Data Source: from January 1871 to February 2023 (~152 years)
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.35%
1 Day
Mar 20 2023, 04:00PM Eastern Time
0.04%
Current Month
March 2023
The Stocks/Bonds 60/40 Portfolio is a High Risk portfolio and can be implemented with 2 ETFs.
It's exposed for 60% on the Stock Market.
In the last 30 Years, the Stocks/Bonds 60/40 Portfolio obtained a 7.88% compound annual return, with a 9.46% standard deviation.
Asset Allocation and ETFs
The Stocks/Bonds 60/40 Portfolio has the following asset allocation:
The Stocks/Bonds 60/40 Portfolio can be implemented with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 60.00 % | VTI | Vanguard Total Stock Market | Equity, U.S., Large Cap | |
| 40.00 % | BND | Vanguard Total Bond Market | Bond, U.S., All-Term |
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.
Portfolio and ETF Returns as of Feb 28, 2023
The Stocks/Bonds 60/40 Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
STOCKS/BONDS 60/40 PORTFOLIO RETURNS
Consolidated returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Feb 28, 2023 |
||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Mar 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~152Y) |
|
| Stocks/Bonds 60/40 Portfolio | 0.35 | 0.04 | -2.60 | -0.07 | -8.93 | 6.00 | 7.69 | 7.88 | 7.61 | |
| US Inflation Adjusted return | -3.14 | -1.62 | -14.11 | 2.07 | 4.94 | 5.24 | 5.38 | |||
| Components | ||||||||||
|
VTI Vanguard Total Stock Market |
0.87 |
04:00PM Mar 20 2023 |
-1.32 | -2.40 | 1.41 | -8.31 | 9.34 | 11.82 | 9.64 | 9.03 |
|
BND Vanguard Total Bond Market |
-0.43 |
04:00PM Mar 20 2023 |
2.08 | -2.90 | -2.30 | -9.97 | 0.49 | 1.05 | 4.25 | 4.49 |
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2023. Current inflation (annualized) is 1Y: 6.04% , 5Y: 3.86% , 10Y: 2.63% , 30Y: 2.51%
Live update: World Markets and Indexes
Portfolio Metrics as of Feb 28, 2023
Metrics of Stocks/Bonds 60/40 Portfolio, updated as of 28 February 2023.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
STOCKS/BONDS 60/40 PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1871 - 28 February 2023 (~152 years)
Swipe left to see all data
| Metrics as of Feb 28, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~152Y) |
|
| Portfolio Return (%) |
-2.60 | -1.16 | -0.07 | -8.93 | 5.41 | 6.00 | 7.69 | 7.80 | 7.88 | 7.61 |
| US Inflation (%) | 0.56 | 1.05 | 1.58 | 6.04 | 5.16 | 3.86 | 2.63 | 2.51 | 2.51 | 2.11 |
| Infl. Adjusted Return (%) |
-3.14 | -2.19 | -1.62 | -14.11 | 0.24 | 2.07 | 4.94 | 5.16 | 5.24 | 5.38 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 16.33 | 14.19 | 12.41 | 9.79 | 9.47 | 9.46 | 10.20 | |||
| Sharpe Ratio | -0.67 | 0.33 | 0.39 | 0.72 | 0.70 | 0.60 | 0.36 | |||
| Sortino Ratio | -0.98 | 0.44 | 0.51 | 0.94 | 0.92 | 0.78 | 0.49 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -16.01 | -20.69 | -20.69 | -20.69 | -30.55 | -30.55 | -62.03 | |||
| Start (yyyy mm) | 2022 04 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 1929 09 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 1932 05 | |||
| Start to Bottom (# months) | 6 | 9 | 9 | 9 | 16 | 16 | 33 | |||
| Start to Recovery (# months) in progress |
> 11
|
> 14
|
> 14
|
> 14
|
36
|
36
|
83
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 83.44 | 28.79 | 23.38 | 15.69 | 14.69 | 12.20 | ||||
| Worst Return (%) | -44.89 | -25.23 | -8.90 | -0.01 | 3.15 | 3.74 | ||||
| % Positive Periods | 77% | 91% | 97% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 1 | 3 | 6 | 22 | 38 | 83 | 166 | 240 | 1142 |
| Negative | 1 | 2 | 3 | 6 | 14 | 22 | 37 | 74 | 120 | 684 |
| % Positive | 0% | 33% | 50% | 50% | 61% | 63% | 69% | 69% | 67% | 63% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 38.25 | 23.43 | 14.62 | 8.84 | 7.68 | 7.53 | ||||
| Perpetual WR (%) | 0.24 | 2.02 | 4.70 | 4.90 | 4.98 | 5.11 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Talking about withdrawal rates, how would you manage your early retirement with the Stocks/Bonds 60/40 Portfolio? Read more here
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 28 February 2023
Swipe left to see all data
|
|
|
||
|---|---|---|---|
| Asset | VTI | BND | |
| VTI |
1.00
|
0.72
|
|
| BND |
0.72
|
1.00
|
|
|
|
||
|---|---|---|---|
| Asset | VTI | BND | |
| VTI |
1.00
|
0.44
|
|
| BND |
0.44
|
1.00
|
|
|
|
||
|---|---|---|---|
| Asset | VTI | BND | |
| VTI |
1.00
|
0.33
|
|
| BND |
0.33
|
1.00
|
|
|
|
||
|---|---|---|---|
| Asset | VTI | BND | |
| VTI |
1.00
|
0.14
|
|
| BND |
0.14
|
1.00
|
|
|
|
||
|---|---|---|---|
| Asset | VTI | BND | |
| VTI |
1.00
|
0.15
|
|
| BND |
0.15
|
1.00
|
Portfolio Dividends
In 2022, the Stocks/Bonds 60/40 Portfolio granted a 1.69% dividend yield. If you are interested in getting periodic income, please refer to the Stocks/Bonds 60/40 Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Feb 28, 2023
An investment of 1000$, since March 1993,
now would be worth 9743.27$, with a total return of 874.33% (7.88% annualized).
The Inflation Adjusted Capital now would be 4634.56$, with a net total return of 363.46% (5.24% annualized).
The Inflation Adjusted Capital now would be 4634.56$, with a net total return of 363.46% (5.24% annualized).
An investment of 1000$, since January 1871,
now would be worth 70469592.95$, with a total return of 7046859.29% (7.61% annualized).
The Inflation Adjusted Capital now would be 2921752.08$, with a net total return of 292075.21% (5.38% annualized).
