Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023
The Warren Buffett Portfolio is a Very High Risk portfolio and can be implemented with 2 ETFs.
It's exposed for 90% on the Stock Market.
In the last 30 Years, the Warren Buffett Portfolio obtained a 9.21% compound annual return, with a 13.51% standard deviation.
Asset Allocation and ETFs
The Warren Buffett Portfolio has the following asset allocation:
The Warren Buffett Portfolio can be implemented with the following ETFs:
Weight | Ticker | ETF Name | Investment Themes | |
---|---|---|---|---|
90.00 % | VV | Vanguard Large-Cap | Equity, U.S., Large Cap | |
10.00 % | SHY | iShares 1-3 Year Treasury Bond | Bond, U.S., Short Term |
Portfolio and ETF Returns as of Feb 28, 2023
The Warren Buffett Portfolio guaranteed the following returns.
- 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
Chg (%) | Return (%) | Return (%) as of Feb 28, 2023 |
||||||||
---|---|---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Mar 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~152Y) |
|
Warren Buffett Portfolio | 0.77 | -0.16 | -2.27 | 0.84 | -8.07 | 8.84 | 11.01 | 9.21 | 8.62 | |
US Inflation Adjusted return | -2.81 | -0.72 | -13.30 | 4.80 | 8.17 | 6.54 | 6.37 | |||
Components | ||||||||||
VV Vanguard Large-Cap |
0.87 | Mar 20 2023 | -0.36 | -2.40 | 0.97 | -8.75 | 9.59 | 12.07 | 9.71 | 8.90 |
SHY iShares 1-3 Year Treasury Bond |
-0.12 | Mar 20 2023 | 1.66 | -0.99 | -0.74 | -3.01 | 0.65 | 0.50 | 3.00 | 4.43 |
US Inflation is updated to Feb 2023. Current inflation (annualized) is 1Y: 6.04% , 5Y: 3.86% , 10Y: 2.63% , 30Y: 2.51%
Portfolio Metrics as of Feb 28, 2023
Metrics of Warren Buffett Portfolio, updated as of 28 February 2023.
- 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
Metrics as of Feb 28, 2023 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~152Y) |
|
Portfolio Return (%) |
-2.27 | -1.88 | 0.84 | -8.07 | 10.51 | 8.84 | 11.01 | 9.57 | 9.21 | 8.62 |
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 (%) |
-2.81 | -2.90 | -0.72 | -13.30 | 5.09 | 4.80 | 8.17 | 6.89 | 6.54 | 6.37 |
Returns / Inflation rates over 1 year are annualized. | ||||||||||
RISK INDICATORS | ||||||||||
Standard Deviation (%) | 20.43 | 18.63 | 16.75 | 13.39 | 13.32 | 13.51 | 14.86 | |||
Sharpe Ratio | -0.50 | 0.53 | 0.46 | 0.77 | 0.63 | 0.52 | 0.31 | |||
Sortino Ratio | -0.71 | 0.71 | 0.60 | 1.02 | 0.83 | 0.68 | 0.44 | |||
MAXIMUM DRAWDOWN | ||||||||||
Drawdown Depth (%) | -18.96 | -23.08 | -23.08 | -23.08 | -45.52 | -45.52 | -79.29 | |||
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 06 | |||
Start to Bottom (# months) | 6 | 9 | 9 | 9 | 16 | 16 | 34 | |||
Start to Recovery (# months) in progress |
> 11
|
> 14
|
> 14
|
> 14
|
42
|
42
|
178
|
|||
ROLLING PERIOD RETURNS - Annualized | ||||||||||
Best Return (%) | 136.47 | 38.25 | 31.40 | 19.46 | 17.11 | 13.67 | ||||
Worst Return (%) | -62.67 | -38.18 | -15.40 | -4.04 | 1.98 | 3.46 | ||||
% Positive Periods | 73% | 85% | 91% | 98% | 100% | 100% | ||||
MONTHS | ||||||||||
Positive | 0 | 1 | 3 | 5 | 21 | 39 | 83 | 164 | 237 | 1115 |
Negative | 1 | 2 | 3 | 7 | 15 | 21 | 37 | 76 | 123 | 711 |
% Positive | 0% | 33% | 50% | 42% | 58% | 65% | 69% | 68% | 66% | 61% |
WITHDRAWAL RATES (WR) | ||||||||||
Safe WR (%) | 43.01 | 24.83 | 17.01 | 9.56 | 8.63 | 7.95 | ||||
Perpetual WR (%) | 4.84 | 4.58 | 7.55 | 6.44 | 6.14 | 5.99 |
- 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 Warren Buffett Portfolio? Read more here
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
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.
|
|
||
---|---|---|---|
Asset | VV | SHY | |
VV |
1.00
|
0.51
|
|
SHY |
0.51
|
1.00
|
|
|
||
---|---|---|---|
Asset | VV | SHY | |
VV |
1.00
|
0.05
|
|
SHY |
0.05
|
1.00
|
|
|
||
---|---|---|---|
Asset | VV | SHY | |
VV |
1.00
|
-0.01
|
|
SHY |
-0.01
|
1.00
|
|
|
||
---|---|---|---|
Asset | VV | SHY | |
VV |
1.00
|
-0.13
|
|
SHY |
-0.13
|
1.00
|
|
|
||
---|---|---|---|
Asset | VV | SHY | |
VV |
1.00
|
0.10
|
|
SHY |
0.10
|
1.00
|
Portfolio Dividends
In 2022, the Warren Buffett Portfolio granted a 1.31% dividend yield. If you are interested in getting periodic income, please refer to the Warren Buffett Portfolio: Dividend Yield page.
Capital Growth as of Feb 28, 2023
The Inflation Adjusted Capital now would be 6689.23$, with a net total return of 568.92% (6.54% annualized).
