Data Source: from January 1927 to November 2022 (~96 years)
Consolidated Returns as of 30 November 2022
Live Update: Dec 07 2022, 10:59AM Eastern Time
Category: Stocks
ETF: iShares S&P Small-Cap 600 Value (IJS)
ETF • LIVE PERFORMANCE (USD currency)
0.39%
1 Day
Dec 07 2022, 10:59AM Eastern Time
2.91%
Current Month
December 2022

In the last 30 Years, the iShares S&P Small-Cap 600 Value (IJS) ETF obtained a 10.99% compound annual return, with a 18.89% standard deviation.

In 2021, the ETF granted a 1.97% dividend yield. If you are interested in getting periodic income, please refer to the iShares S&P Small-Cap 600 Value (IJS) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Small Cap
  • Style: Value
  • Region: North America
  • Country: U.S.

The iShares S&P Small-Cap 600 Value (IJS) ETF is part of the following Lazy Portfolios:

Portfolio Name Author IJS Weight
Robo Advisor 90 Betterment 5.70%
Robo Advisor 80 Betterment 5.00%
Edge Select Aggressive Merrill Lynch 3.00%
Edge Select Moderately Aggressive Merrill Lynch 2.00%
Edge Select Moderate Merrill Lynch 2.00%
Edge Select Conservative Merrill Lynch 1.00%
Edge Select Moderately Conservative Merrill Lynch 1.00%
Ultimate Buy&Hold FundAdvice 6.00%
Coffeehouse Bill Schultheis 10.00%
Robust Alpha Architect 7.50%
Ideal Index Frank Armstrong 9.25%
Golden Butterfly 20.00%
Larry Portfolio Larry Swedroe 15.00%
Coward's Portfolio Bill Bernstein 10.00%
Pinwheel 10.00%
Ultimate Buy and Hold Strategy Paul Merriman 10.00%
Simple Money Portfolio Tim Maurer 7.50%
Family Taxable Portfolio Ted Aronson 5.00%
Robo Advisor 10 Betterment 0.60%
Robo Advisor 20 Betterment 1.20%
Robo Advisor 50 Betterment 3.00%
Robo Advisor 100 Betterment 6.40%
Big Rocks Portfolio Larry Swedroe 9.00%
Golden Butterfly with Bitcoin 20.00%
One-Decision Portfolio Marvin Appel 10.00%
Sheltered Sam 100/0 Bill Bernstein 15.00%
Sheltered Sam 90/10 Bill Bernstein 13.50%
Sheltered Sam 80/20 Bill Bernstein 12.00%
Sheltered Sam 70/30 Bill Bernstein 10.50%
Sheltered Sam 60/40 Bill Bernstein 9.00%
Sheltered Sam 50/50 Bill Bernstein 7.50%
Sheltered Sam 40/60 Bill Bernstein 6.00%
Sheltered Sam 30/70 Bill Bernstein 4.50%
Sheltered Sam 20/80 Bill Bernstein 3.00%
Sheltered Sam 10/90 Bill Bernstein 1.50%
Long Term Portfolio Ben Stein 10.00%
Tilt Toward Value Time Inc 5.00%

Historical Returns as of Nov 30, 2022

Historical returns and Metrics of iShares S&P Small-Cap 600 Value (IJS) ETF.

Returns and metrics are calculated based on monthly returns, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends

