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 1998 to Dec 2021 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 Total Bond Market Index Inv (VBMFX). The model uses a single performance window of 12 calendar month(s). Tactical asset allocation model trades are executed using the end of month close price each month based on the end of month signals.
Portfolio | Initial Balance | Final Balance | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | Market Correlation |
---|---|---|---|---|---|---|---|---|---|---|
Dual Momentum Model | $10,000 | $108,638 | 10.45% | 12.47% | 29.87% | -18.27% | -19.71% | 0.72 | 1.08 | 0.73 |
Vanguard 500 Index Investor | $10,000 | $75,041 | 8.76% | 15.28% | 32.18% | -37.02% | -50.97% | 0.51 | 0.74 | 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 | 10.99% | 25.06% | 25.06% | 15.02% | 11.20% | 10.75% | 10.45% | 15.68% | 14.16% |
Vanguard 500 Index Investor | 10.99% | 28.53% | 28.53% | 25.91% | 18.32% | 16.39% | 8.76% | 17.42% | 15.39% |
Trailing return and volatility are as of last full calendar month ending December 2021 |
Year | Inflation | Dual Momentum Model | Vanguard 500 Index Investor | Vanguard 500 Index Investor (VFINX) | Vanguard Total Intl Stock Index Inv (VGTSX) | Vanguard Total Bond Market Index Inv (VBMFX) | ||
---|---|---|---|---|---|---|---|---|
Return | Balance | Return | Balance | |||||
1998 | 1.61% | 28.62% | $12,862 | 28.62% | $12,862 | 28.62% | 15.60% | 8.58% |
1999 | 2.68% | 21.91% | $15,680 | 21.07% | $15,571 | 21.07% | 29.92% | -0.76% |
2000 | 3.39% | -18.27% | $12,814 | -9.06% | $14,161 | -9.06% | -15.61% | 11.39% |
2001 | 1.55% | 8.43% | $13,894 | -12.02% | $12,459 | -12.02% | -20.15% | 8.43% |
2002 | 2.38% | 8.26% | $15,042 | -22.15% | $9,700 | -22.15% | -15.08% | 8.26% |
2003 | 1.88% | 18.75% | $17,862 | 28.50% | $12,464 | 28.50% | 40.34% | 3.97% |
2004 | 3.26% | 20.84% | $21,584 | 10.74% | $13,803 | 10.74% | 20.84% | 4.24% |
2005 | 3.42% | 15.57% | $24,945 | 4.77% | $14,462 | 4.77% | 15.57% | 2.40% |
2006 | 2.54% | 26.64% | $31,589 | 15.64% | $16,724 | 15.64% | 26.64% | 4.27% |
2007 | 4.08% | 15.52% | $36,493 | 5.39% | $17,625 | 5.39% | 15.52% | 6.92% |
2008 | 0.09% | -6.34% | $34,179 | -37.02% | $11,100 | -37.02% | -44.10% | 5.05% |
2009 | 2.72% | 9.21% | $37,327 | 26.49% | $14,040 | 26.49% | 36.73% | 5.93% |
2010 | 1.50% | 3.93% | $38,792 | 14.91% | $16,134 | 14.91% | 11.12% | 6.42% |
2011 | 2.96% | 0.89% | $39,136 | 1.97% | $16,451 | 1.97% | -14.56% | 7.56% |
2012 | 1.74% | 11.29% | $43,556 | 15.82% | $19,054 | 15.82% | 18.14% | 4.05% |
2013 | 1.50% | 29.87% | $56,564 | 32.18% | $25,185 | 32.18% | 15.04% | -2.26% |
2014 | 0.76% | 13.51% | $64,205 | 13.51% | $28,587 | 13.51% | -4.24% | 5.76% |
2015 | 0.73% | -6.60% | $59,965 | 1.25% | $28,944 | 1.25% | -4.37% | 0.30% |
2016 | 2.07% | 6.56% | $63,900 | 11.82% | $32,365 | 11.82% | 4.65% | 2.50% |
2017 | 2.11% | 21.23% | $77,464 | 21.67% | $39,377 | 21.67% | 27.40% | 3.46% |
2018 | 1.91% | -7.83% | $71,398 | -4.52% | $37,596 | -4.52% | -14.44% | -0.13% |
2019 | 2.29% | 18.94% | $84,919 | 31.33% | $49,373 | 31.33% | 21.43% | 8.61% |
2020 | 1.36% | 2.30% | $86,871 | 18.25% | $58,383 | 18.25% | 11.16% | 7.61% |
2021 | 7.04% | 25.06% | $108,638 | 28.53% | $75,041 | 28.53% | 8.61% | -1.77% |
Year | Month | Dual Momentum Model | Vanguard 500 Index Investor | Vanguard 500 Index Investor (VFINX) | Vanguard Total Intl Stock Index Inv (VGTSX) | Vanguard Total Bond Market Index Inv (VBMFX) | ||
---|---|---|---|---|---|---|---|---|
Return | Balance | Return | Balance | |||||
1998 | 1 | 1.11% | $10,111 | 1.11% | $10,111 | 1.11% | 3.04% | 1.32% |
1998 | 2 | 7.19% | $10,838 | 7.19% | $10,838 | 7.19% | 6.88% | -0.10% |
1998 | 3 | 5.10% | $11,391 | 5.10% | $11,391 | 5.10% | 3.22% | 0.33% |
1998 | 4 | 1.01% | $11,506 | 1.01% | $11,506 | 1.01% | 0.53% | 0.51% |
1998 | 5 | -1.74% | $11,306 | -1.74% | $11,306 | -1.74% | -1.51% | 1.02% |
1998 | 6 | 4.07% | $11,766 | 4.07% | $11,766 | 4.07% | -0.27% | 0.81% |