The Inflation Adjusted Capital now would be 12045892.73$, with a net total return of 1204489.27% (6.37% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-45.52% | Nov 2007 | Feb 2009 | 16 | Apr 2011 | 26 | 42 |
-39.67% | Sep 2000 | Sep 2002 | 25 | Sep 2006 | 48 | 73 |
-23.08% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
-17.49% | Feb 2020 | Mar 2020 | 2 | Jul 2020 | 4 | 6 |
-15.04% | May 2011 | Sep 2011 | 5 | Feb 2012 | 5 | 10 |
-13.83% | Jul 1998 | Aug 1998 | 2 | Nov 1998 | 3 | 5 |
-12.09% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 |
-7.73% | Aug 2015 | Sep 2015 | 2 | May 2016 | 8 | 10 |
-6.47% | Feb 1994 | Mar 1994 | 2 | Aug 1994 | 5 | 7 |
-6.10% | Jan 2000 | Feb 2000 | 2 | Mar 2000 | 1 | 3 |
-6.10% | Apr 2012 | May 2012 | 2 | Aug 2012 | 3 | 5 |
-5.73% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
-5.59% | Jul 1999 | Sep 1999 | 3 | Nov 1999 | 2 | 5 |
-5.54% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
-5.47% | Feb 2018 | Mar 2018 | 2 | Jul 2018 | 4 | 6 |
-5.15% | Aug 1997 | Aug 1997 | 1 | Nov 1997 | 3 | 4 |
-4.44% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 |
-4.37% | Jun 2007 | Jul 2007 | 2 | Sep 2007 | 2 | 4 |
-4.32% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-3.99% | Jul 1996 | Jul 1996 | 1 | Sep 1996 | 2 | 3 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-79.29% | Sep 1929 | Jun 1932 | 34 | Jun 1944 | 144 | 178 |
-45.52% | Nov 2007 | Feb 2009 | 16 | Apr 2011 | 26 | 42 |
-40.52% | Jan 1973 | Sep 1974 | 21 | Jun 1976 | 21 | 42 |
-39.67% | Sep 2000 | Sep 2002 | 25 | Sep 2006 | 48 | 73 |
-30.50% | Apr 1876 | Jun 1877 | 15 | Apr 1879 | 22 | 37 |
-30.14% | Oct 1906 | Nov 1907 | 14 | Nov 1908 | 12 | 26 |
-27.35% | Sep 1987 | Nov 1987 | 3 | May 1989 | 18 | 21 |
-26.19% | Dec 1968 | Jun 1970 | 19 | Mar 1971 | 9 | 28 |
-25.03% | Dec 1916 | Dec 1917 | 13 | Apr 1919 | 16 | 29 |
-23.47% | Nov 1919 | Jun 1921 | 20 | Apr 1922 | 10 | 30 |
-23.10% | Oct 1902 | Oct 1903 | 13 | Nov 1904 | 13 | 26 |
-23.08% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
-22.56% | Feb 1893 | Aug 1893 | 7 | Aug 1897 | 48 | 55 |
-21.96% | Nov 1912 | Oct 1914 | 24 | Aug 1915 | 10 | 34 |
-19.89% | Jun 1946 | Nov 1946 | 6 | Oct 1949 | 35 | 41 |
-19.86% | Jan 1962 | Jun 1962 | 6 | Apr 1963 | 10 | 16 |
-18.78% | Oct 1882 | Jan 1885 | 28 | Nov 1885 | 10 | 38 |
-17.49% | Feb 2020 | Mar 2020 | 2 | Jul 2020 | 4 | 6 |
-15.65% | Sep 1873 | Nov 1873 | 3 | Feb 1874 | 3 | 6 |
-15.04% | May 2011 | Sep 2011 | 5 | Feb 2012 | 5 | 10 |
Rolling Returns ( more details)
Warren Buffett Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
10.06 |
136.47 Jul 1932 - Jun 1933 |
-62.67 Jul 1931 - Jun 1932 |
26.94% |
2 Years |
9.38 |
48.91 Jul 1932 - Jun 1934 |
-49.69 Jun 1930 - May 1932 |
19.58% |
3 Years |
9.09 |
38.25 Mar 1933 - Feb 1936 |
-38.18 Jul 1929 - Jun 1932 |
14.96% |
5 Years |
8.90 |
31.40 Jun 1932 - May 1937 |
-15.40 Sep 1929 - Aug 1934 |
8.94% |
7 Years |
8.84 |
23.55 Feb 1922 - Jan 1929 |
-5.83 Jul 1925 - Jun 1932 |
3.16% |
10 Years |
8.81 |
19.46 Jun 1949 - May 1959 |
-4.04 Sep 1929 - Aug 1939 |
2.17% |
15 Years |
8.71 |
18.28 Aug 1982 - Jul 1997 |
-0.02 Sep 1929 - Aug 1944 |
0.06% |
20 Years |
8.75 |
17.11 Apr 1980 - Mar 2000 |
1.98 Sep 1929 - Aug 1949 |
0.00% |
30 Years |
8.95 |
13.67 Jul 1970 - Jun 2000 |
3.46 Jun 1902 - May 1932 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the Warren Buffett Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Warren Buffett Portfolio?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
1.45
60% |
-1.37
40% |
-0.94
60% |
2.36
80% |
0.27
60% |
0.76
80% |
4.06
100% |
1.49
60% |
-2.76
40% |
1.36
60% |
3.81
80% |
-0.57
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
101.45
|
100.06
|
99.11
|
101.45
|
101.73
|
102.50
|
106.66
|
108.25
|
105.26
|
106.69
|
110.76
|
110.12
|
Best |
7.3 2019 |
3.0 2019 |
3.6 2021 |
11.4 2020 |
4.6 2020 |
6.4 2019 |
8.1 2022 |
6.9 2020 |
1.7 2019 |
6.9 2022 |
10.0 2020 |
3.8 2021 |
Worst |
-5.5 2022 |
-7.2 2020 |
-11.1 2020 |
-8.4 2022 |
-5.7 2019 |
-7.4 2022 |
1.4 2019 |
-3.5 2022 |
-8.3 2022 |
-6.3 2018 |
-0.9 2021 |
-7.8 2018 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
0.38
50% |
0.26
50% |
0.43
70% |
1.62
90% |
0.95
80% |
0.36
70% |
3.11
90% |
0.34
60% |
-1.25
50% |
2.09
70% |
3.04
90% |
0.07
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
100.38
|
100.64
|
101.07
|
102.70
|
103.68
|
104.05
|
107.29
|
107.65
|
106.31
|
108.53
|
111.83
|
111.90
|
Best |
7.3 2019 |
5.2 2015 |
6.2 2016 |
11.4 2020 |
4.6 2020 |
6.4 2019 |
8.1 2022 |
6.9 2020 |
3.2 2013 |
7.4 2015 |
10.0 2020 |
3.8 2021 |
Worst |
-5.5 2022 |
-7.2 2020 |
-11.1 2020 |
-8.4 2022 |
-5.7 2019 |
-7.4 2022 |
-1.3 2014 |
-5.4 2015 |
-8.3 2022 |
-6.3 2018 |
-0.9 2021 |
-7.8 2018 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
1.39
65% |
0.32
54% |
0.54
63% |
1.27
64% |
0.23
58% |
0.55
56% |
1.32
61% |
1.10
66% |
-0.14
56% |
0.56
57% |
1.05
63% |
1.20
70% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
101.39
|
101.72
|
102.26
|
103.56
|
103.80
|
104.37
|
105.75
|
106.91
|
106.77
|
107.36
|
108.49
|
109.79
|
Best |
12.0 1987 |
10.7 1931 |
10.1 1928 |
38.0 1933 |
15.2 1933 |
22.6 1938 |
32.4 1932 |
33.5 1932 |
14.5 1939 |
15.9 1974 |
11.4 1928 |
10.5 1991 |
Worst |
-7.3 2009 |
-16.3 1933 |
-22.2 1938 |
-17.4 1932 |
-21.4 1940 |
-14.6 1930 |
-10.1 1934 |
-13.0 1998 |
-26.4 1931 |
-19.9 1987 |
-11.5 1929 |
-12.1 1931 |
Monthly/Yearly Returns
Warren Buffett Portfolio data source starts from January 1871: let's focus on monthly and yearly returns.
