Data Source: from January 1871 to May 2023 (~152 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.35%
1 Day
Jun 02 2023
0.23%
Current Month
June 2023
The Simplified Permanent Portfolio is a Medium Risk portfolio and can be implemented with 3 ETFs.
It's exposed for 25% on the Stock Market and for 25% on Commodities.
In the last 30 Years, the Simplified Permanent Portfolio obtained a 6.79% compound annual return, with a 6.79% standard deviation.
Asset Allocation and ETFs
The Simplified Permanent Portfolio has the following asset allocation:
25% Stocks
50% Fixed Income
25% Commodities
The Simplified Permanent Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | ETF Name | Investment Themes |
|---|---|---|---|
| 25.00 |
VTI
|
Vanguard Total Stock Market | Equity, U.S., Large Cap |
| 50.00 |
IEF
|
iShares 7-10 Year Treasury Bond | Bond, U.S., Intermediate-Term |
| 25.00 |
GLD
|
SPDR Gold Trust | Commodity, Gold |
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 May 31, 2023
The Simplified Permanent 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
SIMPLIFIED PERMANENT PORTFOLIO
Consolidated returns as of 31 May 2023
Live Update: Jun 02 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of May 31, 2023 | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Jun 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~152Y) |
||
| Simplified Permanent Portfolio | -0.35 | 0.23 | -0.94 | 4.28 | 0.81 | 5.16 | 4.49 | 6.79 | 5.80 | ||
| US Inflation Adjusted return | -0.94 | 2.34 | -2.87 | 1.30 | 1.77 | 4.18 | 3.60 | ||||
| Components | |||||||||||
|
VTI
|
Vanguard Total Stock Market | 1.65 | Jun 02 2023 | 2.67 | 0.43 | 2.44 | 2.13 | 9.99 | 11.40 | 9.70 | 9.04 |
|
IEF
|
iShares 7-10 Year Treasury Bond | -0.80 | Jun 02 2023 | -0.52 | -1.44 | 1.72 | -2.93 | 0.77 | 1.06 | 4.89 | 4.56 |
|
GLD
|
SPDR Gold Trust | -1.47 | Jun 02 2023 | -0.70 | -1.34 | 10.62 | 6.53 | 8.17 | 3.13 | 5.37 | 2.91 |
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2023.
Waiting for updates, inflation of May 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.79%
, 5Y: 3.81%
, 10Y: 2.68%
, 30Y: 2.51%
Live update: World Markets and Indexes
In 2022, the Simplified Permanent Portfolio granted a 1.14% dividend yield. If you are interested in getting periodic income, please refer to the Simplified Permanent Portfolio: Dividend Yield page.
Portfolio Metrics as of May 31, 2023
Metrics of Simplified Permanent Portfolio, updated as of 31 May 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
SIMPLIFIED PERMANENT PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1871 - 31 May 2023 (~152 years)
Swipe left to see all data
| Metrics as of May 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~152Y) |
|
| Portfolio Return (%) | -0.94 | 4.44 | 4.28 | 0.81 | 1.17 | 5.16 | 4.49 | 6.74 | 6.79 | 5.80 |
| US Inflation (%) | 0.00 | 0.84 | 1.90 | 3.79 | 5.77 | 3.81 | 2.68 | 2.55 | 2.51 | 2.12 |
| Infl. Adjusted Return (%) | -0.94 | 3.57 | 2.34 | -2.87 | -4.35 | 1.30 | 1.77 | 4.09 | 4.18 | 3.60 |
| Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 12.08 | 9.25 | 8.17 | 7.06 | 7.11 | 6.79 | 6.23 | |||
| Sharpe Ratio | -0.19 | 0.02 | 0.47 | 0.53 | 0.78 | 0.68 | 0.29 | |||
| Sortino Ratio | -0.28 | 0.02 | 0.66 | 0.74 | 1.08 | 0.94 | 0.43 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -8.74 | -16.43 | -16.43 | -16.43 | -16.43 | -16.43 | -30.22 | |||
| Start (yyyy mm) | 2022 06 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 1929 09 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 1932 05 | |||
| Start to Bottom (# months) | 4 | 9 | 9 | 9 | 9 | 9 | 33 | |||
| Start to Recovery (# months) in progress |
8
|
> 17
|
> 17
|
> 17
|
> 17
|
> 17
|
46
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 48.12 | 22.17 | 18.07 | 15.78 | 12.21 | 10.89 | ||||
| Worst Return (%) | -21.03 | -9.97 | -2.38 | 1.46 | 2.12 | 2.65 | ||||
| % Positive Periods | 82% | 96% | 99% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 2 | 3 | 6 | 18 | 35 | 69 | 148 | 223 | 1150 |
| Negative | 1 | 1 | 3 | 6 | 18 | 25 | 51 | 92 | 137 | 679 |
| % Positive | 0% | 67% | 50% | 50% | 50% | 58% | 58% | 62% | 62% | 63% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 32.88 | 22.56 | 11.51 | 8.42 | 6.36 | 4.60 | ||||
| Perpetual WR (%) | 0.00 | 1.28 | 1.74 | 3.93 | 4.01 | 3.48 | ||||
- 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).
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 31 May 2023
Swipe left to see all data
| Asset |
VTI
|
IEF
|
GLD
|
|---|---|---|---|
|
VTI
|
-
|
0.71
|
0.34
|
|
IEF
|
0.71
|
-
|
0.77
|
|
GLD
|
0.34
|
0.77
|
-
|
| Asset |
VTI
|
IEF
|
GLD
|
|---|---|---|---|
|
VTI
|
-
|
0.11
|
0.18
|
|
IEF
|
0.11
|
-
|
0.45
|
|
GLD
|
0.18
|
0.45
|
-
|
| Asset |
VTI
|
IEF
|
GLD
|
|---|---|---|---|
|
VTI
|
-
|
0.01
|
0.08
|
|
IEF
|
0.01
|
-
|
0.46
|
|
GLD
|
0.08
|
0.46
|
-
|
| Asset |
VTI
|
IEF
|
GLD
|
|---|---|---|---|
|
VTI
|
-
|
-0.13
|
0.05
|
|
IEF
|
-0.13
|
-
|
0.24
|
|
GLD
|
0.05
|
0.24
|
-
|
| Asset |
VTI
|
IEF
|
GLD
|
|---|---|---|---|
|
VTI
|
-
|
0.09
|
0.02
|
|
IEF
|
0.09
|
-
|
0.07
|
|
GLD
|
0.02
|
0.07
|
-
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Readings that may interest you
Capital Growth as of May 31, 2023
An investment of 1000$, since June 1993,
now would be worth 7182.72$, with a total return of 618.27% (6.79% annualized).
