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)
0.12%
1 Day
Jun 02 2023
0.30%
Current Month
June 2023
The Stocks/Bonds 20/80 Portfolio is a Low Risk portfolio and can be implemented with 2 ETFs.
It's exposed for 20% on the Stock Market.
In the last 30 Years, the Stocks/Bonds 20/80 Portfolio obtained a 5.62% compound annual return, with a 4.76% standard deviation.
Asset Allocation and ETFs
The Stocks/Bonds 20/80 Portfolio has the following asset allocation:
20% Stocks
80% Fixed Income
0% Commodities
The Stocks/Bonds 20/80 Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | ETF Name | Investment Themes |
|---|---|---|---|
| 20.00 |
VTI
|
Vanguard Total Stock Market | Equity, U.S., Large Cap |
| 80.00 |
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 May 31, 2023
The Stocks/Bonds 20/80 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 20/80 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) |
||
| Stocks/Bonds 20/80 Portfolio | -0.12 | 0.30 | -0.83 | 1.82 | -1.47 | 2.78 | 3.48 | 5.62 | 5.67 | ||
| US Inflation Adjusted return | -0.83 | -0.07 | -5.06 | -1.00 | 0.78 | 3.03 | 3.48 | ||||
| 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 |
|
BND
|
Vanguard Total Bond Market | -0.56 | Jun 02 2023 | -0.29 | -1.16 | 1.58 | -2.40 | 0.80 | 1.34 | 4.28 | 4.50 |
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 Stocks/Bonds 20/80 Portfolio granted a 2.05% dividend yield. If you are interested in getting periodic income, please refer to the Stocks/Bonds 20/80 Portfolio: Dividend Yield page.
Portfolio Metrics as of May 31, 2023
Metrics of Stocks/Bonds 20/80 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
STOCKS/BONDS 20/80 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 (%) | -0.83 | 2.53 | 1.82 | -1.47 | -0.62 | 2.78 | 3.48 | 4.51 | 5.62 | 5.67 |
| 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 (%) | -0.83 | 1.68 | -0.07 | -5.06 | -6.04 | -1.00 | 0.78 | 1.92 | 3.03 | 3.48 |
| Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 10.41 | 7.75 | 7.00 | 5.42 | 4.88 | 4.76 | 5.09 | |||
| Sharpe Ratio | -0.44 | -0.21 | 0.21 | 0.50 | 0.68 | 0.72 | 0.33 | |||
| Sortino Ratio | -0.64 | -0.29 | 0.28 | 0.66 | 0.89 | 0.95 | 0.47 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -7.95 | -16.57 | -16.57 | -16.57 | -16.57 | -16.57 | -18.94 | |||
| Start (yyyy mm) | 2022 08 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 1930 06 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 1932 05 | |||
| Start to Bottom (# months) | 2 | 9 | 9 | 9 | 9 | 9 | 24 | |||
| Start to Recovery (# months) in progress |
> 10
|
> 17
|
> 17
|
> 17
|
> 17
|
> 17
|
36
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 35.57 | 20.41 | 20.12 | 14.44 | 11.85 | 9.96 | ||||
| Worst Return (%) | -16.17 | -5.37 | -0.38 | 2.38 | 3.41 | 3.85 | ||||
| % Positive Periods | 88% | 99% | 100% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 2 | 3 | 6 | 19 | 36 | 78 | 165 | 251 | 1197 |
| Negative | 1 | 1 | 3 | 6 | 17 | 24 | 42 | 75 | 109 | 632 |
| % Positive | 0% | 67% | 50% | 50% | 53% | 60% | 65% | 69% | 70% | 65% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 32.17 | 21.43 | 11.55 | 6.63 | 6.07 | 5.65 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.77 | 1.88 | 2.94 | 3.36 | ||||
- 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 20/80 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 31 May 2023
Swipe left to see all data
| Asset |
VTI
|
BND
|
|---|---|---|
|
VTI
|
-
|
0.74
|
|
BND
|
0.74
|
-
|
| Asset |
VTI
|
BND
|
|---|---|---|
|
VTI
|
-
|
0.44
|
|
BND
|
0.44
|
-
|
| Asset |
VTI
|
BND
|
|---|---|---|
|
VTI
|
-
|
0.34
|
|
BND
|
0.34
|
-
|
| Asset |
VTI
|
BND
|
|---|---|---|
|
VTI
|
-
|
0.14
|
|
BND
|
0.14
|
-
|
| Asset |
VTI
|
BND
|
|---|---|---|
|
VTI
|
-
|
0.15
|
|
BND
|
0.15
|
-
|
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$, since June 1993,
now would be worth 5153.83$, with a total return of 415.38% (5.62% annualized).
The Inflation Adjusted Capital now would be 2449.81$, with a net total return of 144.98% (3.03% annualized).
The Inflation Adjusted Capital now would be 2449.81$, with a net total return of 144.98% (3.03% annualized).
An investment of 1000$, since January 1871,
now would be worth 4464566.10$, with a total return of 446356.61% (5.67% annualized).
The Inflation Adjusted Capital now would be 183566.67$, with a net total return of 18256.67% (3.48% annualized).
The Inflation Adjusted Capital now would be 183566.67$, with a net total return of 18256.67% (3.48% 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.