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2023 |
+3.50 | +2.11 | 5.9 | -2.3 | ||||||||||
2022 |
-18.29 | -23.25 | -5.5 | -2.7 | 3.2 | -8.4 | -0.1 | -7.4 | 8.1 | -3.5 | -8.3 | 6.9 | 4.8 | -5.2 |
2021 |
+24.59 | +16.40 | -0.8 | 2.3 | 3.6 | 4.9 | 0.4 | 2.4 | 2.2 | 2.7 | -4.3 | 6.4 | -0.9 | 3.8 |
2020 |
+19.19 | +17.59 | 0.3 | -7.2 | -11.1 | 11.4 | 4.6 | 1.9 | 5.4 | 6.9 | -3.4 | -2.3 | 10.0 | 3.7 |
2019 |
+28.46 | +25.59 | 7.3 | 3.0 | 1.7 | 3.7 | -5.7 | 6.4 | 1.4 | -1.5 | 1.7 | 2.0 | 3.4 | 2.7 |
2018 |
-3.84 | -5.65 | 5.1 | -3.4 | -2.2 | 0.3 | 2.2 | 0.6 | 3.3 | 3.0 | 0.5 | -6.3 | 1.8 | -7.8 |
2017 |
+19.83 | +17.35 | 1.8 | 3.6 | 0.1 | 1.0 | 1.3 | 0.6 | 1.9 | 0.3 | 1.9 | 2.1 | 2.7 | 1.1 |
2016 |
+10.69 | +8.44 | -4.8 | -0.1 | 6.2 | 0.4 | 1.5 | 0.3 | 3.4 | 0.1 | 0.1 | -1.6 | 3.3 | 1.8 |
2015 |
+0.96 | +0.23 | -2.6 | 5.2 | -1.2 | 0.7 | 1.2 | -1.8 | 1.9 | -5.4 | -2.4 | 7.4 | 0.3 | -1.6 |
2014 |
+12.08 | +11.24 | -3.0 | 4.2 | 0.6 | 0.5 | 2.1 | 1.9 | -1.3 | 3.6 | -1.4 | 2.2 | 2.5 | -0.3 |
2013 |
+29.44 | +27.53 | 4.8 | 1.2 | 3.3 | 1.8 | 2.0 | -1.2 | 4.9 | -2.6 | 3.2 | 4.1 | 2.6 | 2.4 |
2012 |
+14.59 | +12.63 | 4.4 | 3.8 | 3.0 | -0.5 | -5.6 | 3.5 | 1.0 | 2.3 | 2.3 | -1.6 | 0.6 | 1.0 |
2011 |
+1.43 | -1.49 | 2.1 | 3.1 | 0.1 | 2.8 | -0.9 | -1.6 | -1.8 | -5.1 | -6.5 | 9.8 | -0.4 | 0.8 |
2010 |
+14.55 | +12.86 | -3.0 | 2.8 | 5.5 | 1.5 | -7.2 | -4.8 | 6.3 | -4.1 | 8.2 | 3.6 | 0.1 | 6.2 |
2009 |
+24.66 | +21.36 | -7.3 | -9.4 | 7.3 | 9.0 | 5.1 | 0.0 | 6.8 | 3.4 | 3.5 | -1.9 | 5.6 | 2.0 |
2008 |
-32.35 | -32.41 | -5.4 | -2.2 | -0.4 | 4.1 | 1.5 | -7.3 | -0.8 | 1.0 | -7.8 | -14.9 | -6.3 | 1.7 |
2007 |
+6.30 | +2.13 | 1.6 | -1.6 | 1.0 | 4.0 | 3.2 | -1.6 | -2.8 | 1.7 | 3.5 | 1.5 | -3.4 | -0.7 |
2006 |
+14.32 | +11.49 | 2.3 | 0.2 | 1.6 | 0.8 | -2.5 | 0.3 | 0.4 | 2.0 | 2.4 | 3.0 | 2.1 | 1.1 |
2005 |
+5.58 | +2.09 | -2.6 | 2.1 | -1.5 | -1.9 | 3.6 | 0.5 | 3.1 | -0.8 | 0.8 | -1.5 | 3.5 | 0.4 |
2004 |
+9.73 | +6.27 | 1.7 | 1.3 | -1.3 | -1.5 | 1.2 | 1.7 | -3.0 | 0.4 | 1.0 | 1.4 | 3.6 | 3.1 |
2003 |
+25.87 | +23.55 | -2.4 | -1.3 | 0.9 | 7.4 | 4.8 | 1.2 | 1.5 | 1.8 | -0.9 | 5.1 | 0.8 | 4.9 |
2002 |
-19.13 | -21.01 | -1.3 | -1.7 | 3.3 | -5.3 | -0.6 | -6.3 | -6.6 | 0.7 | -9.3 | 7.5 | 5.0 | -5.0 |
2001 |
-10.04 | -11.42 | 3.3 | -8.2 | -5.6 | 6.9 | 0.6 | -2.1 | -0.7 | -5.5 | -6.9 | 1.8 | 6.6 | 0.7 |
2000 |
-7.27 | -10.31 | -4.6 | -1.6 | 8.8 | -2.7 | -1.8 | 2.4 | -1.3 | 5.6 | -4.7 | -0.3 | -6.9 | 0.6 |
1999 |
+19.15 | +16.03 | 3.8 | -2.9 | 3.7 | 3.5 | -2.2 | 5.0 | -2.8 | -0.4 | -2.4 | 5.7 | 1.9 | 5.4 |
1998 |
+26.49 | +24.48 | 1.1 | 6.5 | 4.7 | 1.0 | -1.5 | 3.7 | -0.9 | -13.0 | 5.9 | 7.4 | 5.5 | 5.3 |
1997 |
+30.52 | +28.34 | 5.6 | 0.7 | -3.8 | 5.5 | 5.6 | 4.1 | 7.4 | -5.2 | 5.1 | -3.0 | 4.2 | 1.6 |
1996 |
+21.03 | +17.14 | 3.1 | 0.8 | 0.9 | 1.3 | 2.3 | 0.4 | -4.0 | 1.9 | 5.2 | 2.6 | 7.0 | -1.8 |