ETF Returns, up to December 2000, are retrieved using the historical series of equivalent ETFs / Assets.
ISHARES S&P SMALL-CAP 600 VALUE (IJS) ETF
Portfolio Metrics
Data Source: 1 January 1927 - 30 November 2022 (~96 years)
Swipe left to see all data
Metrics as of Nov 30, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~96Y)
Portfolio
Return (%)
3.81 6.39 0.74 -1.27 9.31 6.49 11.24 10.21 10.99 12.91
US Inflation (%) 0.00 0.62 1.96 7.22 5.03 3.85 2.61 2.52 2.50 2.99
Infl. Adjusted
Return (%)
3.81 5.73 -1.20 -7.92 4.08 2.53 8.41 7.51 8.28 9.64
Waiting for updates, inflation of Nov 2022 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 24.25 27.78 24.85 20.14 20.07 18.89 20.59
Sharpe Ratio -0.10 0.32 0.22 0.53 0.45 0.47 0.43
Sortino Ratio -0.14 0.42 0.29 0.71 0.61 0.61 0.59
MAXIMUM DRAWDOWN
Drawdown Depth (%) -20.15 -37.50 -40.32 -40.32 -54.13 -54.13 -88.57
Start (yyyy mm) 2022 01 2020 01 2018 09 2018 09 2007 06 2007 06 1929 09
Bottom (yyyy mm) 2022 09 2020 03 2020 03 2020 03 2009 02 2009 02 1932 05
Start to Bottom (# months) 9 3 19 19 21 21 33
Start to Recovery (# months) in progress
> 11
12
29
29
47
47
166
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 211.23 57.02 49.56 29.84 22.53 20.14
Worst Return (%) -69.93 -49.09 -25.77 -5.61 4.74 9.52
% Positive Periods 73% 87% 91% 97% 100% 100%
MONTHS
Positive 1 2 3 7 23 39 81 158 237 742
Negative 0 1 3 5 13 21 39 82 123 409
% Positive 100% 67% 50% 58% 64% 65% 68% 66% 66% 64%
WITHDRAWAL RATES (WR)
Safe WR (%) 36.76 20.48 16.48 9.99 10.25 5.94
Perpetual WR (%) 3.92 2.47 7.76 6.98 7.65 8.79
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the ETF
  • 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 ETF. It's calculated by dividing the excess return of the ETF over the risk-free rate by the ETF 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 ETF. It's a modification of the Sharpe Ratio (same formula but the denominator is the ETF 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).

Correlations as of Nov 30, 2022

Monthly correlations of iShares S&P Small-Cap 600 Value (IJS) ETF vs the main Asset Classes, over different timeframes.

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.

Columns are sortable (click on table header to sort).

ISHARES S&P SMALL-CAP 600 VALUE (IJS) ETF
Monthly correlations as of 30 November 2022
Swipe left to see all data
Correlation vs IJS
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.93
0.88
0.87
0.86
0.86
US Large Cap
SPY
0.92
0.86
0.84
0.82
0.82
US Small Cap
IJR
0.99
0.99
0.99
0.96
0.96
US REITs
VNQ
0.76
0.74
0.61
0.68
0.68
US Technology
QQQ
0.82
0.72
0.66
0.62
0.62
Preferred Stocks
PFF
0.60
0.69
0.58
0.42
0.42
EAFE Stocks
EFA
0.82
0.83
0.75
0.73
0.71
World All Countries
VT
0.90
0.89
0.84
0.81
0.80
Emerging Markets
EEM
0.46
0.70
0.60
0.66
0.65
Europe
VGK
0.83
0.82
0.73
0.74
0.73
Pacific
VPL
0.78
0.82
0.71
0.60
0.58
Latin America
FLLA
0.65
0.61
0.52
0.60
0.60
US Total Bond Market
BND
0.62
0.20
0.09
0.04
0.04
Long Term Treasuries
TLT
0.39
-0.26
-0.29
-0.25
-0.25
US Cash
BIL
0.01
-0.27
-0.22
-0.03
-0.03
TIPS
TIP
0.86
0.38
0.24
0.12
0.12
Invest. Grade Bonds
LQD
0.68
0.44
0.33
0.22
0.22
High Yield Bonds
HYG
0.88
0.78
0.72
0.67
0.67
International Bonds
BNDX
0.73
0.27
0.18
0.09
0.10
Emerg. Market Bonds
EMB
0.64
0.58
0.46
0.49
0.49
Gold
GLD
0.26
0.02
-0.06
0.02
0.02
Commodities
DBC
0.42
0.65
0.53
0.36
0.36

Capital Growth as of Nov 30, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares S&P Small-Cap 600 Value (IJS) ETF: Dividend Yield page.