STOCKS/BONDS 20/80 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 |
| -16.57% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
| -8.42% | May 2008 | Oct 2008 | 6 | Jul 2009 | 9 | 15 |
| -5.50% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 |
| -3.92% | Feb 2020 | Mar 2020 | 2 | Apr 2020 | 1 | 3 |
| -2.67% | Sep 2018 | Oct 2018 | 2 | Jan 2019 | 3 | 5 |
| -2.58% | Apr 2004 | May 2004 | 2 | Sep 2004 | 4 | 6 |
| -2.56% | May 2013 | Jun 2013 | 2 | Oct 2013 | 4 | 6 |
| -2.40% | Aug 2016 | Nov 2016 | 4 | Apr 2017 | 5 | 9 |
| -2.23% | Apr 2000 | May 2000 | 2 | Jun 2000 | 1 | 3 |
| -2.17% | Feb 1999 | Feb 1999 | 1 | Apr 1999 | 2 | 3 |
| -2.15% | Jul 1998 | Aug 1998 | 2 | Sep 1998 | 1 | 3 |
| -2.13% | Jul 2003 | Jul 2003 | 1 | Sep 2003 | 2 | 3 |
| -2.13% | Jun 2002 | Jul 2002 | 2 | Nov 2002 | 4 | 6 |
| -2.05% | Feb 2018 | Apr 2018 | 3 | Aug 2018 | 4 | 7 |
| -1.99% | Feb 2001 | Mar 2001 | 2 | Jul 2001 | 4 | 6 |
| -1.90% | Apr 2015 | Aug 2015 | 5 | Mar 2016 | 7 | 12 |
| -1.84% | Sep 2005 | Oct 2005 | 2 | Dec 2005 | 2 | 4 |
| -1.82% | Sep 2021 | Sep 2021 | 1 | Dec 2021 | 3 | 4 |
| -1.70% | Mar 1997 | Mar 1997 | 1 | Apr 1997 | 1 | 2 |
| -1.69% | May 1999 | Aug 1999 | 4 | Oct 1999 | 2 | 6 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -18.94% | Jun 1930 | May 1932 | 24 | May 1933 | 12 | 36 |
| -16.57% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
| -10.14% | Mar 1937 | Mar 1938 | 13 | Oct 1938 | 7 | 20 |
| -9.55% | Jul 1895 | Aug 1896 | 14 | Jan 1897 | 5 | 19 |
| -8.42% | May 2008 | Oct 2008 | 6 | Jul 2009 | 9 | 15 |
| -8.25% | Sep 1968 | May 1970 | 21 | Nov 1970 | 6 | 27 |
| -7.96% | Nov 1973 | Aug 1974 | 10 | Jan 1975 | 5 | 15 |
| -7.75% | Oct 1979 | Mar 1980 | 6 | Apr 1980 | 1 | 7 |
| -7.49% | Jul 1873 | Nov 1873 | 5 | Feb 1874 | 3 | 8 |
| -6.85% | Apr 1971 | Jul 1971 | 4 | Dec 1971 | 5 | 9 |
| -6.24% | Apr 1940 | May 1940 | 2 | Oct 1940 | 5 | 7 |
| -6.16% | Nov 1919 | May 1920 | 7 | Sep 1921 | 16 | 23 |
| -6.14% | Sep 1987 | Nov 1987 | 3 | Feb 1988 | 3 | 6 |
| -6.13% | Dec 1892 | Jul 1893 | 8 | Feb 1894 | 7 | 15 |
| -5.99% | Nov 1905 | Dec 1907 | 26 | Apr 1908 | 4 | 30 |
| -5.90% | Aug 1941 | Apr 1942 | 9 | Dec 1942 | 8 | 17 |
| -5.50% | Sep 1929 | Nov 1929 | 3 | Mar 1930 | 4 | 7 |
| -5.50% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 |
| -5.44% | Feb 1898 | Apr 1898 | 3 | Jul 1898 | 3 | 6 |
| -5.30% | Nov 1965 | Aug 1966 | 10 | Dec 1966 | 4 | 14 |
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.
STOCKS/BONDS 20/80 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 |
5.83 | -1.47 |
35.57 Jul 1982 - Jun 1983 |
-16.17 Jul 1931 - Jun 1932 |
12.43% |
| 2 Years |
5.81 | -4.26 |
26.49 Jul 1984 - Jun 1986 |
-9.97 Jun 1930 - May 1932 |
4.37% |
| 3 Years |
5.82 | -0.62 |
20.41 Jul 1982 - Jun 1985 |
-5.37 Jul 1929 - Jun 1932 |
1.39% |
| 5 Years |
5.81 | 2.78 |
20.12 Sep 1981 - Aug 1986 |
-0.38 Jun 1927 - May 1932 |
0.11% |
| 7 Years |
5.81 | 3.02 |
16.81 Apr 1980 - Mar 1987 |
1.80 Sep 1889 - Aug 1896 |
0.00% |
| 10 Years |
5.82 | 3.48 |
14.44 Oct 1981 - Sep 1991 |
2.38 Sep 1886 - Aug 1896 |
0.00% |
| 15 Years |
5.82 | 4.31 |
12.55 Oct 1981 - Sep 1996 |
2.76 Sep 1881 - Aug 1896 |
0.00% |
| 20 Years |
5.85 | 4.51 |
11.85 Apr 1980 - Mar 2000 |
3.41 Jul 1901 - Jun 1921 |
0.00% |
| 30 Years |
5.90 | 5.62 |
9.96 Jul 1970 - Jun 2000 |
3.85 Jun 1881 - May 1911 |
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 20/80 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
STOCKS/BONDS 20/80 PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023
The annualized return of the last 10 years has been 3.48% (updated at May 31, 2023).
