 7.60% | 7.57% | 4.60% |
1990 | 12 | 4.40% | $14,069 | 5.45% | $13,051 | 2.72% | $15,454 | 6.50% | 4.40% | 2.05% |
1991 | 1 | 9.50% | $15,405 | 9.04% | $14,231 | 4.32% | $16,122 | 9.50% | 8.58% | 1.09% |
1991 | 2 | 9.14% | $16,813 | 8.30% | $15,412 | 7.15% | $17,275 | 9.14% | 7.46% | 0.50% |
1991 | 3 | 6.54% | $17,913 | 4.82% | $16,156 | 2.41% | $17,690 | 6.54% | 3.10% | 0.27% |
1991 | 4 | 0.77% | $18,051 | -0.17% | $16,128 | 0.20% | $17,725 | 0.77% | -1.11% | 1.28% |
1991 | 5 | 4.17% | $18,804 | 4.57% | $16,865 | 4.27% | $18,482 | 4.17% | 4.97% | -0.14% |
1991 | 6 | -4.94% | $17,875 | -4.95% | $16,030 | -4.56% | $17,640 | -4.94% | -4.96% | -0.78% |
1991 | 7 | 1.53% | $18,148 | 5.27% | $16,875 | 4.63% | $18,456 | 4.92% | 5.62% | 1.53% |
1991 | 8 | 4.11% | $18,893 | 4.85% | $17,694 | 2.33% | $18,886 | 5.60% | 4.11% | 3.49% |
1991 | 9 | -0.78% | $18,746 | -1.23% | $17,477 | -1.67% | $18,571 | -0.78% | -1.68% | 2.95% |
1991 | 10 | 2.85% | $19,282 | 1.87% | $17,804 | 1.33% | $18,818 | 2.85% | 0.89% | -0.08% |
1991 | 11 | -3.02% | $18,699 | -2.76% | $17,313 | -4.01% | $18,063 | -3.02% | -2.50% | 0.02% |
1991 | 12 | 6.26% | $19,870 | 14.08% | $19,751 | 11.41% | $20,125 | 11.89% | 16.27% | 6.26% |
1992 | 1 | -2.30% | $19,413 | 2.13% | $20,172 | -1.88% | $19,746 | 6.56% | -2.30% | -3.21% |
1992 | 2 | 1.54% | $19,712 | 0.10% | $20,191 | 1.24% | $19,992 | 1.54% | -1.35% | 0.64% |
1992 | 3 | -5.58% | $18,612 | -3.47% | $19,490 | -1.93% | $19,607 | -5.58% | -1.37% | -1.10% |
1992 | 4 | -0.07% | $18,599 | -2.09% | $19,083 | 2.91% | $20,178 | -4.52% | 0.35% | -0.07% |
1992 | 5 | 2.70% | $19,101 | 0.82% | $19,239 | 0.48% | $20,276 | 1.01% | 0.62% | 2.70% |
1992 | 6 | 1.12% | $19,314 | -3.10% | $18,642 | -1.49% | $19,973 | -4.15% | -2.06% | 1.12% |
1992 | 7 | 4.02% | $20,090 | 3.14% | $19,227 | 4.04% | $20,781 | 2.43% | 3.85% | 4.02% |
1992 | 8 | -0.88% | $19,914 | -0.95% | $19,045 | -2.07% | $20,351 | -1.02% | -0.88% | 0.71% |
1992 | 9 | 1.50% | $20,212 | 1.86% | $19,399 | 1.17% | $20,589 | 2.21% | 1.50% | 1.36% |
1992 | 10 | 6.35% | $21,495 | 3.14% | $20,008 | 0.33% | $20,657 | 6.35% | -0.07% | -1.89% |
1992 | 11 | 7.15% | $23,033 | 5.96% | $21,199 | 3.40% | $21,360 | 7.15% | 4.76% | 0.50% |
1992 | 12 | 1.33% | $23,339 | 0.63% | $21,333 | 1.21% | $21,619 | 1.33% | -0.07% | 2.63% |
1993 | 1 | 1.62% | $23,717 | 0.55% | $21,450 | 0.81% | $21,793 | 1.62% | -0.52% | 2.85% |
1993 | 2 | -4.02% | $22,764 | -3.84% | $20,626 | 1.36% | $22,088 | -4.02% | -3.66% | 3.20% |
1993 | 3 | 0.19% | $22,808 | 1.78% | $20,993 | 2.11% | $22,554 | 2.34% | 1.22% | 0.19% |
1993 | 4 | 0.76% | $22,981 | -4.11% | $20,130 | -2.42% | $22,007 | -3.79% | -4.43% | 0.76% |
1993 | 5 | 0.38% | $23,069 | 3.17% | $20,768 | 2.65% | $22,591 | 4.58% | 1.76% | 0.38% |
1993 | 6 | 0.66% | $23,221 | 0.57% | $20,887 | 0.27% | $22,651 | 0.66% | 0.48% | 4.17% |
1993 | 7 | 0.95% | $23,441 | -0.04% | $20,878 | -0.42% | $22,555 | 0.95% | -1.03% | 1.39% |
1993 | 8 | 4.63% | $24,526 | 3.35% | $21,579 | 3.79% | $23,409 | 4.63% | 2.08% | 3.99% |
1993 | 9 | 3.63% | $25,416 | 1.61% | $21,927 | -0.79% | $23,223 | 3.63% | -0.41% | 0.33% |
1993 | 10 | 1.77% | $25,867 | 2.01% | $22,368 | 2.08% | $23,706 | 1.77% | 2.25% | 0.62% |
1993 | 11 | -2.13% | $25,317 | -1.10% | $22,122 | -1.00% | $23,470 | -2.13% | -0.07% | -2.48% |
1993 | 12 | 1.12% | $25,601 | 2.92% | $22,768 | 1.22% | $23,757 | 4.71% | 1.12% | 0.42% |
1994 | 1 | 2.39% | $26,214 | 2.74% | $23,391 | 3.38% | $24,559 | 2.39% | 3.08% | 2.23% |
1994 | 2 | -0.95% | $25,964 | -1.09% | $23,135 | -2.71% | $23,893 | -0.95% | -1.23% | -3.99% |
1994 | 3 | -4.46% | $24,806 | -4.50% | $22,095 | -4.39% | $22,844 | -4.46% | -4.54% | -3.82% |
1994 | 4 | -1.29% | $24,487 | 1.10% | $22,338 | 1.29% | $23,139 | 0.69% | 1.52% | -1.29% |
1994 | 5 | -0.47% | $24,372 | 0.79% | $22,515 | 1.63% | $23,515 | -0.39% | 1.97% | -0.47% |
1994 | 6 | -2.93% | $23,658 | -3.62% | $21,699 | -2.47% | $22,935 | -4.31% | -2.93% | -0.81% |
1994 | 7 | 2.94% | $24,353 | 1.63% | $22,054 | 3.28% | $23,686 | 1.00% | 2.26% | 2.94% |
1994 | 8 | 4.09% | $25,349 | 5.67% | $23,304 | 4.08% | $24,652 | 7.25% | 4.09% | -0.67% |
1994 | 9 | 0.90% | $25,578 | -0.42% | $23,206 | -2.45% | $24,049 | 0.90% | -1.74% | -3.00% |
1994 | 10 | 0.33% | $25,662 | 1.41% | $23,533 | 2.25% | $24,589 | 0.33% | 2.49% | -0.36% |
1994 | 11 | -2.91% | $24,914 | -2.51% | $22,942 | -3.65% | $23,690 | -2.91% | -2.11% | 0.62% |
1994 | 12 | 1.62% | $25,317 | 1.46% | $23,278 | 1.46% | $24,036 | 1.55% | 1.37% | 1.62% |
1995 | 1 | 2.62% | $25,980 | 1.25% | $23,569 | 2.58% | $24,657 | -0.30% | 2.80% | 2.62% |
1995 | 2 | 3.81% | $26,969 | 3.54% | $24,404 | 3.88% | $25,614 | 3.28% | 3.81% | 2.73% |
1995 | 3 | 2.38% | $27,612 | 2.42% | $24,993 | 2.95% | $26,370 | 2.45% | 2.38% | 0.72% |
1995 | 4 | 3.70% | $28,634 | 2.25% | $25,555 | 2.94% | $27,146 | 0.80% | 3.70% | 1.65% |
1995 | 5 | 3.51% | $29,639 | 2.35% | $26,155 | 3.95% | $28,219 | 1.18% | 3.51% | 7.52% |
1995 | 6 | 2.95% | $30,513 | 3.76% | $27,139 | 2.31% | $28,872 | 4.58% | 2.95% | 1.13% |
1995 | 7 | 2.11% | $31,156 | 3.56% | $28,106 | 3.30% | $29,826 | 5.02% | 2.11% | -1.40% |
1995 | 8 | 2.15% | $31,827 | 0.89% | $28,357 | 0.25% | $29,899 | 2.15% | -0.37% | 2.05% |
1995 | 9 | 2.65% | $32,670 | 4.14% | $29,530 | 4.23% | $31,164 | 2.65% | 5.63% | 1.81% |
1995 | 10 | 2.36% | $33,441 | -0.74% | $29,312 | -0.36% | $31,051 | -3.84% | 2.36% | 2.97% |
1995 | 11 | 3.93% | $34,756 | 3.93% | $30,465 | 4.38% | $32,411 | 3.94% | 3.93% | 2.31% |
1995 | 12 | 0.30% | $34,859 | 1.27% | $30,852 | 1.93% | $33,037 | 2.24% | 0.30% | 2.70% |
1996 | 1 | 4.03% | $36,264 | 1.69% | $31,374 | 3.39% | $34,156 | -0.64% | 4.03% | -0.05% |
1996 | 2 | 3.12% | $37,395 | 3.77% | $32,556 | 0.92% | $34,471 | 4.41% | 3.12% | -4.93% |
1996 | 3 | -0.37% | $37,258 | 0.96% | $32,867 | 0.98% | $34,808 | 2.28% | -0.37% | -1.98% |
1996 | 4 | 6.51% | $39,683 | 4.17% | $34,239 | 1.46% | $35,315 | 6.51% | 1.84% | -1.78% |
1996 | 5 | 4.68% | $41,539 | 3.81% | $35,542 | 2.54% | $36,213 | 4.68% | 2.93% | -0.46% |
1996 | 6 | -5.21% | $39,374 | -1.51% | $35,005 | 0.38% | $36,352 | -5.21% | 2.19% | 2.14% |
1996 | 7 | -4.76% | $37,498 | -6.36% | $32,778 | -4.42% | $34,745 | -7.96% | -4.76% | -0.05% |
1996 | 8 | -1.29% | $37,013 | 3.55% | $33,941 | 2.10% | $35,473 | 5.16% | 1.94% | -1.29% |
1996 | 9 | 2.79% | $38,045 | 5.86% | $35,931 | 5.61% | $37,462 | 4.52% | 7.21% | 2.79% |
1996 | 10 | 0.99% | $38,422 | -0.58% | $35,722 | 2.76% | $38,494 | -2.15% | 0.99% | 3.88% |
1996 | 11 | 7.19% | $41,183 | 4.47% | $37,318 | 7.56% | $41,406 | 1.75% | 7.19% | 3.24% |
1996 | 12 | -2.28% | $40,243 | -0.65% | $37,075 | -1.96% | $40,595 | 0.98% | -2.28% | -2.38% |