1995 |
+34.91 | +31.57 | 2.5 | 3.7 | 2.7 | 2.8 | 3.8 | 2.2 | 3.0 | 0.3 | 3.9 | -0.3 | 4.1 | 1.8 |
1994 |
+1.01 | -1.62 | 3.1 | -2.5 | -4.0 | 1.1 | 1.5 | -2.2 | 3.0 | 3.7 | -2.2 | 2.1 | -3.4 | 1.3 |
1993 |
+9.53 | +6.60 | 0.9 | 1.4 | 1.9 | -2.1 | 2.3 | 0.3 | -0.4 | 3.5 | -0.7 | 1.9 | -0.9 | 1.2 |
1992 |
+7.36 | +4.33 | -1.7 | 1.1 | -1.8 | 2.7 | 0.6 | -1.2 | 3.8 | -1.7 | 1.2 | 0.2 | 3.0 | 1.2 |
1991 |
+28.35 | +24.53 | 4.0 | 6.5 | 2.2 | 0.3 | 4.0 | -4.1 | 4.3 | 2.3 | -1.4 | 1.3 | -3.6 | 10.5 |
1990 |
-2.00 | -7.64 | -6.1 | 1.2 | 2.4 | -2.2 | 8.8 | -0.5 | -0.2 | -8.1 | -4.3 | -0.2 | 5.8 | 2.6 |
1989 |
+29.38 | +23.63 | 6.7 | -2.2 | 2.1 | 4.9 | 3.8 | -0.3 | 8.3 | 1.6 | -0.3 | -2.0 | 1.9 | 2.2 |
1988 |
+15.17 | +10.29 | 3.9 | 4.2 | -2.7 | 0.9 | 0.7 | 4.2 | -0.3 | -3.1 | 4.0 | 2.6 | -1.4 | 1.6 |
1987 |
+4.71 | +0.27 | 12.0 | 3.7 | 2.6 | -1.0 | 1.0 | 4.7 | 4.5 | 3.5 | -2.1 | -19.9 | -7.3 | 6.8 |
1986 |
+17.29 | +16.02 | 0.5 | 6.9 | 5.2 | -1.2 | 4.9 | 1.7 | -5.1 | 6.9 | -7.6 | 5.2 | 2.4 | -2.4 |
1985 |
+29.49 | +24.75 | 6.9 | 1.2 | 0.1 | -0.1 | 5.7 | 1.4 | -0.2 | -0.5 | -2.8 | 4.1 | 6.4 | 4.4 |
1984 |
+6.99 | +2.93 | -0.3 | -3.0 | 1.4 | 0.7 | -4.9 | 2.1 | -1.1 | 10.1 | 0.2 | 0.5 | -0.7 | 2.5 |
1983 |
+19.96 | +15.58 | 3.1 | 2.4 | 3.1 | 7.1 | -0.8 | 3.5 | -3.0 | 1.7 | 1.3 | -1.2 | 2.1 | -0.5 |
1982 |
+21.09 | +16.62 | -1.3 | -4.5 | -0.5 | 3.9 | -2.3 | -1.5 | -1.5 | 11.3 | 1.2 | 10.3 | 3.8 | 1.7 |
1981 |
-3.26 | -11.18 | -3.9 | 1.9 | 3.6 | -2.1 | 0.8 | -0.7 | -0.1 | -4.9 | -4.3 | 5.2 | 4.5 | -2.6 |
1980 |
+29.60 | +15.19 | 5.4 | 0.0 | -8.8 | 4.7 | 5.3 | 2.6 | 5.9 | 1.0 | 2.4 | 1.8 | 9.9 | -2.7 |
1979 |
+17.05 | +3.32 | 3.9 | -2.5 | 5.3 | 0.4 | -1.4 | 3.8 | 1.0 | 5.5 | 0.2 | -6.2 | 4.9 | 1.7 |
1978 |
+5.62 | -3.12 | -5.4 | -1.5 | 2.3 | 7.6 | 1.2 | -1.4 | 5.2 | 3.2 | -0.5 | -8.1 | 2.4 | 1.5 |
1977 |
-6.77 | -12.62 | -4.6 | -1.2 | -1.1 | 0.0 | -1.3 | 4.1 | -1.4 | -1.2 | 0.0 | -3.7 | 3.2 | 0.5 |
1976 |
+22.58 | +16.89 | 10.9 | -0.7 | 2.6 | -0.9 | -1.1 | 4.6 | -0.6 | 0.3 | 2.3 | -1.8 | 0.5 | 5.0 |
1975 |
+34.14 | +25.44 | 11.1 | 6.0 | 2.1 | 4.7 | 5.5 | 4.8 | -6.2 | -1.8 | -3.4 | 6.3 | 2.9 | -0.9 |
1974 |
-23.54 | -31.93 | -1.0 | -0.2 | -2.2 | -3.7 | -2.0 | -1.7 | -7.2 | -7.7 | -9.8 | 15.9 | -3.2 | -1.6 |
1973 |
-14.10 | -20.98 | -1.8 | -3.3 | -0.3 | -4.1 | -1.3 | -0.7 | 3.7 | -2.5 | 4.4 | 0.0 | -9.6 | 1.2 |
1972 |
+17.45 | +13.58 | 1.9 | 2.8 | 0.7 | 0.7 | 1.8 | -1.7 | 0.1 | 3.4 | -0.4 | 1.2 | 4.6 | 1.2 |
1971 |
+13.67 | +10.07 | 4.2 | 1.0 | 4.0 | 3.1 | -3.7 | 0.1 | -3.6 | 4.0 | -0.2 | -3.4 | 0.0 | 8.0 |
1970 |
+4.95 | -0.59 | -6.5 | 5.7 | 0.3 | -8.4 | -5.2 | -3.9 | 7.0 | 4.2 | 3.5 | -0.8 | 5.3 | 5.3 |
1969 |
-7.28 | -12.69 | -0.4 | -4.0 | 3.4 | 2.4 | -0.1 | -4.8 | -4.9 | 3.8 | -2.3 | 4.7 | -2.9 | -1.7 |
1968 |