Seasonality
In which months is it better to invest in Stocks/Bonds 20/80 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 |
0.92
60% |
-0.87
20% |
-0.21
40% |
0.54
80% |
0.30
60% |
0.38
80% |
1.65
100% |
0.22
80% |
-1.64
0% |
-0.07
60% |
1.75
80% |
0.02
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.92
|
100.04
|
99.83
|
100.38
|
100.67
|
101.05
|
102.72
|
102.95
|
101.26
|
101.19
|
102.96
|
102.98
|
| Best |
4.0 2023 |
0.7 2019 |
2.7 2023 |
4.4 2020 |
1.5 2020 |
2.5 2019 |
3.6 2022 |
1.7 2019 |
-0.1 2019 |
1.6 2021 |
4.0 2022 |
1.1 2020 |
| Worst |
-2.9 2022 |
-2.8 2023 |
-3.7 2020 |
-5.0 2022 |
-0.8 2023 |
-2.9 2022 |
0.4 2019 |
-3.0 2022 |
-5.1 2022 |
-2.3 2018 |
-0.2 2021 |
-1.8 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 |
0.70
70% |
-0.27
50% |
0.13
50% |
0.40
70% |
0.48
70% |
0.16
70% |
1.23
90% |
0.05
60% |
-0.70
40% |
0.32
70% |
0.96
70% |
0.11
70% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.70
|
100.43
|
100.56
|
100.96
|
101.44
|
101.60
|
102.85
|
102.90
|
102.18
|
102.51
|
103.50
|
103.61
|
| Best |
4.0 2023 |
1.3 2014 |
2.7 2023 |
4.4 2020 |
1.5 2020 |
2.5 2019 |
3.6 2022 |
1.7 2014 |
1.8 2013 |
1.7 2013 |
4.0 2022 |
1.1 2020 |
| Worst |
-2.9 2022 |
-2.8 2023 |
-3.7 2020 |
-5.0 2022 |
-0.8 2023 |
-2.9 2022 |
-0.6 2014 |
-3.0 2022 |
-5.1 2022 |
-2.3 2018 |
-1.2 2016 |
-1.8 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 |
0.56
68% |
0.36
63% |
0.40
67% |
0.53
67% |
0.40
62% |
0.46
64% |
0.40
60% |
0.46
66% |
0.28
63% |
0.40
65% |
0.76
69% |
0.66
70% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.56
|
100.93
|
101.33
|
101.86
|
102.27
|
102.73
|
103.14
|
103.61
|
103.91
|
104.32
|
105.11
|
105.80
|
| Best |
4.0 2023 |
6.6 1970 |
4.8 1971 |
9.5 1980 |
5.7 1985 |
4.6 1938 |
6.4 1932 |
7.3 1932 |
4.1 1982 |
6.4 1981 |
7.7 1981 |
6.2 1873 |
| Worst |
-3.3 2009 |
-5.9 1980 |
-5.3 1938 |
-5.5 1970 |
-5.9 1940 |
-2.9 2022 |
-2.8 1891 |
-3.4 1980 |
-5.7 1931 |
-6.0 1979 |
-2.2 1907 |
-3.8 1931 |
Monthly Seasonality over the period Jan 1871 - May 2023
Monthly/Yearly Returns
Stocks/Bonds 20/80 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
1197 Positive Months (65%) - 632 Negative Months (35%)
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 |
+3.69 | +1.44 | 4.0 | -2.8 | 2.7 | 0.7 | -0.8 | |||||||
| 2022 |
-14.39 | -19.58 | -2.9 | -1.4 | -1.6 | -5.0 | 0.6 | -2.9 | 3.6 | -3.0 | -5.1 | 0.5 | 4.0 | -1.8 |
| 2021 |
+3.64 | -3.17 | -0.8 | -0.6 | -0.2 | 1.8 | 0.2 | 1.3 | 1.3 | 0.5 | -1.8 | 1.6 | -0.2 | 0.7 |
| 2020 |
+10.38 | +8.89 | 1.6 | -0.2 | -3.7 | 4.4 | 1.5 | 1.0 | 2.2 | 0.6 | -0.8 | -0.8 | 3.3 | 1.1 |
| 2019 |
+13.20 | +10.67 | 2.6 | 0.7 | 1.8 | 0.8 | 0.0 | 2.5 | 0.4 | 1.7 | -0.1 | 0.7 | 0.8 | 0.6 |
| 2018 |
-1.13 | -2.99 | 0.1 | -1.6 | 0.1 | -0.6 | 1.1 | 0.1 | 0.7 | 1.3 | -0.4 | -2.3 | 0.9 | -0.4 |
| 2017 |
+7.10 | +4.88 | 0.5 | 1.2 | 0.0 | 0.9 | 0.8 | 0.2 | 0.7 | 0.7 | 0.1 | 0.4 | 0.6 | 0.7 |
| 2016 |
+4.58 | +2.46 | -0.2 | 0.7 | 2.1 | 0.5 | 0.3 | 1.7 | 1.3 | -0.2 | 0.1 | -1.2 | -1.2 | 0.7 |
| 2015 |
+0.52 | -0.21 | 1.4 | 0.0 | 0.2 | -0.1 | -0.1 | -1.2 | 1.0 | -1.4 | 0.1 | 1.5 | -0.2 | -0.6 |
| 2014 |
