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)
1.21%
1 Day
Jun 02 2023
2.08%
Current Month
June 2023
The Stocks/Bonds 80/20 Portfolio is a Very High Risk portfolio and can be implemented with 2 ETFs.
It's exposed for 80% on the Stock Market.
In the last 30 Years, the Stocks/Bonds 80/20 Portfolio obtained a 8.89% compound annual return, with a 12.33% standard deviation.
Asset Allocation and ETFs
The Stocks/Bonds 80/20 Portfolio has the following asset allocation:
80% Stocks
20% Fixed Income
0% Commodities
The Stocks/Bonds 80/20 Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | ETF Name | Investment Themes |
|---|---|---|---|
| 80.00 |
VTI
|
Vanguard Total Stock Market | Equity, U.S., Large Cap |
| 20.00 |
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 80/20 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 80/20 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 80/20 Portfolio | 1.21 | 2.08 | 0.12 | 2.34 | 1.26 | 8.29 | 9.50 | 8.89 | 8.40 | ||
| US Inflation Adjusted return | 0.12 | 0.43 | -2.44 | 4.31 | 6.65 | 6.22 | 6.16 | ||||
| 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 80/20 Portfolio granted a 1.51% dividend yield. If you are interested in getting periodic income, please refer to the Stocks/Bonds 80/20 Portfolio: Dividend Yield page.
Portfolio Metrics as of May 31, 2023
Metrics of Stocks/Bonds 80/20 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 80/20 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 (%) | 0.12 | 3.83 | 2.34 | 1.26 | 8.97 | 8.29 | 9.50 | 8.73 | 8.89 | 8.40 |
| 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 (%) | 0.12 | 2.97 | 0.43 | -2.44 | 3.02 | 4.31 | 6.65 | 6.04 | 6.22 | 6.16 |
| Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 17.96 | 15.02 | 15.61 | 12.42 | 12.18 | 12.33 | 13.30 | |||
| Sharpe Ratio | -0.11 | 0.53 | 0.45 | 0.70 | 0.62 | 0.54 | 0.33 | |||
| Sortino Ratio | -0.15 | 0.71 | 0.59 | 0.93 | 0.81 | 0.71 | 0.46 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -11.40 | -22.75 | -22.75 | -22.75 | -41.09 | -41.09 | -75.27 | |||
| Start (yyyy mm) | 2022 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 1929 09 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 1932 05 | |||
| Start to Bottom (# months) | 2 | 9 | 9 | 9 | 16 | 16 | 33 | |||
| Start to Recovery (# months) in progress |
9
|
> 17
|
> 17
|
> 17
|
39
|
39
|
163
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 118.71 | 37.00 | 30.03 | 16.88 | 16.03 | 13.20 | ||||
| Worst Return (%) | -57.12 | -34.67 | -13.95 | -2.44 | 2.31 | 3.32 | ||||
| % Positive Periods | 75% | 87% | 94% | 99% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 1 | 3 | 4 | 7 | 22 | 40 | 84 | 165 | 239 | 1131 |
| Negative | 0 | 0 | 2 | 5 | 14 | 20 | 36 | 75 | 121 | 698 |
| % Positive | 100% | 100% | 67% | 58% | 61% | 67% | 70% | 69% | 66% | 62% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 40.15 | 24.02 | 15.18 | 8.56 | 8.12 | 8.11 | ||||
| Perpetual WR (%) | 2.93 | 4.13 | 6.24 | 5.69 | 5.86 | 5.80 | ||||
- 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 80/20 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
![Principles Life and Work [Hardcover], The Leader Who Had No Title, I Will Teach You To Be Rich, Secrets of the Millionaire Mind 4 Books Collection Set](https://ws-na.amazon-adsystem.com/widgets/q?_encoding=UTF8&MarketPlace=US&ASIN=9123905972&ServiceVersion=20070822&ID=AsinImage&WS=1&Format=_SL250_&tag=amaenworld-20)
Capital Growth as of May 31, 2023
An investment of 1000$, since June 1993,
now would be worth 12865.41$, with a total return of 1186.54% (8.89% annualized).
The Inflation Adjusted Capital now would be 6115.42$, with a net total return of 511.54% (6.22% annualized).
The Inflation Adjusted Capital now would be 6115.42$, with a net total return of 511.54% (6.22% annualized).