+10.36 | +5.39 | -3.2 | -2.5 | 1.0 | 7.5 | 1.3 | 1.2 | -1.2 | 5.0 | 0.0 | 0.8 | 4.4 | -3.8 |
1967 |
+21.92 | +18.32 | 7.5 | 0.4 | 4.1 | 4.0 | -4.5 | 1.6 | 4.5 | 2.4 | 0.1 | -2.5 | 0.4 | 2.8 |
1966 |
-8.57 | -11.63 | 0.7 | -1.6 | -1.5 | 2.1 | -4.6 | -1.3 | -1.0 | -6.9 | 0.0 | 4.6 | 0.5 | 0.6 |
1965 |
+11.37 | +9.27 | 3.3 | 0.1 | -1.0 | 3.4 | -0.4 | -4.1 | 1.5 | 2.3 | 3.1 | 2.7 | -0.6 | 1.0 |
1964 |
+15.12 | +14.01 | 2.7 | 1.1 | 1.6 | 0.8 | 1.3 | 1.8 | 1.9 | -1.2 | 2.9 | 1.0 | -0.2 | 0.6 |
1963 |
+20.68 | +18.73 | 4.7 | -2.4 | 3.5 | 4.7 | 1.6 | -1.6 | 0.0 | 4.7 | -0.8 | 3.2 | -0.6 | 2.5 |
1962 |
-7.50 | -8.72 | -3.2 | 1.8 | -0.2 | -5.3 | -7.4 | -7.0 | 5.8 | 1.7 | -3.9 | 0.7 | 9.2 | 1.5 |
1961 |
+24.37 | +23.54 | 6.0 | 2.8 | 2.6 | 0.6 | 2.0 | -2.5 | 3.2 | 2.0 | -1.5 | 2.9 | 3.8 | 0.5 |
1960 |
+1.29 | -0.07 | -6.2 | 1.3 | -0.8 | -1.3 | 2.6 | 2.2 | -1.7 | 2.7 | -5.1 | 0.0 | 3.8 | 4.5 |
1959 |
+10.87 | +8.99 | 0.6 | 0.3 | 0.3 | 3.7 | 1.8 | -0.1 | 3.4 | -1.1 | -4.0 | 1.4 | 1.5 | 2.7 |
1958 |
+39.17 | +36.77 | 4.3 | -1.5 | 3.2 | 3.3 | 1.7 | 2.7 | 4.1 | 1.2 | 4.6 | 2.6 | 2.4 | 5.0 |
1957 |
-9.21 | -11.77 | -3.5 | -2.5 | 2.0 | 3.6 | 3.5 | 0.0 | 1.2 | -4.8 | -5.3 | -2.6 | 2.0 | -2.9 |
1956 |
+6.10 | +3.02 | -2.9 | 3.5 | 6.5 | 0.0 | -5.6 | 3.9 | 4.9 | -3.3 | -3.8 | 0.9 | -0.8 | 3.4 |
1955 |
+28.33 | +27.86 | 1.9 | 0.7 | -0.1 | 3.7 | 0.2 | 7.8 | 5.8 | -0.5 | 1.4 | -2.4 | 7.2 | 0.2 |
1954 |
+47.42 | +48.52 | 5.2 | 0.7 | 3.2 | 4.9 | 3.3 | 0.5 | 5.7 | -2.8 | 8.0 | -1.5 | 7.8 | 5.0 |
1953 |
-0.68 | -1.42 | -0.3 | -1.3 | -1.8 | -2.0 | 0.0 | -1.1 | 2.9 | -4.8 | 0.7 | 5.3 | 1.2 | 0.7 |
1952 |
+16.84 | +15.97 | 1.9 | -2.9 | 4.8 | -3.3 | 2.6 | 4.6 | 2.0 | -0.9 | -1.4 | 0.5 | 4.7 | 3.6 |
1951 |
+22.18 | +15.26 | 6.2 | 1.1 | -1.2 | 4.9 | -3.2 | -1.8 | 6.9 | 4.6 | -0.1 | -0.8 | 0.2 | 4.1 |
1950 |
+27.56 | +20.42 | 2.0 | 1.4 | 0.9 | 4.6 | 4.1 | -4.8 | 1.4 | 3.5 | 5.6 | 0.9 | 0.5 | 4.8 |
1949 |
+16.43 | +18.90 | 0.7 | -3.1 | 3.2 | -1.4 | -2.9 | 0.4 | 6.2 | 1.6 | 2.6 | 3.2 | 0.6 | 4.5 |
1948 |
+4.72 | +1.68 | -3.1 | -3.8 | 7.3 | 2.8 | 7.5 | 0.7 | -4.5 | 1.1 | -2.3 | 6.5 | -9.4 | 3.3 |
1947 |
+4.83 | -3.69 | 2.5 | -0.9 | -1.1 | -3.1 | -0.4 | 5.1 | 3.7 | -2.2 | -0.9 | 2.3 | -2.2 | 2.2 |
1946 |
-7.24 | -21.48 | 6.6 | -6.0 | 4.5 | 3.6 | 2.3 | -3.2 | -2.0 | -6.3 | -8.8 | -0.3 | -0.8 | 4.3 |
1945 |
+32.94 | +30.02 | 1.8 | 5.9 | -3.8 | 8.4 | 1.4 | 0.0 | -1.5 | 5.6 | 4.2 | 3.1 | 3.3 | 1.1 |
1944 |
+17.83 | +15.18 | 1.8 | 0.2 | 1.9 | -0.7 | 4.1 | 5.0 | -1.5 | 1.2 | 0.1 | 0.4 | 0.7 | 3.6 |
1943 |
+23.35 | +19.81 | 7.0 | 5.0 | 5.2 | 0.5 | 4.5 | 2.2 | -4.6 | 1.3 | 2.6 | -0.8 | -6.6 | 5.8 |
1942 |
+19.04 | +9.18 | 1.9 | -2.3 | -4.8 | -3.3 | 6.4 | 2.3 | 3.4 | 1.2 | 3.0 | 6.4 | -0.8 | 5.2 |
1941 |
-10.47 | -18.55 | -3.8 | -0.9 | 1.0 | -5.2 | 0.8 | 5.5 | 5.6 | -0.3 | -0.4 | -5.5 | -3.3 | -3.7 |
1940 |