+7.16 | +6.36 | 0.6 | 1.3 | 0.0 | 0.7 | 1.3 | 0.6 | -0.6 | 1.7 | -0.9 | 1.1 | 1.2 | 0.0 |
| 2013 |
+5.01 | +3.45 | 0.5 | 0.7 | 0.9 | 1.1 | -1.0 | -1.6 | 1.6 | -1.4 | 1.8 | 1.7 | 0.4 | 0.2 |
| 2012 |
+5.82 | +4.01 | 1.5 | 0.9 | 0.3 | 0.7 | -0.6 | 0.9 | 1.2 | 0.7 | 0.7 | -0.5 | 0.4 | -0.4 |
| 2011 |
+6.53 | +3.47 | 0.5 | 1.0 | 0.0 | 1.8 | 0.7 | -0.7 | 0.8 | 0.1 | -0.9 | 2.1 | -0.1 | 1.1 |
| 2010 |
+8.44 | +6.85 | 0.3 | 0.9 | 1.1 | 1.3 | -0.8 | 0.0 | 2.0 | 0.4 | 1.7 | 1.0 | -0.4 | 0.6 |
| 2009 |
+8.69 | +5.81 | -3.3 | -2.5 | 2.3 | 2.4 | 1.6 | 0.6 | 2.6 | 1.6 | 1.7 | -0.4 | 2.3 | -0.5 |
| 2008 |
-1.91 | -2.00 | -0.2 | -0.4 | 0.2 | 0.6 | -0.4 | -1.5 | -0.1 | 0.9 | -2.1 | -5.4 | 2.2 | 4.7 |
| 2007 |
+6.61 | +2.43 | 0.3 | 0.9 | 0.2 | 1.2 | 0.1 | -0.7 | -0.1 | 1.4 | 1.4 | 1.1 | 0.6 | 0.0 |
| 2006 |
+6.55 | +3.91 | 0.6 | 0.3 | -0.4 | 0.0 | -0.8 | 0.1 | 1.0 | 1.8 | 1.1 | 1.3 | 1.4 | -0.1 |
| 2005 |
+3.18 | -0.23 | 0.0 | -0.1 | -0.8 | 0.7 | 1.6 | 0.6 | 0.1 | 0.9 | -0.7 | -1.1 | 1.3 | 0.8 |
| 2004 |
+5.95 | +2.61 | 1.2 | 1.1 | 0.4 | -2.5 | 0.0 | 0.9 | 0.0 | 1.6 | 0.5 | 1.0 | 0.3 | 1.4 |
| 2003 |
+9.33 | +7.31 | -0.5 | 0.8 | 0.0 | 2.4 | 2.6 | 0.2 | -2.1 | 1.0 | 1.9 | 0.6 | 0.6 | 1.6 |
| 2002 |
+2.51 | +0.13 | 0.4 | 0.3 | -0.5 | 0.5 | 0.4 | -1.1 | -1.1 | 1.5 | -0.4 | 0.6 | 1.0 | 0.9 |
| 2001 |
+4.55 | +2.95 | 2.2 | -1.2 | -0.8 | 1.0 | 0.8 | 0.1 | 1.5 | -0.2 | -0.8 | 2.0 | 0.1 | -0.2 |
| 2000 |
+7.00 | +3.49 | -1.0 | 1.4 | 2.2 | -1.4 | -0.8 | 2.6 | 0.3 | 2.5 | -0.3 | 0.1 | -0.5 | 1.8 |
| 1999 |
+4.16 | +1.43 | 1.4 | -2.2 | 1.2 | 1.3 | -1.1 | 0.7 | -1.0 | -0.3 | 0.5 | 1.6 | 0.8 | 1.3 |
| 1998 |
+11.52 | +9.75 | 1.1 | 1.4 | 1.3 | 0.6 | 0.2 | 1.4 | -0.3 | -1.8 | 2.8 | 1.0 | 1.6 | 1.7 |
| 1997 |
+13.75 | +11.85 | 1.3 | 0.1 | -1.7 | 2.1 | 2.2 | 1.9 | 3.9 | -1.5 | 2.4 | 0.3 | 1.0 | 1.2 |
| 1996 |
+7.06 | +3.62 | 1.0 | -1.1 | -0.4 | 0.1 | 0.4 | 0.8 | -1.0 | 0.5 | 2.5 | 2.0 | 2.9 | -0.9 |
| 1995 |
+21.70 | +18.69 | 2.0 | 2.5 | 1.1 | 1.6 | 3.9 | 1.1 | 0.6 | 1.2 | 1.5 | 0.9 | 2.0 | 1.5 |
| 1994 |
-2.16 | -4.71 | 1.7 | -1.9 | -2.7 | -0.5 | 0.2 | -0.7 | 2.1 | 1.0 | -1.5 | 0.3 | -0.9 | 0.9 |
| 1993 |
+9.87 | +6.93 | 1.6 | 1.7 | 0.8 | 0.0 | 0.7 | 1.6 | 0.4 | 2.1 | 0.3 | 0.6 | -1.1 | 0.8 |
| 1992 |
+7.53 | +4.50 | -1.1 | 0.8 | -0.9 | 0.8 | 1.6 | 0.7 | 2.3 | 0.4 | 1.2 | -0.8 | 0.8 | 1.5 |
| 1991 |
+18.68 | +15.15 | 1.9 | 2.0 | 1.2 | 0.9 | 1.4 | -1.0 | 2.1 | 2.2 | 1.3 | 1.1 | -0.3 | 4.6 |
| 1990 |
+5.70 | -0.38 | -2.9 | 0.9 | 0.5 | -1.3 | 4.0 | 1.2 | 0.8 | -2.7 | -0.4 | 1.0 | 2.9 | 1.7 |
| 1989 |
+16.54 | +11.36 | 2.0 | -0.9 | 0.6 | 2.6 | 2.8 | 2.3 | 3.3 | -0.8 | 0.3 | 1.3 | 0.9 | 1.0 |
| 1988 |
+9.35 | +4.72 | 3.3 | 2.0 | -1.2 | -0.2 | -0.8 | 3.2 | -0.5 | -0.5 | 2.5 | 1.5 | -1.0 | 0.8 |
| 1987 |
+1.75 | -2.57 | 3.6 | 1.5 | 0.0 | -2.8 | -0.2 | 2.1 | 1.0 | 0.4 | -2.2 | -3.1 | -0.9 | 2.7 |
| 1986 |
+15.00 | +13.75 | 0.6 | 4.0 | 4.1 | 0.4 | -0.6 | 2.7 | -0.1 | 3.9 | -3.1 | 2.1 | 1.1 | -0.7 |
| 1985 |
+24.05 | +19.51 | 3.5 | -1.2 | 1.4 | 1.8 | 5.7 | 1.1 | -0.4 | 1.2 | -0.2 | 2.3 | 3.3 | 3.3 |
| 1984 |
+12.45 | +8.18 | 1.2 | -1.2 | -0.6 | 0.0 | -3.6 | 1.5 | 3.1 | 3.1 | 1.7 | 3.5 | 1.6 | 1.7 |
| 1983 |
