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.
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 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% |