-8.93 | -9.58 | -2.8 | 0.9 | 1.4 | -0.1 | -21.4 | 7.4 | 3.2 | 2.8 | 1.5 | 4.0 | -3.2 | 0.2 |
1939 |
-0.71 | -0.71 | -5.9 | 3.3 | -11.8 | -0.1 | 6.0 | -5.4 | 10.0 | -6.1 | 14.5 | -0.8 | -4.0 | 2.6 |
1938 |
+30.06 | +33.78 | 1.9 | 6.1 | -22.2 | 13.1 | -3.3 | 22.6 | 7.0 | -2.1 | 1.8 | 7.3 | -2.7 | 3.8 |
1937 |
-31.63 | -33.53 | 3.8 | 1.7 | -0.8 | -7.2 | -0.5 | -4.3 | 9.6 | -4.7 | -12.3 | -8.5 | -8.3 | -3.8 |
1936 |
+29.65 | +27.80 | 6.2 | 1.8 | 2.6 | -6.8 | 4.4 | 3.0 | 6.6 | 1.1 | 0.4 | 7.2 | 0.7 | -0.2 |
1935 |
+42.64 | +38.51 | -3.3 | -3.2 | -2.5 | 9.0 | 3.2 | 6.4 | 7.9 | 2.2 | 2.4 | 7.3 | 3.8 | 3.8 |
1934 |
-1.85 | -3.31 | 9.9 | -3.0 | 0.4 | -2.2 | -7.1 | 2.2 | -10.1 | 4.9 | -0.2 | -2.5 | 7.8 | -0.1 |
1933 |
+47.84 | +46.72 | 1.2 | -16.3 | 3.3 | 38.0 | 15.2 | 12.6 | -8.1 | 11.0 | -10.4 | -8.1 | 9.7 | 2.3 |
1932 |
-7.22 | +3.40 | -2.3 | 5.5 | -10.1 | -17.4 | -19.7 | 0.0 | 32.4 | 33.5 | -2.9 | -12.2 | -4.7 | 5.2 |
1931 |
-39.39 | -33.17 | 4.9 | 10.7 | -5.9 | -8.3 | -11.8 | 12.9 | -6.3 | 1.3 | -26.4 | 7.3 | -8.0 | -12.1 |
1930 |
-22.03 | -16.71 | 6.0 | 2.3 | 7.7 | -0.6 | -1.1 | -14.6 | 3.6 | 1.1 | -11.4 | -7.4 | -1.4 | -6.1 |
1929 |
-7.44 | -7.98 | 5.4 | -0.3 | 0.0 | 1.8 | -3.6 | 10.4 | 4.5 | 9.2 | -4.3 | -18.0 | -11.5 | 2.6 |
1928 |
+39.15 | +40.78 | -0.1 | -1.2 | 10.1 | 3.3 | 1.4 | -3.4 | 1.4 | 7.0 | 2.5 | 1.6 | 11.4 | 0.5 |
1927 |
+33.87 | +36.96 | -1.4 | 4.7 | 1.1 | 2.0 | 5.1 | -0.5 | 6.3 | 4.5 | 3.3 | -3.6 | 6.6 | 2.1 |
1926 |
+10.43 | +11.67 | 0.2 | -3.6 | -4.9 | 2.2 | 1.3 | 4.3 | 2.1 | 4.3 | 2.5 | -2.4 | 2.5 | 2.0 |
1925 |
+26.87 | +22.62 | 2.2 | 1.2 | -5.6 | 3.2 | 5.1 | 0.9 | 3.6 | 0.6 | 2.8 | 5.6 | 0.1 | 4.8 |
1924 |
+23.76 | +23.76 | 3.2 | -1.4 | -1.9 | -0.2 | 1.0 | 3.8 | 4.5 | 0.9 | 0.5 | -0.3 | 6.7 | 5.2 |
1923 |
+4.17 | +1.76 | 0.5 | 6.3 | -0.9 | -2.0 | -3.2 | -6.5 | 2.2 | 1.9 | -2.3 | 0.2 | 5.5 | 3.1 |
1922 |
+25.52 | +28.49 | 1.2 | 3.2 | 3.5 | 5.7 | 5.1 | -3.4 | 1.7 | 6.9 | -0.9 | 2.5 | -4.1 | 2.1 |
1921 |
+14.22 | +28.09 | 4.4 | -0.3 | -1.6 | 2.6 | -1.2 | -6.1 | 3.0 | -1.2 | 3.1 | 2.8 | 6.4 | 2.1 |
1920 |
-17.37 | -19.50 | -2.2 | -6.3 | 9.3 | -6.2 | -3.3 | -0.2 | -1.6 | 2.1 | 0.3 | 1.9 | -6.7 | -4.7 |
1919 |
+19.03 | +3.91 | -0.9 | 3.5 | 1.0 | 5.3 | 7.9 | -2.1 | 6.1 | -6.8 | 2.3 | 7.4 | -5.0 | 0.0 |
1918 |
+23.53 | +2.57 | 7.2 | 2.6 | -2.8 | 1.8 | 2.1 | 2.7 | 0.1 | 2.6 | -1.0 | 5.3 | -0.8 | 1.8 |
1917 |
-22.57 | -34.44 | -1.7 | -4.4 | 3.1 | -0.8 | -2.7 | 2.3 | -1.9 | -2.0 | -3.6 | -4.2 | -6.7 | -2.4 |
1916 |
+8.31 | -3.83 | -1.1 | -0.8 | 0.2 | -0.6 | 2.4 | 1.2 | -0.9 | 1.2 | 4.1 | 3.2 | 2.5 | -3.2 |
1915 |
+32.47 | +29.90 | 2.1 | -0.8 | 2.8 | 7.3 | -1.7 | 1.4 | 0.0 | 4.4 | 3.7 | 5.4 | 3.6 | 0.6 |
1914 |
-2.69 | -3.65 | 4.3 | 1.7 | -1.3 | -1.8 | 1.0 | 0.0 | -4.6 | -7.4 | 0.5 | -4.4 | 3.9 | 6.4 |
1913 |
-8.10 | -10.86 | -0.3 | -2.8 | -1.3 | 0.3 | -1.9 | -4.0 | 1.4 | 2.8 | 1.3 | -2.5 | -1.7 | 0.5 |