1998 | 7 | -1.05% | $11,642 | -1.05% | $11,642 | -1.05% | 1.08% | 0.23% |
1998 | 8 | -14.47% | $9,957 | -14.47% | $9,957 | -14.47% | -13.66% | 1.90% |
1998 | 9 | 6.41% | $10,595 | 6.41% | $10,595 | 6.41% | -2.07% | 1.96% |
1998 | 10 | 8.16% | $11,460 | 8.16% | $11,460 | 8.16% | 10.77% | -0.55% |
1998 | 11 | 6.07% | $12,156 | 6.07% | $12,156 | 6.07% | 5.34% | 0.49% |
1998 | 12 | 5.81% | $12,862 | 5.81% | $12,862 | 5.81% | 3.26% | 0.38% |
1999 | 1 | 4.20% | $13,402 | 4.20% | $13,402 | 4.20% | -0.63% | 0.79% |
1999 | 2 | -3.12% | $12,984 | -3.12% | $12,984 | -3.12% | -2.16% | -1.77% |
1999 | 3 | 4.00% | $13,502 | 4.00% | $13,502 | 4.00% | 4.97% | 0.56% |
1999 | 4 | 3.85% | $14,023 | 3.85% | $14,023 | 3.85% | 5.08% | 0.40% |
1999 | 5 | -2.39% | $13,688 | -2.39% | $13,688 | -2.39% | -5.00% | -0.88% |
1999 | 6 | 5.56% | $14,448 | 5.56% | $14,448 | 5.56% | 4.39% | -0.50% |
1999 | 7 | -3.13% | $13,996 | -3.13% | $13,996 | -3.13% | 2.27% | -0.39% |
1999 | 8 | -0.50% | $13,926 | -0.50% | $13,926 | -0.50% | 0.33% | -0.08% |
1999 | 9 | -2.74% | $13,545 | -2.74% | $13,545 | -2.74% | 0.82% | 1.26% |
1999 | 10 | 3.74% | $14,051 | 6.33% | $14,402 | 6.33% | 3.74% | 0.33% |
1999 | 11 | 2.02% | $14,336 | 2.02% | $14,693 | 2.02% | 4.08% | 0.02% |
1999 | 12 | 9.37% | $15,680 | 5.98% | $15,571 | 5.98% | 9.37% | -0.48% |
2000 | 1 | -6.22% | $14,704 | -5.03% | $14,788 | -5.03% | -6.22% | -0.17% |
2000 | 2 | 2.83% | $15,121 | -1.91% | $14,506 | -1.91% | 2.83% | 1.18% |
2000 | 3 | 3.48% | $15,647 | 9.75% | $15,921 | 9.75% | 3.48% | 1.40% |
2000 | 4 | -5.41% | $14,800 | -3.00% | $15,443 | -3.00% | -5.41% | -0.49% |
2000 | 5 | -2.67% | $14,405 | -2.04% | $15,128 | -2.04% | -2.67% | -0.16% |
2000 | 6 | 4.27% | $15,020 | 2.49% | $15,506 | 2.49% | 4.27% | 2.15% |
2000 | 7 | -4.46% | $14,350 | -1.50% | $15,274 | -1.50% | -4.46% | 0.88% |
2000 | 8 | 1.00% | $14,493 | 6.19% | $16,219 | 6.19% | 1.00% | 1.40% |
2000 | 9 | -5.29% | $13,726 | -5.29% | $15,361 | -5.29% | -5.00% | 0.76% |
2000 | 10 | -0.43% | $13,667 | -0.43% | $15,295 | -0.43% | -3.03% | 0.57% |
2000 | 11 | -7.89% | $12,590 | -7.89% | $14,089 | -7.89% | -4.44% | 1.58% |
2000 | 12 | 1.79% | $12,814 | 0.51% | $14,161 | 0.51% | 3.72% | 1.79% |
2001 | 1 | 1.76% | $13,040 | 3.55% | $14,663 | 3.55% | 1.10% | 1.76% |
2001 | 2 | 0.91% | $13,158 | -9.14% | $13,323 | -9.14% | -7.61% | 0.91% |
2001 | 3 | 0.54% | $13,229 | -6.36% | $12,477 | -6.36% | -7.15% | 0.54% |
2001 | 4 | -0.46% | $13,168 | 7.77% | $13,446 | 7.77% | 7.89% | -0.46% |
2001 | 5 | 0.73% | $13,264 | 0.65% | $13,533 | 0.65% | -3.52% | 0.73% |
2001 | 6 | 0.52% | $13,334 | -2.45% | $13,202 | -2.45% | -3.84% | 0.52% |
2001 | 7 | 2.23% | $13,631 | -1.00% | $13,070 | -1.00% | -2.43% | 2.23% |
2001 | 8 | 1.11% | $13,782 | -6.27% | $12,250 | -6.27% | -2.30% | 1.11% |
2001 | 9 | 0.89% | $13,906 | -8.09% | $11,259 | -8.09% | -10.73% | 0.89% |
2001 | 10 | 1.86% | $14,165 | 1.90% | $11,473 | 1.90% | 2.97% | 1.86% |
2001 | 11 | -1.34% | $13,975 | 7.65% | $12,351 | 7.65% | 3.56% | -1.34% |
2001 | 12 | -0.58% | $13,894 | 0.87% | $12,459 | 0.87% | 1.35% | -0.58% |
2002 | 1 | 0.69% | $13,990 | -1.47% | $12,275 | -1.47% | -4.63% | 0.69% |
2002 | 2 | 0.85% | $14,109 | -1.94% | $12,037 | -1.94% | 0.90% | 0.85% |
2002 | 3 | -1.46% | $13,903 | 3.74% | $12,488 | 3.74% | 5.71% | -1.46% |
2002 | 4 | 1.69% | $14,138 | -6.07% | $11,729 | -6.07% | 0.42% | 1.69% |
2002 | 5 | 0.80% | $14,251 | -0.75% | $11,641 | -0.75% | 1.16% | 0.80% |
2002 | 6 | 0.29% | $14,293 | -7.13% | $10,810 | -7.13% | -4.28% | 0.29% |
2002 | 7 | 0.48% | $14,362 | -7.72% | $9,976 | -7.72% | -9.80% | 0.48% |
2002 | 8 | 1.66% | $14,600 | 0.65% | $10,041 | 0.65% | -0.12% | 1.66% |
2002 | 9 | 1.53% | $14,824 | -10.87% | $8,949 | -10.87% | -10.88% | 1.53% |
2002 | 10 | -0.61% | $14,733 | 8.78% | $9,735 | 8.78% | 5.70% | -0.61% |
2002 | 11 | 0.02% | $14,737 | 5.88% | $10,307 | 5.88% | 4.75% | 0.02% |
2002 | 12 | 2.07% | $15,042 | -5.89% | $9,700 | -5.89% | -3.43% | 2.07% |