The Inflation Adjusted Capital now would be 3414.22$, with a net total return of 241.42% (4.18% annualized).
The Inflation Adjusted Capital now would be 3414.22$, with a net total return of 241.42% (4.18% annualized).
An investment of 1000$, since January 1871,
now would be worth 5357866.43$, with a total return of 535686.64% (5.80% annualized).
The Inflation Adjusted Capital now would be 220295.92$, with a net total return of 21929.59% (3.60% annualized).
The Inflation Adjusted Capital now would be 220295.92$, with a net total return of 21929.59% (3.60% annualized).
Drawdowns
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.
SIMPLIFIED PERMANENT PORTFOLIO
Drawdown periods
Updated to May 2023
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -16.43% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
| -13.28% | Mar 2008 | Oct 2008 | 8 | Aug 2009 | 10 | 18 |
| -6.69% | Apr 2013 | Jun 2013 | 3 | Feb 2014 | 8 | 11 |
| -6.23% | Aug 2016 | Dec 2016 | 5 | Jul 2017 | 7 | 12 |
| -5.67% | Feb 1994 | Jun 1994 | 5 | Mar 1995 | 9 | 14 |
| -5.27% | Feb 2015 | Dec 2015 | 11 | Mar 2016 | 3 | 14 |
| -5.09% | Feb 1999 | Aug 1999 | 7 | Oct 1999 | 2 | 9 |
| -4.79% | Apr 2004 | Apr 2004 | 1 | Oct 2004 | 6 | 7 |
| -4.63% | Jul 1998 | Aug 1998 | 2 | Sep 1998 | 1 | 3 |
| -3.81% | Jan 2021 | Mar 2021 | 3 | May 2021 | 2 | 5 |
| -3.73% | Dec 1996 | Mar 1997 | 4 | May 1997 | 2 | 6 |
| -3.69% | Sep 2011 | Sep 2011 | 1 | Nov 2011 | 2 | 3 |
| -3.68% | Feb 2018 | Oct 2018 | 9 | Jan 2019 | 3 | 12 |
| -3.64% | Feb 1996 | Jul 1996 | 6 | Oct 1996 | 3 | 9 |
| -3.46% | Sep 2000 | Mar 2001 | 7 | Sep 2001 | 6 | 13 |
| -3.24% | Dec 2009 | Jan 2010 | 2 | Apr 2010 | 3 | 5 |
| -3.11% | Sep 2020 | Oct 2020 | 2 | Dec 2020 | 2 | 4 |
| -2.98% | Apr 2000 | May 2000 | 2 | Jun 2000 | 1 | 3 |
| -2.81% | Sep 2021 | Sep 2021 | 1 | Dec 2021 | 3 | 4 |
| -2.60% | Jun 2002 | Jul 2002 | 2 | Aug 2002 | 1 | 3 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -30.22% | Sep 1929 | May 1932 | 33 | Jun 1933 | 13 | 46 |
| -16.43% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
| -14.34% | Dec 1980 | Sep 1981 | 10 | Aug 1982 | 11 | 21 |
| -13.70% | Mar 1937 | Mar 1938 | 13 | Oct 1939 | 19 | 32 |
| -13.28% | Mar 2008 | Oct 2008 | 8 | Aug 2009 | 10 | 18 |
| -13.17% | Feb 1980 | Mar 1980 | 2 | Jun 1980 | 3 | 5 |
| -13.14% | May 1969 | May 1970 | 13 | Jan 1971 | 8 | 21 |
| -11.98% | Jan 1876 | Jun 1877 | 18 | May 1879 | 23 | 41 |
| -11.37% | Apr 1974 | Sep 1974 | 6 | Jan 1975 | 4 | 10 |
| -9.64% | Oct 1906 | Nov 1907 | 14 | Nov 1908 | 12 | 26 |
| -7.68% | Jul 1975 | Sep 1975 | 3 | Feb 1976 | 5 | 8 |
| -7.59% | May 1983 | May 1984 | 13 | Oct 1984 | 5 | 18 |
| -7.31% | Sep 1892 | Aug 1893 | 12 | Feb 1895 | 18 | 30 |
| -7.14% | Oct 1895 | Aug 1896 | 11 | Jan 1897 | 5 | 16 |
| -6.69% | Apr 2013 | Jun 2013 | 3 | Feb 2014 | 8 | 11 |
| -6.62% | Apr 1940 | May 1940 | 2 | Oct 1940 | 5 | 7 |
| -6.44% | Oct 1902 | Nov 1903 | 14 | Oct 1904 | 11 | 25 |
| -6.43% | Aug 1941 | Apr 1942 | 9 | Dec 1942 | 8 | 17 |
| -6.38% | Jul 1973 | Aug 1973 | 2 | Jan 1974 | 5 | 7 |
| -6.37% | Dec 1916 | Dec 1917 | 13 | Oct 1918 | 10 | 23 |
Rolling Returns ( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
SIMPLIFIED PERMANENT PORTFOLIO
Annualized Rolling Returns
Data Source: from January 1871 to May 2023
Swipe left to see all data
| Rolling Period |
Annualized Return (%) | Negative Periods |
|||
|---|---|---|---|---|---|
| Average | Latest | Best | Worst | ||
| 1 Year |
6.04 | 0.81 |
48.12 Jul 1932 - Jun 1933 |
-21.03 Jul 1931 - Jun 1932 |
17.60% |
| 2 Years |
5.95 | -2.60 |
29.39 Jul 1978 - Jun 1980 |
-14.88 Jun 1930 - May 1932 |
9.03% |
| 3 Years |
5.93 | 1.17 |
22.17 Jul 1970 - Jun 1973 |
-9.97 Jul 1929 - Jun 1932 |
3.73% |
| 5 Years |
5.90 | 5.16 |
18.07 Apr 1982 - Mar 1987 |
-2.38 Jun 1927 - May 1932 |
0.62% |
| 7 Years |
5.92 | 4.82 |
15.09 Feb 1973 - Jan 1980 |
0.56 Jul 1925 - Jun 1932 |
0.00% |
| 10 Years |
5.95 | 4.49 |
15.78 Jul 1970 - Jun 1980 |
1.46 Sep 1886 - Aug 1896 |
0.00% |
| 15 Years |
5.97 | 5.76 |
13.37 Sep 1971 - Aug 1986 |
2.01 Jan 1906 - Dec 1920 |
0.00% |
| 20 Years |
5.96 | 6.74 |
12.21 Jun 1970 - May 1990 |
2.12 Jul 1901 - Jun 1921 |
0.00% |
| 30 Years |
5.99 | 6.79 |
10.89 Jul 1970 - Jun 2000 |
2.65 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 Simplified Permanent Portfolio: Rolling Returns page.
Previous vs subsequent Returns
Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?
In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.
Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area
SIMPLIFIED PERMANENT PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023
The annualized return of the last 10 years has been 4.49% (updated at May 31, 2023).
Seasonality
In which months is it better to invest in Simplified Permanent 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 |
1.31
60% |
-0.96
40% |
0.62
40% |
0.80
80% |
0.52
60% |
0.33
40% |
1.99
100% |
0.45
80% |
-2.33
0% |
0.19
60% |
1.55
60% |
0.91
80% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.31
|
100.34
|
100.96
|
101.77
|
102.31
|
102.64
|
104.68
|
105.15
|
102.70
|
102.89
|
104.48
|
105.44
|
| Best |
5.0 2023 |
0.8 2022 |
4.5 2023 |
4.6 2020 |
2.1 2021 |
4.4 2019 |
4.6 2020 |
3.3 2019 |
-0.7 2018 |
2.1 2021 |
5.3 2022 |
2.9 2020 |
| Worst |
-3.0 2022 |
-3.6 2023 |
-1.2 2020 |
-4.8 2022 |
-0.9 2023 |
-2.8 2022 |
0.1 2018 |
-3.6 2022 |
-5.3 2022 |
-1.7 2018 |
-0.1 2019 |
-1.3 2022 |
Monthly Seasonality over the period Jun 2018 - May 2023
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 |
1.64
80% |
0.04
50% |
0.32
40% |
0.63
70% |
0.36
70% |
0.15
40% |
1.38
80% |
0.35
60% |
-1.41
20% |
0.37
70% |
0.41
50% |
0.41
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.64
|
101.68
|
102.01
|
102.65
|
103.02
|
103.18
|
104.60
|
104.97
|
103.49
|
103.86
|
104.29
|
104.72
|
| Best |
5.0 2023 |
3.6 2016 |
4.5 2023 |
4.6 2020 |
2.1 2021 |
4.4 2019 |
4.6 2020 |
3.3 2019 |
1.0 2013 |
2.1 2015 |
5.3 2022 |
2.9 2020 |
| Worst |
-3.0 2022 |
-3.6 2023 |
-1.2 2020 |
-4.8 2022 |
-1.4 2016 |
-4.0 2013 |
-1.5 2014 |
-3.6 2022 |
-5.3 2022 |
-2.1 2016 |
-3.3 2016 |
-1.3 2022 |
Monthly Seasonality over the period Jun 2013 - May 2023
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 |
0.78
67% |
0.39
60% |
0.28
63% |
0.52
62% |
0.39
59% |
0.39
60% |
0.47
62% |
0.54
65% |
0.31
61% |
0.33
61% |
0.70
66% |
0.74
69% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.78
|
101.18
|
101.46
|
101.99
|
102.39
|
102.78
|
103.27
|
103.82
|
104.14
|
104.48
|
105.22
|
106.00
|
| Best |
15.2 1933 |
6.7 1974 |
4.8 1986 |
8.6 1980 |
7.7 1973 |
7.4 1980 |
7.1 1932 |
10.4 1982 |
7.5 1979 |
8.1 1982 |
6.0 2009 |
9.6 1979 |
| Worst |
-4.7 1981 |
-4.3 1980 |
-9.3 1980 |
-4.8 2022 |
-6.5 1940 |
-4.2 1930 |
-2.7 1973 |
-3.8 1973 |
-7.1 1931 |
-8.3 2008 |
-5.2 1978 |
-3.7 1931 |
Monthly Seasonality over the period Jan 1871 - May 2023
Monthly/Yearly Returns
Simplified Permanent 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 - May 2023
1150 Positive Months (63%) - 679 Negative Months (37%)
MONTHLY RETURNS TABLE
Jan 1871 - May 2023
(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 |
| 2023 |
+5.70 | +3.41 | 5.0 | -3.6 | 4.5 | 0.9 | -0.9 | |||||||
| 2022 |
-12.67 | -17.96 | -3.0 | 0.8 | -0.9 | -4.8 | -0.7 | -2.8 | 2.8 | -3.6 | -5.3 | 0.6 | 5.3 | -1.3 |
| 2021 |
+3.72 | -3.10 | -1.4 | -1.9 | -0.5 | 2.7 | 2.1 | -0.6 | 2.0 | 0.6 | -2.8 | 2.1 | -0.1 | 1.6 |
| 2020 |
+16.46 | +14.90 | 2.8 | -0.6 | -1.2 | 4.6 | 2.0 | 1.2 | 4.6 | 1.0 | -1.9 | -1.3 | 1.4 | 2.9 |
| 2019 |
+16.15 | +13.55 | 3.2 | 0.5 | 1.3 | 0.7 | 0.1 | 4.4 | 0.4 | 3.3 | -1.0 | 1.3 | -0.1 | 1.2 |
| 2018 |
-1.29 | -3.14 | 1.0 | -2.0 | 0.2 | -0.8 | 0.9 | -0.6 | 0.1 | 0.9 | -0.7 | -1.7 | 1.3 | 0.1 |
| 2017 |
+9.78 | +7.51 | 1.9 | 2.1 | -0.1 | 1.3 | 0.6 | -0.6 | 1.3 | 1.8 | -1.0 | 0.3 | 0.8 | 0.9 |