The Inflation Adjusted Capital now would be 2921752.08$, with a net total return of 292075.21% (5.38% annualized).
Drawdowns
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -30.55% | Nov 2007 | Feb 2009 | 16 | Oct 2010 | 20 | 36 |
| -21.56% | Sep 2000 | Sep 2002 | 25 | Jan 2004 | 16 | 41 |
| -20.69% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
| -12.29% | Feb 2020 | Mar 2020 | 2 | Jul 2020 | 4 | 6 |
| -10.18% | Jul 1998 | Aug 1998 | 2 | Nov 1998 | 3 | 5 |
| -9.00% | May 2011 | Sep 2011 | 5 | Jan 2012 | 4 | 9 |
| -8.38% | Sep 2018 | Dec 2018 | 4 | Mar 2019 | 3 | 7 |
| -6.47% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 |
| -5.35% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 |
| -5.24% | Jun 2015 | Sep 2015 | 4 | Apr 2016 | 7 | 11 |
| -3.76% | Jul 1999 | Sep 1999 | 3 | Oct 1999 | 1 | 4 |
| -3.67% | Feb 2018 | Apr 2018 | 3 | Jul 2018 | 3 | 6 |
| -3.54% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
| -3.54% | May 2012 | May 2012 | 1 | Aug 2012 | 3 | 4 |
| -3.41% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
| -3.33% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 |
| -3.24% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
| -3.12% | Feb 1997 | Mar 1997 | 2 | Apr 1997 | 1 | 3 |
| -3.07% | Jun 2007 | Jul 2007 | 2 | Sep 2007 | 2 | 4 |
| -2.96% | Feb 1999 | Feb 1999 | 1 | Apr 1999 | 2 | 3 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -62.03% | Sep 1929 | May 1932 | 33 | Jul 1936 | 50 | 83 |
| -31.73% | Mar 1937 | Mar 1938 | 13 | Jan 1943 | 58 | 71 |
| -30.55% | Nov 2007 | Feb 2009 | 16 | Oct 2010 | 20 | 36 |
| -27.28% | Jan 1973 | Sep 1974 | 21 | Jan 1976 | 16 | 37 |
| -21.56% | Sep 2000 | Sep 2002 | 25 | Jan 2004 | 16 | 41 |
| -20.69% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
| -19.17% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 |
| -18.96% | Apr 1876 | Jun 1877 | 15 | Jul 1878 | 13 | 28 |
| -18.76% | Dec 1968 | Jun 1970 | 19 | Jan 1971 | 7 | 26 |
| -17.90% | Oct 1906 | Nov 1907 | 14 | Aug 1908 | 9 | 23 |
| -16.37% | Feb 1893 | Aug 1893 | 7 | May 1895 | 21 | 28 |
| -16.01% | Oct 1902 | Oct 1903 | 13 | Oct 1904 | 12 | 25 |
| -13.61% | Dec 1916 | Dec 1917 | 13 | Apr 1919 | 16 | 29 |
| -13.39% | Nov 1919 | Jun 1921 | 20 | Feb 1922 | 8 | 28 |
| -13.30% | Jun 1946 | Nov 1946 | 6 | Sep 1949 | 34 | 40 |
| -13.00% | Oct 1895 | Aug 1896 | 11 | Jun 1897 | 10 | 21 |
| -12.81% | Jul 1881 | Jun 1884 | 36 | Oct 1885 | 16 | 52 |
| -12.63% | Jan 1962 | Jun 1962 | 6 | Mar 1963 | 9 | 15 |
| -12.29% | Feb 2020 | Mar 2020 | 2 | Jul 2020 | 4 | 6 |
| -11.08% | Mar 1914 | Oct 1914 | 8 | Apr 1915 | 6 | 14 |
Rolling Returns ( more details)
Stocks/Bonds 60/40 Portfolio: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
8.29 |
83.44 Jul 1932 - Jun 1933 |
-44.89 Jul 1931 - Jun 1932 |
22.81% |
| 2 Years |
8.00 |
35.24 Jul 1932 - Jun 1934 |
-34.28 Jun 1930 - May 1932 |
14.70% |
| 3 Years |
7.88 |
28.79 Mar 1933 - Feb 1936 |
-25.23 Jul 1929 - Jun 1932 |
9.44% |
| 5 Years |
7.79 |
23.38 Jun 1932 - May 1937 |
-8.90 Jun 1927 - May 1932 |
3.45% |
| 7 Years |
7.78 |
18.96 Apr 1980 - Mar 1987 |
-2.67 Jul 1925 - Jun 1932 |
0.75% |
| 10 Years |
7.77 |
15.69 Aug 1982 - Jul 1992 |
-0.01 Sep 1929 - Aug 1939 |
0.06% |
| 15 Years |
7.72 |
15.35 Aug 1982 - Jul 1997 |
2.25 Sep 1881 - Aug 1896 |
0.00% |
| 20 Years |