+8.71 | +4.74 | 0.8 | 2.8 | 0.0 | 3.4 | -1.1 | 0.9 | -2.4 | 0.3 | 2.8 | -0.5 | 1.5 | -0.1 |
| 1982 |
+29.01 | +24.25 | -0.4 | 0.3 | 0.0 | 3.2 | 0.8 | -2.0 | 3.3 | 6.2 | 4.1 | 6.3 | 2.3 | 1.9 |
| 1981 |
+6.70 | -2.04 | -0.6 | -1.6 | 2.9 | -2.3 | 2.5 | 0.0 | -1.8 | -2.5 | -0.6 | 6.4 | 7.7 | -3.0 |
| 1980 |
+8.94 | -3.18 | -0.2 | -5.9 | -1.4 | 9.5 | 4.9 | 2.6 | 0.1 | -3.4 | 0.8 | -1.2 | 2.2 | 1.4 |
| 1979 |
+9.13 | -3.67 | 2.8 | -1.0 | 2.3 | 0.3 | 1.3 | 2.5 | 0.1 | 0.8 | 0.3 | -6.0 | 4.4 | 1.5 |
| 1978 |
+2.61 | -5.88 | -1.2 | -0.1 | 0.8 | 1.8 | 0.4 | -0.4 | 1.9 | 1.6 | 0.1 | -3.9 | 2.0 | -0.2 |
| 1977 |
+0.16 | -6.13 | -2.7 | -0.4 | 0.4 | 0.7 | 0.4 | 2.0 | -0.9 | 0.5 | -0.1 | -1.4 | 1.6 | 0.1 |
| 1976 |
+16.30 | +10.90 | 3.3 | 0.5 | 1.3 | 0.4 | -1.1 | 2.1 | 0.7 | 1.4 | 1.4 | 0.9 | 3.0 | 1.4 |
| 1975 |
+13.45 | +6.09 | 3.4 | 2.5 | 0.0 | -0.3 | 3.5 | 1.2 | -1.9 | -0.3 | -1.2 | 4.3 | 0.5 | 1.5 |
| 1974 |
-1.00 | -11.88 | 0.2 | 0.3 | -2.2 | -2.2 | 0.2 | -0.8 | -1.2 | -1.5 | 0.8 | 3.3 | 1.2 | 0.8 |
| 1973 |
-0.06 | -8.06 | -0.8 | -1.4 | 0.0 | -0.2 | -0.1 | -0.1 | -1.8 | 2.0 | 3.4 | 0.2 | -1.6 | 0.5 |
| 1972 |
+5.70 | +2.22 | 0.1 | 1.3 | -0.9 | 1.2 | 1.1 | -0.8 | 0.4 | 0.4 | 0.3 | 0.5 | 1.7 | 0.2 |
| 1971 |
+11.12 | +7.61 | 3.7 | 0.3 | 4.8 | -2.1 | -2.2 | -1.4 | -1.3 | 4.6 | 1.9 | 0.3 | 0.0 | 2.3 |
| 1970 |
+14.75 | +8.69 | -0.3 | 6.6 | -0.6 | -5.5 | -1.4 | 1.3 | 3.5 | 0.6 | 2.3 | 0.0 | 6.6 | 1.3 |
| 1969 |
-3.75 | -9.37 | 0.3 | -0.7 | 1.1 | 1.7 | -1.5 | -1.4 | 0.0 | 0.4 | -3.6 | 4.9 | -1.9 | -2.9 |
| 1968 |
+5.00 | +0.26 | 3.6 | -0.5 | -0.8 | 1.9 | -0.2 | 1.8 | 1.4 | 1.1 | -0.2 | -0.3 | 0.2 | -2.9 |
| 1967 |
+5.05 | +1.95 | 2.9 | -0.6 | 2.8 | -0.2 | -0.8 | -1.4 | 2.0 | 0.5 | 0.3 | -1.9 | 0.1 | 1.5 |
| 1966 |
+2.23 | -1.19 | 0.5 | -2.0 | 1.9 | 0.3 | -0.8 | -1.0 | -0.4 | -3.0 | 2.5 | 1.5 | -0.5 | 3.5 |
| 1965 |
+3.42 | +1.47 | 1.2 | 0.1 | 0.2 | 1.0 | 0.1 | -0.4 | 0.5 | 0.5 | 0.5 | 0.6 | -0.3 | -0.5 |
| 1964 |
+6.40 | +5.37 | 0.8 | 0.4 | 0.3 | 0.5 | 0.8 | 0.9 | 0.5 | -0.1 | 1.1 | 0.6 | 0.0 | 0.4 |
| 1963 |
+5.54 | +3.83 | 1.1 | -0.8 | 1.0 | 1.3 | 0.5 | -0.4 | 0.2 | 1.2 | -0.3 | 0.5 | 0.5 | 0.5 |
| 1962 |
+2.64 | +1.29 | -0.7 | 1.3 | 1.1 | -0.9 | -1.5 | -1.8 | 1.1 | 1.1 | -0.4 | 0.5 | 2.0 | 1.0 |
| 1961 |
+6.45 | +5.74 | 1.5 | 1.2 | 1.1 | 0.1 | 1.1 | -1.5 | 0.7 | -0.1 | 0.2 | 1.3 | 1.0 | -0.4 |
| 1960 |
+10.61 | +9.13 | -1.2 | 2.2 | 1.8 | -0.1 | 0.5 | 2.1 | 1.6 | 1.5 | -0.7 | -0.2 | 0.8 | 1.8 |
| 1959 |
+1.20 | -0.53 | 0.4 | 0.7 | 0.1 | 0.2 | -0.5 | 0.0 | 0.7 | -0.2 | -2.2 | 1.5 | 0.6 | -0.1 |
| 1958 |
+6.71 | +4.86 | 1.9 | 0.1 | 1.3 | 1.6 | 0.3 | 0.5 | -0.3 | -1.6 | 0.0 | 0.7 | 1.2 | 0.9 |
| 1957 |
+4.87 | +1.92 | -0.3 | 0.7 | 0.4 | 0.7 | 0.4 | -0.8 | -0.1 | -0.7 | -0.7 | -0.4 | 2.5 | 3.2 |
| 1956 |
+0.46 | -2.45 | -0.4 | 1.5 | 0.9 | -1.1 | -0.3 | 1.6 | 0.7 | -1.9 | -0.9 | 0.8 | -0.8 | 0.5 |
| 1955 |
+4.53 | +4.14 | -0.2 | 0.0 | -0.1 | 0.4 | 0.1 | 1.8 | 0.8 | -0.5 | 0.5 | 0.1 | 1.9 | -0.3 |
| 1954 |
+12.38 | +13.22 | 2.0 | 0.3 | 1.5 | 1.8 | 0.4 | 0.2 | 2.0 | -1.0 | 2.0 | -0.6 | 1.8 | 1.3 |
| 1953 |
+3.04 | +2.27 | -0.5 | -0.5 | -0.5 | -0.6 | -1.2 | -0.3 | 2.2 | -0.9 | 1.0 | 2.8 | 0.4 | 1.1 |
| 1952 |