| 2016 |
+5.72 | +3.57 | 1.6 | 3.6 | 1.3 | 1.5 | -1.4 | 4.0 | 1.6 | -1.4 | 0.4 | -2.1 | -3.3 | 0.0 |
| 2015 |
-1.82 | -2.53 | 3.6 | -1.4 | -0.4 | -0.2 | 0.3 | -1.6 | -0.4 | -0.7 | -0.3 | 2.1 | -1.7 | -0.9 |
| 2014 |
+7.12 | +6.32 | 1.6 | 2.9 | -1.0 | 0.5 | 0.6 | 2.1 | -1.5 | 2.1 | -2.6 | 0.7 | 1.2 | 0.4 |
| 2013 |
-1.76 | -3.22 | 0.6 | -0.4 | 1.4 | -0.6 | -2.2 | -4.0 | 3.0 | -0.6 | 1.0 | 1.6 | -0.7 | -0.8 |
| 2012 |
+7.59 | +5.75 | 4.5 | -0.3 | -0.3 | 1.0 | -1.9 | 1.4 | 1.1 | 1.9 | 1.7 | -1.4 | 0.6 | -0.7 |
| 2011 |
+10.45 | +7.28 | -1.1 | 2.3 | 0.4 | 3.9 | 0.5 | -1.3 | 3.1 | 4.1 | -3.7 | 3.2 | 0.7 | -1.7 |
| 2010 |
+16.36 | +14.64 | 0.0 | 1.8 | 0.9 | 2.8 | 0.2 | 0.8 | 0.7 | 2.1 | 3.3 | 1.9 | 0.2 | 0.6 |
| 2009 |
+9.94 | +7.02 | -2.6 | -2.5 | 2.7 | 0.2 | 3.0 | -1.6 | 3.1 | 1.4 | 3.2 | 0.2 | 6.0 | -3.2 |
| 2008 |
+0.94 | +0.85 | 2.8 | 1.5 | -1.2 | -1.3 | -0.2 | -0.2 | -0.2 | -1.4 | -1.1 | -8.3 | 6.0 | 5.3 |
| 2007 |
+14.14 | +9.67 | 0.9 | 1.3 | -0.1 | 1.8 | -0.3 | -1.2 | 0.8 | 1.8 | 3.6 | 2.8 | 0.3 | 1.7 |
| 2006 |
+10.82 | +8.07 | 2.9 | -0.3 | 0.8 | 3.2 | -1.2 | -1.2 | 1.7 | 1.0 | -0.2 | 1.5 | 3.1 | -0.8 |
| 2005 |
+7.34 | +3.79 | -1.1 | 0.6 | -1.1 | 1.0 | 0.9 | 1.5 | -0.4 | 1.1 | 1.2 | -1.4 | 3.0 | 2.0 |
| 2004 |
+6.42 | +3.07 | 0.2 | 0.9 | 2.0 | -4.8 | 0.4 | 1.0 | -0.6 | 2.4 | 1.1 | 1.5 | 1.8 | 0.4 |
| 2003 |
+15.31 | +13.18 | 0.4 | -0.7 | -0.9 | 2.3 | 5.2 | -1.0 | -1.3 | 2.4 | 2.9 | 0.8 | 1.2 | 3.2 |
| 2002 |
+9.00 | +6.47 | 0.5 | 1.8 | -0.6 | 0.9 | 1.6 | -1.2 | -1.4 | 2.7 | 1.4 | -0.5 | 0.2 | 3.3 |
| 2001 |
+0.15 | -1.38 | 0.0 | -1.0 | -2.3 | 0.9 | 0.6 | 0.2 | 0.8 | 0.4 | 1.1 | 0.7 | -0.6 | -0.5 |
| 2000 |
+4.63 | +1.21 | -2.2 | 2.8 | 1.7 | -2.0 | -1.0 | 3.7 | -1.2 | 3.3 | -1.5 | -0.9 | -0.5 | 2.6 |
| 1999 |
+2.25 | -0.42 | 0.9 | -3.0 | 0.7 | 1.7 | -2.9 | 0.3 | -1.6 | -0.3 | 3.9 | 1.5 | 0.0 | 1.4 |
| 1998 |
+12.93 | +11.14 | 2.4 | 1.1 | 1.7 | 1.3 | -1.4 | 1.8 | -1.2 | -3.5 | 6.1 | 1.0 | 1.5 | 1.7 |
| 1997 |
+8.38 | +6.57 | -0.3 | 1.0 | -2.9 | 1.6 | 2.7 | 1.3 | 3.8 | -2.1 | 3.2 | -1.0 | 0.2 | 0.8 |
| 1996 |
+4.09 | +0.75 | 2.0 | -1.6 | -0.5 | -0.5 | 0.3 | -0.1 | -1.2 | 0.6 | 2.1 | 1.9 | 2.8 | -1.6 |
| 1995 |
+21.97 | +18.95 | 1.2 | 2.8 | 2.0 | 1.3 | 3.7 | 1.5 | 0.2 | 1.1 | 1.8 | 0.4 | 2.7 | 1.3 |
| 1994 |
-4.18 | -6.68 | 0.6 | -1.8 | -2.6 | -1.4 | 0.9 | -0.9 | 1.5 | 1.3 | -1.0 | -0.6 | -1.0 | 0.9 |
| 1993 |
+13.56 | +10.52 | 1.5 | 1.5 | 1.6 | 0.7 | 2.2 | 1.8 | 1.7 | 0.6 | -0.6 | 1.5 | -1.6 | 2.1 |
| 1992 |
+4.46 | +1.51 | -1.8 | 0.7 | -2.1 | 0.0 | 1.5 | 0.9 | 3.8 | -1.1 | 2.1 | -1.7 | 0.4 | 1.6 |
| 1991 |
+15.41 | +11.98 | 0.4 | 2.0 | 0.6 | 0.7 | 1.5 | -1.1 | 1.5 | 1.4 | 1.7 | 0.9 | 0.1 | 4.9 |
| 1990 |
+1.55 | -4.29 | -2.1 | 0.0 | -2.0 | -1.7 | 3.7 | 0.1 | 1.6 | -2.6 | 0.6 | -1.2 | 3.5 | 1.8 |
| 1989 |
+15.24 | +10.12 | 1.5 | -1.5 | 0.8 | 2.2 | 1.9 | 2.7 | 3.1 | -1.0 | 0.5 | 1.4 | 2.8 | 0.0 |
| 1988 |
+3.97 | -0.43 | 2.0 | 0.4 | 0.1 | -0.7 | -0.4 | 2.0 | -0.8 | -1.3 | 1.1 | 2.4 | -0.9 | 0.1 |
| 1987 |
+5.46 | +0.99 | 4.4 | 1.9 | 0.8 | -0.4 | -0.5 | 1.6 | 1.7 | -0.1 | -1.7 | -3.9 | -0.3 | 2.0 |
| 1986 |
+19.06 | +17.76 | 2.1 | 4.3 | 4.8 | 0.3 | -0.9 | 3.4 | -0.5 | 5.2 | -1.0 | 0.4 | 0.6 | -0.7 |
| 1985 |
+24.24 | +19.70 | 3.8 | -2.7 | 4.5 | 0.5 | 4.8 | 1.3 | 0.1 | 1.6 | -1.2 | 2.5 | 3.6 | 3.6 |