7.76 |
14.69 Apr 1980 - Mar 2000 |
3.15 Jun 1912 - May 1932 |
0.00% |
| 30 Years |
7.90 |
12.20 Jul 1970 - Jun 2000 |
3.74 Jun 1902 - May 1932 |
0.00% |
(*) Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the Stocks/Bonds 60/40 Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Stocks/Bonds 60/40 Portfolio?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.36
60% |
-1.04
40% |
-1.07
60% |
1.42
60% |
0.47
80% |
0.65
80% |
2.95
100% |
0.86
60% |
-2.35
20% |
0.69
60% |
3.00
80% |
-0.33
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.36
|
100.31
|
99.24
|
100.65
|
101.12
|
101.77
|
104.78
|
105.68
|
103.19
|
103.91
|
107.03
|
106.68
|
| Best |
5.6 2019 |
2.2 2019 |
1.7 2021 |
8.3 2020 |
3.3 2020 |
4.8 2019 |
6.3 2022 |
3.8 2020 |
0.9 2019 |
4.3 2021 |
7.5 2020 |
2.9 2020 |
| Worst |
-4.5 2022 |
-4.1 2020 |
-8.6 2020 |
-7.1 2022 |
-3.4 2019 |
-5.5 2022 |
0.9 2019 |
-3.3 2022 |
-7.1 2022 |
-5.0 2018 |
-0.9 2021 |
-4.9 2018 |
Monthly Seasonality over the period Mar 2018 - Feb 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.57
50% |
0.08
60% |
0.14
70% |
1.06
80% |
0.74
90% |
0.34
70% |
2.25
90% |
0.16
60% |
-1.02
40% |
1.28
70% |
2.23
90% |
0.09
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.57
|
100.65
|
100.79
|
101.86
|
102.61
|
102.97
|
105.29
|
105.45
|
104.37
|
105.71
|
108.06
|
108.16
|
| Best |
5.6 2019 |
3.1 2014 |
4.5 2016 |
8.3 2020 |
3.3 2020 |
4.8 2019 |
6.3 2022 |
3.8 2020 |
2.9 2013 |
4.6 2015 |
7.5 2020 |
2.9 2020 |
| Worst |
-4.5 2022 |
-4.1 2020 |
-8.6 2020 |
-7.1 2022 |
-3.4 2019 |
-5.5 2022 |
-1.3 2014 |
-3.8 2015 |
-7.1 2022 |
-5.0 2018 |
-0.9 2021 |
-4.9 2018 |
Monthly Seasonality over the period Mar 2013 - Feb 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.07
65% |
0.37
57% |
0.45
64% |
0.95
66% |
0.31
57% |
0.54
61% |
0.89
61% |
0.83
67% |
0.06
57% |
0.43
59% |
0.97
64% |
1.00
72% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.07
|
101.44
|
101.90
|
102.86
|
103.18
|
103.74
|
104.66
|
105.53
|
105.60
|
106.05
|
107.09
|
108.16
|
| Best |
8.7 1975 |
7.1 1931 |
6.6 1928 |
24.3 1933 |
11.2 1933 |
14.4 1938 |
18.4 1932 |
20.8 1932 |
7.8 1939 |
8.9 1974 |
8.4 1928 |
8.1 1873 |
| Worst |
-5.7 2009 |
-10.8 1933 |
-15.4 1938 |
-10.2 1932 |
-14.5 1940 |
-10.0 1930 |
-6.1 1934 |
-9.0 1998 |
-17.3 1931 |
-13.9 1987 |
-7.1 1929 |
-8.0 1931 |
Monthly Seasonality over the period Jan 1871 - Feb 2023
Monthly/Yearly Returns
Stocks/Bonds 60/40 Portfolio data source starts from January 1871: let's focus on monthly and yearly returns.
We are providing two different views:
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1871 - Feb 2023
1142 Positive Months (63%) - 684 Negative Months (37%)
MONTHLY RETURNS TABLE
Jan 1871 - Feb 2023
(Scroll down to see all data)
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Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2023 |
+2.74 | +1.36 | 5.5 | -2.6 | ||||||||||
| 2022 |
-16.95 | -21.99 | -4.5 | -1.9 | 0.8 | -7.1 | 0.2 | -5.5 | 6.3 | -3.3 | -7.1 | 4.1 | 4.6 | -3.8 |
| 2021 |
+14.66 | +7.12 | -0.5 | 1.3 | 1.7 | 3.5 | 0.3 | 1.9 | 1.5 | 1.8 | -3.2 | 4.3 | -0.9 | 2.3 |
| 2020 |
+15.70 | +14.15 | 0.8 | -4.1 | -8.6 | 8.3 | 3.3 | 1.6 | 3.9 | 3.8 | -2.2 | -1.4 | 7.5 | 2.9 |
| 2019 |
+21.94 | +19.21 | 5.6 | 2.2 | 1.6 | 2.4 | -3.4 | 4.8 | 0.9 | -0.3 | 0.9 | 1.4 | 2.4 | 1.8 |