An investment of 1000$, since December 1992, now would be worth 22818.87$, with a total return of 2181.89% (10.99% annualized).

The Inflation Adjusted Capital now would be 10872.98$, with a net total return of 987.30% (8.28% annualized).
An investment of 1000$, since January 1927, now would be worth 114325034.16$, with a total return of 11432403.42% (12.91% annualized).

The Inflation Adjusted Capital now would be 6790173.23$, with a net total return of 678917.32% (9.64% annualized).

Drawdowns

Worst drawdowns since December 1992.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-54.13% Jun 2007 Feb 2009 21 Apr 2011 26 47
-40.32% Sep 2018 Mar 2020 19 Jan 2021 10 29
-31.31% May 2002 Mar 2003 11 Nov 2003 8 19
-27.15% May 1998 Aug 1998 4 Aug 2000 24 28
-22.65% May 2011 Sep 2011 5 Feb 2012 5 10
-20.65% Jun 2021 Sep 2022 16 in progress 2 18
-15.54% Jul 2001 Sep 2001 3 Dec 2001 3 6
-13.44% Apr 2015 Jan 2016 10 Jun 2016 5 15
-8.95% Feb 2001 Mar 2001 2 May 2001 2 4
-8.95% Apr 2012 May 2012 2 Sep 2012 4 6
-7.77% Jan 2005 Apr 2005 4 Jun 2005 2 6
-7.47% May 2006 Jul 2006 3 Oct 2006 3 6
-7.34% Jun 1996 Jul 1996 2 Sep 1996 2 4
-6.73% Jul 2014 Sep 2014 3 Nov 2014 2 5
-6.52% Nov 2000 Nov 2000 1 Dec 2000 1 2
-6.13% Feb 1994 Jun 1994 5 Feb 1995 8 13
-5.32% Jan 2015 Jan 2015 1 Feb 2015 1 2
-5.17% Aug 2005 Oct 2005 3 Jan 2006 3 6
-4.75% Jul 2004 Jul 2004 1 Oct 2004 3 4
-4.04% Feb 2018 Feb 2018 1 May 2018 3 4

Worst drawdowns since January 1927.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-88.57% Sep 1929 May 1932 33 Jun 1943 133 166
-54.13% Jun 2007 Feb 2009 21 Apr 2011 26 47
-41.10% Dec 1972 Dec 1974 25 Jan 1976 13 38
-40.32% Sep 2018 Mar 2020 19 Jan 2021 10 29
-37.87% Dec 1968 Jun 1970 19 Feb 1972 20 39
-31.31% May 2002 Mar 2003 11 Nov 2003 8 19
-30.82% Sep 1989 Oct 1990 14 May 1991 7 21
-29.46% Sep 1987 Nov 1987 3 Jan 1989 14 17
-27.15% May 1998 Aug 1998 4 Aug 2000 24 28
-23.71% Jan 1962 Jun 1962 6 May 1963 11 17
-22.79% Jun 1946 Feb 1948 21 Jan 1950 23 44
-22.65% May 2011 Sep 2011 5 Feb 2012 5 10
-20.65% Jun 2021 Sep 2022 16 in progress 2 18
-18.53% Feb 1980 Mar 1980 2 Jul 1980 4 6
-18.52% Sep 1978 Oct 1978 2 Mar 1979 5 7
-17.04% Aug 1956 Dec 1957 17 May 1958 5 22
-15.54% Jul 2001 Sep 2001 3 Dec 2001 3 6
-13.77% Feb 1966 Sep 1966 8 Jan 1967 4 12
-13.44% Apr 2015 Jan 2016 10 Jun 2016 5 15
-12.60% Sep 1979 Oct 1979 2 Jan 1980 3 5