1997 | 1 | 5.60% | $42,497 | 3.34% | $38,313 | 6.22% | $43,119 | 1.08% | 5.60% | -0.65% |
1997 | 2 | 0.72% | $42,802 | -1.21% | $37,848 | 0.79% | $43,459 | -3.14% | 0.72% | -0.11% |
1997 | 3 | -5.43% | $40,480 | -5.47% | $35,777 | -4.14% | $41,662 | -5.52% | -5.43% | -2.29% |
1997 | 4 | 2.35% | $41,431 | 2.81% | $36,781 | 5.96% | $44,143 | -1.08% | 6.70% | 2.35% |
1997 | 5 | 6.51% | $44,130 | 8.58% | $39,936 | 6.09% | $46,830 | 10.64% | 6.51% | 0.98% |
1997 | 6 | 2.69% | $45,317 | 3.55% | $41,353 | 4.45% | $48,916 | 4.40% | 2.69% | 1.78% |
1997 | 7 | 5.01% | $47,588 | 6.00% | $43,835 | 7.97% | $52,812 | 5.01% | 7.00% | 5.34% |
1997 | 8 | 1.44% | $48,273 | -2.77% | $42,622 | -5.61% | $49,850 | 1.44% | -6.98% | -2.57% |
1997 | 9 | 7.81% | $52,040 | 5.71% | $45,053 | 5.47% | $52,576 | 7.81% | 3.60% | 2.63% |
1997 | 10 | -4.62% | $49,635 | -3.27% | $43,581 | -3.35% | $50,815 | -4.62% | -1.91% | 2.99% |
1997 | 11 | 1.27% | $50,266 | 1.36% | $44,175 | 4.60% | $53,152 | -1.78% | 4.51% | 1.27% |
1997 | 12 | 1.48% | $51,009 | 1.13% | $44,673 | 1.72% | $54,069 | 0.78% | 1.48% | 1.66% |
1998 | 1 | 2.89% | $52,484 | 0.11% | $44,721 | 1.11% | $54,669 | -2.68% | 2.89% | 1.91% |
1998 | 2 | 7.82% | $56,590 | 8.18% | $48,381 | 7.19% | $58,601 | 8.55% | 7.82% | -0.75% |
1998 | 3 | 4.11% | $58,918 | 4.07% | $50,350 | 5.10% | $61,592 | 4.02% | 4.11% | 0.14% |
1998 | 4 | 2.38% | $60,322 | 1.05% | $50,879 | 1.01% | $62,212 | -0.28% | 2.38% | 0.40% |
1998 | 5 | -1.53% | $59,398 | -3.86% | $48,915 | -1.74% | $61,128 | -6.19% | -1.53% | 1.83% |
1998 | 6 | 6.40% | $63,202 | 3.28% | $50,520 | 4.07% | $63,616 | 0.16% | 6.40% | 2.35% |
1998 | 7 | -0.59% | $62,828 | -3.80% | $48,601 | -1.05% | $62,946 | -7.01% | -0.59% | -0.51% |
1998 | 8 | -14.12% | $53,960 | -16.73% | $40,471 | -14.47% | $53,835 | -19.34% | -14.12% | 4.83% |
1998 | 9 | 3.29% | $55,733 | 7.40% | $43,467 | 6.41% | $57,287 | 8.71% | 6.09% | 3.29% |
1998 | 10 | -1.69% | $54,788 | 6.92% | $46,476 | 8.16% | $61,964 | 6.83% | 7.02% | -1.69% |
1998 | 11 | 7.25% | $58,762 | 6.76% | $49,618 | 6.07% | $65,726 | 6.27% | 7.25% | 0.88% |
1998 | 12 | 8.67% | $63,855 | 8.64% | $53,903 | 5.81% | $69,541 | 8.60% | 8.67% | -0.16% |
1999 | 1 | 5.41% | $67,313 | 2.97% | $55,505 | 4.20% | $72,465 | 0.53% | 5.41% | 0.98% |
1999 | 2 | -4.93% | $63,992 | -6.91% | $51,667 | -3.12% | $70,201 | -8.89% | -4.93% | -4.76% |
1999 | 3 | 3.59% | $66,291 | 2.58% | $52,999 | 4.00% | $73,006 | 1.56% | 3.59% | -0.34% |
1999 | 4 | -0.80% | $65,763 | 3.34% | $54,767 | 3.85% | $75,818 | 7.47% | -0.80% | 0.19% |
1999 | 5 | 4.22% | $68,536 | 0.42% | $54,999 | -2.39% | $74,007 | 4.22% | -3.37% | -1.68% |
1999 | 6 | 5.52% | $72,317 | 6.46% | $58,551 | 5.56% | $78,119 | 5.52% | 7.40% | -1.05% |
1999 | 7 | -0.32% | $72,085 | -1.97% | $57,398 | -3.13% | $75,674 | -0.32% | -3.62% | -0.58% |
1999 | 8 | -4.41% | $68,907 | -1.82% | $56,355 | -0.50% | $75,298 | -4.41% | 0.78% | -0.49% |
1999 | 9 | 0.91% | $69,531 | -0.59% | $56,025 | -2.74% | $73,235 | 0.81% | -1.98% | 0.91% |
1999 | 10 | 0.12% | $69,615 | 5.66% | $59,197 | 6.33% | $77,869 | 2.67% | 8.65% | 0.12% |
1999 | 11 | 3.28% | $71,899 | 5.87% | $62,672 | 2.02% | $79,444 | 8.46% | 3.28% | -0.59% |
1999 | 12 | 16.73% | $83,930 | 11.91% | $70,134 | 5.98% | $84,193 | 16.73% | 7.08% | -1.60% |
2000 | 1 | 0.13% | $84,040 | -2.71% | $68,230 | -5.03% | $79,956 | 0.13% | -5.56% | 1.25% |
2000 | 2 | 20.07% | $100,907 | 11.11% | $75,808 | -1.91% | $78,432 | 20.07% | 2.14% | 2.96% |
2000 | 3 | -3.54% | $97,335 | 2.74% | $77,887 | 9.75% | $86,081 | -3.54% | 9.03% | 3.14% |
2000 | 4 | -6.25% | $91,256 | -4.68% | $74,239 | -3.00% | $83,499 | -6.25% | -3.12% | -0.66% |
2000 | 5 | -5.23% | $86,483 | -5.67% | $70,028 | -2.04% | $81,797 | -6.11% | -5.23% | -0.46% |
2000 | 6 | 2.30% | $88,470 | 10.70% | $77,519 | 2.49% | $83,838 | 12.31% | 9.09% | 2.30% |
2000 | 7 | -5.19% | $83,881 | -3.76% | $74,604 | -1.50% | $82,582 | -5.19% | -2.33% | 1.49% |
2000 | 8 | 10.00% | $92,273 | 10.67% | $82,562 | 6.19% | $87,694 | 11.33% | 10.00% | 2.08% |
2000 | 9 | -3.61% | $88,940 | -4.79% | $78,607 | -5.29% | $83,055 | -3.61% | -5.97% | -0.85% |
2000 | 10 | -3.45% | $85,873 | -4.33% | $75,207 | -0.43% | $82,698 | -3.45% | -5.20% | 1.57% |
2000 | 11 | 2.99% | $88,442 | -15.37% | $63,645 | -7.89% | $76,177 | -12.07% | -18.67% | 2.99% |
2000 | 12 | 2.45% | $90,613 | 3.81% | $66,067 | 0.51% | $76,568 | 10.29% | -2.68% | 2.45% |
2001 | 1 | 0.28% | $90,869 | 4.48% | $69,027 | 3.55% | $79,283 | 5.09% | 3.87% | 0.28% |
2001 | 2 | -8.12% | $83,488 | -14.89% | $58,749 | -9.14% | $72,038 | -8.12% | -21.66% | 1.80% |
2001 | 3 | -0.60% | $82,984 | -11.17% | $52,185 | -6.36% | $67,459 | -7.10% | -15.24% | -0.60% |
2001 | 4 | -2.56% | $80,856 | 12.68% | $58,800 | 7.77% | $72,701 | 10.09% | 15.26% | -2.56% |
2001 | 5 | 0.66% | $81,387 | -0.13% | $58,726 | 0.65% | $73,173 | 0.66% | -0.91% | 0.21% |
2001 | 6 | 3.25% | $84,031 | -1.34% | $57,940 | -2.45% | $71,384 | 3.25% | -5.92% | 0.76% |
2001 | 7 | -4.62% | $80,148 | -4.04% | $55,597 | -1.00% | $70,670 | -4.62% | -3.47% | 3.61% |
2001 | 8 | 2.02% | $81,770 | -6.42% | $52,028 | -6.27% | $66,236 | -3.84% | -9.00% | 2.02% |
2001 | 9 | 0.88% | $82,490 | -13.52% | $44,992 | -8.09% | $60,877 | -14.66% | -12.39% | 0.88% |
2001 | 10 | 5.12% | $86,714 | 7.67% | $48,443 | 1.90% | $62,031 | 7.54% | 7.80% | 5.12% |
2001 | 11 | -4.98% | $82,395 | 10.03% | $53,300 | 7.65% | $66,779 | 9.11% | 10.94% | -4.98% |
2001 | 12 | 0.14% | $82,506 | 3.41% | $55,118 | 0.87% | $67,362 | 6.69% | 0.14% | -1.91% |
2002 | 1 | -2.30% | $80,605 | -3.78% | $53,036 | -1.47% | $66,370 | -2.30% | -5.25% | 1.20% |
2002 | 2 | -3.92% | $77,446 | -5.57% | $50,081 | -1.94% | $65,085 | -3.92% | -7.22% | 1.24% |
2002 | 3 | -3.86% | $74,459 | 6.42% | $53,295 | 3.74% | $67,521 | 7.95% | 4.89% | -3.86% |
2002 | 4 | -1.93% | $73,021 | -6.06% | $50,067 | -6.07% | $63,419 | -1.93% | -10.18% | 3.73% |
2002 | 5 | -4.77% | $69,537 | -3.73% | $48,199 | -0.75% | $62,941 | -4.77% | -2.69% | 0.39% |
2002 | 6 | 1.76% | $70,759 | -8.63% | $44,041 | -7.13% | $58,450 | -7.97% | -9.28% | 1.76% |
2002 | 7 | 2.93% | $72,831 | -10.34% | $39,485 | -7.72% | $53,939 | -12.85% | -7.84% | 2.93% |
2002 | 8 | 4.28% | $75,948 | 1.00% | $39,879 | 0.65% | $54,291 | 0.26% | 1.73% | 4.28% |
2002 | 9 | 4.02% | $78,998 | -8.84% | $36,354 | -10.87% | $48,387 | -6.69% | -10.99% | 4.02% |
2002 | 10 | -2.84% | $76,757 | 6.94% | $38,875 | 8.78% | $52,636 | 4.13% | 9.74% | -2.84% |
2002 | 11 | 3.57% | $79,493 | 6.26% | $41,307 | 5.88% | $55,729 | 8.95% | 3.57% | -0.98% |
2002 | 12 | -6.37% | $74,430 | -6.89% | $38,461 | -5.89% | $52,445 | -6.37% | -7.41% | 4.05% |