An investment of 1000$, since January 1871,
now would be worth 218758807.67$, with a total return of 21875780.77% (8.40% annualized).
The Inflation Adjusted Capital now would be 8994564.01$, with a net total return of 899356.40% (6.16% annualized).
The Inflation Adjusted Capital now would be 8994564.01$, with a net total return of 899356.40% (6.16% 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 80/20 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 |
| -41.09% | Nov 2007 | Feb 2009 | 16 | Jan 2011 | 23 | 39 |
| -33.33% | Sep 2000 | Sep 2002 | 25 | Jul 2005 | 34 | 59 |
| -22.75% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
| -16.53% | Feb 2020 | Mar 2020 | 2 | Jul 2020 | 4 | 6 |
| -13.95% | Jul 1998 | Aug 1998 | 2 | Nov 1998 | 3 | 5 |
| -13.35% | May 2011 | Sep 2011 | 5 | Feb 2012 | 5 | 10 |
| -11.32% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 |
| -7.05% | Jun 2015 | Sep 2015 | 4 | May 2016 | 8 | 12 |
| -6.95% | Feb 1994 | Jun 1994 | 5 | Feb 1995 | 8 | 13 |
| -6.90% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 |
| -5.21% | Apr 2012 | May 2012 | 2 | Aug 2012 | 3 | 5 |
| -5.12% | Jul 1999 | Sep 1999 | 3 | Nov 1999 | 2 | 5 |
| -4.97% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
| -4.78% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 |
| -4.64% | Feb 2018 | Mar 2018 | 2 | Jul 2018 | 4 | 6 |
| -4.49% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
| -4.17% | Jun 2007 | Jul 2007 | 2 | Sep 2007 | 2 | 4 |
| -3.88% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
| -3.85% | Feb 1997 | Mar 1997 | 2 | May 1997 | 2 | 4 |
| -3.38% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -75.27% | Sep 1929 | May 1932 | 33 | Mar 1943 | 130 | 163 |
| -41.09% | Nov 2007 | Feb 2009 | 16 | Jan 2011 | 23 | 39 |
| -36.88% | Jan 1973 | Sep 1974 | 21 | Mar 1976 | 18 | 39 |
| -33.33% | Sep 2000 | Sep 2002 | 25 | Jul 2005 | 34 | 59 |
| -26.75% | Apr 1876 | Jun 1877 | 15 | Jan 1879 | 19 | 34 |
| -24.55% | Sep 1987 | Nov 1987 | 3 | Apr 1989 | 17 | 20 |
| -24.50% | Dec 1968 | Jun 1970 | 19 | Mar 1971 | 9 | 28 |
| -24.11% | Oct 1906 | Nov 1907 | 14 | Nov 1908 | 12 | 26 |
| -22.75% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
| -21.68% | Oct 1902 | Oct 1903 | 13 | Nov 1904 | 13 | 26 |
| -21.64% | Feb 1893 | Aug 1893 | 7 | Jul 1897 | 47 | 54 |
| -18.38% | Nov 1919 | Jun 1921 | 20 | Mar 1922 | 9 | 29 |
| -18.32% | Jul 1881 | Jun 1884 | 36 | Nov 1885 | 17 | 53 |
| -17.66% | Dec 1916 | Dec 1917 | 13 | Apr 1919 | 16 | 29 |
| -17.65% | Jan 1962 | Jun 1962 | 6 | Apr 1963 | 10 | 16 |
| -17.16% | Jun 1946 | Nov 1946 | 6 | Oct 1949 | 35 | 41 |
| -16.70% | Nov 1912 | Oct 1914 | 24 | Aug 1915 | 10 | 34 |