Rolling Returns ( more details)

iShares S&P Small-Cap 600 Value (IJS) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
16.09 211.23
Jul 1932 - Jun 1933
-69.93
Jul 1931 - Jun 1932
26.93%
2 Years
14.47 87.03
Jul 1932 - Jun 1934
-60.12
Jun 1930 - May 1932
17.38%
3 Years
13.70 57.02
Jul 1932 - Jun 1935
-49.09
Jul 1929 - Jun 1932
13.17%
5 Years
13.62 49.56
Jun 1932 - May 1937
-25.77
Jun 1927 - May 1932
9.43%
7 Years
13.90 30.95
Jan 1975 - Dec 1981
-7.75
Apr 1928 - Mar 1935
4.31%
10 Years
14.08 29.84
Jan 1975 - Dec 1984
-5.61
Sep 1929 - Aug 1939
3.29%
15 Years
14.38 26.31
Oct 1974 - Sep 1989
0.44
Sep 1927 - Aug 1942
0.00%
20 Years
14.71 22.53
Oct 1974 - Sep 1994
4.74
Sep 1929 - Aug 1949
0.00%
30 Years
15.09 20.14
Jan 1975 - Dec 2004
9.52
Jan 1928 - Dec 1957
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 iShares S&P Small-Cap 600 Value (IJS) ETF: Rolling Returns page.

Seasonality

iShares S&P Small-Cap 600 Value (IJS) ETF: in which months is it better to invest?

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.
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
1.82
60%
0.61
60%
-4.44
60%
3.06
80%
0.93
80%
0.47
60%
2.13
80%
0.15
60%
-2.91
20%
2.60
80%
4.74
80%
0.34
60%
 Capital Growth on monthly avg returns
100
101.82
102.44
97.89
100.88
101.82
102.30
104.48
104.64
101.60
104.23
109.17
109.54
Best 12.3
2019
10.8
2021
5.6
2021
13.9
2020
5.9
2018
7.7
2019
8.5
2022
5.1
2020
5.6
2019
14.4
2022
19.2
2020
7.5
2020
Worst -6.3
2020
-10.1
2020
-25.8
2020
-6.4
2022
-10.0
2019
-9.0
2022
-4.4
2021
-5.1
2019
-10.4
2022
-9.9
2018
-2.6
2021
-12.4
2018
Monthly Seasonality over the period Dec 2017 - Nov 2022
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
-0.14
40%
1.86
80%
-0.70
70%
1.39
70%
0.85
80%
1.03
70%
1.53
70%
-0.44
50%
-0.82
40%
2.70
80%
4.80
90%
0.72
70%
 Capital Growth on monthly avg returns
100
99.86
101.71
101.01
102.41
103.28
104.34
105.94
105.47
104.60
107.43
112.58
113.40
Best 12.3
2019
10.8
2021
9.4
2016
13.9
2020
5.9
2018
7.7
2019
8.5
2022
5.1
2020
8.6
2017
14.4
2022
19.2
2020
7.5
2020
Worst -6.3
2020
-10.1
2020
-25.8
2020
-6.4
2022
-10.0
2019
-9.0
2022
-5.1
2014
-5.1
2019
-10.4
2022
-9.9
2018
-2.6
2021
-12.4
2018
Monthly Seasonality over the period Dec 2012 - Nov 2022
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
2.13
64%
0.98
64%
1.15
70%
1.88
69%
0.44
60%
1.35
63%
1.87
65%
1.26
63%
-0.60
51%
0.26
60%
1.58
69%
2.04
78%
 Capital Growth on monthly avg returns
100
102.13
103.14
104.32
106.29
106.76
108.20
110.23
111.62
110.94
111.23
112.98
115.28
Best 25.8
1975
11.3
1931
10.3
1928
41.5
1933
17.6
1933
25.4
1938
37.6
1932
37.4
1932
17.2
1939
15.3
2011
19.2
2020
14.3
2000
Worst -13.9
2009
-13.0
2009
-25.8
2020
-19.0
1932
-22.8
1940
-17.9
1930
-15.8
2002
-17.4
1998
-32.2
1931
-25.9
1987
-15.2
1973
-16.8
1931
Monthly Seasonality over the period Jan 1927 - Nov 2022