2003 | 1 | 0.05% | $15,049 | -2.62% | $9,445 | -2.62% | -3.76% | 0.05% |
2003 | 2 | 1.38% | $15,256 | -1.52% | $9,302 | -1.52% | -2.42% | 1.38% |
2003 | 3 | -0.13% | $15,237 | 0.96% | $9,391 | 0.96% | -1.93% | -0.13% |
2003 | 4 | 0.87% | $15,369 | 8.25% | $10,166 | 8.25% | 9.70% | 0.87% |
2003 | 5 | 1.82% | $15,650 | 5.26% | $10,701 | 5.26% | 6.15% | 1.82% |
2003 | 6 | -0.13% | $15,628 | 1.26% | $10,836 | 1.26% | 2.66% | -0.13% |
2003 | 7 | -3.34% | $15,107 | 1.74% | $11,025 | 1.74% | 3.18% | -3.34% |
2003 | 8 | 1.93% | $15,399 | 1.93% | $11,238 | 1.93% | 2.51% | 0.61% |
2003 | 9 | -1.07% | $15,234 | -1.07% | $11,117 | -1.07% | 2.78% | 2.71% |
2003 | 10 | 6.49% | $16,223 | 5.64% | $11,744 | 5.64% | 6.49% | -0.96% |
2003 | 11 | 2.13% | $16,569 | 0.86% | $11,846 | 0.86% | 2.13% | 0.27% |
2003 | 12 | 7.80% | $17,862 | 5.22% | $12,464 | 5.22% | 7.80% | 0.88% |
2004 | 1 | 1.60% | $18,147 | 1.82% | $12,691 | 1.82% | 1.60% | 0.86% |
2004 | 2 | 2.50% | $18,601 | 1.38% | $12,866 | 1.38% | 2.50% | 1.03% |
2004 | 3 | 0.45% | $18,685 | -1.51% | $12,671 | -1.51% | 0.45% | 0.80% |
2004 | 4 | -3.14% | $18,097 | -1.58% | $12,472 | -1.58% | -3.14% | -2.61% |
2004 | 5 | 0.46% | $18,181 | 1.36% | $12,641 | 1.36% | 0.46% | -0.43% |
2004 | 6 | 2.40% | $18,617 | 1.93% | $12,885 | 1.93% | 2.40% | 0.56% |
2004 | 7 | -3.34% | $17,996 | -3.31% | $12,458 | -3.31% | -3.34% | 0.96% |
2004 | 8 | 0.75% | $18,131 | 0.38% | $12,506 | 0.38% | 0.75% | 1.94% |
2004 | 9 | 2.96% | $18,668 | 1.07% | $12,639 | 1.07% | 2.96% | 0.16% |
2004 | 10 | 3.24% | $19,272 | 1.51% | $12,831 | 1.51% | 3.24% | 0.85% |
2004 | 11 | 7.23% | $20,666 | 4.05% | $13,350 | 4.05% | 7.23% | -0.81% |
2004 | 12 | 4.44% | $21,584 | 3.39% | $13,803 | 3.39% | 4.44% | 0.92% |
2005 | 1 | -1.67% | $21,224 | -2.45% | $13,464 | -2.45% | -1.67% | 0.65% |
2005 | 2 | 4.68% | $22,218 | 2.09% | $13,746 | 2.09% | 4.68% | -0.63% |
2005 | 3 | -2.93% | $21,567 | -1.76% | $13,504 | -1.76% | -2.93% | -0.49% |
2005 | 4 | -2.07% | $21,121 | -1.91% | $13,246 | -1.91% | -2.07% | 1.35% |
2005 | 5 | 0.08% | $21,139 | 3.17% | $13,666 | 3.17% | 0.08% | 1.05% |
2005 | 6 | 1.30% | $21,413 | 0.13% | $13,683 | 0.13% | 1.30% | 0.55% |
2005 | 7 | 3.68% | $22,201 | 3.71% | $14,190 | 3.71% | 3.68% | -0.99% |
2005 | 8 | 2.85% | $22,834 | -0.91% | $14,060 | -0.91% | 2.85% | 1.36% |
2005 | 9 | 4.73% | $23,914 | 0.79% | $14,172 | 0.79% | 4.73% | -1.10% |
2005 | 10 | -3.37% | $23,109 | -1.68% | $13,934 | -1.68% | -3.37% | -0.81% |
2005 | 11 | 2.67% | $23,725 | 3.76% | $14,459 | 3.76% | 2.67% | 0.48% |
2005 | 12 | 5.14% | $24,945 | 0.02% | $14,462 | 0.02% | 5.14% | 0.99% |
2006 | 1 | 6.87% | $26,658 | 2.65% | $14,845 | 2.65% | 6.87% | -0.11% |
2006 | 2 | -0.72% | $26,466 | 0.26% | $14,884 | 0.26% | -0.72% | 0.37% |
2006 | 3 | 3.17% | $27,305 | 1.23% | $15,067 | 1.23% | 3.17% | -1.00% |
2006 | 4 | 5.12% | $28,703 | 1.33% | $15,268 | 1.33% | 5.12% | -0.21% |
2006 | 5 | -4.45% | $27,427 | -2.90% | $14,825 | -2.90% | -4.45% | -0.09% |
2006 | 6 | -0.38% | $27,322 | 0.13% | $14,844 | 0.13% | -0.38% | 0.10% |
2006 | 7 | 1.15% | $27,637 | 0.61% | $14,934 | 0.61% | 1.15% | 1.35% |
2006 | 8 | 2.53% | $28,336 | 2.36% | $15,287 | 2.36% | 2.53% | 1.64% |
2006 | 9 | 0.25% | $28,406 | 2.56% | $15,679 | 2.56% | 0.25% | 0.81% |
2006 | 10 | 4.00% | $29,542 | 3.25% | $16,189 | 3.25% | 4.00% | 0.72% |
2006 | 11 | 3.73% | $30,643 | 1.89% | $16,495 | 1.89% | 3.73% | 1.11% |
2006 | 12 | 3.09% | $31,589 | 1.39% | $16,724 | 1.39% | 3.09% | -0.48% |
2007 | 1 | 0.96% | $31,893 | 1.49% | $16,974 | 1.49% | 0.96% | -0.08% |
2007 | 2 | 0.06% | $31,911 | -1.97% | $16,640 | -1.97% | 0.06% | 1.50% |
2007 | 3 | 2.80% | $32,805 | 1.11% | $16,825 | 1.11% | 2.80% | 0.02% |
2007 | 4 | 3.92% | $34,092 | 4.42% | $17,568 | 4.42% | 3.92% | 0.51% |
2007 | 5 | 3.09% | $35,147 | 3.48% | $18,179 | 3.48% | 3.09% | -0.78% |
2007 | 6 | 0.61% | $35,361 | -1.68% | $17,874 | -1.68% | 0.61% | -0.39% |
2007 | 7 | -1.06% | $34,986 | -3.08% | $17,323 | -3.08% | -1.06% | 0.84% |