+4.52 | +3.74 | 0.5 | -0.9 | 1.2 | 0.1 | 0.9 | 0.9 | 0.2 | -0.7 | -1.0 | 1.2 | 1.3 | 0.8 |
| 1951 |
+4.19 | -1.71 | 1.8 | 0.0 | -1.2 | 0.6 | -1.3 | -0.4 | 2.4 | 2.0 | -0.8 | -0.3 | -0.1 | 1.4 |
| 1950 |
+5.97 | +0.03 | -0.1 | 0.4 | 0.3 | 0.9 | 1.1 | -1.4 | 0.5 | 1.1 | 1.3 | 0.0 | 0.1 | 1.5 |
| 1949 |
+7.50 | +9.78 | 0.6 | -0.5 | 1.1 | -0.1 | -0.4 | 0.8 | 1.7 | 1.0 | 0.5 | 0.9 | 0.3 | 1.5 |
| 1948 |
+2.55 | -0.43 | -0.6 | -0.6 | 1.7 | 0.8 | 2.4 | -0.4 | -1.1 | 0.2 | -0.2 | 1.3 | -1.8 | 1.0 |
| 1947 |
+0.41 | -7.74 | 1.0 | 0.1 | -0.1 | -0.7 | 0.1 | 1.0 | 1.0 | -0.1 | -0.4 | 0.0 | -1.0 | -0.4 |
| 1946 |
-0.68 | -15.92 | 2.1 | -1.1 | 1.3 | -0.1 | 0.6 | -0.4 | -0.6 | -1.7 | -2.1 | 0.3 | -0.5 | 1.7 |
| 1945 |
+11.74 | +9.29 | 1.5 | 1.9 | -0.4 | 2.8 | 0.4 | 0.5 | -0.5 | 1.6 | 1.3 | 1.3 | 1.3 | -0.4 |
| 1944 |
+6.06 | +3.68 | 0.6 | 0.5 | 0.6 | -0.1 | 1.1 | 1.3 | -0.2 | 0.6 | 0.1 | 0.2 | 0.3 | 0.9 |
| 1943 |
+7.56 | +4.47 | 2.0 | 1.3 | 1.3 | 0.4 | 1.7 | 0.8 | -1.2 | 0.4 | 0.8 | -0.2 | -1.7 | 1.6 |
| 1942 |
+4.38 | -4.26 | 0.5 | -1.0 | -0.5 | -1.1 | 1.6 | 0.5 | 0.6 | 0.3 | 0.6 | 1.6 | -0.3 | 1.5 |
| 1941 |
-0.23 | -9.24 | -0.7 | -0.7 | 1.3 | -0.4 | 0.2 | 2.0 | 2.2 | -0.4 | 0.0 | -0.7 | -0.8 | -2.0 |
| 1940 |
+2.01 | +1.29 | -0.6 | 0.2 | 1.1 | -0.4 | -5.9 | 2.6 | 1.2 | 0.8 | 0.9 | 1.3 | 0.6 | 0.5 |
| 1939 |
+2.95 | +2.95 | -1.2 | 1.2 | -1.8 | 0.6 | 2.3 | -1.1 | 2.2 | -2.0 | -0.2 | 1.6 | 0.0 | 1.4 |
| 1938 |
+9.18 | +12.30 | 0.7 | 1.7 | -5.3 | 3.3 | -0.3 | 4.6 | 1.8 | -0.3 | 0.0 | 2.7 | -0.9 | 1.3 |
| 1937 |
-5.47 | -8.09 | 1.4 | 0.7 | -1.7 | -1.9 | 0.4 | -0.9 | 2.9 | -1.4 | -2.3 | -1.4 | -0.8 | -0.3 |
| 1936 |
+10.35 | +8.77 | 1.7 | 1.0 | 1.1 | -1.3 | 1.3 | 0.7 | 1.8 | 0.9 | 0.0 | 1.9 | 1.1 | 0.0 |
| 1935 |
+12.39 | +9.13 | 0.5 | -0.1 | -0.4 | 2.2 | 0.9 | 1.6 | 2.1 | -0.3 | 0.6 | 2.3 | 1.1 | 1.3 |
| 1934 |
+6.29 | +4.71 | 2.8 | 0.8 | 1.2 | 0.1 | -0.9 | 1.0 | -1.7 | 0.5 | -1.0 | 1.0 | 1.8 | 0.6 |
| 1933 |
+13.83 | +12.97 | 1.5 | -3.8 | 0.3 | 7.9 | 5.0 | 4.4 | -2.1 | 3.4 | -2.7 | -2.1 | 1.5 | 0.6 |
| 1932 |
+8.09 | +20.46 | -2.1 | 2.7 | -0.6 | -1.5 | -3.5 | 0.5 | 6.4 | 7.3 | 0.0 | -2.3 | -0.6 | 2.1 |
| 1931 |
-10.48 | -1.29 | 1.5 | 2.1 | -1.1 | -1.7 | -1.7 | 3.0 | -1.3 | 0.3 | -5.7 | -1.2 | -1.1 | -3.8 |
| 1930 |
+0.53 | +7.40 | 1.2 | 1.0 | 2.9 | -0.3 | 0.5 | -2.8 | 1.1 | 0.5 | -2.0 | -0.9 | 0.2 | -0.9 |
| 1929 |
+1.14 | +0.55 | 0.9 | -0.5 | -0.6 | 1.2 | -0.7 | 2.2 | 1.6 | 2.1 | -0.9 | -4.0 | -0.7 | 0.6 |
| 1928 |
+6.99 | +8.24 | -0.1 | -0.3 | 2.4 | 0.6 | 0.1 | -1.2 | -0.5 | 1.4 | 0.8 | 0.4 | 3.6 | -0.3 |
| 1927 |
+10.90 | +13.47 | 0.1 | 1.3 | 1.0 | 0.6 | 1.5 | -0.2 | 1.4 | 1.4 | 1.0 | -0.8 | 2.1 | 1.0 |
| 1926 |
+6.06 | +7.25 | 0.4 | -0.2 | -0.9 | 0.7 | 0.7 | 1.1 | 0.6 | 1.0 | 0.7 | -0.3 | 1.1 | 1.0 |
| 1925 |
+7.69 | +4.08 | 0.5 | 0.4 | -1.3 | 1.0 | 1.6 | 0.8 | 0.9 | -0.2 | 0.7 | 1.6 | 0.3 | 1.2 |
| 1924 |
+11.71 | +11.71 | 1.3 | 0.1 | -0.1 | 0.6 | 1.1 | 2.2 | 1.5 | 0.7 | 0.4 | 0.5 | 1.6 | 1.1 |
| 1923 |
+4.04 | +1.64 | 0.4 | 1.6 | -0.2 | -0.3 | -0.3 | -1.0 | 0.7 | 0.6 | -0.3 | 0.1 | 1.6 | 1.1 |
| 1922 |
+10.22 | +12.83 | 0.7 | 0.7 | 1.7 | 2.4 | 1.6 | -0.5 | 1.3 | 2.1 | -0.4 | 0.3 | -1.0 | 0.9 |
| 1921 |