| 1984 |
+3.14 | -0.78 | 0.0 | -0.2 | -1.0 | -1.1 | -3.1 | 0.5 | 0.5 | 4.0 | 1.2 | 1.9 | 0.6 | -0.1 |
| 1983 |
+2.74 | -1.02 | 2.5 | -2.1 | 0.6 | 4.3 | -0.4 | 0.0 | -2.4 | -0.4 | 2.0 | -2.4 | 2.9 | -1.6 |
| 1982 |
+28.65 | +23.90 | -1.2 | -1.9 | -2.8 | 5.4 | -1.9 | -2.5 | 4.1 | 10.4 | 3.5 | 8.1 | 2.1 | 3.3 |
| 1981 |
-6.55 | -14.20 | -4.7 | -2.0 | 3.7 | -3.8 | 2.5 | -3.0 | -2.6 | -2.0 | -2.0 | 5.5 | 5.8 | -3.4 |
| 1980 |
+11.44 | -0.96 | 6.6 | -4.3 | -9.3 | 8.6 | 4.4 | 7.4 | -1.6 | -0.4 | 2.0 | -2.1 | 2.4 | -1.2 |
| 1979 |
+38.61 | +22.35 | 3.1 | 0.9 | 1.0 | 0.4 | 4.0 | 2.6 | 2.0 | 3.1 | 7.5 | -5.9 | 5.8 | 9.6 |
| 1978 |
+11.00 | +1.81 | 0.0 | 0.7 | 0.7 | 0.4 | 2.3 | -0.7 | 4.5 | 3.1 | 0.8 | -0.3 | -5.2 | 4.5 |
| 1977 |
+5.09 | -1.51 | -3.1 | 1.7 | 1.3 | 0.0 | -0.5 | 2.2 | -0.6 | 0.8 | 1.4 | 0.0 | 1.3 | 0.6 |
| 1976 |
+13.24 | +7.99 | 1.2 | 1.3 | 1.0 | -0.2 | -1.4 | 1.6 | -1.8 | -0.5 | 3.6 | 1.4 | 3.1 | 3.4 |
| 1975 |
+6.02 | -0.86 | 1.9 | 3.0 | -1.2 | -0.5 | 2.9 | 2.2 | -2.4 | -1.4 | -4.1 | 4.3 | 0.0 | 1.5 |
| 1974 |
+11.61 | -0.65 | 4.5 | 6.7 | 0.6 | -2.2 | -2.7 | -3.2 | 0.5 | -2.1 | -2.2 | 7.2 | 3.6 | 1.1 |
| 1973 |
+15.34 | +6.10 | -0.4 | 6.2 | 1.6 | -0.5 | 7.7 | 2.9 | -2.7 | -3.8 | 1.2 | 0.2 | -1.1 | 3.7 |
| 1972 |
+17.84 | +13.96 | 2.3 | 1.8 | 0.3 | 1.0 | 6.4 | 2.1 | 2.1 | -0.6 | -1.6 | 1.0 | 1.5 | 0.7 |
| 1971 |
+14.20 | +10.59 | 3.4 | 0.9 | 3.6 | -0.2 | -1.0 | -1.1 | 0.2 | 2.4 | 2.1 | -0.2 | 0.8 | 2.6 |
| 1970 |
+12.20 | +6.28 | -1.2 | 4.9 | -0.1 | -4.1 | -1.7 | 0.4 | 3.0 | 1.3 | 2.3 | 0.8 | 4.9 | 1.4 |
| 1969 |
-9.41 | -14.69 | 0.3 | -1.0 | 1.2 | 1.5 | -1.3 | -2.8 | -0.8 | 0.3 | -2.9 | 3.0 | -4.4 | -2.5 |
| 1968 |
+11.01 | +6.01 | 1.7 | -0.5 | -0.2 | 5.0 | 2.1 | 0.7 | -0.5 | 2.1 | -0.1 | -0.3 | 1.3 | -0.8 |
| 1967 |
+5.38 | +2.27 | 2.8 | -0.4 | 2.2 | 0.4 | -1.3 | -0.7 | 1.8 | 0.6 | 0.1 | -1.7 | 0.0 | 1.3 |
| 1966 |
+0.48 | -2.88 | 0.3 | -1.4 | 1.0 | 0.5 | -1.1 | -0.8 | -0.3 | -2.7 | 1.5 | 1.6 | -0.2 | 2.2 |
| 1965 |
+4.02 | +2.05 | 1.3 | 0.1 | 0.0 | 1.1 | 0.0 | -0.9 | 0.5 | 0.6 | 0.8 | 0.8 | -0.2 | -0.1 |
| 1964 |
+5.99 | +4.97 | 0.9 | 0.4 | 0.4 | 0.4 | 0.7 | 0.8 | 0.6 | -0.3 | 1.1 | 0.5 | -0.1 | 0.3 |
| 1963 |
+6.03 | +4.32 | 1.3 | -0.8 | 1.1 | 1.5 | 0.6 | -0.5 | 0.1 | 1.4 | -0.3 | 0.8 | 0.2 | 0.7 |
| 1962 |
+0.41 | -0.91 | -1.0 | 1.0 | 0.6 | -1.3 | -2.0 | -2.0 | 1.3 | 0.9 | -0.7 | 0.4 | 2.3 | 0.8 |
| 1961 |
+7.10 | +6.38 | 1.1 | 1.2 | 1.1 | 0.2 | 1.0 | -1.3 | 1.0 | 0.3 | -0.1 | 1.3 | 1.3 | -0.1 |
| 1960 |
+6.95 | +5.51 | -0.7 | 1.4 | 0.9 | -0.3 | 0.6 | 1.5 | 0.7 | 1.3 | -1.1 | -0.2 | 1.0 | 1.7 |
| 1959 |
+2.64 | +0.89 | 0.3 | 0.5 | 0.1 | 0.7 | 0.0 | 0.1 | 1.0 | -0.3 | -1.9 | 1.2 | 0.6 | 0.4 |
| 1958 |
+10.15 | +8.25 | 1.8 | -0.1 | 1.3 | 1.5 | 0.5 | 0.7 | 0.5 | -0.8 | 0.8 | 0.9 | 1.2 | 1.4 |
| 1957 |
+0.51 | -2.32 | -0.8 | 0.0 | 0.4 | 0.8 | 0.7 | -0.6 | 0.0 | -1.2 | -1.2 | -0.7 | 1.7 | 1.5 |
| 1956 |
+0.82 | -2.10 | -0.6 | 1.3 | 1.5 | -0.7 | -1.0 | 1.5 | 1.1 | -1.7 | -1.1 | 0.6 | -0.7 | 0.8 |
| 1955 |
+5.80 | +5.40 | 0.0 | 0.0 | -0.1 | 0.7 | 0.0 | 2.2 | 1.3 | -0.4 | 0.4 | -0.5 | 2.2 | -0.2 |
| 1954 |
+14.04 | +14.89 | 1.8 | 0.3 | 1.4 | 1.8 | 0.7 | 0.2 | 2.1 | -1.1 | 2.5 | -0.6 | 2.4 | 1.7 |
| 1953 |
-0.81 | -1.55 | -2.5 | -0.5 | -0.6 | -0.7 | -0.8 | -0.4 | 1.7 | -1.3 | 0.7 | 2.5 | 0.4 | 0.7 |