2007 | 8 | -0.72% | $34,736 | 1.50% | $17,582 | 1.50% | -0.72% | 1.34% |
2007 | 9 | 6.38% | $36,953 | 3.72% | $18,237 | 3.72% | 6.38% | 0.72% |
2007 | 10 | 5.90% | $39,134 | 1.58% | $18,525 | 1.58% | 5.90% | 0.93% |
2007 | 11 | -4.57% | $37,346 | -4.19% | $17,749 | -4.19% | -4.57% | 1.91% |
2007 | 12 | -2.28% | $36,493 | -0.70% | $17,625 | -0.70% | -2.28% | 0.22% |
2008 | 1 | -8.55% | $33,374 | -6.02% | $16,565 | -6.02% | -8.55% | 1.69% |
2008 | 2 | 0.33% | $33,484 | -3.25% | $16,026 | -3.25% | 0.33% | 0.19% |
2008 | 3 | -0.71% | $33,245 | -0.44% | $15,956 | -0.44% | -0.71% | 0.30% |
2008 | 4 | -0.30% | $33,145 | 4.85% | $16,730 | 4.85% | 5.85% | -0.30% |
2008 | 5 | -0.79% | $32,884 | 1.29% | $16,946 | 1.29% | 1.51% | -0.79% |
2008 | 6 | -0.01% | $32,882 | -8.44% | $15,516 | -8.44% | -8.99% | -0.01% |
2008 | 7 | 0.00% | $32,883 | -0.83% | $15,387 | -0.83% | -3.67% | 0.00% |
2008 | 8 | 0.70% | $33,113 | 1.45% | $15,610 | 1.45% | -5.10% | 0.70% |
2008 | 9 | -1.10% | $32,747 | -8.91% | $14,220 | -8.91% | -13.09% | -1.10% |
2008 | 10 | -2.53% | $31,917 | -16.79% | $11,832 | -16.79% | -22.09% | -2.53% |
2008 | 11 | 3.64% | $33,079 | -7.17% | $10,983 | -7.17% | -6.29% | 3.64% |
2008 | 12 | 3.32% | $34,179 | 1.07% | $11,100 | 1.07% | 8.16% | 3.32% |
2009 | 1 | -0.70% | $33,940 | -8.41% | $10,166 | -8.41% | -11.96% | -0.70% |
2009 | 2 | -0.42% | $33,797 | -10.66% | $9,083 | -10.66% | -9.58% | -0.42% |
2009 | 3 | 1.48% | $34,297 | 8.76% | $9,879 | 8.76% | 9.31% | 1.48% |
2009 | 4 | 0.36% | $34,420 | 9.56% | $10,823 | 9.56% | 12.78% | 0.36% |
2009 | 5 | 0.85% | $34,712 | 5.62% | $11,431 | 5.62% | 14.35% | 0.85% |
2009 | 6 | 0.54% | $34,899 | 0.22% | $11,456 | 0.22% | -1.32% | 0.54% |
2009 | 7 | 1.43% | $35,397 | 7.58% | $12,324 | 7.58% | 9.96% | 1.43% |
2009 | 8 | 1.01% | $35,756 | 3.60% | $12,768 | 3.60% | 3.50% | 1.01% |
2009 | 9 | 1.19% | $36,181 | 3.72% | $13,242 | 3.72% | 5.15% | 1.19% |
2009 | 10 | -2.17% | $35,397 | -1.87% | $12,995 | -1.87% | -2.17% | 0.41% |
2009 | 11 | 3.86% | $36,763 | 5.98% | $13,772 | 5.98% | 3.86% | 1.36% |
2009 | 12 | 1.53% | $37,327 | 1.95% | $14,040 | 1.95% | 1.53% | -1.68% |
2010 | 1 | -5.07% | $35,436 | -3.60% | $13,534 | -3.60% | -5.07% | 1.57% |
2010 | 2 | 0.22% | $35,513 | 3.09% | $13,952 | 3.09% | 0.22% | 0.20% |
2010 | 3 | 6.71% | $37,897 | 6.01% | $14,791 | 6.01% | 6.71% | -0.08% |
2010 | 4 | -1.71% | $37,249 | 1.58% | $15,025 | 1.58% | -1.71% | 1.06% |
2010 | 5 | -10.78% | $33,234 | -8.01% | $13,822 | -8.01% | -10.78% | 0.87% |
2010 | 6 | -5.24% | $31,493 | -5.24% | $13,098 | -5.24% | -1.17% | 1.61% |
2010 | 7 | 7.00% | $33,696 | 7.00% | $14,014 | 7.00% | 10.33% | 0.94% |
2010 | 8 | -4.53% | $32,170 | -4.53% | $13,379 | -4.53% | -3.22% | 1.48% |
2010 | 9 | 8.92% | $35,039 | 8.92% | $14,573 | 8.92% | 10.41% | -0.01% |
2010 | 10 | 3.79% | $36,366 | 3.79% | $15,125 | 3.79% | 3.55% | 0.36% |
2010 | 11 | 0.00% | $36,366 | 0.00% | $15,125 | 0.00% | -4.52% | -0.57% |
2010 | 12 | 6.67% | $38,792 | 6.67% | $16,134 | 6.67% | 8.34% | -1.15% |
2011 | 1 | 2.36% | $39,707 | 2.36% | $16,514 | 2.36% | 0.70% | 0.08% |
2011 | 2 | 3.42% | $41,063 | 3.42% | $17,078 | 3.42% | 2.71% | 0.16% |
2011 | 3 | 0.03% | $41,074 | 0.03% | $17,083 | 0.03% | -0.43% | -0.01% |
2011 | 4 | 2.95% | $42,284 | 2.95% | $17,586 | 2.95% | 5.24% | 1.32% |
2011 | 5 | -2.87% | $41,071 | -1.15% | $17,385 | -1.15% | -2.87% | 1.30% |
2011 | 6 | -1.51% | $40,452 | -1.67% | $17,094 | -1.67% | -1.51% | -0.39% |
2011 | 7 | -1.53% | $39,834 | -2.05% | $16,744 | -2.05% | -1.53% | 1.58% |
2011 | 8 | -5.45% | $37,664 | -5.45% | $15,832 | -5.45% | -8.45% | 1.46% |
2011 | 9 | -7.04% | $35,012 | -7.04% | $14,717 | -7.04% | -12.29% | 0.89% |
2011 | 10 | 10.91% | $38,833 | 10.91% | $16,323 | 10.91% | 10.22% | 0.16% |
2011 | 11 | -0.23% | $38,742 | -0.23% | $16,285 | -0.23% | -2.88% | -0.30% |
2011 | 12 | 1.02% | $39,136 | 1.02% | $16,451 | 1.02% | -2.64% | 1.08% |
2012 | 1 | 4.46% | $40,883 | 4.46% | $17,186 | 4.46% | 7.27% | 0.87% |