+12.53 | +26.19 | 2.3 | -0.1 | 0.0 | 1.0 | -0.1 | -1.2 | 1.0 | 0.3 | 1.5 | 2.7 | 2.8 | 1.7 |
| 1920 |
-2.63 | -5.14 | -0.3 | -1.8 | 2.0 | -2.2 | -2.1 | 0.6 | -0.1 | 0.2 | 1.9 | 2.9 | -1.8 | -1.7 |
| 1919 |
+5.70 | -7.72 | 0.0 | 0.6 | 0.3 | 1.5 | 2.4 | -0.4 | 1.6 | -1.8 | 1.1 | 2.2 | -1.6 | -0.3 |
| 1918 |
+7.31 | -10.90 | 1.9 | 1.1 | -0.4 | 0.6 | 0.7 | 1.5 | 0.2 | 0.8 | -0.3 | 1.1 | 0.3 | -0.6 |
| 1917 |
-5.08 | -19.63 | -0.4 | -0.2 | -0.7 | -0.1 | -1.7 | 0.2 | 0.1 | -0.1 | 0.4 | -0.9 | -0.9 | -1.0 |
| 1916 |
+4.53 | -7.18 | -0.2 | 0.8 | 0.6 | -0.1 | 0.9 | -0.2 | -0.5 | 0.6 | 1.3 | 0.9 | 0.4 | -0.2 |
| 1915 |
+11.23 | +9.07 | 0.9 | 0.1 | 1.5 | 2.2 | -0.3 | 0.4 | -0.6 | 2.1 | 0.7 | 1.4 | 1.5 | 1.0 |
| 1914 |
+4.10 | +3.06 | 2.1 | 1.1 | -0.2 | -0.5 | 0.6 | 0.2 | -1.0 | -1.1 | 0.6 | -0.4 | 1.3 | 1.2 |
| 1913 |
+2.14 | -0.92 | 0.4 | 0.0 | 0.0 | 0.3 | 0.5 | -0.6 | -1.2 | 0.7 | 0.4 | -0.6 | 1.0 | 1.2 |
| 1912 |
+2.68 | -4.32 | 0.2 | 0.1 | 1.0 | 1.1 | 0.0 | 0.0 | 0.2 | 0.3 | 0.4 | 0.1 | 0.0 | -0.7 |
| 1911 |
+3.97 | +6.16 | 0.9 | 1.6 | 0.2 | 0.0 | -0.3 | 1.1 | 0.3 | -1.1 | -0.8 | 0.5 | 1.0 | 0.4 |
| 1910 |
+2.66 | +11.12 | -0.5 | -0.2 | 0.6 | 0.0 | 0.0 | -0.3 | -0.4 | 1.0 | 0.9 | 1.3 | 0.4 | -0.2 |
| 1909 |
+4.37 | -5.55 | 0.5 | -0.2 | 0.7 | 1.3 | 1.1 | 0.8 | 0.2 | -0.1 | -0.2 | 0.6 | -0.6 | 0.4 |
| 1908 |
+17.01 | +13.25 | 1.5 | 0.2 | 3.0 | 2.9 | 1.8 | -0.2 | 1.3 | 1.2 | 0.0 | 0.9 | 2.0 | 1.2 |
| 1907 |
-5.10 | -3.04 | -0.5 | 0.1 | -0.4 | 0.9 | -0.4 | -0.3 | 1.4 | -1.7 | -0.3 | -1.4 | -2.2 | -0.4 |
| 1906 |
+0.70 | -4.59 | 0.8 | -0.6 | -0.4 | 0.6 | -1.4 | -0.1 | -0.4 | 1.9 | 1.0 | -0.2 | -0.2 | -0.3 |
| 1905 |
+4.77 | +4.78 | 0.6 | 1.0 | 2.0 | -0.1 | -1.3 | 0.9 | 0.8 | 1.2 | 0.9 | 0.5 | -0.8 | -0.8 |
| 1904 |
+11.09 | +6.12 | 0.8 | -0.6 | 0.7 | 1.1 | -0.1 | 0.9 | 1.3 | 0.7 | 1.8 | 1.9 | 1.3 | 0.9 |
| 1903 |
-1.70 | +4.02 | 1.2 | 0.4 | 0.1 | -1.8 | 0.4 | -1.4 | -1.0 | -0.6 | 0.3 | -0.2 | -0.2 | 0.9 |
| 1902 |
+2.43 | -4.38 | 1.0 | 0.6 | 0.4 | 1.0 | 0.2 | -1.9 | -1.1 | 1.0 | 3.2 | 0.1 | -1.2 | -0.7 |
| 1901 |
+5.34 | +0.34 | 2.1 | 0.5 | 0.5 | 2.5 | -1.6 | 2.6 | -1.9 | -0.4 | 0.4 | 0.5 | 0.5 | -0.3 |
| 1900 |
+7.24 | +11.32 | 0.5 | 0.9 | 1.2 | -0.8 | -0.1 | -0.4 | -0.1 | -0.1 | 0.8 | -0.2 | 2.4 | 2.7 |
| 1899 |
+0.41 | -14.07 | 1.7 | -0.1 | 0.2 | 0.5 | -1.5 | -0.2 | -0.1 | 0.4 | -0.7 | -0.5 | 0.5 | 0.0 |
| 1898 |
+9.58 | +7.97 | 1.1 | -1.3 | -3.1 | -1.1 | 2.9 | 2.5 | 2.6 | 1.6 | 0.5 | 0.2 | 0.9 | 2.5 |
| 1897 |
+8.74 | +8.74 | 1.6 | 0.2 | 0.5 | -0.2 | -0.7 | 2.0 | 1.7 | 1.0 | 1.1 | 0.3 | -0.2 | 1.1 |
| 1896 |
+3.90 | +5.45 | -2.6 | 0.8 | 1.0 | 1.3 | -0.2 | 0.1 | -2.6 | -2.4 | 3.6 | 1.7 | 3.6 | -0.2 |
| 1895 |
+1.03 | -1.81 | -2.0 | 3.5 | 0.4 | 1.5 | 1.6 | 1.3 | -0.1 | -1.0 | 0.2 | -3.7 | 1.3 | -1.9 |
| 1894 |
+5.59 | +13.13 | -0.9 | 1.4 | 1.3 | 0.8 | -0.7 | 0.5 | -0.1 | 1.3 | 1.1 | -0.4 | 1.0 | 0.3 |
| 1893 |
+0.02 | +8.12 | 0.1 | -0.5 | 0.0 | 0.1 | -1.8 | -1.9 | -2.2 | 0.4 | 2.6 | 0.5 | 2.0 | 0.7 |
| 1892 |
+2.91 | +1.69 | 0.3 | 0.5 | 1.0 | -0.6 | 1.1 | 0.8 | -0.4 | 0.4 | -0.9 | 0.7 | 0.4 | -0.2 |
| 1891 |
+8.10 | +13.57 | 0.6 | 1.0 | 0.6 | 1.6 | 0.5 | 0.2 | -2.8 | 1.1 | 3.0 | -0.2 | 0.4 | 1.9 |