| 1952 |
+3.54 | +2.76 | -0.3 | -1.0 | 1.3 | -0.5 | 0.9 | 1.1 | 0.3 | -0.6 | -0.9 | 0.7 | 1.4 | 1.0 |
| 1951 |
+4.75 | -1.18 | 1.8 | 0.1 | -1.0 | 1.0 | -1.3 | -0.6 | 2.5 | 1.9 | -0.6 | -0.4 | -0.1 | 1.4 |
| 1950 |
+6.73 | +0.76 | 0.0 | 0.4 | 0.2 | 1.2 | 1.2 | -1.7 | 0.5 | 1.1 | 1.6 | 0.1 | 0.1 | 1.7 |
| 1949 |
+6.56 | +8.82 | -0.4 | -0.7 | 1.2 | -0.2 | -0.6 | 0.6 | 1.9 | 0.9 | 0.7 | 1.0 | 0.3 | 1.7 |
| 1948 |
+1.37 | -1.57 | -1.4 | -0.9 | 2.0 | 0.9 | 2.6 | -0.2 | -1.4 | 0.3 | -0.5 | 1.7 | -2.6 | 1.1 |
| 1947 |
+3.38 | -5.02 | 4.0 | -0.1 | -0.3 | -0.9 | 0.0 | 1.2 | 1.1 | -0.4 | -0.4 | 0.3 | -1.0 | 0.0 |
| 1946 |
-0.72 | -15.96 | 2.9 | -1.5 | 1.4 | 0.5 | 0.7 | -0.7 | -0.7 | -1.9 | -2.5 | 0.1 | -0.4 | 1.6 |
| 1945 |
+13.13 | +10.64 | 1.9 | 2.0 | -0.8 | 3.0 | 0.5 | 0.3 | -0.5 | 1.8 | 1.5 | 1.3 | 1.3 | 0.0 |
| 1944 |
+6.27 | +3.89 | 0.4 | 0.3 | 0.7 | -0.1 | 1.3 | 1.5 | -0.3 | 0.6 | 0.1 | 0.2 | 0.3 | 1.1 |
| 1943 |
+8.67 | +5.55 | 2.9 | 1.5 | 1.6 | 0.4 | 1.7 | 0.9 | -1.5 | 0.5 | 0.9 | -0.2 | -2.1 | 1.8 |
| 1942 |
+5.07 | -3.64 | 0.6 | -1.0 | -1.0 | -1.2 | 1.8 | 0.6 | 0.8 | 0.3 | 0.8 | 1.9 | -0.3 | 1.7 |
| 1941 |
-0.43 | -9.43 | -0.2 | -0.5 | 1.0 | -0.9 | 0.3 | 2.0 | 2.1 | -0.3 | 0.0 | -1.2 | -0.9 | -1.6 |
| 1940 |
+0.90 | +0.18 | -1.0 | 0.4 | 1.0 | -0.1 | -6.5 | 2.6 | 1.3 | 0.9 | 0.9 | 1.4 | 0.0 | 0.4 |
| 1939 |
+2.59 | +2.59 | -1.5 | 1.3 | -2.6 | 0.5 | 2.2 | -1.3 | 2.7 | -2.0 | 1.8 | 0.9 | -0.5 | 1.3 |
| 1938 |
+9.29 | +12.41 | 0.6 | 1.9 | -6.6 | 3.6 | -0.7 | 5.8 | 2.1 | -0.6 | 0.2 | 2.7 | -1.0 | 1.3 |
| 1937 |
-8.08 | -10.63 | 1.4 | 0.6 | -1.2 | -2.2 | 0.1 | -1.1 | 3.0 | -1.6 | -3.1 | -2.0 | -1.5 | -0.6 |
| 1936 |
+11.10 | +9.51 | 1.9 | 0.9 | 1.1 | -1.8 | 1.5 | 0.9 | 2.1 | 0.7 | 0.1 | 2.3 | 0.8 | 0.0 |
| 1935 |
+13.72 | +10.43 | -0.2 | -0.5 | -0.6 | 2.6 | 1.0 | 1.9 | 2.5 | 0.2 | 0.7 | 2.6 | 1.3 | 1.5 |
| 1934 |
+6.62 | +5.03 | 5.3 | 0.1 | 0.8 | -0.1 | -1.4 | 1.0 | -2.3 | 1.0 | -0.6 | 0.3 | 2.1 | 0.4 |
| 1933 |
+29.29 | +28.31 | 15.2 | -4.1 | 0.5 | 8.5 | 4.8 | 4.3 | -2.5 | 3.6 | -3.2 | -2.4 | 2.2 | 0.7 |
| 1932 |
+2.29 | +14.00 | -1.8 | 2.3 | -2.0 | -3.4 | -4.6 | 0.2 | 7.1 | 8.5 | -0.6 | -3.3 | -1.1 | 1.8 |
| 1931 |
-12.31 | -3.30 | 1.6 | 2.8 | -1.6 | -2.3 | -2.8 | 3.5 | -1.7 | 0.3 | -7.1 | 0.0 | -1.7 | -3.7 |
| 1930 |
-4.80 | +1.70 | 1.4 | 0.8 | 2.8 | -0.4 | 0.0 | -4.2 | 1.0 | 0.3 | -3.0 | -1.7 | -0.2 | -1.5 |
| 1929 |
-0.60 | -1.18 | 1.3 | -0.4 | -0.4 | 1.0 | -1.0 | 2.9 | 1.6 | 2.7 | -1.3 | -5.4 | -2.1 | 0.7 |
| 1928 |
+10.16 | +11.44 | 0.0 | -0.4 | 2.9 | 0.9 | 0.3 | -1.2 | -0.1 | 1.9 | 0.9 | 0.5 | 4.1 | 0.0 |
| 1927 |
+11.74 | +14.32 | -0.1 | 1.5 | 0.8 | 0.7 | 1.7 | -0.2 | 1.8 | 1.6 | 1.2 | -1.1 | 2.4 | 1.0 |
| 1926 |
+5.77 | +6.97 | 0.3 | -0.6 | -1.2 | 0.8 | 0.6 | 1.3 | 0.7 | 1.3 | 0.9 | -0.5 | 1.1 | 1.0 |
| 1925 |
+9.10 | +5.44 | 0.7 | 0.5 | -1.5 | 1.1 | 1.7 | 0.6 | 1.1 | 0.0 | 0.9 | 1.9 | 0.2 | 1.5 |
| 1924 |
+10.50 | +10.50 | 1.3 | -0.1 | -0.3 | 0.3 | 0.8 | 1.9 | 1.6 | 0.6 | 0.3 | 0.3 | 2.0 | 1.5 |
| 1923 |
+3.44 | +1.05 | 0.3 | 1.9 | -0.3 | -0.4 | -0.6 | -1.5 | 0.8 | 0.7 | -0.5 | 0.1 | 1.8 | 1.1 |
| 1922 |
+10.08 | +12.69 | 0.6 | 0.9 | 1.5 | 2.4 | 1.8 | -0.8 | 1.1 | 2.4 | -0.4 | 0.6 | -1.2 | 0.9 |
| 1921 |
+9.09 | +22.33 | 2.0 | -0.1 | -0.3 | 0.9 | -0.3 | -1.7 | 1.0 | -0.1 | 1.3 | 2.0 | 2.6 | 1.4 |
| 1920 |