2012 | 2 | 4.31% | $42,644 | 4.31% | $17,926 | 4.31% | 5.14% | -0.05% |
2012 | 3 | 3.28% | $44,044 | 3.28% | $18,514 | 3.28% | -0.75% | -0.58% |
2012 | 4 | -0.64% | $43,762 | -0.64% | $18,396 | -0.64% | -1.78% | 1.14% |
2012 | 5 | -6.02% | $41,128 | -6.02% | $17,288 | -6.02% | -11.14% | 0.95% |
2012 | 6 | 0.04% | $41,143 | 4.11% | $17,999 | 4.11% | 6.03% | 0.04% |
2012 | 7 | 1.37% | $41,707 | 1.37% | $18,245 | 1.37% | 0.44% | 1.39% |
2012 | 8 | 2.24% | $42,641 | 2.24% | $18,654 | 2.24% | 2.72% | 0.03% |
2012 | 9 | 2.58% | $43,740 | 2.58% | $19,135 | 2.58% | 3.62% | 0.11% |
2012 | 10 | -1.86% | $42,926 | -1.86% | $18,779 | -1.86% | 0.56% | 0.11% |
2012 | 11 | 0.56% | $43,167 | 0.56% | $18,884 | 0.56% | 1.82% | 0.19% |
2012 | 12 | 0.90% | $43,556 | 0.90% | $19,054 | 0.90% | 4.17% | -0.20% |
2013 | 1 | 3.34% | $45,010 | 5.18% | $20,041 | 5.18% | 3.34% | -0.71% |
2013 | 2 | 1.34% | $45,613 | 1.34% | $20,309 | 1.34% | -1.23% | 0.54% |
2013 | 3 | 3.74% | $47,318 | 3.74% | $21,068 | 3.74% | 0.77% | 0.08% |
2013 | 4 | 1.91% | $48,221 | 1.91% | $21,470 | 1.91% | 3.58% | 0.91% |
2013 | 5 | 2.33% | $49,343 | 2.33% | $21,970 | 2.33% | -2.95% | -1.71% |
2013 | 6 | -1.35% | $48,677 | -1.35% | $21,673 | -1.35% | -3.75% | -1.65% |
2013 | 7 | 5.07% | $51,146 | 5.07% | $22,773 | 5.07% | 4.56% | 0.20% |
2013 | 8 | -2.91% | $49,657 | -2.91% | $22,110 | -2.91% | -1.63% | -0.64% |
2013 | 9 | 3.12% | $51,207 | 3.12% | $22,800 | 3.12% | 7.21% | 0.96% |
2013 | 10 | 4.59% | $53,555 | 4.59% | $23,846 | 4.59% | 3.41% | 0.78% |
2013 | 11 | 3.03% | $55,177 | 3.03% | $24,568 | 3.03% | 0.12% | -0.35% |
2013 | 12 | 2.51% | $56,564 | 2.51% | $25,185 | 2.51% | 1.25% | -0.65% |
2014 | 1 | -3.47% | $54,602 | -3.47% | $24,312 | -3.47% | -4.78% | 1.54% |
2014 | 2 | 4.56% | $57,092 | 4.56% | $25,420 | 4.56% | 5.39% | 0.48% |
2014 | 3 | 0.82% | $57,563 | 0.82% | $25,630 | 0.82% | 0.41% | -0.15% |
2014 | 4 | 0.72% | $57,979 | 0.72% | $25,815 | 0.72% | 1.31% | 0.77% |
2014 | 5 | 2.33% | $59,333 | 2.33% | $26,418 | 2.33% | 1.88% | 1.05% |
2014 | 6 | 2.05% | $60,551 | 2.05% | $26,960 | 2.05% | 1.74% | 0.11% |
2014 | 7 | -1.39% | $59,710 | -1.39% | $26,586 | -1.39% | -1.61% | -0.26% |
2014 | 8 | 3.98% | $62,088 | 3.98% | $27,644 | 3.98% | 1.05% | 1.13% |
2014 | 9 | -1.41% | $61,211 | -1.41% | $27,254 | -1.41% | -5.01% | -0.72% |
2014 | 10 | 2.42% | $62,694 | 2.42% | $27,914 | 2.42% | -0.31% | 0.94% |
2014 | 11 | 2.68% | $64,376 | 2.68% | $28,663 | 2.68% | -0.25% | 0.65% |
2014 | 12 | -0.26% | $64,205 | -0.26% | $28,587 | -0.26% | -3.65% | 0.09% |
2015 | 1 | -3.02% | $62,268 | -3.02% | $27,725 | -3.02% | 0.13% | 2.31% |
2015 | 2 | 5.74% | $65,842 | 5.74% | $29,316 | 5.74% | 5.52% | -1.08% |
2015 | 3 | -1.59% | $64,793 | -1.59% | $28,849 | -1.59% | -1.54% | 0.41% |
2015 | 4 | 0.95% | $65,408 | 0.95% | $29,123 | 0.95% | 5.08% | -0.36% |
2015 | 5 | 1.27% | $66,240 | 1.27% | $29,493 | 1.27% | -0.94% | -0.45% |
2015 | 6 | -1.93% | $64,960 | -1.93% | $28,923 | -1.93% | -2.69% | -1.01% |
2015 | 7 | 2.08% | $66,311 | 2.08% | $29,525 | 2.08% | -0.80% | 0.76% |
2015 | 8 | -6.05% | $62,301 | -6.05% | $27,740 | -6.05% | -7.29% | -0.36% |
2015 | 9 | -2.48% | $60,753 | -2.48% | $27,050 | -2.48% | -3.90% | 0.76% |
2015 | 10 | 0.01% | $60,761 | 8.42% | $29,329 | 8.42% | 6.26% | 0.01% |
2015 | 11 | 0.29% | $60,935 | 0.29% | $29,413 | 0.29% | -1.32% | -0.27% |
2015 | 12 | -1.59% | $59,965 | -1.59% | $28,944 | -1.59% | -2.07% | -0.38% |
2016 | 1 | -4.98% | $56,981 | -4.98% | $27,504 | -4.98% | -5.59% | 1.43% |
2016 | 2 | 0.66% | $57,357 | -0.15% | $27,464 | -0.15% | -2.27% | 0.66% |
2016 | 3 | 0.94% | $57,898 | 6.78% | $29,325 | 6.78% | 8.19% | 0.94% |
2016 | 4 | 0.37% | $58,114 | 0.37% | $29,434 | 0.37% | 2.22% | 0.38% |
2016 | 5 | 1.78% | $59,151 | 1.78% | $29,959 | 1.78% | -1.02% | 0.01% |
2016 | 6 | 0.25% | $59,298 | 0.25% | $30,034 | 0.25% | -0.94% | 1.94% |
2016 | 7 | 3.68% | $61,478 | 3.68% | $31,138 | 3.68% | 4.41% | 0.64% |
2016 | 8 | 0.13% | $61,558 | 0.13% | $31,178 | 0.13% | 0.74% | -0.17% |