1912 |
+7.42 | +0.10 | 0.5 | -0.4 | 3.0 | 3.2 | 0.1 | 0.5 | 0.5 | 2.4 | 0.8 | 0.2 | -0.6 | -2.9 |
1911 |
+5.58 | +7.80 | 2.6 | 2.1 | -0.6 | 0.0 | 2.2 | 2.2 | 0.0 | -4.0 | -4.5 | 1.0 | 4.0 | 0.8 |
1910 |
-6.56 | +1.14 | -1.6 | -2.8 | 2.5 | -1.8 | -1.1 | -3.9 | -4.1 | 2.6 | 1.1 | 4.5 | 0.3 | -2.1 |
1909 |
+17.29 | +6.13 | 0.7 | -2.2 | 1.6 | 4.4 | 3.4 | 2.0 | 1.6 | 2.4 | 0.4 | 0.7 | -0.2 | 1.4 |
1908 |
+41.02 | +36.49 | 4.4 | -2.8 | 4.4 | 5.5 | 5.8 | 0.0 | 3.8 | 4.3 | -0.6 | 1.5 | 6.6 | 2.5 |
1907 |
-26.28 | -24.68 | -2.2 | -2.4 | -8.3 | 0.9 | -2.6 | -2.4 | 3.9 | -6.3 | -0.5 | -9.0 | -4.8 | 4.6 |
1906 |
+6.52 | +0.93 | 3.4 | -0.4 | -1.9 | -0.8 | -2.2 | 1.4 | -2.0 | 7.0 | 3.1 | -0.3 | -0.1 | -0.5 |
1905 |
+17.87 | +17.88 | 2.3 | 4.2 | 3.0 | -0.8 | -4.2 | 1.4 | 3.1 | 3.7 | 0.6 | 1.6 | -0.3 | 2.3 |
1904 |
+28.41 | +22.67 | 1.9 | -2.1 | 0.2 | 2.6 | -1.5 | 0.6 | 4.1 | 3.4 | 4.4 | 5.7 | 5.2 | 1.2 |
1903 |
-12.70 | -7.62 | 4.9 | -0.2 | -3.1 | -3.5 | -1.3 | -4.6 | -2.5 | -3.7 | -1.6 | -2.4 | 0.6 | 4.4 |
1902 |
+4.74 | -2.23 | 2.3 | 1.1 | 0.4 | 3.4 | 0.1 | -0.5 | 2.1 | 2.8 | 0.8 | -2.5 | -3.3 | -1.8 |
1901 |
+24.93 | +18.99 | 8.9 | 2.6 | 3.5 | 8.0 | -4.4 | 9.4 | -6.0 | 1.5 | -0.1 | -0.7 | 2.3 | -1.2 |
1900 |
+10.87 | +15.08 | 1.5 | 2.0 | 1.1 | 1.3 | -3.9 | -2.4 | 0.3 | 1.5 | 0.1 | -1.8 | 3.8 | 7.5 |
1899 |
+8.97 | -6.74 | 7.1 | 3.6 | 1.5 | 1.4 | -3.6 | -1.8 | 3.3 | 2.6 | -0.8 | -0.2 | 2.0 | -5.8 |
1898 |
+21.34 | +19.55 | 2.8 | -0.1 | -4.1 | -1.4 | 6.4 | 4.0 | 0.9 | 3.7 | 0.1 | -1.6 | 3.3 | 6.0 |
1897 |
+15.72 | +15.72 | 0.5 | -0.5 | 0.6 | -2.5 | 0.6 | 4.6 | 4.4 | 6.1 | 4.7 | -2.6 | -2.9 | 2.3 |
1896 |
+2.13 | +3.66 | -1.1 | 4.1 | -1.0 | 1.3 | -0.1 | -1.3 | -5.7 | -4.9 | 5.4 | 2.5 | 6.7 | -2.9 |
1895 |
+4.21 | +1.29 | -0.9 | -0.5 | 0.4 | 4.3 | 5.3 | 2.2 | 0.6 | 1.5 | 0.9 | -1.4 | -2.6 | -5.1 |
1894 |
+2.30 | +9.61 | -1.6 | 1.7 | 3.1 | 1.6 | -3.0 | -0.8 | -1.5 | 3.8 | 1.8 | -2.5 | 0.4 | -0.5 |
1893 |
-13.61 | -6.62 | 1.9 | -1.3 | -2.8 | 0.4 | -7.6 | -4.0 | -7.9 | -1.5 | 6.9 | 3.0 | 2.0 | -2.5 |
1892 |
+5.62 | +4.37 | 1.9 | 0.5 | 1.4 | 0.1 | 0.4 | -0.1 | 0.2 | 1.6 | -2.0 | 2.1 | 0.0 | -0.7 |
1891 |
+21.07 | +27.20 | 5.0 | 1.5 | -1.2 | 3.5 | 0.0 | -1.4 | -1.4 | 3.4 | 7.8 | 0.3 | -1.0 | 3.2 |
1890 |
-8.74 | -9.88 | 1.2 | -0.8 | -0.4 | 2.2 | 4.2 | -0.3 | -0.3 | -1.7 | -1.0 | -3.9 | -6.2 | -1.8 |
1889 |
+7.15 | +13.76 | 2.0 | 1.5 | -1.5 | 0.1 | 2.8 | 1.9 | -1.6 | 1.5 | 2.5 | -1.4 | -0.5 | -0.2 |
1888 |
+2.28 | +2.29 | 1.1 | 0.0 | -3.2 | 0.7 | 1.7 | -2.3 | 2.7 | 2.3 | 2.6 | -0.3 | -1.5 | -1.4 |
1887 |
-1.95 | -7.62 | -0.7 | -0.2 | 2.5 | 2.4 | 1.9 | -2.3 | -2.0 | -1.9 | -0.9 | -2.6 | 2.2 | -0.2 |
1886 |
+11.65 | +17.10 | 0.3 | 2.2 | -1.5 | -1.0 | -1.5 | 4.4 | 1.6 | 0.9 | 2.7 | 2.6 | 2.5 | -2.0 |
1885 |