Monthly/Yearly Returns

iShares S&P Small-Cap 600 Value (IJS) ETF data source starts from January 1927: 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 1927 - Nov 2022
742 Positive Months (64%) - 409 Negative Months (36%)
MONTHLY RETURNS TABLE
Jan 1927 - Nov 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-5.18 -11.29 -4.4 2.3 0.5 -6.4 2.3 -9.0 8.5 -4.2 -10.4 14.4 3.8
2021
+30.53 +21.95 6.2 10.8 5.6 1.7 3.9 -0.7 -4.4 1.8 -1.5 2.9 -2.6 4.1
2020
+2.63 +1.25 -6.3 -10.1 -25.8 13.9 2.5 3.6 2.6 5.1 -5.2 3.7 19.2 7.5
2019
+24.12 +21.35 12.3 4.1 -3.9 4.3 -10.0 7.7 1.3 -5.1 5.6 2.0 2.7 2.8
2018
-12.84 -14.47 1.3 -4.0 1.4 1.8 5.9 0.8 2.6 3.1 -3.1 -9.9 0.6 -12.4
2017
+11.35 +9.05 -1.2 1.4 -0.7 0.5 -2.3 3.0 0.8 -2.7 8.6 0.6 3.8 -0.4
2016
+31.25 +28.58 -5.9 2.1 9.4 2.1 0.4 0.8 5.1 1.1 0.9 -3.7 13.3 3.2
2015
-6.90 -7.57 -5.3 5.9 1.0 -1.8 0.8 0.4 -2.7 -4.6 -3.8 6.6 2.5 -5.1
2014
+7.56 +6.75 -3.5 4.6 1.3 -2.3 0.6 3.8 -5.1 4.5 -5.9 7.1 0.5 2.6
2013
+39.34 +37.28 5.4 1.6 4.1 0.1 4.3 -0.1 6.6 -3.4 6.6 3.5 4.3 1.3
2012
+18.24 +16.22 7.9 1.7 2.9 -1.9 -7.2 4.5 -0.7 4.1 3.1 -2.0 1.7 3.6
2011
-1.65 -4.48 -0.2 4.2 2.2 1.1 -1.8 -1.6 -2.8 -8.0 -10.6 15.3 0.6 2.0
2010
+24.69 +22.85 -2.5 4.8 7.8 6.6 -8.5 -8.3 6.7 -7.9 10.9 4.0 2.5 9.0
2009
+22.36 +19.12 -13.9 -13.0 7.6 18.9 0.7 1.5 11.0 3.5 4.2 -6.1 2.9 8.1
2008
-29.39 -29.45 -4.0 -3.4 0.8 2.6 3.9 -8.4 2.9 4.8 -4.8 -19.9 -11.8 6.6
2007
-5.56 -9.27 2.1 -0.9 0.9 1.8 4.6 -2.2 -6.3 1.3 0.3 1.1 -7.1 -0.7
2006
+19.37 +16.41 8.8 0.3 4.9 0.2 -4.6 0.0 -3.1 2.7 1.2 5.5 2.4 0.3
2005
+6.00 +2.49 -3.3 2.9 -2.4 -5.1 6.2 3.9 5.8 -1.9 0.0 -3.4 4.9 -1.1
2004
+22.60 +18.73 2.2 2.5 1.8 -3.9 1.6 5.4 -4.7 0.2 4.7 1.0 9.1 1.6
2003
+39.76 +37.18 -4.1 -4.1 -0.1 8.8 9.4 2.9 4.9 5.0 -3.5 9.1 4.3 2.7
2002
-14.04 -16.03 2.1 -0.4 8.7 4.0 -3.6 -4.6 -15.8 -0.4 -7.9 2.6 5.5 -2.7
2001