| 1890 |
-0.25 | -1.50 | -0.3 | -1.2 | -0.2 | 0.6 | 1.4 | 0.5 | 0.5 | 0.7 | 1.0 | -1.6 | -0.9 | -0.6 |
| 1889 |
+3.40 | +9.77 | 0.1 | 1.3 | 0.6 | -0.3 | 1.0 | 0.7 | -0.8 | 0.4 | 0.8 | -0.7 | 0.0 | 0.2 |
| 1888 |
+5.05 | +5.06 | 0.6 | 1.1 | -1.5 | 0.3 | 1.6 | 0.3 | 0.6 | 1.1 | 1.4 | -0.5 | -0.2 | 0.2 |
| 1887 |
+1.03 | -4.82 | -0.6 | 0.8 | 1.0 | 1.0 | 0.8 | -0.2 | -1.1 | -0.6 | -1.1 | 0.0 | 1.5 | -0.4 |
| 1886 |
+2.99 | +8.01 | -0.5 | 1.7 | 0.0 | -0.7 | -0.7 | 1.2 | 0.0 | -0.1 | 1.2 | 1.0 | 0.2 | -0.3 |
| 1885 |
+10.27 | +11.61 | -0.8 | 1.3 | 0.7 | 0.0 | 0.3 | 0.8 | 1.1 | 1.7 | 0.3 | 1.7 | 1.8 | 0.7 |
| 1884 |
+0.67 | +12.23 | -0.4 | 1.0 | 0.7 | -0.8 | -3.0 | -1.1 | 0.4 | 1.9 | 0.2 | 0.0 | 1.0 | 1.0 |
| 1883 |
+2.34 | +10.77 | -0.7 | -0.3 | 0.7 | 0.6 | -0.5 | 0.5 | -0.8 | -0.6 | 1.3 | 0.0 | 1.3 | 1.0 |
| 1882 |
+3.20 | +5.15 | -0.3 | -0.2 | 0.7 | 1.0 | 0.6 | -0.3 | 0.7 | 1.0 | 0.3 | -1.0 | -0.5 | 1.2 |
| 1881 |
+2.83 | -3.94 | 1.5 | 0.1 | 0.4 | 0.5 | 2.4 | 0.7 | -1.9 | -1.2 | 0.7 | -1.0 | 0.6 | 0.2 |
| 1880 |
+9.52 | +11.72 | 0.8 | 2.0 | 0.9 | -0.5 | -1.0 | 0.9 | 0.4 | 1.6 | -0.5 | -0.3 | 3.1 | 1.7 |
| 1879 |
+12.21 | -5.37 | 0.3 | 1.1 | -0.6 | 1.3 | 2.9 | -0.2 | -0.2 | 0.1 | 1.5 | 2.7 | 2.1 | 0.5 |
| 1878 |
+8.43 | +26.06 | 0.7 | 0.3 | 0.5 | 0.7 | 2.2 | 0.3 | 0.4 | 0.6 | 1.2 | -0.1 | 0.8 | 0.7 |
| 1877 |
+2.70 | +16.10 | -1.2 | -0.7 | -0.8 | 0.1 | 2.0 | -1.5 | 1.5 | 1.2 | -0.1 | 0.9 | 0.9 | 0.4 |
| 1876 |
+2.91 | +4.72 | 0.2 | 2.1 | 0.7 | 0.0 | 0.3 | 1.6 | -0.8 | -1.4 | -1.5 | 0.3 | 0.9 | 0.7 |
| 1875 |
+6.26 | +11.80 | -0.6 | 1.1 | 0.9 | 1.9 | 0.8 | 1.0 | -2.6 | 0.6 | 0.2 | 0.5 | 1.2 | 1.1 |
| 1874 |
+11.91 | +18.43 | 0.8 | 3.0 | 1.0 | 0.7 | 0.3 | 0.9 | -1.9 | 0.9 | 0.9 | 0.8 | 1.9 | 1.9 |
| 1873 |
+2.89 | +9.32 | -0.7 | 0.8 | 1.0 | 0.8 | 1.7 | 1.1 | -1.6 | 0.3 | -2.9 | -3.1 | -0.4 | 6.2 |
| 1872 |
+3.68 | +1.36 | -1.8 | -0.2 | 1.1 | 2.4 | 1.7 | 0.8 | -1.8 | -0.2 | -1.2 | 1.2 | 0.4 | 1.3 |
| 1871 |
+5.34 | +3.77 | -0.4 | 1.8 | 1.1 | 1.5 | 1.5 | 0.4 | -1.7 | 0.6 | 1.0 | -1.7 | 0.4 | 0.9 |
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 20/80 Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Simplified Permanent Portfolio | +6.79 | 6.79 | -16.43 | 25 | 50 | 25 | ||
| Desert Portfolio | +6.48 | 5.42 | -14.72 | 30 | 60 | 10 | ||
| Permanent Portfolio | +6.41 | 6.46 | -15.92 | 25 | 50 | 25 | ||
| Larry Portfolio | +6.04 | 5.51 | -15.96 | 30 | 70 | 0 | ||
| Stocks/Bonds 20/80 | +5.62 | 4.76 | -16.57 | 20 | 80 | 0 | ||
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 | ||
| Stocks/Bonds 20/80 | +2.78 | 7.00 | -16.57 | 20 | 80 | 0 | ||
| Stocks/Bonds 20/80 Momentum | +1.89 | 6.99 | -17.91 | 20 | 80 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Low Risk categorization.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| High Yield Bonds Income | +6.57 | 8.71 | -23.97 | 0 | 100 | 0 | ||
| Stocks/Bonds 20/80 Momentum | +6.10 | 4.82 | -17.91 | 20 | 80 | 0 | ||
| All Country World 20/80 | +5.75 | 5.54 | -17.97 | 20 | 80 | 0 | ||
| Stocks/Bonds 20/80 | +5.62 | 4.76 | -16.57 | 20 | 80 | 0 | ||
| Dimensional Retirement Income Fund | +5.48 | 4.78 | -12.91 | 20.4 | 79.6 | 0 | ||