2016 | 9 | 0.01% | $61,563 | 0.01% | $31,181 | 0.01% | 1.37% | -0.09% |
2016 | 10 | -1.83% | $60,435 | -1.83% | $30,609 | -1.83% | -1.72% | -0.81% |
2016 | 11 | 3.70% | $62,670 | 3.70% | $31,742 | 3.70% | -2.15% | -2.64% |
2016 | 12 | 1.96% | $63,900 | 1.96% | $32,365 | 1.96% | 2.02% | 0.24% |
2017 | 1 | 1.88% | $65,103 | 1.88% | $32,974 | 1.88% | 3.87% | 0.29% |
2017 | 2 | 3.96% | $67,683 | 3.96% | $34,281 | 3.96% | 1.50% | 0.66% |
2017 | 3 | 0.10% | $67,751 | 0.10% | $34,315 | 0.10% | 2.82% | -0.07% |
2017 | 4 | 1.02% | $68,441 | 1.02% | $34,664 | 1.02% | 2.20% | 0.76% |
2017 | 5 | 1.39% | $69,395 | 1.39% | $35,148 | 1.39% | 3.01% | 0.67% |
2017 | 6 | 0.52% | $69,759 | 0.61% | $35,362 | 0.61% | 0.52% | 0.01% |
2017 | 7 | 3.42% | $72,144 | 2.04% | $36,085 | 2.04% | 3.42% | 0.39% |
2017 | 8 | 0.64% | $72,604 | 0.29% | $36,191 | 0.29% | 0.64% | 0.85% |
2017 | 9 | 1.81% | $73,917 | 2.06% | $36,936 | 2.06% | 1.81% | -0.54% |
2017 | 10 | 1.94% | $75,347 | 2.32% | $37,792 | 2.32% | 1.94% | 0.11% |
2017 | 11 | 0.78% | $75,936 | 3.06% | $38,948 | 3.06% | 0.78% | -0.17% |
2017 | 12 | 2.01% | $77,464 | 1.10% | $39,377 | 1.10% | 2.01% | 0.44% |
2018 | 1 | 5.59% | $81,796 | 5.71% | $41,627 | 5.71% | 5.59% | -1.09% |
2018 | 2 | -5.14% | $77,591 | -3.69% | $40,089 | -3.69% | -5.14% | -1.03% |
2018 | 3 | -0.64% | $77,098 | -2.56% | $39,064 | -2.56% | -0.64% | 0.63% |
2018 | 4 | 0.83% | $77,737 | 0.37% | $39,210 | 0.37% | 0.83% | -0.83% |
2018 | 5 | -1.92% | $76,247 | 2.39% | $40,149 | 2.39% | -1.92% | 0.61% |
2018 | 6 | 0.61% | $76,708 | 0.61% | $40,392 | 0.61% | -2.08% | 0.03% |
2018 | 7 | 3.71% | $79,553 | 3.71% | $41,890 | 3.71% | 2.48% | 0.03% |
2018 | 8 | 3.25% | $82,136 | 3.25% | $43,250 | 3.25% | -2.19% | 0.52% |
2018 | 9 | 0.55% | $82,591 | 0.55% | $43,490 | 0.55% | 0.30% | -0.54% |
2018 | 10 | -6.85% | $76,935 | -6.85% | $40,511 | -6.85% | -8.35% | -0.73% |
2018 | 11 | 2.03% | $78,494 | 2.03% | $41,332 | 2.03% | 1.26% | 0.53% |
2018 | 12 | -9.04% | $71,398 | -9.04% | $37,596 | -9.04% | -4.85% | 1.80% |
2019 | 1 | 1.01% | $72,117 | 8.00% | $40,604 | 8.00% | 7.58% | 1.01% |
2019 | 2 | -0.06% | $72,072 | 3.20% | $41,904 | 3.20% | 1.72% | -0.06% |
2019 | 3 | 1.94% | $73,468 | 1.94% | $42,715 | 1.94% | 0.72% | 1.96% |
2019 | 4 | 4.04% | $76,437 | 4.04% | $44,441 | 4.04% | 2.76% | 0.04% |
2019 | 5 | -6.36% | $71,572 | -6.36% | $41,613 | -6.36% | -5.55% | 1.83% |
2019 | 6 | 7.03% | $76,605 | 7.03% | $44,540 | 7.03% | 5.83% | 1.15% |
2019 | 7 | 1.43% | $77,698 | 1.43% | $45,175 | 1.43% | -1.89% | 0.23% |
2019 | 8 | -1.59% | $76,461 | -1.59% | $44,456 | -1.59% | -2.35% | 2.78% |
2019 | 9 | 1.86% | $77,883 | 1.86% | $45,282 | 1.86% | 2.72% | -0.60% |
2019 | 10 | 2.15% | $79,561 | 2.15% | $46,258 | 2.15% | 3.38% | 0.21% |
2019 | 11 | 3.62% | $82,442 | 3.62% | $47,933 | 3.62% | 1.11% | -0.06% |
2019 | 12 | 3.01% | $84,919 | 3.01% | $49,373 | 3.01% | 4.27% | -0.15% |
2020 | 1 | -0.05% | $84,877 | -0.05% | $49,349 | -0.05% | -3.30% | 2.11% |
2020 | 2 | -8.24% | $77,882 | -8.24% | $45,282 | -8.24% | -6.72% | 1.71% |
2020 | 3 | -12.37% | $68,246 | -12.37% | $39,679 | -12.37% | -16.11% | -0.59% |
2020 | 4 | 1.69% | $69,402 | 12.81% | $44,764 | 12.81% | 8.09% | 1.69% |
2020 | 5 | 0.54% | $69,774 | 4.76% | $46,893 | 4.76% | 4.80% | 0.54% |
2020 | 6 | 1.98% | $71,154 | 1.98% | $47,820 | 1.98% | 4.24% | 0.70% |
2020 | 7 | 5.63% | $75,157 | 5.63% | $50,511 | 5.63% | 4.10% | 1.55% |
2020 | 8 | 7.18% | $80,551 | 7.18% | $54,136 | 7.18% | 4.31% | -1.02% |
2020 | 9 | -3.81% | $77,482 | -3.81% | $52,073 | -3.81% | -1.96% | 0.08% |
2020 | 10 | -2.67% | $75,412 | -2.67% | $50,682 | -2.67% | -2.21% | -0.61% |
2020 | 11 | 10.94% | $83,659 | 10.94% | $56,224 | 10.94% | 12.93% | 1.11% |
2020 | 12 | 3.84% | $86,871 | 3.84% | $58,383 | 3.84% | 5.82% | 0.15% |
2021 | 1 | -1.02% | $85,983 | -1.02% | $57,787 | -1.02% | -0.10% | -0.80% |
2021 | 2 | 2.75% | $88,352 | 2.75% | $59,378 | 2.75% | 2.32% | -1.51% |
2021 | 3 | 4.37% | $92,213 | 4.37% | $61,973 | 4.37% | 1.69% | -1.38% |