-2.79 | -5.29 | -0.4 | -1.8 | 2.6 | -2.1 | -1.6 | 0.4 | -0.2 | 0.5 | 1.3 | 2.1 | -1.9 | -1.5 |
| 1919 |
+6.19 | -7.29 | -0.1 | 0.9 | 0.3 | 1.7 | 2.7 | -0.6 | 1.9 | -2.2 | 1.0 | 2.5 | -1.8 | -0.2 |
| 1918 |
+6.84 | -11.29 | 2.1 | 1.0 | -0.7 | 0.6 | 0.6 | 1.3 | 0.1 | 0.8 | -0.4 | 1.4 | 0.0 | -0.2 |
| 1917 |
-5.80 | -20.24 | -0.4 | -0.7 | 0.0 | -0.1 | -1.4 | 0.5 | -0.2 | -0.3 | -0.2 | -1.0 | -1.3 | -0.8 |
| 1916 |
+3.90 | -7.74 | -0.3 | 0.4 | 0.4 | -0.1 | 0.9 | 0.1 | -0.4 | 0.6 | 1.4 | 1.1 | 0.6 | -0.6 |
| 1915 |
+10.04 | +7.91 | 0.7 | -0.2 | 1.2 | 2.3 | -0.6 | 0.3 | -0.5 | 1.8 | 0.9 | 1.6 | 1.4 | 0.6 |
| 1914 |
-0.47 | -1.45 | 1.7 | 0.7 | -0.5 | -0.8 | 0.3 | -0.1 | -1.5 | -1.9 | 0.2 | -1.0 | 1.1 | 1.4 |
| 1913 |
-0.35 | -3.34 | 0.1 | -0.5 | -0.2 | 0.2 | 0.0 | -0.9 | -0.6 | 0.8 | 0.4 | -0.8 | 0.4 | 0.8 |
| 1912 |
+3.78 | -3.29 | 0.3 | 0.1 | 1.1 | 1.2 | 0.1 | 0.2 | 0.3 | 0.6 | 0.5 | 0.2 | 0.0 | -0.8 |
| 1911 |
+1.80 | +3.94 | 0.8 | 1.1 | -0.1 | -0.1 | 0.0 | 0.9 | 0.1 | -1.4 | -1.3 | 0.3 | 1.1 | 0.3 |
| 1910 |
+0.56 | +8.85 | -0.5 | -0.6 | 0.7 | -0.3 | -0.2 | -0.7 | -0.8 | 1.0 | 0.7 | 1.4 | 0.3 | -0.4 |
| 1909 |
+3.60 | -6.26 | 0.3 | -0.5 | 0.5 | 1.3 | 1.0 | 0.6 | 0.3 | 0.2 | -0.2 | 0.3 | -0.5 | 0.3 |
| 1908 |
+12.62 | +9.00 | 1.2 | -0.6 | 2.2 | 2.3 | 1.7 | -0.4 | 1.1 | 1.2 | -0.4 | 0.5 | 2.1 | 0.9 |
| 1907 |
-9.25 | -7.28 | -0.8 | -0.5 | -1.6 | 0.5 | -0.8 | -0.7 | 1.2 | -2.0 | -0.5 | -2.2 | -2.1 | 0.0 |
| 1906 |
+1.76 | -3.59 | 1.0 | -0.4 | -0.5 | 0.3 | -1.1 | 0.2 | -0.5 | 2.2 | 1.1 | -0.2 | -0.1 | -0.2 |
| 1905 |
+6.65 | +6.66 | 0.8 | 1.3 | 1.7 | -0.1 | -1.4 | 0.8 | 1.0 | 1.3 | 0.7 | 0.6 | -0.4 | 0.0 |
| 1904 |
+8.30 | +3.45 | 0.6 | -0.9 | 0.3 | 0.8 | -0.5 | 0.4 | 1.2 | 0.8 | 1.6 | 1.9 | 1.4 | 0.5 |
| 1903 |
-3.26 | +2.36 | 1.4 | 0.2 | -0.4 | -1.6 | 0.0 | -1.5 | -1.0 | -0.9 | 0.0 | -0.5 | -0.1 | 1.1 |
| 1902 |
+2.01 | -4.77 | 0.9 | 0.5 | 0.3 | 1.1 | 0.1 | -1.3 | -0.4 | 1.0 | 2.0 | -0.3 | -1.2 | -0.7 |
| 1901 |
+6.90 | +1.82 | 2.6 | 0.7 | 0.8 | 2.8 | -1.7 | 3.1 | -2.2 | 0.0 | 0.2 | 0.2 | 0.7 | -0.4 |
| 1900 |
+8.26 | +12.37 | 0.7 | 1.0 | 1.1 | -0.1 | -0.4 | -0.4 | 0.2 | 0.3 | 0.7 | -0.2 | 2.2 | 2.9 |
| 1899 |
+4.73 | -10.37 | 2.3 | 0.8 | 0.6 | 0.8 | -1.2 | -0.1 | 0.7 | 0.9 | -0.3 | -0.1 | 0.9 | -0.7 |
| 1898 |
+8.63 | +7.03 | 1.0 | -0.9 | -2.5 | -0.9 | 2.7 | 2.1 | 1.7 | 1.5 | 0.3 | -0.1 | 1.0 | 2.5 |
| 1897 |
+10.73 | +10.73 | 1.3 | 0.3 | 0.7 | -0.2 | -0.1 | 2.1 | 1.9 | 1.8 | 1.6 | 0.0 | -0.3 | 1.2 |
| 1896 |
+2.27 | +3.80 | -1.8 | 1.1 | 0.4 | 0.9 | -0.2 | -0.1 | -2.5 | -2.2 | 2.9 | 1.3 | 3.1 | -0.6 |
| 1895 |
+5.14 | +2.19 | -1.0 | 2.4 | 0.6 | 1.8 | 2.0 | 1.4 | 0.3 | -0.1 | 0.5 | -2.1 | 0.7 | -1.5 |
| 1894 |
+3.06 | +10.43 | -0.8 | 1.1 | 1.2 | 0.7 | -0.9 | 0.1 | -0.4 | 1.3 | 0.9 | -0.7 | 0.6 | 0.0 |
| 1893 |
-2.81 | +5.05 | 0.3 | -0.6 | -0.5 | 0.0 | -2.2 | -1.7 | -2.5 | 0.0 | 2.4 | 0.6 | 1.4 | 0.0 |
| 1892 |
+1.85 | +0.65 | 0.4 | 0.3 | 0.7 | -0.4 | 0.7 | 0.4 | -0.3 | 0.4 | -0.9 | 0.7 | 0.2 | -0.3 |
| 1891 |
+4.30 | +9.58 | 0.8 | 0.5 | -0.1 | 1.2 | 0.0 | -0.4 | -2.3 | 0.9 | 2.8 | -0.4 | -0.2 | 1.4 |
| 1890 |
-1.76 | -2.99 | 0.0 | -0.9 | -0.2 | 0.6 | 1.4 | 0.2 | 0.3 | 0.1 | 0.4 | -1.6 | -1.5 | -0.6 |
| 1889 |
+2.94 | +9.29 | 0.3 | 1.0 | 0.1 | -0.2 | 1.0 | 0.7 | -0.8 | 0.5 | 0.8 | -0.6 | -0.1 | 0.1 |
| 1888 |