| 2018 |
-3.17 | -4.99 | 2.6 | -2.7 | -0.9 | -0.1 | 1.9 | 0.4 | 2.0 | 2.4 | -0.1 | -5.0 | 1.5 | -4.9 |
| 2017 |
+14.15 | +11.80 | 1.2 | 2.5 | 0.0 | 1.0 | 0.9 | 0.6 | 1.3 | 0.4 | 1.3 | 1.3 | 1.9 | 0.9 |
| 2016 |
+8.71 | +6.50 | -3.0 | 0.3 | 4.5 | 0.6 | 1.0 | 1.0 | 2.6 | 0.0 | 0.2 | -1.7 | 1.7 | 1.4 |
| 2015 |
+0.44 | -0.29 | -0.7 | 2.8 | -0.5 | 0.2 | 0.6 | -1.5 | 1.4 | -3.8 | -1.4 | 4.6 | 0.2 | -1.4 |
| 2014 |
+9.85 | +9.03 | -1.3 | 3.1 | 0.2 | 0.4 | 1.7 | 1.6 | -1.3 | 3.0 | -1.5 | 1.9 | 1.8 | 0.0 |
| 2013 |
+19.23 | +17.47 | 3.0 | 1.0 | 2.5 | 1.4 | 0.8 | -1.5 | 3.8 | -2.3 | 2.9 | 3.1 | 1.7 | 1.6 |
| 2012 |
+11.13 | +9.23 | 3.3 | 2.6 | 1.7 | 0.0 | -3.5 | 2.5 | 1.0 | 1.7 | 1.6 | -1.2 | 0.6 | 0.5 |
| 2011 |
+3.75 | +0.76 | 1.3 | 2.4 | 0.2 | 2.3 | -0.2 | -1.2 | -0.7 | -3.0 | -4.1 | 6.4 | -0.2 | 1.1 |
| 2010 |
+12.93 | +11.27 | -1.6 | 2.2 | 3.7 | 1.7 | -4.4 | -2.9 | 4.4 | -2.1 | 5.4 | 2.5 | 0.0 | 3.8 |
| 2009 |
+18.79 | +15.64 | -5.7 | -6.4 | 5.1 | 6.5 | 3.5 | 0.5 | 5.2 | 2.7 | 3.0 | -1.6 | 4.1 | 1.3 |
| 2008 |
-19.44 | -19.52 | -3.2 | -1.4 | -0.3 | 2.6 | 0.8 | -4.8 | -0.3 | 1.2 | -5.5 | -10.9 | -2.1 | 3.5 |
| 2007 |
+5.99 | +1.83 | 1.1 | -0.4 | 0.7 | 2.6 | 2.0 | -1.2 | -1.9 | 1.4 | 2.6 | 1.5 | -2.0 | -0.3 |
| 2006 |
+11.12 | +8.37 | 1.9 | 0.3 | 0.9 | 0.5 | -2.0 | 0.1 | 0.5 | 2.0 | 1.7 | 2.4 | 1.9 | 0.6 |
| 2005 |
+4.74 | +1.28 | -1.2 | 1.0 | -1.3 | -0.8 | 2.7 | 0.7 | 2.2 | -0.1 | 0.0 | -1.7 | 3.0 | 0.4 |
| 2004 |
+9.37 | +5.92 | 1.9 | 1.3 | -0.3 | -2.4 | 0.7 | 1.5 | -1.8 | 0.8 | 1.1 | 1.4 | 2.5 | 2.5 |
| 2003 |
+20.04 | +17.83 | -1.6 | -0.4 | 0.4 | 5.4 | 4.3 | 0.9 | 0.2 | 1.7 | 0.3 | 3.4 | 1.1 | 2.9 |
| 2002 |
-8.98 | -11.09 | -0.2 | -0.7 | 1.6 | -2.0 | -0.5 | -3.9 | -4.5 | 1.2 | -4.7 | 3.5 | 3.2 | -1.8 |
| 2001 |
-3.21 | -4.69 | 3.0 | -5.3 | -3.7 | 4.4 | 0.9 | -0.7 | 0.0 | -2.9 | -4.5 | 2.2 | 3.4 | 0.7 |
| 2000 |
-1.79 | -5.01 | -2.6 | 2.0 | 3.9 | -3.3 | -2.1 | 3.5 | -0.8 | 4.8 | -2.5 | -1.0 | -5.0 | 1.8 |
| 1999 |
+13.98 | +11.00 | 2.5 | -3.0 | 2.6 | 3.0 | -1.6 | 3.0 | -2.2 | -0.6 | -1.0 | 4.0 | 2.1 | 4.6 |
| 1998 |
+17.39 | +15.53 | 0.8 | 4.4 | 3.2 | 0.9 | -1.3 | 2.5 | -1.3 | -9.0 | 4.7 | 4.2 | 3.9 | 4.1 |
| 1997 |
+22.37 | +20.33 | 3.4 | 0.0 | -3.1 | 3.3 | 4.7 | 3.2 | 5.9 | -2.7 | 4.2 | -1.7 | 2.2 | 1.5 |
| 1996 |
+14.01 | +10.34 | 1.8 | 0.3 | 0.4 | 1.3 | 1.6 | -0.1 | -3.3 | 1.8 | 4.0 | 1.7 | 4.9 | -1.1 |
| 1995 |
+28.74 | +25.56 | 2.1 | 3.3 | 1.9 | 2.0 | 3.7 | 2.1 | 2.4 | 1.1 | 2.6 | -0.2 | 3.1 | 1.5 |
| 1994 |
-1.16 | -3.74 | 2.4 | -2.1 | -3.6 | 0.2 | 0.6 | -1.7 | 2.6 | 2.7 | -1.7 | 0.9 | -2.3 | 1.1 |
| 1993 |
+10.25 | +7.30 | 1.3 | 1.1 | 1.6 | -1.4 | 1.8 | 1.0 | 0.1 | 3.0 | 0.2 | 1.1 | -1.4 | 1.3 |
| 1992 |
+8.32 | +5.27 | -0.6 | 1.0 | -1.6 | 1.1 | 1.0 | -0.6 | 3.1 | -0.8 | 1.1 | 0.2 | 2.5 | 1.7 |
| 1991 |
+25.53 | +21.80 | 3.4 | 4.5 | 2.1 | 0.6 | 2.7 | -2.9 | 3.5 | 2.4 | 0.0 | 1.4 | -2.1 | 7.7 |
| 1990 |
-0.19 | -5.93 | -5.0 | 1.3 | 1.5 | -2.1 | 6.3 | 0.3 | -0.2 | -5.8 | -2.7 | 0.0 | 4.5 | 2.3 |
| 1989 |
+22.33 | +16.90 | 4.3 | -1.4 | 1.4 | 3.7 | 3.4 | 1.0 | 5.5 | 0.8 | 0.0 | -0.9 | 1.3 | 1.4 |
| 1988 |
+13.33 | +8.53 | 3.9 | 3.6 | -1.3 | 0.5 | -0.4 | 4.1 | -0.6 | -1.7 | 3.1 | 1.6 | -1.3 | 1.4 |
| 1987 |
+2.18 | -2.16 | 8.2 | 3.2 | 1.2 | -2.1 | 0.2 | 3.2 | 3.0 | 2.2 | -2.1 | -13.9 | -4.1 | 5.0 |
| 1986 |