+11.68 +9.97 7.9 -4.2 -4.9 6.8 2.9 2.0 -0.2 -1.0 -14.5 4.5 7.6 6.8
2000
+21.88 +17.89 -5.2 4.6 3.9 0.7 -1.5 2.9 2.0 5.9 -0.2 0.6 -6.5 14.3
1999
+3.35 +0.65 -1.1 -8.1 -0.4 8.8 4.0 6.2 -1.6 -4.2 -1.8 -2.4 2.3 2.8
1998
-2.68 -4.22 -1.6 7.7 5.0 0.9 -4.3 -0.3 -7.5 -17.4 5.4 4.0 4.4 3.9
1997
+35.44 +33.17 2.6 0.5 -2.5 1.3 8.4 5.6 5.6 2.2 7.2 -3.1 0.7 2.9
1996
+21.41 +17.50 0.3 2.4 2.5 3.1 3.4 -1.5 -6.0 5.0 2.9 0.5 5.2 2.2
1995
+30.32 +27.09 0.1 4.4 1.7 2.8 2.2 3.7 4.8 2.9 1.6 -4.0 4.4 2.6
1994
-0.07 -2.67 3.5 -0.6 -4.6 0.9 -0.4 -1.6 2.1 4.1 -0.7 -0.9 -3.8 2.3
1993
+21.10 +17.86 4.4 1.3 3.5 -2.3 2.7 1.0 1.4 3.9 1.5 1.3 -2.7 3.7
1992
+28.23 +24.61 7.0 4.6 -1.0 -0.5 1.9 -2.1 3.9 -1.9 2.0 2.0 5.7 4.0
1991
+42.96 +38.71 7.5 9.3 5.2 2.1 3.9 -3.8 4.1 3.8 -0.5 2.2 -4.7 8.2
1990
-19.05 -23.70 -7.7 2.2 2.4 -4.3 5.5 -0.9 -4.0 -10.7 -7.7 -4.4 6.9 3.8
1989
+19.21 +13.91 4.7 0.8 2.9 4.4 3.8 -0.3 3.8 3.2 -0.3 -5.6 0.8 0.1
1988
+29.00 +23.54 5.7 7.4 2.5 1.9 -0.7 6.3 -0.1 -1.2 2.7 0.5 -2.1 3.3
1987
-3.51 -7.60 10.0 5.2 2.6 -3.1 0.2 3.9 4.3 3.4 -1.5 -25.9 -3.4 5.9
1986
+13.99 +12.75 1.8 7.1 5.6 0.6 4.6 1.7 -7.2 4.9 -4.5 2.3 -0.2 -2.6
1985
+37.46 +32.43 9.4 2.2 0.2 0.8 3.9 3.1 2.0 0.2 -4.0 4.1 7.1 3.9
1984
+5.69 +1.68 0.5 -4.4 2.0 -0.1 -4.6 1.8 -2.9 10.1 1.8 0.0 0.2 1.8
1983
+42.61 +37.40 4.7 6.4 6.1 7.8 4.8 3.1 0.9 -1.5 3.5 -3.0 4.1 -0.1
1982
+36.87 +31.82 -2.4 -1.9 0.4 5.2 -1.8 -1.7 -1.1 9.5 4.9 13.0 8.5 0.6
1981
+15.69 +6.21 1.4 2.5 7.1 3.7 2.0 1.0 -1.9 -5.1 -5.4 6.8 5.0 -1.4
1980
+25.77 +11.78 7.0 -3.2 -15.8 7.2 8.4 4.2 8.0 3.4 1.8 2.1 3.7 -1.1
1979
+37.80 +21.63 9.0 -2.3 8.9 2.9 -0.4 6.3 3.9 7.2 -1.4 -11.3 7.0 4.7
1978
+19.25 +9.38 -2.1 1.9 6.8 7.0 4.9 1.2 5.2 8.2 -0.8 -17.9 4.5 1.7
1977
+15.88 +8.60 1.8 -0.9 0.0 2.3 0.3 6.1 -0.4 -1.1 0.5 -1.9 7.2 1.3
1976
+54.78 +47.60 20.0 8.6 2.2 -0.9 -2.2 5.1 0.9 -1.2 2.4 -1.7 4.2 9.0
1975