2021 | 4 | 5.32% | $97,121 | 5.32% | $65,272 | 5.32% | 2.78% | 0.95% |
2021 | 5 | 0.69% | $97,788 | 0.69% | $65,720 | 0.69% | 3.14% | 0.24% |
2021 | 6 | -0.46% | $97,339 | 2.31% | $67,237 | 2.31% | -0.46% | 0.77% |
2021 | 7 | 2.38% | $99,653 | 2.38% | $68,835 | 2.38% | -1.28% | 1.21% |
2021 | 8 | 3.03% | $102,672 | 3.03% | $70,920 | 3.03% | 1.73% | -0.20% |
2021 | 9 | -4.66% | $97,884 | -4.66% | $67,613 | -4.66% | -3.42% | -0.91% |
2021 | 10 | 6.99% | $104,729 | 6.99% | $72,341 | 6.99% | 2.61% | -0.03% |
2021 | 11 | -0.71% | $103,991 | -0.71% | $71,831 | -0.71% | -4.41% | 0.33% |
2021 | 12 | 4.47% | $108,638 | 4.47% | $75,041 | 4.47% | 4.09% | -0.41% |
Metric | Dual Momentum Model | Vanguard 500 Index Investor |
---|---|---|
Arithmetic Mean (monthly) | 0.90% | 0.80% |
Arithmetic Mean (annualized) | 11.31% | 10.04% |
Geometric Mean (monthly) | 0.83% | 0.70% |
Geometric Mean (annualized) | 10.45% | 8.76% |
Standard Deviation (monthly) | 3.60% | 4.41% |
Standard Deviation (annualized) | 12.47% | 15.28% |
Downside Deviation (monthly) | 2.31% | 2.98% |
Maximum Drawdown | -19.71% | -50.97% |
Stock Market Correlation | 0.73 | 0.99 |
Beta(*) | 0.59 | 1.00 |
Alpha (annualized) | 5.14% | -0.00% |
R2 | 51.44% | 100.00% |
Sharpe Ratio | 0.72 | 0.51 |
Sortino Ratio | 1.08 | 0.74 |
Treynor Ratio (%) | 15.32 | 7.81 |
Calmar Ratio | 0.76 | 1.32 |
Active Return | 1.69% | N/A |
Tracking Error | 10.75% | N/A |
Information Ratio | 0.16 | N/A |
Skewness | -0.62 | -0.62 |
Excess Kurtosis | 1.90 | 1.20 |
Historical Value-at-Risk (5%) | -5.37% | -7.53% |
Analytical Value-at-Risk (5%) | -5.02% | -6.45% |
Conditional Value-at-Risk (5%) | -8.05% | -9.94% |
Upside Capture Ratio (%) | 77.49 | 100.00 |
Downside Capture Ratio (%) | 61.92 | 100.00 |
Safe Withdrawal Rate | 10.06% | 6.02% |
Perpetual Withdrawal Rate | 7.38% | 5.94% |
Positive Periods | 195 out of 288 (67.71%) | 187 out of 288 (64.93%) |
Gain/Loss Ratio | 0.92 | 0.86 |
* 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 | Vanguard 500 Index Investor |
---|---|---|---|---|
Russian Debt Default | Jul 1998 | Oct 1998 | -15.38% | -15.38% |
Dotcom Crash | Mar 2000 | Oct 2002 | -19.54% | -44.82% |
Subprime Crisis | Nov 2007 | Mar 2009 | -18.44% | -50.97% |
COVID-19 Start | Jan 2020 | Mar 2020 | -19.63% | -19.63% |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Jan 2000 | Nov 2000 | 11 months | Oct 2003 | 2 years 11 months | 3 years 10 months | -19.71% |
2 | Jan 2020 | Mar 2020 | 3 months | Dec 2020 | 9 months | 1 year | -19.63% |
3 | Nov 2007 | Jun 2010 | 2 years 8 months | Jan 2011 | 7 months | 3 years 3 months | -19.53% |
4 | May 2011 | Sep 2011 | 5 months | Feb 2012 | 5 months | 10 months | -17.20% |
5 | Jul 1998 | Aug 1998 | 2 months | Nov 1998 | 3 months | 5 months | -15.38% |
6 | Aug 2015 | Jan 2016 | 6 months | Feb 2017 | 1 year 1 month | 1 year 7 months | -14.07% |
7 | Oct 2018 | Dec 2018 | 3 months | Dec 2019 | 1 year | 1 year 3 months | -13.55% |
8 | Feb 2018 | May 2018 | 4 months | Aug 2018 | 3 months | 7 months | -6.78% |
9 | Apr 2012 | May 2012 | 2 months | Jan 2013 | 8 months | 10 months | -6.62% |
10 | Jul 1999 | Sep 1999 | 3 months | Dec 1999 | 3 months | 6 months | -6.25% |
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 | Jan 2020 | Mar 2020 | 3 months | Jul 2020 | 4 months | 7 months | -19.63% |
4 | Jul 1998 | Aug 1998 | 2 months | Nov 1998 | 3 months | 5 months | -15.38% |
5 | Oct 2018 | Dec 2018 | 3 months | Apr 2019 | 4 months | 7 months | -13.55% |
6 | Aug 2015 | Sep 2015 | 2 months | May 2016 | 8 months | 10 months | -8.38% |
7 | Jan 2000 | Feb 2000 | 2 months | Mar 2000 | 1 month | 3 months | -6.84% |
8 | Sep 2020 | Oct 2020 | 2 months | Nov 2020 | 1 month | 3 months | -6.38% |
9 | May 2019 | May 2019 | 1 month | Jun 2019 | 1 month | 2 months | -6.36% |
10 | Jul 1999 | Sep 1999 | 3 months | Nov 1999 | 2 months | 5 months | -6.25% |
Worst 10 drawdowns included above |
Roll Period | Dual Momentum Model | Vanguard 500 Index Investor | ||||