+14.79 | +13.54 | 0.7 | 5.6 | 5.0 | -0.3 | 2.2 | 2.0 | -3.1 | 5.1 | -5.6 | 3.4 | 1.3 | -1.8 |
| 1985 |
+27.66 | +22.99 | 6.3 | 0.3 | 0.5 | 0.8 | 5.6 | 1.4 | -0.2 | 0.2 | -2.2 | 3.4 | 5.1 | 3.8 |
| 1984 |
+7.32 | +3.24 | -0.1 | -2.6 | 0.3 | 0.1 | -4.4 | 1.9 | 0.6 | 6.9 | 0.9 | 1.8 | 0.2 | 2.0 |
| 1983 |
+15.69 | +11.46 | 2.5 | 2.9 | 1.8 | 5.5 | 0.2 | 2.5 | -2.8 | 0.3 | 2.2 | -1.7 | 2.3 | -0.6 |
| 1982 |
+24.75 | +20.15 | -1.5 | -2.4 | -0.5 | 3.8 | -0.9 | -2.2 | 0.8 | 8.8 | 2.9 | 8.9 | 3.7 | 1.7 |
| 1981 |
+1.27 | -7.02 | -2.3 | 0.0 | 3.7 | -1.8 | 1.9 | -0.5 | -1.0 | -4.1 | -3.5 | 6.2 | 6.2 | -2.9 |
| 1980 |
+21.05 | +7.58 | 3.2 | -2.7 | -7.0 | 7.3 | 5.4 | 3.2 | 3.5 | -0.5 | 1.9 | 0.6 | 6.8 | -1.3 |
| 1979 |
+16.69 | +3.00 | 3.8 | -1.9 | 4.4 | 0.6 | -0.1 | 3.6 | 0.8 | 3.7 | 0.2 | -6.6 | 5.4 | 2.2 |
| 1978 |
+5.53 | -3.20 | -3.4 | -0.5 | 2.1 | 5.0 | 1.4 | -0.7 | 3.8 | 2.9 | -0.3 | -7.7 | 2.7 | 0.8 |
| 1977 |
-1.60 | -7.78 | -3.2 | -1.0 | -0.3 | 0.6 | -0.3 | 3.5 | -1.1 | -0.4 | 0.0 | -2.7 | 3.0 | 0.4 |
| 1976 |
+21.38 | +15.75 | 7.9 | 0.6 | 2.0 | -0.3 | -1.0 | 3.4 | 0.0 | 0.6 | 1.9 | -0.7 | 1.7 | 3.8 |
| 1975 |
+25.64 | +17.49 | 8.7 | 4.3 | 1.6 | 2.4 | 4.6 | 3.4 | -4.3 | -1.4 | -2.6 | 5.0 | 2.0 | 0.0 |
| 1974 |
-14.41 | -23.81 | 0.2 | 0.3 | -2.3 | -3.4 | -1.9 | -1.5 | -4.0 | -4.8 | -4.5 | 8.9 | -1.1 | -0.7 |
| 1973 |
-9.12 | -16.40 | -1.7 | -2.8 | -0.3 | -2.6 | -1.2 | -0.4 | 1.7 | -0.4 | 4.3 | 0.1 | -6.6 | 0.8 |
| 1972 |
+11.66 | +7.98 | 1.4 | 2.2 | 0.0 | 0.9 | 1.4 | -1.4 | 0.0 | 2.0 | -0.2 | 0.7 | 3.4 | 0.7 |
| 1971 |
+14.37 | +10.76 | 4.1 | 0.9 | 4.5 | 1.0 | -3.0 | -0.4 | -2.5 | 4.3 | 0.8 | -1.7 | 0.1 | 5.6 |
| 1970 |
+9.77 | +3.98 | -3.8 | 6.2 | -0.1 | -7.0 | -3.4 | -1.4 | 5.4 | 2.5 | 3.0 | -0.4 | 5.9 | 3.5 |
| 1969 |
-7.02 | -12.44 | -0.2 | -2.7 | 2.3 | 2.0 | -0.8 | -3.4 | -2.9 | 2.2 | -3.0 | 4.7 | -2.6 | -2.4 |
| 1968 |
+9.19 | +4.27 | -0.2 | -1.5 | 0.3 | 5.1 | 0.7 | 1.6 | 0.0 | 3.4 | 0.0 | 0.4 | 2.7 | -3.3 |
| 1967 |
+16.22 | +12.79 | 5.7 | 0.1 | 3.6 | 2.4 | -2.9 | 0.5 | 3.6 | 1.7 | 0.3 | -2.2 | 0.4 | 2.3 |
| 1966 |
-3.25 | -6.48 | 0.7 | -1.7 | 0.0 | 1.3 | -2.9 | -1.1 | -0.6 | -5.1 | 1.2 | 3.2 | 0.1 | 1.9 |
| 1965 |
+8.81 | +6.75 | 2.4 | 0.2 | -0.4 | 2.4 | -0.2 | -2.5 | 1.1 | 1.6 | 2.1 | 1.9 | -0.4 | 0.4 |
| 1964 |
+11.40 | +10.33 | 1.9 | 0.8 | 1.1 | 0.7 | 1.1 | 1.4 | 1.3 | -0.8 | 2.2 | 0.9 | -0.2 | 0.5 |
| 1963 |
+13.34 | +11.51 | 3.1 | -1.8 | 2.3 | 3.2 | 1.1 | -1.2 | 0.0 | 3.2 | -0.6 | 2.0 | -0.3 | 1.6 |
| 1962 |
-3.49 | -4.76 | -2.2 | 1.5 | 0.4 | -3.4 | -4.8 | -4.6 | 3.5 | 1.4 | -2.3 | 0.6 | 5.8 | 1.3 |
| 1961 |
+16.69 | +15.92 | 4.1 | 2.1 | 2.0 | 0.4 | 1.7 | -2.1 | 2.2 | 1.1 | -0.8 | 2.2 | 2.7 | 0.1 |
| 1960 |
+5.77 | +4.35 | -4.0 | 1.7 | 0.4 | -0.7 | 1.7 | 2.2 | -0.2 | 2.2 | -3.0 | -0.1 | 2.5 | 3.3 |
| 1959 |
+6.99 | +5.17 | 0.5 | 0.5 | 0.3 | 2.2 | 0.9 | 0.0 | 2.3 | -0.7 | -3.3 | 1.5 | 1.1 | 1.5 |
| 1958 |
+25.76 | +23.59 | 3.3 | -0.8 | 2.5 | 2.6 | 1.1 | 1.8 | 2.3 | 0.1 | 2.8 | 1.9 | 2.0 | 3.5 |
| 1957 |
-2.53 | -5.28 | -2.1 | -1.1 | 1.3 | 2.4 | 2.2 | -0.3 | 0.7 | -3.0 | -3.2 | -1.6 | 2.3 | -0.1 |
| 1956 |
+4.48 | +1.46 | -1.8 | 2.7 | 4.2 | -0.4 | -3.3 | 3.0 | 3.2 | -2.6 | -2.5 | 0.9 | -0.7 | 2.2 |
| 1955 |
+15.12 | +14.69 | 0.8 | 0.1 | -0.3 | 2.1 | -0.1 | 5.1 | 3.6 | -0.7 | 0.8 | -1.7 | 5.0 | -0.2 |
| 1954 |
+31.48 | +32.47 | 3.7 | 0.5 | 2.4 | 3.6 | 2.1 | 0.3 | 4.2 | -2.2 | 5.6 | -1.2 | 5.5 | 3.6 |