+24.10 | +25.61 | -1.7 | 3.3 | 0.7 | 0.2 | -0.6 | 0.1 | 3.8 | 5.5 | -0.7 | 5.7 | 6.3 | -0.3 |
1884 |
-11.59 | -1.44 | -2.3 | 2.9 | 0.1 | -3.1 | -7.4 | -3.1 | 0.6 | 6.3 | -2.5 | -2.4 | -1.1 | 0.4 |
1883 |
-2.16 | +5.90 | 0.0 | -1.7 | 1.7 | 2.4 | -1.3 | 1.4 | -1.2 | -3.6 | 1.6 | -1.9 | 1.8 | -1.2 |
1882 |
+2.42 | +4.36 | -1.1 | -1.5 | 0.3 | 0.5 | -0.7 | 0.0 | 5.4 | 3.0 | 1.3 | -2.0 | -3.4 | 0.9 |
1881 |
+7.13 | +0.07 | 5.7 | 0.0 | 1.4 | 0.2 | 4.5 | 1.4 | -2.9 | -1.9 | 1.1 | -1.2 | 0.9 | -2.1 |
1880 |
+22.34 | +24.79 | 3.7 | 2.3 | 1.9 | -1.6 | -6.8 | 0.7 | 4.5 | 3.8 | 0.1 | 2.9 | 5.4 | 4.1 |
1879 |
+44.89 | +22.19 | 3.9 | 3.5 | -0.9 | 3.2 | 4.8 | 1.2 | 1.7 | 1.2 | 3.8 | 10.3 | 5.3 | 0.2 |
1878 |
+10.78 | +28.80 | 0.4 | -1.3 | 1.8 | 3.1 | 0.9 | 2.3 | 2.0 | -0.6 | 2.4 | -0.6 | 0.1 | -0.2 |
1877 |
-3.06 | +9.58 | -0.3 | -4.8 | -4.2 | -5.6 | 0.8 | -5.9 | 4.2 | 6.5 | 5.6 | 2.5 | -0.9 | 0.1 |
1876 |
-10.41 | -8.83 | 2.5 | 2.0 | 0.3 | -3.0 | -2.8 | 0.2 | -0.7 | -3.4 | -4.9 | -0.1 | -0.8 | 0.0 |
1875 |
+2.65 | +8.00 | 0.4 | 0.4 | 1.6 | 1.9 | -2.7 | -1.3 | 0.3 | 1.0 | -0.5 | -0.7 | 1.9 | 0.6 |
1874 |
+9.72 | +16.12 | 5.2 | 3.3 | -0.6 | -2.1 | -1.6 | 0.1 | 0.2 | 0.9 | 2.1 | 0.3 | 1.2 | 0.5 |
1873 |
-5.05 | +0.88 | 1.0 | 1.4 | -0.3 | -0.7 | 0.9 | -0.4 | 0.1 | 0.6 | -6.6 | -7.3 | -2.6 | 9.6 |
1872 |
+12.20 | +9.68 | 2.3 | 0.9 | 3.2 | 3.3 | 0.6 | -0.3 | -0.4 | -0.6 | -1.0 | 0.9 | 0.3 | 2.6 |
1871 |
+11.39 | +9.72 | -0.1 | 1.9 | 2.7 | 3.2 | 2.6 | -0.3 | -1.4 | 1.4 | 1.4 | -4.4 | 1.4 | 2.6 |
Portofolio Returns, up to December 2004, 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:
- VV - Vanguard Large-Cap: simulated historical serie, up to December 2004
- SHY - iShares 1-3 Year Treasury Bond: simulated historical serie, up to December 2002
Portfolio efficiency
Compared to the Warren Buffett Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
30 Years Stats (%) |
% Allocation |
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---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Stocks/Bonds 80/20 Momentum |
+10.78 | 12.19 | -43.61 | 80 | 20 | 0 | ||
US Stocks Minimum Volatility |
+9.51 | 13.66 | -43.27 | 100 | 0 | 0 | ||
Stocks/Bonds 60/40 Momentum |
+9.38 | 9.41 | -32.52 | 60 | 40 | 0 | ||
Warren Buffett Portfolio Warren Buffett |
+9.21 | 13.51 | -45.52 | 90 | 10 | 0 |
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Very High Risk categorization.
30 Years Stats (%) |
% Allocation |
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---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Technology |
+13.03 | 23.91 | -81.08 | 100 | 0 | 0 | ||
US Stocks Momentum |
+11.99 | 15.12 | -53.85 | 100 | 0 | 0 | ||
Stocks/Bonds 80/20 Momentum |
+10.78 | 12.19 | -43.61 | 80 | 20 | 0 | ||
US Stocks |
+9.64 | 15.38 | -50.84 | 100 | 0 | 0 | ||
US Stocks Value |
+9.57 | 15.20 | -55.41 | 100 | 0 | 0 |