2003 | 1 | -2.86% | $72,303 | -2.63% | $37,449 | -2.62% | $51,068 | -2.86% | -2.40% | -0.45% |
2003 | 2 | 3.03% | $74,491 | -1.89% | $36,740 | -1.52% | $50,293 | -2.85% | -0.93% | 3.03% |
2003 | 3 | -1.13% | $73,647 | 2.26% | $37,571 | 0.96% | $50,774 | 1.35% | 3.17% | -1.13% |
2003 | 4 | 6.82% | $78,667 | 7.77% | $40,492 | 8.25% | $54,965 | 8.73% | 6.82% | 0.91% |
2003 | 5 | 2.88% | $80,932 | 6.80% | $43,245 | 5.26% | $57,858 | 10.72% | 2.88% | 5.67% |
2003 | 6 | 1.66% | $82,276 | 1.17% | $43,751 | 1.26% | $58,587 | 1.66% | 0.68% | -1.48% |
2003 | 7 | 5.28% | $86,618 | 4.44% | $45,694 | 1.74% | $59,609 | 5.28% | 3.61% | -8.57% |
2003 | 8 | 5.21% | $91,129 | 3.37% | $47,232 | 1.93% | $60,761 | 5.21% | 1.52% | 1.43% |
2003 | 9 | -1.59% | $89,677 | -1.33% | $46,603 | -1.07% | $60,109 | -1.59% | -1.07% | 5.07% |
2003 | 10 | 8.84% | $97,603 | 7.20% | $49,958 | 5.64% | $63,500 | 8.84% | 5.56% | -2.58% |
2003 | 11 | 2.77% | $100,307 | 1.76% | $50,838 | 0.86% | $64,049 | 2.77% | 0.75% | 0.31% |
2003 | 12 | 1.08% | $101,389 | 2.16% | $51,937 | 5.22% | $67,393 | 1.08% | 3.25% | 1.23% |
2004 | 1 | 3.57% | $105,004 | 3.30% | $53,651 | 1.82% | $68,620 | 3.57% | 3.03% | 1.74% |
2004 | 2 | -0.06% | $104,937 | 0.54% | $53,941 | 1.38% | $69,565 | 1.15% | -0.06% | 1.96% |
2004 | 3 | 0.25% | $105,197 | -0.39% | $53,732 | -1.51% | $68,512 | 0.25% | -1.02% | 1.45% |
2004 | 4 | -4.93% | $100,006 | -3.70% | $51,745 | -1.58% | $67,432 | -4.93% | -2.46% | -5.52% |
2004 | 5 | -0.56% | $99,449 | 2.40% | $52,986 | 1.36% | $68,348 | 2.27% | 2.52% | -0.56% |
2004 | 6 | 1.42% | $100,865 | 2.13% | $54,115 | 1.93% | $69,667 | 2.84% | 1.42% | 0.87% |
2004 | 7 | -7.69% | $93,106 | -7.58% | $50,013 | -3.31% | $67,360 | -7.69% | -7.47% | 1.52% |
2004 | 8 | 3.39% | $96,259 | -1.44% | $49,293 | 0.38% | $67,618 | -2.12% | -0.76% | 3.39% |
2004 | 9 | 0.94% | $97,160 | 3.72% | $51,129 | 1.07% | $68,339 | 4.95% | 2.50% | 0.94% |
2004 | 10 | 2.57% | $99,658 | 2.00% | $52,150 | 1.51% | $69,374 | 2.57% | 1.42% | 1.46% |
2004 | 11 | 6.82% | $106,455 | 5.75% | $55,148 | 4.05% | $72,181 | 6.82% | 4.68% | -2.25% |
2004 | 12 | 4.28% | $111,011 | 3.94% | $57,324 | 3.39% | $74,631 | 4.28% | 3.61% | 2.22% |
2005 | 1 | -2.96% | $107,721 | -3.21% | $55,482 | -2.45% | $72,799 | -2.96% | -3.46% | 2.59% |
2005 | 2 | 2.05% | $109,924 | 1.41% | $56,263 | 2.09% | $74,323 | 2.05% | 0.77% | -1.24% |
2005 | 3 | -2.21% | $107,498 | -2.53% | $54,838 | -1.76% | $73,015 | -2.21% | -2.86% | -0.76% |
2005 | 4 | 3.22% | $110,965 | -3.81% | $52,746 | -1.91% | $71,619 | -5.21% | -2.42% | 3.22% |
2005 | 5 | 2.55% | $113,793 | 6.89% | $56,381 | 3.17% | $73,888 | 6.68% | 7.10% | 2.55% |
2005 | 6 | 0.56% | $114,434 | 1.60% | $57,285 | 0.13% | $73,982 | 2.64% | 0.56% | 1.64% |
2005 | 7 | 6.26% | $121,595 | 5.74% | $60,574 | 3.71% | $76,724 | 6.26% | 5.23% | -2.58% |
2005 | 8 | -1.49% | $119,778 | -1.16% | $59,871 | -0.91% | $76,023 | -1.49% | -0.83% | 2.87% |
2005 | 9 | 0.71% | $120,633 | 1.04% | $60,495 | 0.79% | $76,627 | 0.71% | 1.37% | -2.78% |
2005 | 10 | 0.29% | $120,988 | -1.33% | $59,688 | -1.68% | $75,340 | -2.96% | 0.29% | -1.74% |
2005 | 11 | 5.04% | $127,090 | 5.37% | $62,895 | 3.76% | $78,177 | 5.70% | 5.04% | 0.57% |
2005 | 12 | 0.42% | $127,620 | 0.49% | $63,200 | 0.02% | $78,194 | 0.55% | 0.42% | 2.33% |
2006 | 1 | 3.34% | $131,886 | 5.49% | $66,672 | 2.65% | $80,262 | 7.64% | 3.34% | -0.90% |
2006 | 2 | -0.46% | $131,282 | -1.15% | $65,908 | 0.26% | $80,473 | -0.46% | -1.83% | 0.81% |
2006 | 3 | 4.01% | $136,552 | 2.17% | $67,339 | 1.23% | $81,464 | 4.01% | 0.33% | -3.39% |
2006 | 4 | 0.13% | $136,731 | -0.15% | $67,236 | 1.33% | $82,550 | 0.13% | -0.44% | -1.96% |
2006 | 5 | -6.20% | $128,248 | -6.02% | $63,191 | -2.90% | $80,159 | -6.20% | -5.83% | -0.03% |
2006 | 6 | 0.71% | $129,153 | -1.09% | $62,504 | 0.13% | $80,261 | -0.60% | -1.58% | 0.71% |
2006 | 7 | 1.84% | $131,530 | -3.64% | $60,231 | 0.61% | $80,748 | -4.90% | -2.37% | 1.84% |
2006 | 8 | 2.74% | $135,130 | 2.74% | $61,880 | 2.36% | $82,656 | 1.83% | 3.65% | 2.74% |
2006 | 9 | 2.87% | $139,011 | 2.22% | $63,255 | 2.56% | $84,774 | 1.57% | 2.87% | 1.58% |
2006 | 10 | 1.88% | $141,625 | 3.15% | $65,249 | 3.25% | $87,530 | 4.42% | 1.88% | 0.77% |
2006 | 11 | 2.75% | $145,524 | 2.36% | $66,786 | 1.89% | $89,184 | 2.75% | 1.96% | 1.91% |
2006 | 12 | -0.11% | $145,367 | 0.05% | $66,818 | 1.39% | $90,425 | -0.11% | 0.20% | -2.14% |
2007 | 1 | 3.19% | $149,998 | 2.69% | $68,617 | 1.49% | $91,775 | 3.19% | 2.20% | -0.85% |
2007 | 2 | -0.25% | $149,629 | -0.98% | $67,942 | -1.97% | $89,968 | -0.25% | -1.72% | 2.93% |
2007 | 3 | 0.79% | $150,816 | 0.86% | $68,528 | 1.11% | $90,968 | 0.79% | 0.93% | -1.13% |
2007 | 4 | 3.39% | $155,933 | 3.13% | $70,676 | 4.42% | $94,987 | 3.39% | 2.88% | 0.86% |
2007 | 5 | 4.67% | $163,210 | 4.02% | $73,518 | 3.48% | $98,289 | 4.67% | 3.38% | -1.93% |
2007 | 6 | -1.41% | $160,914 | -1.26% | $72,588 | -1.68% | $96,642 | -1.41% | -1.12% | -0.88% |
2007 | 7 | -4.84% | $153,131 | -2.81% | $70,552 | -3.08% | $93,661 | -4.84% | -0.77% | 2.39% |
2007 | 8 | 1.97% | $156,154 | 1.05% | $71,295 | 1.50% | $95,064 | 1.02% | 1.09% | 1.97% |
2007 | 9 | 0.21% | $156,485 | 3.93% | $74,096 | 3.72% | $98,604 | 2.92% | 4.94% | 0.21% |
2007 | 10 | 2.16% | $159,860 | 2.37% | $75,851 | 1.58% | $100,161 | 2.58% | 2.16% | 1.40% |
2007 | 11 | -3.89% | $153,647 | -4.92% | $72,117 | -4.19% | $95,967 | -5.96% | -3.89% | 4.59% |
2007 | 12 | -0.48% | $152,911 | -0.29% | $71,909 | -0.70% | $95,296 | -0.55% | -0.02% | -0.48% |
2008 | 1 | 2.64% | $156,951 | -9.69% | $64,938 | -6.02% | $89,563 | -8.99% | -10.40% | 2.64% |
2008 | 2 | 0.35% | $157,500 | -2.40% | $63,380 | -3.25% | $86,651 | -2.50% | -2.30% | 0.35% |
2008 | 3 | 1.02% | $159,109 | -0.59% | $63,006 | -0.44% | $86,269 | -1.12% | -0.06% | 1.02% |
2008 | 4 | -1.84% | $156,182 | 5.77% | $66,639 | 4.85% | $90,457 | 5.22% | 6.31% | -1.84% |
2008 | 5 | 3.02% | $160,905 | 4.11% | $69,376 | 1.29% | $91,626 | 5.19% | 3.02% | -2.13% |
2008 | 6 | -6.99% | $149,662 | -6.64% | $64,770 | -8.44% | $83,895 | -6.99% | -6.29% | 1.80% |
2008 | 7 | 0.30% | $150,104 | -0.35% | $64,543 | -0.83% | $83,197 | -0.31% | -0.39% | 0.30% |
2008 | 8 | 1.80% | $152,813 | 1.19% | $65,312 | 1.45% | $84,400 | 1.93% | 0.45% | 1.80% |
2008 | 9 | 0.28% | $153,246 | -11.84% | $57,577 | -8.91% | $76,883 | -12.06% | -11.63% | 0.28% |
2008 | 10 | -3.63% | $147,686 | -18.09% | $47,162 | -16.79% | $63,973 | -20.74% | -15.43% | -3.63% |
2008 | 11 | 12.07% | $165,508 | -9.26% | $42,797 | -7.17% | $59,383 | -10.58% | -7.93% | 12.07% |
2008 | 12 | 8.87% | $180,181 | 2.38% | $43,817 | 1.07% | $60,016 | 4.20% | 0.57% | 8.87% |