| 1953 |
+1.85 | +1.09 | -0.3 | -0.8 | -1.1 | -1.3 | -0.4 | -0.7 | 2.7 | -3.0 | 0.9 | 4.2 | 0.9 | 0.9 |
| 1952 |
+9.07 | +8.25 | 1.1 | -2.2 | 3.0 | -2.1 | 1.7 | 2.8 | 1.1 | -1.0 | -1.4 | 0.6 | 3.1 | 2.4 |
| 1951 |
+12.47 | +6.10 | 4.1 | 0.5 | -1.4 | 2.9 | -2.6 | -1.4 | 4.9 | 3.5 | -0.5 | -0.7 | 0.0 | 2.9 |
| 1950 |
+18.15 | +11.53 | 1.1 | 1.0 | 0.6 | 3.0 | 2.9 | -3.5 | 1.0 | 2.5 | 3.9 | 0.6 | 0.3 | 3.5 |
| 1949 |
+13.74 | +16.15 | 0.7 | -1.9 | 2.4 | -0.7 | -1.7 | 0.6 | 4.3 | 1.4 | 1.8 | 2.3 | 0.6 | 3.3 |
| 1948 |
+2.46 | -0.52 | -2.2 | -2.5 | 4.7 | 1.9 | 5.3 | 0.1 | -3.3 | 0.6 | -1.5 | 4.3 | -6.4 | 2.2 |
| 1947 |
+2.12 | -6.17 | 1.8 | -0.5 | -0.7 | -2.1 | -0.2 | 3.2 | 2.5 | -1.4 | -0.7 | 1.3 | -1.8 | 1.0 |
| 1946 |
-3.48 | -18.29 | 4.8 | -3.9 | 3.2 | 2.1 | 1.7 | -2.0 | -1.4 | -4.3 | -5.8 | 0.0 | -0.6 | 3.2 |
| 1945 |
+24.98 | +22.23 | 1.8 | 4.3 | -2.3 | 6.1 | 1.0 | 0.3 | -1.0 | 4.0 | 3.1 | 2.4 | 2.6 | 0.6 |
| 1944 |
+13.65 | +11.09 | 1.3 | 0.4 | 1.4 | -0.4 | 2.9 | 3.5 | -0.9 | 1.0 | 0.2 | 0.4 | 0.6 | 2.5 |
| 1943 |
+17.73 | +14.35 | 4.9 | 3.5 | 3.7 | 0.6 | 3.5 | 1.7 | -3.2 | 1.0 | 2.0 | -0.5 | -4.5 | 4.1 |
| 1942 |
+10.55 | +1.39 | 1.1 | -1.9 | -3.1 | -2.6 | 4.1 | 1.3 | 2.0 | 0.6 | 1.8 | 4.3 | -0.8 | 3.6 |
| 1941 |
-5.16 | -13.73 | -2.4 | -0.7 | 1.2 | -3.0 | 0.6 | 4.0 | 4.1 | -0.3 | -0.1 | -3.4 | -2.1 | -2.8 |
| 1940 |
-2.58 | -3.27 | -1.7 | 0.8 | 1.4 | -0.1 | -14.5 | 5.2 | 2.4 | 2.0 | 1.4 | 2.9 | -1.3 | 0.4 |
| 1939 |
+2.64 | +2.64 | -3.7 | 2.5 | -7.3 | 0.4 | 4.4 | -3.3 | 6.5 | -4.1 | 7.8 | 0.4 | -2.1 | 2.2 |
| 1938 |
+18.78 | +22.18 | 1.2 | 4.1 | -15.4 | 8.4 | -2.2 | 14.4 | 4.7 | -1.6 | 0.9 | 5.3 | -2.2 | 2.7 |
| 1937 |
-20.16 | -22.38 | 2.8 | 1.3 | -1.1 | -5.0 | -0.1 | -2.8 | 6.6 | -3.3 | -7.9 | -5.2 | -4.7 | -2.0 |
| 1936 |
+22.00 | +20.25 | 4.3 | 1.5 | 2.0 | -4.5 | 3.1 | 2.1 | 4.6 | 1.0 | 0.3 | 5.1 | 0.9 | -0.1 |
| 1935 |
+29.34 | +25.59 | -1.7 | -1.9 | -1.6 | 5.9 | 2.2 | 4.3 | 5.5 | 1.1 | 1.7 | 5.3 | 2.8 | 2.9 |
| 1934 |
+4.30 | +2.74 | 7.0 | -1.2 | 0.9 | -1.0 | -4.2 | 1.9 | -6.1 | 3.0 | -0.4 | -0.7 | 5.1 | 0.4 |
| 1933 |
+35.51 | +34.48 | 1.5 | -10.8 | 2.1 | 24.3 | 11.2 | 9.6 | -5.7 | 8.2 | -7.4 | -5.6 | 6.6 | 1.8 |
| 1932 |
-0.28 | +11.14 | -2.2 | 4.3 | -6.0 | -10.2 | -11.7 | 0.3 | 18.4 | 20.8 | -1.6 | -7.8 | -2.8 | 3.7 |
| 1931 |
-27.30 | -19.83 | 3.4 | 7.1 | -4.0 | -5.6 | -7.5 | 8.3 | -4.1 | 0.9 | -17.3 | 3.0 | -4.7 | -8.0 |
| 1930 |
-13.91 | -8.03 | 3.8 | 1.7 | 5.6 | -0.6 | -0.6 | -10.0 | 2.4 | 0.7 | -7.5 | -4.6 | -0.8 | -3.8 |
| 1929 |
-5.08 | -5.63 | 3.4 | -0.5 | -0.4 | 1.5 | -2.5 | 6.9 | 3.2 | 6.3 | -3.1 | -12.8 | -7.1 | 1.6 |
| 1928 |
+22.84 | +24.27 | -0.3 | -1.1 | 6.6 | 2.0 | 0.7 | -2.7 | 0.4 | 4.6 | 1.7 | 1.0 | 8.4 | 0.1 |
| 1927 |
+22.12 | +24.94 | -1.0 | 3.1 | 0.9 | 1.2 | 3.5 | -0.6 | 4.2 | 3.1 | 2.3 | -2.7 | 4.8 | 1.6 |
| 1926 |
+8.76 | +9.99 | 0.3 | -2.1 | -3.1 | 1.6 | 1.1 | 2.9 | 1.4 | 2.9 | 1.7 | -1.5 | 1.9 | 1.6 |
| 1925 |
+16.74 | +12.82 | 1.3 | 0.7 | -4.0 | 2.1 | 3.5 | 0.7 | 2.4 | 0.1 | 1.8 | 3.9 | 0.0 | 3.3 |
| 1924 |
+19.37 | +19.37 | 2.5 | -0.7 | -1.1 | 0.2 | 1.1 | 3.2 | 3.3 | 0.9 | 0.5 | 0.1 | 4.6 | 3.5 |
| 1923 |
+4.71 | +2.29 | 0.5 | 4.3 | -0.6 | -1.2 | -1.9 | -4.1 | 1.6 | 1.4 | -1.4 | 0.2 | 3.8 | 2.3 |
| 1922 |
+19.63 | +22.46 | 1.1 | 2.2 | 2.8 | 4.4 | 3.7 | -2.2 | 1.6 | 5.0 | -0.7 | 1.7 | -2.8 | 1.6 |