---|---|---|---|---|---|---|
Average | High | Low | Average | High | Low | |
1 year | 10.61% | 40.15% | -18.44% | 9.56% | 56.19% | -43.32% |
3 years | 9.38% | 26.63% | -3.79% | 7.22% | 25.91% | -16.14% |
5 years | 9.89% | 21.58% | 1.04% | 7.27% | 22.85% | -6.73% |
7 years | 10.13% | 16.81% | 5.01% | 7.36% | 17.12% | -3.94% |
10 years | 9.92% | 13.82% | 6.06% | 7.05% | 16.52% | -3.51% |
15 years | 10.12% | 11.95% | 7.98% | 7.17% | 10.77% | 3.64% |
# | Start | End | Months | Assets | Asset Performance | Dual Momentum Model | Vanguard 500 Index Investor |
---|---|---|---|---|---|---|---|
30 | Jan 2022 | Jan 2022 | 1 | Please sign-in for forward signals | - | - | - |
29 | Jul 2021 | Dec 2021 | 6 | 100.00% Vanguard 500 Index Investor (VFINX) | VFINX: 11.61% | 11.61% | 11.61% |
28 | Jun 2021 | Jun 2021 | 1 | 100.00% Vanguard Total Intl Stock Index Inv (VGTSX) | VGTSX: -0.46% | -0.46% | 2.31% |
27 | Jun 2020 | May 2021 | 12 | 100.00% Vanguard 500 Index Investor (VFINX) | VFINX: 40.15% | 40.15% | 40.15% |
26 | Apr 2020 | May 2020 | 2 | 100.00% Vanguard Total Bond Market Index Inv (VBMFX) | VBMFX: 2.24% | 2.24% | 18.18% |
25 | Mar 2019 | Mar 2020 | 13 | 100.00% Vanguard 500 Index Investor (VFINX) | VFINX: -5.31% | -5.31% | -5.31% |
24 | Jan 2019 | Feb 2019 | 2 | 100.00% Vanguard Total Bond Market Index Inv (VBMFX) | VBMFX: 0.94% | 0.94% | 11.46% |
23 | Jun 2018 | Dec 2018 | 7 | 100.00% Vanguard 500 Index Investor (VFINX) | VFINX: -6.36% | -6.36% | -6.36% |
22 | Jun 2017 | May 2018 | 12 | 100.00% Vanguard Total Intl Stock Index Inv (VGTSX) | VGTSX: 9.87% | 9.87% | 14.23% |
21 | Apr 2016 | May 2017 | 14 | 100.00% Vanguard 500 Index Investor (VFINX) | VFINX: 19.86% | 19.86% | 19.86% |
20 | Feb 2016 | Mar 2016 | 2 | 100.00% Vanguard Total Bond Market Index Inv (VBMFX) | VBMFX: 1.61% | 1.61% | 6.62% |
19 | Nov 2015 | Jan 2016 | 3 | 100.00% Vanguard 500 Index Investor (VFINX) | VFINX: -6.22% | -6.22% | -6.22% |
18 | Oct 2015 | Oct 2015 | 1 | 100.00% Vanguard Total Bond Market Index Inv (VBMFX) | VBMFX: 0.01% | 0.01% | 8.42% |
17 | Feb 2013 | Sep 2015 | 32 | 100.00% Vanguard 500 Index Investor (VFINX) | VFINX: 34.98% | 34.98% | 34.98% |
16 | Jan 2013 | Jan 2013 | 1 | 100.00% Vanguard Total Intl Stock Index Inv (VGTSX) | VGTSX: 3.34% | 3.34% | 5.18% |
15 | Jul 2012 | Dec 2012 | 6 | 100.00% Vanguard 500 Index Investor (VFINX) | VFINX: 5.86% | 5.86% | 5.86% |
14 | Jun 2012 | Jun 2012 | 1 | 100.00% Vanguard Total Bond Market Index Inv (VBMFX) | VBMFX: 0.04% | 0.04% | 4.11% |
13 | Aug 2011 | May 2012 | 10 | 100.00% Vanguard 500 Index Investor (VFINX) | VFINX: 3.25% | 3.25% | 3.25% |
12 | May 2011 | Jul 2011 | 3 | 100.00% Vanguard Total Intl Stock Index Inv (VGTSX) | VGTSX: -5.80% | -5.80% | -4.79% |
11 | Jun 2010 | Apr 2011 | 11 | 100.00% Vanguard 500 Index Investor (VFINX) | VFINX: 27.23% | 27.23% | 27.23% |
10 | Oct 2009 | May 2010 | 8 | 100.00% Vanguard Total Intl Stock Index Inv (VGTSX) | VGTSX: -8.15% | -8.15% | 4.38% |
9 | Apr 2008 | Sep 2009 | 18 | 100.00% Vanguard Total Bond Market Index Inv (VBMFX) | VBMFX: 8.83% | 8.83% | -17.01% |
8 | Oct 2003 | Mar 2008 | 54 | 100.00% Vanguard Total Intl Stock Index Inv (VGTSX) | VGTSX: 118.23% | 118.23% | 43.52% |
7 | Aug 2003 | Sep 2003 | 2 | 100.00% Vanguard 500 Index Investor (VFINX) | VFINX: 0.84% | 0.84% | 0.84% |
6 | Dec 2000 | Jul 2003 | 32 | 100.00% Vanguard Total Bond Market Index Inv (VBMFX) | VBMFX: 19.99% | 19.99% | -21.75% |
5 | Sep 2000 | Nov 2000 | 3 | 100.00% Vanguard 500 Index Investor (VFINX) | VFINX: -13.13% | -13.13% | -13.13% |
4 | Dec 1999 | Aug 2000 | 9 | 100.00% Vanguard Total Intl Stock Index Inv (VGTSX) | VGTSX: 1.10% | 1.10% | 10.38% |
3 | Nov 1999 | Nov 1999 | 1 | 100.00% Vanguard 500 Index Investor (VFINX) | VFINX: 2.02% | 2.02% | 2.02% |
2 | Oct 1999 | Oct 1999 | 1 | 100.00% Vanguard Total Intl Stock Index Inv (VGTSX) | VGTSX: 3.74% | 3.74% | 6.33% |
1 | Jan 1998 | Sep 1999 | 21 | 100.00% Vanguard 500 Index Investor (VFINX) | VFINX: 35.45% | 35.45% | 35.45% |