2009 | 1 | -8.47% | $164,919 | -5.51% | $41,405 | -8.41% | $54,968 | -6.53% | -4.49% | -8.47% |
2009 | 2 | -1.01% | $163,256 | -8.07% | $38,062 | -10.66% | $49,110 | -8.63% | -7.51% | -1.01% |
2009 | 3 | 5.27% | $171,852 | 8.36% | $41,244 | 8.76% | $53,412 | 8.22% | 8.49% | 5.27% |
2009 | 4 | 8.94% | $187,209 | 11.18% | $45,856 | 9.56% | $58,517 | 13.43% | 8.94% | -4.99% |
2009 | 5 | 3.17% | $193,142 | 3.69% | $47,549 | 5.62% | $61,805 | 3.17% | 4.22% | -2.68% |
2009 | 6 | 2.37% | $197,718 | 1.75% | $48,380 | 0.22% | $61,940 | 2.37% | 1.12% | 0.70% |
2009 | 7 | 8.36% | $214,244 | 8.11% | $52,303 | 7.58% | $66,634 | 8.36% | 7.86% | 0.80% |
2009 | 8 | 2.16% | $218,863 | 2.04% | $53,370 | 3.60% | $69,032 | 2.16% | 1.92% | 1.68% |
2009 | 9 | 6.25% | $232,550 | 5.59% | $56,352 | 3.72% | $71,598 | 6.25% | 4.92% | 1.98% |
2009 | 10 | -5.67% | $219,371 | -3.51% | $54,375 | -1.87% | $70,261 | -5.67% | -1.35% | -1.45% |
2009 | 11 | 4.95% | $230,233 | 4.16% | $56,635 | 5.98% | $74,464 | 3.36% | 4.95% | 1.91% |
2009 | 12 | 2.70% | $236,455 | 4.98% | $59,457 | 1.95% | $75,912 | 7.26% | 2.70% | -5.66% |
2010 | 1 | -3.87% | $227,294 | -5.10% | $56,427 | -3.60% | $73,177 | -3.87% | -6.32% | 2.66% |
2010 | 2 | 4.34% | $237,156 | 4.02% | $58,694 | 3.09% | $75,439 | 4.34% | 3.70% | -0.21% |
2010 | 3 | 8.20% | $256,593 | 7.13% | $62,880 | 6.01% | $79,976 | 8.20% | 6.07% | -1.51% |
2010 | 4 | 3.91% | $266,620 | 2.25% | $64,294 | 1.58% | $81,238 | 3.91% | 0.59% | 2.76% |
2010 | 5 | -7.03% | $247,886 | -7.79% | $59,284 | -8.01% | $74,734 | -7.03% | -8.56% | 4.23% |
2010 | 6 | 4.67% | $259,452 | -6.28% | $55,561 | -5.24% | $70,819 | -6.73% | -5.83% | 4.67% |
2010 | 7 | -0.17% | $259,008 | 6.51% | $59,180 | 7.00% | $75,773 | 6.76% | 6.26% | -0.17% |
2010 | 8 | 7.08% | $277,343 | -5.74% | $55,784 | -4.53% | $72,341 | -5.97% | -5.51% | 7.08% |
2010 | 9 | -1.82% | $272,290 | 11.52% | $62,211 | 8.92% | $78,793 | 12.94% | 10.10% | -1.82% |
2010 | 10 | 3.92% | $282,962 | 4.82% | $65,212 | 3.79% | $81,778 | 3.92% | 5.73% | -3.29% |
2010 | 11 | 1.05% | $285,928 | 2.11% | $66,591 | 0.00% | $81,778 | 3.18% | 1.05% | -1.60% |
2010 | 12 | 7.19% | $306,481 | 6.50% | $70,920 | 6.67% | $87,234 | 7.19% | 5.81% | -3.58% |
2011 | 1 | 1.11% | $309,886 | 1.65% | $72,091 | 2.36% | $89,290 | 1.11% | 2.19% | -2.38% |
2011 | 2 | 5.43% | $326,701 | 4.67% | $75,457 | 3.42% | $92,340 | 5.43% | 3.91% | 1.24% |
2011 | 3 | 2.53% | $334,982 | 1.14% | $76,316 | 0.03% | $92,364 | 2.53% | -0.26% | 0.02% |
2011 | 4 | 3.22% | $345,785 | 3.35% | $78,870 | 2.95% | $95,087 | 3.22% | 3.47% | 2.04% |
2011 | 5 | -0.95% | $342,506 | -1.10% | $78,003 | -1.15% | $93,997 | -0.95% | -1.25% | 3.29% |
2011 | 6 | -1.90% | $335,990 | -1.48% | $76,846 | -1.67% | $92,426 | -1.90% | -1.06% | -2.00% |
2011 | 7 | 4.18% | $350,034 | -2.64% | $74,818 | -2.05% | $90,534 | -4.20% | -1.07% | 4.18% |
2011 | 8 | 8.68% | $380,423 | -7.50% | $69,208 | -5.45% | $85,603 | -8.74% | -6.26% | 8.68% |
2011 | 9 | 10.16% | $419,085 | -9.24% | $62,814 | -7.04% | $79,574 | -9.70% | -8.77% | 10.16% |
2011 | 10 | -3.34% | $405,108 | 13.97% | $71,590 | 10.91% | $88,259 | 15.72% | 12.22% | -3.34% |
2011 | 11 | -1.33% | $399,726 | -1.31% | $70,651 | -0.23% | $88,053 | -1.33% | -1.29% | 1.82% |
2011 | 12 | -0.71% | $396,868 | -0.86% | $70,044 | 1.02% | $88,949 | -0.71% | -1.00% | 3.13% |
2012 | 1 | 7.07% | $424,922 | 6.94% | $74,906 | 4.46% | $92,920 | 7.07% | 6.81% | 0.08% |
2012 | 2 | 4.61% | $444,532 | 5.99% | $79,393 | 4.31% | $96,922 | 4.61% | 7.37% | -2.11% |
2012 | 3 | 3.09% | $458,276 | 2.49% | $81,370 | 3.28% | $100,102 | 1.89% | 3.09% | -3.77% |
2012 | 4 | -0.47% | $456,129 | -0.72% | $80,785 | -0.64% | $99,462 | -0.97% | -0.47% | 4.37% |
2012 | 5 | -8.19% | $418,762 | -7.85% | $74,444 | -6.02% | $93,476 | -7.51% | -8.19% | 7.79% |
2012 | 6 | -1.44% | $412,713 | 2.51% | $76,315 | 4.11% | $97,317 | 2.41% | 2.62% | -1.44% |
2012 | 7 | 3.32% | $426,426 | -0.62% | $75,844 | 1.37% | $98,651 | -1.63% | 0.40% | 3.32% |
2012 | 8 | -1.06% | $421,894 | 3.66% | $78,617 | 2.24% | $100,860 | 3.83% | 3.48% | -1.06% |
2012 | 9 | 2.26% | $431,432 | 2.26% | $80,396 | 2.58% | $103,458 | 2.27% | 2.26% | -2.10% |
2012 | 10 | -2.92% | $418,850 | -2.62% | $78,293 | -1.86% | $101,535 | -2.32% | -2.92% | -0.43% |
2012 | 11 | 2.54% | $429,478 | 2.79% | $80,481 | 0.56% | $102,103 | 2.54% | 3.05% | 1.35% |
2012 | 12 | 0.50% | $431,621 | 1.54% | $81,721 | 0.90% | $103,024 | 2.58% | 0.50% | -1.99% |
2013 | 1 | 6.80% | $460,949 | 6.10% | $86,708 | 5.18% | $108,357 | 6.80% | 5.41% | -3.27% |
2013 | 2 | 0.68% | $464,099 | 0.65% | $87,275 | 1.34% | $109,808 | 0.68% | 0.62% | 1.26% |
2013 | 3 | 4.70% | $485,933 | 4.04% | $90,799 | 3.74% | $113,913 | 4.70% | 3.37% | 0.03% |
2013 | 4 | 0.56% | $488,649 | 0.52% | $91,267 | 1.91% | $116,087 | 0.56% | 0.47% | 3.87% |
2013 | 5 | 4.88% | $512,492 | 3.53% | $94,487 | 2.33% | $118,789 | 4.88% | 2.18% | -6.23% |
2013 | 6 | -0.54% | $509,722 | -1.02% | $93,521 | -1.35% | $117,185 | -0.54% | -1.50% | -3.26% |
2013 | 7 | 7.29% | $546,871 | 6.59% | $99,686 | 5.07% | $123,129 | 7.29% | 5.90% | -1.93% |
2013 | 8 | -1.75% | $537,312 | -1.45% | $98,236 | -2.91% | $119,544 | -1.75% | -1.16% | -1.28% |
2013 | 9 | 5.96% | $569,357 | 5.58% | $103,714 | 3.12% | $123,275 | 5.96% | 5.19% | 0.88% |
2013 | 10 | 2.99% | $586,356 | 3.23% | $107,061 | 4.59% | $128,929 | 2.99% | 3.47% | 1.32% |
2013 | 11 | 3.72% | $608,195 | 3.30% | $110,596 | 3.03% | $132,834 | 2.88% | 3.72% | -2.49% |
2013 | 12 | 3.43% | $629,065 | 3.36% | $114,313 | 2.51% | $136,173 | 3.29% | 3.43% | -2.37% |
2014 | 1 | -2.82% | $611,305 | -2.73% | $111,196 | -3.47% | $131,449 | -2.63% | -2.82% | 6.26% |
2014 | 2 | 6.78% | $652,745 | 5.80% | $117,649 | 4.56% | $137,444 | 4.83% | 6.78% | 0.60% |
2014 | 3 | -2.99% | $633,231 | -2.12% | $115,160 | 0.82% | $138,576 | -1.24% | -2.99% | 0.63% |
2014 | 4 | -3.66% | $610,023 | -2.32% | $112,492 | 0.72% | $139,580 | -3.66% | -0.97% | 1.82% |
2014 | 5 | 2.73% | $626,668 | 1.96% | $114,702 | 2.33% | $142,839 | 0.61% | 3.32% | 2.73% |
2014 | 6 | 2.57% | $642,785 | 3.65% | $118,890 | 2.05% | $145,770 | 4.73% | 2.57% | -0.16% |
2014 | 7 | -1.68% | $631,970 | -3.51% | $114,721 | -1.39% | $143,746 | -5.33% | -1.68% | 0.59% |
2014 | 8 | 4.13% | $658,054 | 4.61% | $120,009 | 3.98% | $149,470 | 5.09% | 4.13% | 4.23% |
2014 | 9 | -1.51% | $648,087 | -2.85% | $116,592 | -1.41% | $147,358 | -4.18% | -1.51% | -1.99% |
2014 | 10 | 3.60% | $671,415 | 3.99% | $121,245 | 2.42% | $150,929 | 4.38% | 3.60% | 2.61% |
2014 | 11 | 3.32% | $693,682 | 2.10% | $123,791 | 2.68% | $154,978 | 0.88% | 3.32% | 2.86% |
2014 | 12 | -0.84% | $687,871 | 0.16% | $123,991 | -0.26% | $154,568 | 1.16% | -0.84% | 2.82% |