| -16.53% | Feb 2020 | Mar 2020 | 2 | Jul 2020 | 4 | 6 |
| -13.95% | Jul 1998 | Aug 1998 | 2 | Nov 1998 | 3 | 5 |
| -13.40% | Sep 1873 | Nov 1873 | 3 | Feb 1874 | 3 | 6 |
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 80/20 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 |
9.51 | 1.26 |
118.71 Jul 1932 - Jun 1933 |
-57.12 Jul 1931 - Jun 1932 |
25.25% |
| 2 Years |
8.98 | -1.73 |
46.45 Jul 1932 - Jun 1934 |
-45.25 Jun 1930 - May 1932 |
17.77% |
| 3 Years |
8.78 | 8.97 |
37.00 Mar 1933 - Feb 1936 |
-34.67 Jul 1929 - Jun 1932 |
13.43% |
| 5 Years |
8.62 | 8.29 |
30.03 Jun 1932 - May 1937 |
-13.95 Jun 1927 - May 1932 |
5.88% |
| 7 Years |
8.58 | 9.67 |
20.58 Feb 1922 - Jan 1929 |
-5.77 Jul 1925 - Jun 1932 |
2.58% |
| 10 Years |
8.56 | 9.50 |
16.88 Jun 1949 - May 1959 |
-2.44 Sep 1929 - Aug 1939 |
0.94% |
| 15 Years |
8.48 | 8.49 |
16.79 Aug 1982 - Jul 1997 |
1.19 Sep 1929 - Aug 1944 |
0.00% |
| 20 Years |
8.52 | 8.73 |
16.03 Apr 1980 - Mar 2000 |
2.31 Jul 1912 - Jun 1932 |
0.00% |
| 30 Years |
8.69 | 8.89 |
13.20 Jul 1970 - Jun 2000 |
3.32 Jun 1902 - May 1932 |
0.00% |
Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the Stocks/Bonds 80/20 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 80/20 PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023
The annualized return of the last 10 years has been 9.50% (updated at May 31, 2023).
Seasonality
In which months is it better to invest in Stocks/Bonds 80/20 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 |
1.58
60% |
-1.13
40% |
-0.45
80% |
2.19
80% |
-0.03
60% |
0.76
80% |
3.62
100% |
1.18
60% |
-2.70
40% |
1.09
60% |
3.63
80% |
-0.53
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.58
|
100.43
|
99.98
|
102.17
|
102.14
|
102.91
|
106.64
|
107.91
|
104.99
|
106.14
|
110.00
|
109.41
|
| Best |
7.1 2019 |
2.9 2019 |
2.7 2021 |
10.6 2020 |
4.3 2020 |
6.0 2019 |
7.8 2022 |
5.4 2020 |
1.3 2019 |
6.1 2022 |
9.6 2020 |
3.8 2020 |
| Worst |
-5.3 2022 |
-6.0 2020 |
-11.2 2020 |
-8.1 2022 |
-5.0 2019 |
-6.9 2022 |
1.2 2019 |
-3.5 2022 |
-8.2 2022 |
-6.2 2018 |
-1.2 2021 |
-7.1 2018 |
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 |
0.51
50% |
0.26
60% |
0.17
70% |
1.34
90% |
0.73
80% |
0.43
70% |
2.77
90% |
0.23
60% |
-1.20
50% |
1.76
70% |
2.85
90% |
0.05
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.51
|
100.77
|
100.94
|
102.29
|
103.04
|
103.48
|
106.35
|
106.59
|
105.31
|
107.16
|
110.22
|
110.27
|
| Best |
7.1 2019 |
4.3 2015 |
5.8 2016 |
10.6 2020 |
4.3 2020 |
6.0 2019 |
7.8 2022 |
5.4 2020 |
3.4 2013 |
6.2 2015 |
9.6 2020 |
3.8 2020 |
| Worst |
-5.3 2022 |
-6.0 2020 |
-11.2 2020 |
-8.1 2022 |
-5.0 2019 |
-6.9 2022 |
-1.7 2014 |
-5.0 2015 |
-8.2 2022 |
-6.2 2018 |