| 1921 |
+11.31 | +24.82 | 3.3 | -0.4 | -1.1 | 1.7 | -0.9 | -4.3 | 2.0 | -0.8 | 2.2 | 2.6 | 4.8 | 1.8 |
| 1920 |
-8.32 | -10.68 | -1.2 | -4.1 | 6.3 | -4.2 | -2.5 | 0.4 | -0.7 | 1.4 | 1.2 | 2.6 | -4.2 | -3.0 |
| 1919 |
+12.66 | -1.64 | -0.6 | 2.2 | 0.7 | 3.6 | 5.6 | -1.5 | 4.2 | -4.9 | 1.8 | 5.3 | -3.8 | -0.1 |
| 1918 |
+12.74 | -6.40 | 4.6 | 1.7 | -2.1 | 1.0 | 1.2 | 2.0 | -0.2 | 1.6 | -1.0 | 3.4 | -0.6 | 0.6 |
| 1917 |
-11.87 | -25.38 | -0.9 | -2.3 | 1.7 | -0.2 | -2.0 | 1.7 | -0.7 | -0.9 | -1.5 | -2.4 | -3.6 | -1.4 |
| 1916 |
+6.29 | -5.62 | -0.7 | -0.1 | 0.3 | -0.4 | 1.7 | 0.6 | -0.7 | 0.9 | 2.9 | 2.2 | 1.6 | -2.0 |
| 1915 |
+21.19 | +18.84 | 1.4 | -0.6 | 2.1 | 5.0 | -1.3 | 0.8 | -0.5 | 3.3 | 2.3 | 3.7 | 2.7 | 0.6 |
| 1914 |
-0.68 | -1.66 | 3.3 | 1.3 | -0.9 | -1.3 | 0.8 | 0.0 | -3.1 | -4.7 | 0.5 | -2.7 | 2.6 | 4.0 |
| 1913 |
-1.31 | -4.27 | 0.2 | -1.4 | -0.5 | 0.5 | -0.6 | -2.3 | 0.4 | 2.0 | 1.1 | -1.4 | -0.2 | 1.0 |
| 1912 |
+4.90 | -2.25 | 0.3 | -0.2 | 2.1 | 2.3 | 0.0 | 0.3 | 0.3 | 1.5 | 0.6 | 0.1 | -0.4 | -2.1 |
| 1911 |
+3.72 | +5.91 | 1.8 | 1.8 | -0.4 | -0.1 | 1.1 | 1.7 | 0.1 | -2.9 | -3.0 | 0.7 | 2.7 | 0.6 |
| 1910 |
-0.39 | +7.82 | -1.0 | -1.5 | 1.9 | -0.8 | -0.4 | -2.1 | -2.2 | 2.1 | 1.2 | 3.2 | 0.6 | -1.0 |
| 1909 |
+10.23 | -0.25 | 0.5 | -1.5 | 1.1 | 3.0 | 2.3 | 1.3 | 0.9 | 1.3 | 0.0 | 0.6 | -0.5 | 0.9 |
| 1908 |
+28.22 | +24.10 | 2.9 | -1.7 | 3.6 | 4.2 | 4.0 | -0.3 | 2.6 | 2.9 | -0.6 | 1.1 | 4.7 | 1.9 |
| 1907 |
-14.66 | -12.81 | -1.3 | -1.1 | -4.6 | 1.1 | -1.4 | -1.2 | 2.9 | -3.8 | -0.2 | -5.0 | -3.1 | 2.3 |
| 1906 |
+0.65 | -4.63 | 2.0 | -0.8 | -1.5 | -0.5 | -2.1 | 0.5 | -1.7 | 4.6 | 2.0 | -0.5 | -0.4 | -0.7 |
| 1905 |
+13.00 | +13.01 | 1.6 | 2.9 | 2.6 | -0.5 | -3.0 | 1.2 | 2.2 | 2.7 | 0.8 | 1.2 | -0.5 | 1.1 |
| 1904 |
+21.60 | +16.16 | 1.5 | -1.4 | 0.5 | 2.0 | -0.9 | 0.8 | 2.9 | 2.3 | 3.3 | 4.2 | 3.7 | 1.1 |
| 1903 |
-9.42 | -4.15 | 3.2 | -0.1 | -1.9 | -2.9 | -0.7 | -3.4 | -2.0 | -2.4 | -0.9 | -1.5 | 0.1 | 2.7 |
| 1902 |
+5.32 | -1.68 | 1.8 | 1.0 | 0.5 | 2.5 | 0.2 | -1.0 | 0.9 | 2.2 | 1.9 | -1.3 | -2.2 | -1.2 |
| 1901 |
+12.37 | +7.03 | 5.6 | 1.4 | 2.0 | 5.5 | -3.6 | 6.5 | -4.8 | 0.4 | -0.2 | -0.5 | 1.3 | -1.2 |
| 1900 |
+14.00 | +18.33 | 1.5 | 1.9 | 1.5 | 0.8 | -1.9 | -1.1 | 0.5 | 1.1 | 0.8 | -0.7 | 3.5 | 5.6 |
| 1899 |
+2.03 | -12.69 | 4.6 | 1.8 | 0.7 | 0.8 | -3.0 | -1.4 | 1.7 | 1.5 | -1.0 | -0.6 | 1.2 | -3.9 |
| 1898 |
+19.40 | +17.64 | 2.3 | -0.4 | -3.4 | -1.0 | 5.1 | 3.6 | 1.8 | 3.0 | 0.5 | -0.6 | 2.5 | 4.7 |
| 1897 |
+14.52 | +14.52 | 1.1 | -0.1 | 0.7 | -1.3 | 0.2 | 3.6 | 3.3 | 4.1 | 3.3 | -1.3 | -1.6 | 1.9 |
| 1896 |
+3.55 | +5.10 | -1.7 | 2.8 | -0.1 | 1.3 | -0.1 | -0.6 | -4.3 | -3.8 | 4.6 | 2.2 | 5.4 | -1.7 |
| 1895 |
+2.99 | +0.10 | -1.4 | 1.3 | 0.4 | 3.1 | 3.7 | 1.8 | 0.3 | 0.4 | 0.6 | -2.3 | -1.0 | -3.8 |
| 1894 |
+4.58 | +12.06 | -1.2 | 1.7 | 2.4 | 1.3 | -2.0 | -0.2 | -0.8 | 2.7 | 1.6 | -1.5 | 0.7 | -0.1 |
| 1893 |
-9.41 | -2.08 | 1.0 | -1.1 | -1.7 | 0.1 | -5.2 | -3.2 | -5.6 | -0.8 | 4.8 | 1.7 | 1.9 | -1.2 |
| 1892 |
+4.50 | +3.26 | 1.2 | 0.5 | 1.2 | -0.2 | 0.7 | 0.3 | 0.0 | 1.1 | -1.6 | 1.5 | 0.2 | -0.5 |
| 1891 |
+13.47 | +19.21 | 2.9 | 1.1 | -0.6 | 2.5 | 0.1 | -0.9 | -2.2 | 2.3 | 5.8 | 0.0 | -0.6 | 2.6 |
| 1890 |
-3.23 | -4.44 | 0.7 | -0.8 | -0.2 | 1.6 | 3.2 | 0.2 | 0.2 | -0.5 | 0.0 | -2.7 | -3.7 | -1.1 |