2015 | 1 | -3.00% | $667,233 | -2.19% | $121,282 | -3.02% | $149,904 | -3.00% | -1.37% | 8.97% |
2015 | 2 | -5.66% | $629,484 | 7.47% | $130,335 | 5.74% | $158,508 | 8.05% | 6.88% | -5.66% |
2015 | 3 | 1.42% | $638,397 | 0.26% | $130,679 | -1.59% | $155,982 | 1.42% | -0.89% | 1.13% |
2015 | 4 | -1.64% | $627,934 | -0.84% | $129,588 | 0.95% | $157,462 | -1.64% | -0.03% | -3.07% |
2015 | 5 | 1.55% | $637,687 | 1.83% | $131,963 | 1.27% | $159,466 | 1.55% | 2.11% | -2.16% |
2015 | 6 | -0.63% | $633,689 | -0.23% | $131,663 | -1.93% | $156,384 | 0.17% | -0.63% | -3.73% |
2015 | 7 | 4.01% | $659,076 | 1.69% | $133,887 | 2.08% | $159,637 | -0.63% | 4.01% | 4.21% |
2015 | 8 | -6.31% | $617,496 | -6.51% | $125,175 | -6.05% | $149,984 | -6.71% | -6.31% | -0.71% |
2015 | 9 | 1.91% | $629,298 | -4.54% | $119,489 | -2.48% | $146,257 | -6.04% | -3.04% | 1.91% |
2015 | 10 | -0.48% | $626,285 | 6.51% | $127,268 | 8.42% | $158,576 | 5.11% | 7.91% | -0.48% |
2015 | 11 | 0.68% | $630,548 | 1.46% | $129,128 | 0.29% | $159,030 | 2.24% | 0.68% | -0.81% |
2015 | 12 | -0.30% | $628,659 | -2.11% | $126,404 | -1.59% | $156,498 | -3.92% | -0.30% | -0.34% |
2016 | 1 | -6.71% | $586,453 | -7.94% | $116,370 | -4.98% | $148,709 | -9.16% | -6.71% | 5.24% |
2016 | 2 | 2.86% | $603,223 | -0.30% | $116,025 | -0.15% | $148,493 | 0.74% | -1.33% | 2.86% |
2016 | 3 | 0.05% | $603,538 | 6.42% | $123,473 | 6.78% | $158,554 | 7.99% | 4.85% | 0.05% |
2016 | 4 | 1.41% | $612,041 | 0.36% | $123,914 | 0.37% | $159,147 | 1.41% | -0.70% | -0.63% |
2016 | 5 | 1.43% | $620,773 | 2.24% | $126,686 | 1.78% | $161,984 | 1.43% | 3.05% | 0.69% |
2016 | 6 | -0.23% | $619,330 | -1.14% | $125,247 | 0.25% | $162,389 | -0.23% | -2.04% | 6.57% |
2016 | 7 | 5.74% | $654,864 | 5.94% | $132,686 | 3.68% | $168,359 | 5.74% | 6.14% | 2.01% |
2016 | 8 | 1.19% | $662,684 | 0.16% | $132,892 | 0.13% | $168,577 | 1.19% | -0.88% | -1.00% |
2016 | 9 | 1.18% | $670,505 | 1.02% | $134,246 | 0.01% | $168,591 | 1.18% | 0.86% | -1.32% |
2016 | 10 | -4.98% | $637,097 | -3.91% | $128,992 | -1.83% | $165,501 | -4.98% | -2.84% | -4.23% |
2016 | 11 | -7.86% | $587,038 | 3.17% | $133,079 | 3.70% | $171,623 | 6.84% | -0.50% | -7.86% |
2016 | 12 | 0.79% | $591,697 | 0.41% | $133,622 | 1.96% | $174,991 | 0.79% | 0.02% | -0.35% |
2017 | 1 | 2.94% | $609,070 | 3.30% | $138,037 | 1.88% | $178,286 | 2.94% | 3.67% | 0.65% |
2017 | 2 | 2.58% | $624,801 | 3.10% | $142,311 | 3.96% | $185,351 | 2.58% | 3.61% | 1.57% |
2017 | 3 | 1.41% | $633,587 | 0.97% | $143,693 | 0.10% | $185,537 | 0.54% | 1.41% | -0.59% |
2017 | 4 | 3.03% | $652,756 | 2.36% | $147,080 | 1.02% | $187,426 | 1.69% | 3.03% | 1.58% |
2017 | 5 | 2.97% | $672,125 | 1.60% | $149,435 | 1.39% | $190,038 | 0.24% | 2.97% | 1.73% |
2017 | 6 | 0.33% | $674,321 | 1.48% | $151,651 | 0.61% | $191,200 | 2.64% | 0.33% | 0.63% |
2017 | 7 | 1.04% | $681,340 | 2.27% | $155,089 | 2.04% | $195,105 | 1.04% | 3.49% | -0.59% |
2017 | 8 | 1.92% | $694,401 | 0.63% | $156,065 | 0.29% | $195,678 | -0.66% | 1.92% | 3.27% |
2017 | 9 | 1.46% | $704,539 | 2.76% | $160,376 | 2.06% | $199,707 | 4.06% | 1.46% | -2.27% |
2017 | 10 | 1.73% | $716,754 | 2.40% | $164,229 | 2.32% | $204,335 | 1.73% | 3.07% | -0.02% |
2017 | 11 | 2.36% | $733,686 | 2.79% | $168,815 | 3.06% | $210,587 | 3.22% | 2.36% | 0.63% |
2017 | 12 | 0.93% | $740,473 | 0.73% | $170,052 | 1.10% | $212,907 | 0.93% | 0.54% | 1.78% |
2018 | 1 | 4.78% | $775,857 | 6.58% | $181,239 | 5.71% | $225,070 | 4.78% | 8.38% | -3.40% |
2018 | 2 | -1.87% | $761,351 | -1.88% | $177,824 | -3.69% | $216,754 | -1.90% | -1.87% | -2.89% |
2018 | 3 | -1.91% | $746,845 | -0.30% | $177,296 | -2.56% | $211,216 | 1.31% | -1.91% | 2.75% |
2018 | 4 | 0.28% | $748,959 | 0.29% | $177,802 | 0.37% | $212,004 | 0.28% | 0.29% | -2.04% |
2018 | 5 | 5.94% | $793,419 | 5.21% | $187,058 | 2.39% | $217,080 | 5.94% | 4.48% | 1.79% |
2018 | 6 | 0.86% | $800,213 | 1.05% | $189,031 | 0.61% | $218,394 | 0.86% | 1.25% | 0.66% |
2018 | 7 | 2.12% | $817,197 | 2.15% | $193,095 | 3.71% | $226,495 | 2.12% | 2.18% | -1.28% |
2018 | 8 | 7.34% | $877,207 | 6.11% | $204,883 | 3.25% | $233,847 | 7.34% | 4.87% | 1.18% |
2018 | 9 | -0.94% | $868,979 | -0.37% | $204,135 | 0.55% | $235,144 | -0.94% | 0.21% | -2.74% |
2018 | 10 | -11.18% | $771,831 | -10.22% | $183,270 | -6.85% | $219,039 | -11.18% | -9.26% | -2.82% |
2018 | 11 | 1.78% | $785,600 | 2.28% | $187,443 | 2.03% | $223,478 | 1.89% | 2.67% | 1.78% |
2018 | 12 | 5.50% | $828,831 | -10.10% | $168,511 | -9.04% | $203,275 | -11.09% | -9.11% | 5.50% |
Metric | Dual Momentum Model | Equal Weight Portfolio | Vanguard 500 Index Investor |
---|---|---|---|
Arithmetic Mean (monthly) | 1.25% | 0.87% | 0.88% |
Arithmetic Mean (annualized) | 16.09% | 10.93% | 11.09% |
Geometric Mean (monthly) | 1.16% | 0.74% | 0.79% |
Geometric Mean (annualized) | 14.80% | 9.23% | 9.87% |
Standard Deviation (monthly) | 4.31% | 5.04% | 4.27% |
Standard Deviation (annualized) | 14.94% | 17.44% | 14.80% |
Downside Deviation (monthly) | 2.65% | 3.49% | 2.88% |
Maximum Drawdown | -31.09% | -55.97% | -50.97% |
Stock Market Correlation | 0.56 | 0.95 | 0.99 |
Beta(*) | 0.53 | 1.08 | 1.00 |
Alpha (annualized) | 9.44% | -0.96% | 0.00% |
R2 | 27.37% | 83.40% | 100.00% |
Sharpe Ratio | 0.79 | 0.42 | 0.50 |
Sortino Ratio | 1.24 | 0.58 | 0.71 |
Treynor Ratio (%) | 22.47 | 6.75 | 7.42 |
Calmar Ratio | 0.78 | 0.57 | 0.67 |
Active Return | 4.93% | -0.64% | N/A |
Tracking Error | 14.52% | 7.20% | N/A |
Information Ratio | 0.34 | -0.09 | N/A |
Skewness | -0.71 | -0.85 | -0.84 |
Excess Kurtosis | 6.42 | 2.52 | 2.77 |
Historical Value-at-Risk (5%) | -5.55% | -7.84% | -6.83% |
Analytical Value-at-Risk (5%) | -5.84% | -7.41% | -6.15% |
Conditional Value-at-Risk (5%) | -8.53% | -11.90% | -9.78% |
Upside Capture Ratio (%) | 80.38 | 107.38 | 100.00 |
Downside Capture Ratio (%) | 44.70 | 113.48 | 100.00 |
Safe Withdrawal Rate | 10.40% | 7.77% | 9.07% |
Perpetual Withdrawal Rate | 10.63% | 6.07% | 6.62% |
Positive Periods | 258 out of 384 (67.19%) | 242 out of 384 (63.02%) | 252 out of 384 (65.63%) |
Gain/Loss Ratio | 1.07 | 0.92 | 0.89 |
* Vanguard 500 Index Investor is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values. |
Stress Period | Start | End | Dual Momentum Model | Equal Weight Portfolio | Vanguard 500 Index Investor |
---|---|---|---|---|---|
Black Monday Period | Sep 1987 | Nov 1987 | -28.09% | -29.43% | -29.78% |
Asian Crisis | Jul 1997 | Jan 1998 | -4.62% | -3.27% | -5.61% |
Russian Debt Default | Jul 1998 | Oct 1998 | -14.62% | -19.89% | -15.38% |
Dotcom Crash | Mar 2000 | Oct 2002 | -31.09% | -55.97% | -44.82% |