+53.94 +43.96 25.8 3.5 6.0 3.7 6.2 6.6 -4.0 -4.4 -3.9 3.9 3.8 0.1
1974
-21.09 -29.75 9.1 1.6 -1.8 -4.7 -7.2 -2.6 -2.6 -7.0 -6.8 9.3 -3.6 -5.2
1973
-24.12 -30.19 -5.1 -5.8 -1.7 -4.8 -5.4 -2.6 6.7 -3.0 10.0 0.7 -15.2 1.1
1972
+11.15 +7.49 6.6 1.9 0.3 1.1 -1.0 -3.1 -2.1 3.7 -2.3 0.6 7.2 -1.6
1971
+16.04 +12.37 4.5 1.3 4.1 4.0 -3.8 0.5 -3.7 4.0 -0.3 -3.7 0.2 8.9
1970
+3.32 -2.14 -7.4 5.5 0.4 -8.8 -5.9 -4.7 7.7 4.8 3.7 -1.0 5.0 6.0
1969
-21.03 -25.64 -1.6 -5.6 2.7 1.4 -1.1 -6.7 -7.3 3.4 -3.7 3.8 -4.8 -3.1
1968
+34.40 +28.35 -2.2 -0.8 3.2 9.8 3.2 2.8 0.2 6.6 1.6 2.4 5.8 -1.9
1967
+54.93 +50.36 10.7 2.8 6.3 6.3 -2.6 3.9 6.2 4.1 1.8 -0.5 2.1 4.1
1966
-7.23 -10.33 1.0 -1.3 -1.7 2.6 -4.9 -1.1 -0.8 -7.1 -0.1 5.2 0.9 0.4
1965
+33.08 +30.57 5.3 1.7 0.4 5.1 1.0 -2.8 3.0 3.8 4.5 4.0 0.8 2.3
1964
+23.78 +22.59 3.6 1.8 2.3 1.4 1.9 2.4 2.5 -0.8 3.5 1.5 0.3 1.1
1963
+24.17 +22.16 5.3 -2.5 3.9 5.2 1.8 -1.7 0.0 5.2 -0.7 3.6 -0.7 2.8
1962
-11.71 -12.87 -3.8 1.6 -0.6 -6.2 -8.7 -8.3 6.5 1.6 -4.9 0.5 10.5 1.4
1961
+30.53 +29.66 6.9 3.2 3.1 0.9 2.4 -2.3 3.7 2.4 -1.4 3.3 4.3 0.8
1960
-4.63 -5.91 -7.3 0.8 -1.6 -1.9 2.6 1.8 -2.7 2.5 -6.4 -0.4 4.1 4.7
1959
+19.91 +17.87 1.3 0.9 1.0 4.7 2.7 0.5 4.2 -0.6 -3.5 1.9 2.1 3.4
1958
+65.44 +62.58 6.5 0.1 5.1 5.0 3.3 4.2 5.7 2.7 5.9 3.8 3.4 6.0
1957
-14.02 -16.44 -4.1 -3.2 2.0 3.8 3.8 -0.1 1.2 -5.7 -6.3 -3.2 1.7 -4.2
1956
+7.78 +4.66 -3.2 3.9 7.3 0.2 -6.2 4.3 5.5 -3.4 -4.1 0.9 -0.7 3.9
1955
+21.62 +21.17 1.3 -0.1 -0.9 3.4 -0.6 8.1 6.0 -1.2 0.8 -3.6 7.7 -0.4
1954
+62.39 +63.61 6.5 1.5 4.2 6.0 4.3 1.2 6.5 -2.2 8.9 -0.9 8.6 5.7
1953
-3.94 -4.65 -0.5 -1.6 -2.2 -2.5 -0.1 -1.4 2.8 -5.7 0.4 5.5 1.1 0.5
1952
+11.41 +10.57 1.5 -3.8 4.7 -4.4 2.3 4.7 1.8 -1.6 -2.1 -0.2 4.9 3.7
1951
+11.27 +4.98 5.6 0.2 -2.3 4.5 -4.7 -3.2 6.9 4.3 -1.0 -2.0 -0.8 3.9
1950
+49.67 +41.29 3.9 3.1 2.4 6.3 5.6 -3.6 2.7 4.8 6.8 2.1 1.6 5.7