| 1889 |
+5.21 | +11.70 | 1.2 | 1.4 | -0.6 | -0.1 | 2.0 | 1.4 | -1.3 | 1.0 | 1.8 | -1.1 | -0.3 | 0.0 |
| 1888 |
+4.16 | +4.18 | 0.9 | 0.5 | -2.4 | 0.6 | 1.8 | -1.1 | 1.8 | 1.8 | 2.2 | -0.3 | -0.9 | -0.6 |
| 1887 |
+0.17 | -5.63 | -0.6 | 0.3 | 1.9 | 1.9 | 1.5 | -1.3 | -1.5 | -1.3 | -0.9 | -1.4 | 2.0 | -0.2 |
| 1886 |
+7.45 | +12.69 | -0.1 | 1.9 | -0.9 | -0.9 | -1.2 | 3.0 | 0.9 | 0.4 | 2.0 | 1.9 | 1.5 | -1.4 |
| 1885 |
+20.12 | +21.59 | -1.1 | 2.6 | 0.8 | 0.3 | 0.0 | 0.6 | 2.8 | 4.0 | -0.1 | 4.1 | 4.5 | 0.2 |
| 1884 |
-5.85 | +4.95 | -1.4 | 2.1 | 0.4 | -2.1 | -5.4 | -2.2 | 0.5 | 4.3 | -1.3 | -1.3 | -0.1 | 0.7 |
| 1883 |
-1.59 | +6.51 | -0.5 | -1.2 | 1.1 | 1.5 | -1.1 | 0.9 | -1.1 | -2.5 | 1.4 | -1.2 | 1.5 | -0.4 |
| 1882 |
+3.39 | +5.34 | -0.7 | -0.9 | 0.5 | 0.8 | -0.1 | -0.1 | 3.4 | 2.2 | 0.9 | -1.5 | -2.2 | 1.1 |
| 1881 |
+1.51 | -5.18 | 3.6 | -0.3 | 0.7 | 0.0 | 3.3 | 0.8 | -2.8 | -2.0 | 0.7 | -1.5 | 0.5 | -1.5 |
| 1880 |
+18.01 | +20.38 | 2.6 | 2.3 | 1.5 | -1.0 | -4.2 | 0.9 | 2.8 | 3.0 | -0.1 | 1.6 | 4.5 | 3.1 |
| 1879 |
+30.75 | +10.27 | 2.3 | 2.5 | -0.8 | 2.4 | 4.0 | 0.6 | 0.9 | 0.8 | 2.9 | 7.4 | 4.1 | 0.3 |
| 1878 |
+12.34 | +30.61 | 0.8 | -0.4 | 1.4 | 2.3 | 1.7 | 1.6 | 1.5 | 0.1 | 2.0 | -0.2 | 0.6 | 0.4 |
| 1877 |
+0.79 | +13.94 | -0.6 | -3.0 | -2.6 | -2.9 | 1.5 | -3.7 | 3.0 | 4.1 | 3.1 | 1.9 | 0.0 | 0.3 |
| 1876 |
-5.64 | -3.98 | 1.4 | 1.9 | 0.4 | -1.8 | -1.5 | 0.7 | -0.8 | -2.6 | -3.5 | 0.0 | -0.1 | 0.3 |
| 1875 |
+5.80 | +11.32 | 0.1 | 0.8 | 1.4 | 2.0 | -1.1 | -0.2 | -0.8 | 1.0 | -0.1 | -0.1 | 1.7 | 0.9 |
| 1874 |
+8.29 | +14.60 | 3.1 | 3.0 | -0.1 | -1.1 | -1.0 | 0.3 | -0.9 | 0.7 | 1.4 | 0.4 | 1.3 | 0.9 |
| 1873 |
+0.18 | +6.44 | 0.4 | 1.3 | 0.4 | 0.1 | 1.4 | 0.4 | -0.5 | 0.6 | -4.8 | -5.2 | -1.4 | 8.1 |
| 1872 |
+7.40 | +4.99 | 0.5 | 0.3 | 2.3 | 2.8 | 1.0 | 0.0 | -1.1 | -0.6 | -1.2 | 0.9 | 0.3 | 2.0 |
| 1871 |
+10.46 | +8.81 | -0.1 | 2.0 | 2.1 | 2.6 | 2.3 | 0.2 | -1.4 | 1.2 | 1.3 | -3.1 | 1.1 | 2.0 |
Portofolio Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, it has been used:
- VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
- BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007
Portfolio efficiency
Compared to the Stocks/Bonds 60/40 Portfolio, no other portfolio in our database granted a higher return over 30 Years and a less severe drawdown at the same time.
The following portfolios share asset allocation strategy and/or similar asset weights.
Swipe left to see all data
5 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Stocks/Bonds 60/40 with Bitcoin |
+7.16 | 13.11 | -21.45 | 59 | 39 | 2 | ||
|
Stocks/Bonds 60/40 2x Leveraged |
+7.09 | 22.88 | -39.53 | 60 | 40 | 0 | ||
|
Stocks/Bonds 60/40 |
+6.00 | 12.41 | -20.69 | 60 | 40 | 0 | ||
|
Stocks/Bonds 60/40 ESG |
+5.46 | 12.28 | -22.44 | 60 | 40 | 0 | ||
|
Stocks/Bonds 60/40 Momentum |
+4.04 | 12.33 | -24.21 | 60 | 40 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Stocks/Bonds 60/40 Momentum |
+9.38 | 9.41 | -32.52 | 60 | 40 | 0 | ||
|
Simple Path to Wealth JL Collins |
+8.61 | 11.61 | -38.53 | 75 | 25 | 0 | ||
|
Late Sixties and Beyond Burton Malkiel |
+8.34 | 11.59 | -41.80 | 71 | 29 | 0 | ||
|
Yale Endowment David Swensen |
+8.23 | 10.84 | -39.48 | 70 | 30 | 0 | ||
|
Seven Value Scott Burns |
+8.14 | 11.26 | -41.22 | 71.5 | 28.5 | 0 | ||