Subprime Crisis | Nov 2007 | Mar 2009 | -9.39% | -49.82% | -50.97% |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Mar 2000 | May 2002 | 2 years 3 months | Dec 2003 | 1 year 7 months | 3 years 10 months | -31.09% |
2 | Oct 1987 | Oct 1987 | 1 month | May 1989 | 1 year 7 months | 1 year 8 months | -28.09% |
3 | Dec 2014 | Jan 2016 | 1 year 2 months | Aug 2017 | 1 year 7 months | 2 years 9 months | -15.46% |
4 | Jul 1998 | Aug 1998 | 2 months | Dec 1998 | 4 months | 6 months | -14.62% |
5 | Sep 2018 | Oct 2018 | 2 months | -12.01% | |||
6 | Apr 2004 | Jul 2004 | 4 months | Nov 2004 | 4 months | 8 months | -11.49% |
7 | Jun 1996 | Aug 1996 | 3 months | Jan 1997 | 5 months | 8 months | -10.90% |
8 | Jul 1990 | Aug 1990 | 2 months | Dec 1990 | 4 months | 6 months | -10.36% |
9 | Apr 2012 | Jun 2012 | 3 months | Jan 2013 | 7 months | 10 months | -9.94% |
10 | Feb 1994 | Jun 1994 | 5 months | Feb 1995 | 8 months | 1 year 1 month | -9.75% |
Worst 10 drawdowns included above |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Sep 2000 | Sep 2002 | 2 years 1 month | Jan 2013 | 10 years 4 months | 12 years 5 months | -55.97% |
2 | Sep 1987 | Nov 1987 | 3 months | May 1989 | 1 year 6 months | 1 year 9 months | -29.43% |
3 | Jul 1990 | Oct 1990 | 4 months | Feb 1991 | 4 months | 8 months | -22.35% |
4 | May 1998 | Aug 1998 | 4 months | Dec 1998 | 4 months | 8 months | -20.46% |
5 | Sep 2018 | Dec 2018 | 4 months | -17.75% | |||
6 | Aug 2015 | Feb 2016 | 7 months | Sep 2016 | 7 months | 1 year 2 months | -13.34% |
7 | Apr 2000 | May 2000 | 2 months | Aug 2000 | 3 months | 5 months | -10.09% |
8 | Oct 1989 | Jan 1990 | 4 months | May 1990 | 4 months | 8 months | -8.11% |
9 | Jun 1996 | Jul 1996 | 2 months | Sep 1996 | 2 months | 4 months | -7.78% |
10 | Mar 1992 | Jun 1992 | 4 months | Nov 1992 | 5 months | 9 months | -7.67% |
Worst 10 drawdowns included above |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Nov 2007 | Feb 2009 | 1 year 4 months | Aug 2012 | 3 years 6 months | 4 years 10 months | -50.97% |
2 | Sep 2000 | Sep 2002 | 2 years 1 month | Nov 2006 | 4 years 2 months | 6 years 3 months | -44.82% |
3 | Sep 1987 | Nov 1987 | 3 months | May 1989 | 1 year 6 months | 1 year 9 months | -29.78% |
4 | Jul 1998 | Aug 1998 | 2 months | Nov 1998 | 3 months | 5 months | -15.38% |
5 | Jun 1990 | Oct 1990 | 5 months | Feb 1991 | 4 months | 9 months | -14.70% |
6 | Oct 2018 | Dec 2018 | 3 months | -13.55% | |||
7 | Aug 2015 | Sep 2015 | 2 months | May 2016 | 8 months | 10 months | -8.38% |
8 | Feb 1994 | Mar 1994 | 2 months | Aug 1994 | 5 months | 7 months | -6.98% |
9 | Jan 2000 | Feb 2000 | 2 months | Mar 2000 | 1 month | 3 months | -6.84% |
10 | Jan 1990 | Jan 1990 | 1 month | May 1990 | 4 months | 5 months | -6.72% |
Worst 10 drawdowns included above |
Roll Period | Dual Momentum Model | Equal Weight Portfolio | Vanguard 500 Index Investor | ||||||
---|---|---|---|---|---|---|---|---|---|
Average | High | Low | Average | High | Low | Average | High | Low | |
1 year | 16.15% | 57.69% | -18.34% | 11.16% | 54.77% | -42.76% | 11.16% | 53.61% | -43.32% |
3 years | 15.88% | 39.98% | -9.62% | 9.90% | 29.61% | -21.57% | 10.37% | 32.68% | -16.14% |
5 years | 16.16% | 31.94% | 1.73% | 9.63% | 25.52% | -6.78% | 10.07% | 28.49% | -6.73% |
7 years | 16.23% | 24.03% | 5.79% | 9.09% | 21.13% | -3.84% | 9.64% | 21.51% | -3.94% |
10 years | 16.05% | 23.36% | 8.92% | 8.31% | 20.80% | -3.84% | 9.01% | 19.37% | -3.51% |
15 years | 15.17% | 17.56% | 12.32% | 7.30% | 12.05% | 2.81% | 8.05% | 13.56% | 3.64% |
# | Start | End | Months | Assets | Asset Performance | Dual Momentum Model | Equal Weight Portfolio | Vanguard 500 Index Investor |
---|---|---|---|---|---|---|---|---|
140 | Jan 2019 | Jan 2019 | 1 | Please sign-in for forward signals | - | - | - | - |
139 | Nov 2018 | Dec 2018 | 2 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 7.39% | 7.39% | -8.05% | -7.20% |
138 | Apr 2018 | Oct 2018 | 7 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 3.35% | 3.35% | 3.37% | 3.70% |
137 | Feb 2018 | Mar 2018 | 2 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: -3.74% | -3.74% | -2.18% | -6.16% |
136 | Dec 2017 | Jan 2018 | 2 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 5.75% | 5.75% | 7.36% | 6.88% |
135 | Nov 2017 | Nov 2017 | 1 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 2.36% | 2.36% | 2.79% | 3.06% |
134 | Oct 2017 | Oct 2017 | 1 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 1.73% | 1.73% | 2.40% | 2.32% |
133 | Aug 2017 | Sep 2017 | 2 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 3.40% | 3.40% | 3.41% | 2.36% |
132 | Jul 2017 | Jul 2017 | 1 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 1.04% | 1.04% | 2.27% | 2.04% |
131 | Mar 2017 | Jun 2017 | 4 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 7.93% | 7.93% | 6.56% | 3.16% |
130 | Dec 2016 | Feb 2017 | 3 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 6.43% | 6.43% | 6.94% | 8.00% |
129 | Nov 2016 | Nov 2016 | 1 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: -7.86% | -7.86% | 3.17% | 3.70% |
128 | Apr 2016 | Oct 2016 | 7 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 5.56% | 5.56% | 4.47% | 4.38% |
127 | Feb 2016 | Mar 2016 | 2 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 2.91% | 2.91% | 6.10% | 6.62% |
126 | Nov 2015 | Jan 2016 | 3 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: -6.36% | -6.36% | -8.56% | -6.22% |
125 | Sep 2015 | Oct 2015 | 2 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 1.42% | 1.42% | 1.67% | 5.73% |
124 | Jun 2015 | Aug 2015 | 3 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: -3.17% | -3.17% | -5.14% | -5.95% |
123 | Mar 2015 | May 2015 | 3 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 1.30% | 1.30% | 1.25% | 0.60% |
122 | Feb 2015 | Feb 2015 | 1 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: -5.66% | -5.66% | 7.47% | 5.74% |
121 | Jan 2015 | Jan 2015 | 1 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: -3.00% | -3.00% | -2.19% | -3.02% |
120 | Jun 2014 | Dec 2014 | 7 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 9.77% | 9.77% | 8.10% | 8.21% |
119 | May 2014 | May 2014 | 1 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 2.73% | 2.73% | 1.96% | 2.33% |
118 | Apr 2014 | Apr 2014 | 1 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: -3.66% | -3.66% | -2.32% | 0.72% |
117 | Nov 2013 | Mar 2014 | 5 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 7.99% | 7.99% | 7.57% | 7.48% |
116 | Jan 2013 | Oct 2013 | 10 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 35.85% | 35.85% | 31.01% | 25.14% |
115 | Dec 2012 | Dec 2012 | 1 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 0.50% | 0.50% | 1.54% | 0.90% |