+3.44 | +3.45 | 0.5 | 0.6 | -1.4 | 0.3 | 1.2 | -0.1 | 0.7 | 1.0 | 1.3 | -0.4 | -0.3 | -0.1 |
| 1887 |
+0.13 | -5.66 | -0.5 | 0.4 | 1.0 | 0.9 | 0.7 | -0.5 | -1.0 | -0.7 | -0.8 | -0.4 | 1.2 | -0.3 |
| 1886 |
+6.58 | +11.78 | 0.0 | 1.6 | 0.0 | -0.3 | -0.4 | 1.6 | 0.5 | 0.3 | 1.3 | 1.2 | 0.8 | -0.2 |
| 1885 |
+9.57 | +10.90 | -0.7 | 1.3 | 0.5 | 0.0 | 0.1 | 0.5 | 1.2 | 1.9 | 0.1 | 1.9 | 2.1 | 0.4 |
| 1884 |
-1.86 | +9.40 | -0.6 | 0.9 | 0.4 | -1.0 | -2.9 | -1.2 | 0.3 | 1.9 | -0.3 | -0.4 | 0.4 | 0.6 |
| 1883 |
+1.84 | +10.22 | -0.4 | -0.4 | 0.7 | 0.8 | -0.4 | 0.6 | -0.6 | -0.8 | 1.0 | -0.2 | 1.1 | 0.5 |
| 1882 |
+3.62 | +5.58 | -0.2 | -0.2 | 0.6 | 0.8 | 0.4 | -0.1 | 1.3 | 1.1 | 0.5 | -0.8 | -0.7 | 0.9 |
| 1881 |
+4.48 | -2.40 | 1.9 | 0.2 | 0.6 | 0.5 | 2.3 | 0.7 | -1.5 | -0.9 | 0.7 | -0.7 | 0.6 | 0.0 |
| 1880 |
+12.85 | +15.11 | 1.4 | 1.9 | 1.1 | -0.2 | -1.3 | 1.0 | 1.2 | 1.8 | 0.0 | 0.5 | 3.0 | 1.9 |
| 1879 |
+15.96 | -2.21 | 0.9 | 1.3 | -0.3 | 1.4 | 2.6 | 0.2 | 0.3 | 0.4 | 1.7 | 3.5 | 2.3 | 0.5 |
| 1878 |
+4.59 | +21.60 | -0.3 | -0.1 | 0.4 | 0.7 | 1.4 | 0.4 | 0.4 | 0.2 | 1.0 | -0.3 | 0.4 | 0.3 |
| 1877 |
-2.46 | +10.26 | -2.1 | -1.4 | -1.3 | -0.9 | 1.1 | -1.9 | 1.2 | 1.4 | 0.5 | 0.7 | 0.2 | 0.0 |
| 1876 |
-6.01 | -4.36 | -1.3 | 1.1 | 0.1 | -0.9 | -0.7 | 0.6 | -1.0 | -1.8 | -2.1 | -0.3 | 0.1 | 0.0 |
| 1875 |
+4.28 | +9.72 | 0.2 | 0.7 | 0.7 | 1.4 | 0.1 | 0.4 | -1.6 | 0.5 | 0.0 | 0.2 | 1.0 | 0.7 |
| 1874 |
+4.84 | +10.96 | 1.3 | 1.9 | 0.2 | -0.2 | -0.4 | 0.3 | -1.5 | 0.4 | 0.5 | 0.2 | 1.0 | 1.0 |
| 1873 |
+1.68 | +8.03 | -0.7 | 0.8 | 0.6 | 0.5 | 1.2 | 0.7 | -0.9 | 0.4 | -2.6 | -2.8 | -0.5 | 5.1 |
| 1872 |
+6.47 | +4.08 | 0.1 | 0.2 | 1.3 | 2.1 | 1.3 | 0.6 | -1.0 | -0.1 | -0.7 | 1.0 | 0.5 | 1.3 |
| 1871 |
+8.64 | +7.01 | -0.2 | 1.7 | 1.4 | 1.7 | 1.6 | 0.5 | -0.9 | 0.9 | 1.1 | -1.3 | 0.7 | 1.2 |
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:
- VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
- IEF - iShares 7-10 Year Treasury Bond: simulated historical serie, up to December 2002
- GLD - SPDR Gold Trust: simulated historical serie, up to December 2004
Portfolio efficiency
Compared to the Simplified Permanent 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.
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5 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Permanent Portfolio with Bitcoin | +6.36 | 8.74 | -16.88 | 25 | 50 | 25 | ||
| Simplified Permanent Portfolio 2x Leveraged | +6.22 | 15.96 | -31.96 | 25 | 50 | 25 | ||
| All Weather Portfolio 2x Leveraged | +5.88 | 20.04 | -36.33 | 37.5 | 55 | 7.5 | ||
| All Weather Portfolio with Bitcoin | +5.31 | 10.10 | -21.57 | 30 | 55 | 15 | ||
| Simplified Permanent Portfolio | +5.16 | 8.17 | -16.43 | 25 | 50 | 25 | ||
| Permanent Portfolio | +5.03 | 8.03 | -15.92 | 25 | 50 | 25 | ||
| All Weather Portfolio | +3.99 | 9.33 | -20.19 | 30 | 55 | 15 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Medium Risk categorization.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Couch Potato | +7.88 | 8.66 | -27.04 | 50 | 50 | 0 | ||
| Stocks/Bonds 40/60 Momentum | +7.77 | 6.87 | -21.11 | 40 | 60 | 0 | ||
| Robo Advisor 50 | +7.29 | 9.24 | -30.72 | 49.9 | 50.1 | 0 | ||
| All Weather Portfolio | +7.19 | 7.21 | -20.19 | 30 | 55 | 15 | ||
| Global Market Portfolio | +6.96 | 8.14 | -25.90 | 45 | 55 | 0 | ||