1949
+19.22 +21.75 0.8 -3.3 3.7 -1.4 -3.1 0.4 7.0 1.8 3.0 3.6 0.8 5.0
1948
-2.03 -4.87 -4.1 -4.9 7.6 2.6 7.9 0.3 -5.7 0.7 -3.2 7.0 -11.5 3.2
1947
+3.82 -4.61 2.6 -1.2 -1.4 -3.6 -0.6 5.6 4.0 -2.6 -1.1 2.5 -2.5 2.5
1946
-8.76 -22.77 7.3 -6.7 4.9 4.0 2.5 -3.7 -2.3 -7.0 -9.9 -0.4 -0.9 4.7
1945
+66.27 +62.61 4.3 8.8 -1.9 10.8 3.4 2.0 0.5 7.3 5.7 4.5 4.6 2.6
1944
+41.41 +38.23 3.8 1.9 3.8 0.9 5.8 6.7 -0.1 2.6 1.5 1.8 2.1 4.7
1943
+56.75 +52.25 10.3 7.7 7.6 2.5 6.5 4.0 -2.7 3.1 4.2 0.9 -4.2 6.9
1942
+24.25 +13.96 2.3 -2.3 -5.1 -3.4 7.3 2.8 4.0 1.5 3.5 7.1 -0.6 5.8
1941
-4.59 -13.20 -3.6 -0.3 1.6 -5.2 1.5 6.5 6.5 0.3 0.2 -5.3 -2.8 -3.0
1940
-5.31 -5.98 -2.7 1.5 1.9 0.3 -22.8 8.6 4.0 3.5 2.0 4.7 -3.1 0.6
1939
-9.54 -9.54 -7.3 2.9 -14.2 -1.1 6.0 -7.1 11.0 -7.9 17.2 -1.9 -5.6 2.2
1938
+34.97 +38.82 2.2 6.9 -24.3 14.9 -3.6 25.4 7.7 -2.2 2.1 7.9 -2.8 4.2
1937
-44.84 -46.37 3.4 1.1 -1.4 -8.9 -1.5 -5.9 10.3 -6.2 -15.7 -11.6 -12.0 -6.5
1936
+55.97 +53.74 8.8 3.7 4.4 -5.5 6.3 4.7 8.1 2.4 1.8 8.3 1.9 1.0
1935
+44.75 +40.55 -4.0 -3.9 -3.1 9.9 3.4 6.9 8.6 2.4 2.5 7.9 4.1 4.0
1934
+3.68 +2.13 11.4 -3.0 0.8 -1.9 -7.3 2.9 -10.4 6.1 0.5 -2.3 8.9 0.3
1933
+111.97 +110.37 6.1 -12.6 8.8 41.5 17.6 14.5 -4.8 12.3 -6.6 -4.1 10.5 4.2
1932
-3.69 +7.34 -1.9 6.4 -10.8 -19.0 -21.7 0.7 37.6 37.4 -2.7 -12.7 -4.6 5.9
1931
-51.79 -46.84 4.7 11.3 -7.2 -10.0 -14.3 14.3 -8.1 0.8 -32.2 8.9 -11.3 -16.8
1930
-38.14 -33.91 5.6 1.5 7.5 -1.6 -2.3 -17.9 3.1 0.1 -15.0 -10.9 -3.5 -9.8
1929
-17.36 -17.84 5.3 -1.0 -0.7 1.2 -4.8 11.2 4.4 9.9 -5.4 -21.3 -14.8 2.3
1928
+29.06 +30.57 -1.4 -2.6 10.3 2.6 0.6 -5.0 0.6 7.2 1.9 0.9 12.6 -0.3
1927
+33.64 +36.73 -2.0 4.9 0.8 1.9 5.4 -0.8 6.8 4.7 3.4 -4.3 7.1 2.1

ETF Returns, up to December 2000, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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