114 | Nov 2012 | Nov 2012 | 1 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 2.54% | 2.54% | 2.79% | 0.56% |
113 | Sep 2012 | Oct 2012 | 2 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: -0.72% | -0.72% | -0.41% | 0.67% |
112 | Jun 2012 | Aug 2012 | 3 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 0.75% | 0.75% | 5.61% | 7.90% |
111 | Mar 2012 | May 2012 | 3 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: -5.80% | -5.80% | -6.23% | -3.55% |
110 | Nov 2011 | Feb 2012 | 4 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 9.73% | 9.73% | 10.90% | 9.82% |
109 | Jul 2011 | Oct 2011 | 4 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 20.57% | 20.57% | -6.84% | -4.51% |
108 | Dec 2010 | Jun 2011 | 7 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 17.51% | 17.51% | 15.40% | 13.02% |
107 | Nov 2010 | Nov 2010 | 1 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 1.05% | 1.05% | 2.11% | 0.00% |
106 | Oct 2010 | Oct 2010 | 1 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 3.92% | 3.92% | 4.82% | 3.79% |
105 | Jun 2010 | Sep 2010 | 4 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 9.84% | 9.84% | 4.94% | 5.43% |
104 | Jan 2010 | May 2010 | 5 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 4.83% | 4.83% | -0.29% | -1.55% |
103 | Nov 2009 | Dec 2009 | 2 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 7.79% | 7.79% | 9.35% | 8.04% |
102 | May 2009 | Oct 2009 | 6 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 17.18% | 17.18% | 18.58% | 20.07% |
101 | Apr 2009 | Apr 2009 | 1 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 8.94% | 8.94% | 11.18% | 9.56% |
100 | Jul 2008 | Mar 2009 | 9 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 14.83% | 14.83% | -36.32% | -36.33% |
99 | Jun 2008 | Jun 2008 | 1 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: -6.99% | -6.99% | -6.64% | -8.44% |
98 | May 2008 | May 2008 | 1 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 3.02% | 3.02% | 4.11% | 1.29% |
97 | Dec 2007 | Apr 2008 | 5 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 1.65% | 1.65% | -7.60% | -5.74% |
96 | Oct 2007 | Nov 2007 | 2 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: -1.81% | -1.81% | -2.67% | -2.67% |
95 | Aug 2007 | Sep 2007 | 2 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 2.19% | 2.19% | 5.02% | 5.28% |
94 | Nov 2006 | Jul 2007 | 9 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 8.12% | 8.12% | 8.13% | 7.00% |
93 | Sep 2006 | Oct 2006 | 2 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 4.81% | 4.81% | 5.44% | 5.90% |
92 | Jun 2006 | Aug 2006 | 3 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 5.37% | 5.37% | -2.08% | 3.11% |
91 | Feb 2006 | May 2006 | 4 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: -2.76% | -2.76% | -5.22% | -0.13% |
90 | Oct 2005 | Jan 2006 | 4 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 9.33% | 9.33% | 10.21% | 4.74% |
89 | Jul 2005 | Sep 2005 | 3 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 5.42% | 5.42% | 5.60% | 3.58% |
88 | Jun 2005 | Jun 2005 | 1 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 0.56% | 0.56% | 1.60% | 0.13% |
87 | Apr 2005 | May 2005 | 2 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 5.86% | 5.86% | 2.81% | 1.19% |
86 | Oct 2004 | Mar 2005 | 6 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 10.64% | 10.64% | 7.25% | 6.84% |
85 | Aug 2004 | Sep 2004 | 2 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 4.35% | 4.35% | 2.23% | 1.45% |
84 | Jul 2004 | Jul 2004 | 1 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: -7.69% | -7.69% | -7.58% | -3.31% |
83 | Jun 2004 | Jun 2004 | 1 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 1.42% | 1.42% | 2.13% | 1.93% |
82 | May 2004 | May 2004 | 1 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: -0.56% | -0.56% | 2.40% | 1.36% |
81 | Mar 2004 | Apr 2004 | 2 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: -4.70% | -4.70% | -4.07% | -3.07% |
80 | Feb 2004 | Feb 2004 | 1 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: -0.06% | -0.06% | 0.54% | 1.38% |
79 | Jun 2003 | Jan 2004 | 8 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 29.74% | 29.74% | 24.06% | 18.60% |
78 | Apr 2003 | May 2003 | 2 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 9.89% | 9.89% | 15.10% | 13.95% |
77 | Feb 2003 | Mar 2003 | 2 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 1.86% | 1.86% | 0.33% | -0.58% |
76 | Dec 2002 | Jan 2003 | 2 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: -9.05% | -9.05% | -9.34% | -8.36% |
75 | Nov 2002 | Nov 2002 | 1 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 3.57% | 3.57% | 6.26% | 5.88% |
74 | Jun 2002 | Oct 2002 | 5 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 10.38% | 10.38% | -19.34% | -16.37% |
73 | Apr 2002 | May 2002 | 2 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: -6.61% | -6.61% | -9.56% | -6.78% |
72 | Mar 2002 | Mar 2002 | 1 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: -3.86% | -3.86% | 6.42% | 3.74% |
71 | Jan 2002 | Feb 2002 | 2 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: -6.13% | -6.13% | -9.14% | -3.38% |
70 | Dec 2001 | Dec 2001 | 1 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 0.14% | 0.14% | 3.41% | 0.87% |
69 | Aug 2001 | Nov 2001 | 4 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 2.80% | 2.80% | -4.13% | -5.51% |
68 | May 2001 | Jul 2001 | 3 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: -0.88% | -0.88% | -5.45% | -2.79% |
67 | Mar 2001 | Apr 2001 | 2 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: -3.15% | -3.15% | 0.09% | 0.92% |
66 | Feb 2001 | Feb 2001 | 1 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: -8.12% | -8.12% | -14.89% | -9.14% |
65 | Nov 2000 | Jan 2001 | 3 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 5.82% | 5.82% | -8.22% | -4.13% |
64 | Sep 2000 | Oct 2000 | 2 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: -6.94% | -6.94% | -8.91% | -5.70% |
63 | Aug 2000 | Aug 2000 | 1 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 10.00% | 10.00% | 10.67% | 6.19% |
62 | Jul 2000 | Jul 2000 | 1 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: -5.19% | -5.19% | -3.76% | -1.50% |
61 | Jun 2000 | Jun 2000 | 1 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 2.30% | 2.30% | 10.70% | 2.49% |
60 | May 2000 | May 2000 | 1 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: -5.23% | -5.23% | -5.67% | -2.04% |
59 | Dec 1999 | Apr 2000 | 5 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 26.92% | 26.92% | 18.46% | 5.10% |
58 | Nov 1999 | Nov 1999 | 1 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 3.28% | 3.28% | 5.87% | 2.02% |
57 | Sep 1999 | Oct 1999 | 2 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 1.03% | 1.03% | 5.04% | 3.41% |
56 | May 1999 | Aug 1999 | 4 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 4.78% | 4.78% | 2.90% | -0.69% |
55 | Nov 1998 | Apr 1999 | 6 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 20.03% | 20.03% | 17.84% | 22.36% |
54 | Sep 1998 | Oct 1998 | 2 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 1.54% | 1.54% | 14.84% | 15.10% |
53 | Dec 1997 | Aug 1998 | 9 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 7.35% | 7.35% | -8.38% | 1.29% |
52 | Nov 1997 | Nov 1997 | 1 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 1.27% | 1.27% | 1.36% | 4.60% |
51 | Jul 1997 | Oct 1997 | 4 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 9.53% | 9.53% | 5.39% | 3.88% |
50 | May 1997 | Jun 1997 | 2 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 9.38% | 9.38% | 12.43% | 10.81% |
49 | Apr 1997 | Apr 1997 | 1 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 2.35% | 2.35% | 2.81% | 5.96% |
48 | Oct 1996 | Mar 1997 | 6 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 6.40% | 6.40% | -0.43% | 11.21% |
47 | Aug 1996 | Sep 1996 | 2 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 1.46% | 1.46% | 9.62% | 7.82% |
46 | Jul 1996 | Jul 1996 | 1 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: -4.76% | -4.76% | -6.36% | -4.42% |
45 | Apr 1996 | Jun 1996 | 3 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 5.68% | 5.68% | 6.51% | 4.44% |
44 | Oct 1995 | Mar 1996 | 6 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 14.04% | 14.04% | 11.30% | 11.69% |
43 | Aug 1995 | Sep 1995 | 2 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 4.86% | 4.86% | 5.07% | 4.49% |
42 | Feb 1995 | Jul 1995 | 6 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 19.92% | 19.92% | 19.25% | 20.96% |
41 | Dec 1994 | Jan 1995 | 2 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 4.28% | 4.28% | 2.73% | 4.08% |
40 | Sep 1994 | Nov 1994 | 3 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: -1.72% | -1.72% | -1.55% | -3.90% |
39 | Aug 1994 | Aug 1994 | 1 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 4.09% | 4.09% | 5.67% | 4.08% |
38 | Jul 1994 | Jul 1994 | 1 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 2.94% | 2.94% | 1.63% | 3.28% |
37 | Jun 1994 | Jun 1994 | 1 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: -2.93% | -2.93% | -3.62% | -2.47% |
36 | Apr 1994 | May 1994 | 2 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: -1.75% | -1.75% | 1.90% | 2.94% |
35 | Jan 1994 | Mar 1994 | 3 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: -3.10% | -3.10% | -2.96% | -3.84% |
34 | Dec 1993 | Dec 1993 | 1 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 1.12% | 1.12% | 2.92% | 1.22% |
33 | Jun 1993 | Nov 1993 | 6 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 9.74% | 9.74% | 6.52% | 3.89% |
32 | Mar 1993 | May 1993 | 3 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 1.34% | 1.34% | 0.69% | 2.28% |
31 | Oct 1992 | Feb 1993 | 5 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 12.63% | 12.63% | 6.33% | 7.28% |
30 | Aug 1992 | Sep 1992 | 2 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 0.61% | 0.61% | 0.89% | -0.92% |
29 | Apr 1992 | Jul 1992 | 4 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 7.94% | 7.94% | -1.35% | 5.99% |
28 | Feb 1992 | Mar 1992 | 2 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: -4.12% | -4.12% | -3.38% | -0.71% |
27 | Jan 1992 | Jan 1992 | 1 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: -2.30% | -2.30% | 2.13% | -1.88% |
26 | Dec 1991 | Dec 1991 | 1 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 6.26% | 6.26% | 14.08% | 11.41% |
25 | Sep 1991 | Nov 1991 | 3 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: -1.03% | -1.03% | -2.16% | -4.36% |
24 | Aug 1991 | Aug 1991 | 1 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 4.11% | 4.11% | 4.85% | 2.33% |
23 | Jul 1991 | Jul 1991 | 1 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 1.53% | 1.53% | 5.27% | 4.63% |
22 | Jan 1991 | Jun 1991 | 6 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 27.05% | 27.05% | 22.82% | 14.14% |
21 | Dec 1990 | Dec 1990 | 1 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 4.40% | 4.40% | 5.45% | 2.72% |
20 | Sep 1990 | Nov 1990 | 3 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 8.08% | 8.08% | -3.32% | 0.82% |
19 | Apr 1990 | Aug 1990 | 5 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 1.07% | 1.07% | -3.58% | -3.69% |
18 | Feb 1990 | Mar 1990 | 2 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: -0.58% | -0.58% | 5.55% | 3.92% |
17 | Dec 1989 | Jan 1990 | 2 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: -4.95% | -4.95% | -6.18% | -4.50% |
16 | Nov 1989 | Nov 1989 | 1 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 0.83% | 0.83% | 0.18% | 2.04% |
15 | Feb 1989 | Oct 1989 | 9 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 25.25% | 25.25% | 15.99% | 17.18% |
14 | Jan 1989 | Jan 1989 | 1 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 3.02% | 3.02% | 5.04% | 7.32% |
13 | Dec 1988 | Dec 1988 | 1 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 1.29% | 1.29% | 2.83% | 1.66% |
12 | Oct 1988 | Nov 1988 | 2 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: -1.71% | -1.71% | -2.70% | 1.29% |
11 | Sep 1988 | Sep 1988 | 1 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 3.86% | 3.86% | 3.96% | 4.26% |
10 | Aug 1988 | Aug 1988 | 1 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: -2.42% | -2.42% | -2.83% | -3.40% |
9 | Jul 1988 | Jul 1988 | 1 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: -2.50% | -2.50% | -0.60% | -0.37% |
8 | Feb 1988 | Jun 1988 | 5 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 19.36% | 19.36% | 12.57% | 7.97% |
7 | Nov 1987 | Jan 1988 | 3 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 6.83% | 6.83% | 4.69% | 2.87% |
6 | Sep 1987 | Oct 1987 | 2 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: -27.36% | -27.36% | -25.26% | -23.52% |
5 | Jul 1987 | Aug 1987 | 2 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: 4.60% | 4.60% | 4.58% | 8.94% |
4 | May 1987 | Jun 1987 | 2 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: -0.08% | -0.08% | 2.98% | 6.11% |
3 | Apr 1987 | Apr 1987 | 1 | 100.00% Vanguard US Growth Investor (VWUSX) | VWUSX: -3.67% | -3.67% | -3.21% | -1.03% |
2 | Feb 1987 | Mar 1987 | 2 | 100.00% Vanguard Explorer Inv (VEXPX) | VEXPX: 7.98% | 7.98% | 8.40% | 6.97% |
1 | Jan 1987 | Jan 1987 | 1 | 100.00% Vanguard Long-Term Treasury Inv (VUSTX) | VUSTX: 1.30% | 1.30% | 9.85% | 13.27% |