-1.2 2021 |
-7.1 2018 |
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 |
1.33
67% |
0.37
58% |
0.50
63% |
1.16
65% |
0.25
56% |
0.57
59% |
1.16
59% |
1.02
66% |
-0.06
58% |
0.46
57% |
1.06
63% |
1.15
70% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.33
|
101.70
|
102.21
|
103.39
|
103.65
|
104.25
|
105.46
|
106.53
|
106.48
|
106.96
|
108.09
|
109.34
|
| Best |
11.4 1975 |
9.5 1931 |
8.7 1928 |
33.3 1933 |
14.0 1933 |
19.8 1938 |
27.0 1932 |
28.9 1932 |
12.1 1939 |
12.5 1974 |
10.5 1928 |
9.1 1991 |
| Worst |
-6.9 2009 |
-14.2 1933 |
-20.3 1938 |
-14.9 1932 |
-18.8 1940 |
-13.3 1930 |
-8.3 1934 |
-12.4 1998 |
-23.4 1931 |
-18.3 1987 |
-10.3 1929 |
-10.7 1931 |
Monthly Seasonality over the period Jan 1871 - May 2023
Monthly/Yearly Returns
Stocks/Bonds 80/20 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
1131 Positive Months (62%) - 698 Negative Months (38%)
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 |
+7.52 | +5.19 | 6.2 | -2.5 | 2.7 | 1.0 | 0.1 | |||||||
| 2022 |
-18.23 | -23.19 | -5.3 | -2.2 | 2.0 | -8.1 | 0.0 | -6.9 | 7.8 | -3.5 | -8.2 | 6.1 | 4.9 | -4.8 |
| 2021 |
+20.16 | +12.26 | -0.4 | 2.2 | 2.7 | 4.3 | 0.4 | 2.2 | 1.6 | 2.3 | -3.9 | 5.5 | -1.2 | 3.1 |
| 2020 |
+18.36 | +16.77 | 0.3 | -6.0 | -11.2 | 10.6 | 4.3 | 1.9 | 4.8 | 5.4 | -2.9 | -1.7 | 9.6 | 3.8 |
| 2019 |
+26.30 | +23.48 | 7.1 | 2.9 | 1.5 | 3.2 | -5.0 | 6.0 | 1.2 | -1.2 | 1.3 | 1.8 | 3.1 | 2.3 |
| 2018 |
-4.19 | -5.99 | 3.9 | -3.2 | -1.4 | 0.2 | 2.3 | 0.6 | 2.7 | 2.9 | 0.1 | -6.2 | 1.7 | -7.1 |
| 2017 |
+17.68 | +15.25 | 1.5 | 3.1 | 0.0 | 1.0 | 1.0 | 0.8 | 1.6 | 0.3 | 1.9 | 1.8 | 2.5 | 1.1 |
| 2016 |
+10.77 | +8.51 | -4.3 | 0.2 | 5.8 | 0.6 | 1.4 | 0.6 | 3.3 | 0.1 | 0.2 | -1.9 | 3.1 | 1.7 |
| 2015 |
+0.40 | -0.33 | -1.7 | 4.3 | -0.8 | 0.4 | 0.9 | -1.6 | 1.5 | -5.0 | -2.2 | 6.2 | 0.4 | -1.7 |
| 2014 |
+11.20 | +10.36 | -2.2 | 4.0 | 0.4 | 0.2 | 1.9 | 2.1 | -1.7 | 3.6 | -1.8 | 2.3 | 2.2 | 0.0 |
| 2013 |
+26.34 | +24.47 | 4.2 | 1.1 | 3.2 | 1.5 | 1.6 | -1.5 | 4.8 | -2.7 | 3.4 | 3.7 | 2.2 | 2.2 |
| 2012 |
+13.79 | +11.84 | 4.2 | 3.4 | 2.4 | -0.3 | -4.9 | 3.3 | 0.9 | 2.2 | 2.1 | -1.5 | 0.7 | 0.9 |
| 2011 |
+2.36 | -0.59 | 1.7 | 3.0 | 0.3 | 2.6 | -0.6 | -1.5 | -1.5 | -4.5 | -5.8 | 8.8 | -0.3 | 1.0 |
| 2010 |
+15.18 | +13.48 | -2.6 | 2.8 | 5.1 | 2.0 | -6.2 | -4.3 | 5.7 | -3.4 | 7.4 | 3.3 | 0.3 | 5.4 |
| 2009 |
+23.84 | +20.56 | -6.9 | -8.4 | 6.6 | 8.7 | 4.5 | 0.4 | 6.5 | 3.2 | 3.6 | -2.1 | 4.9 | 2.1 |
| 2008 |
-28.21 | -28.28 | -4.7 | -1.9 | -0.6 | 3.7 | 1.4 | -6.4 | -0.5 | 1.3 | -7.3 | -14.0 | -4.8 | 2.8 |
| 2007 |
+5.68 | +1.54 | 1.5 | -1.0 | 0.9 | 3.3 | 2.8 | -1.5 | -2.7 | 1.4 | 3.2 | 1.6 | -3.3 | -0.5 |
| 2006 |
+13.41 | +10.60 | 2.6 | 0.3 | 1.5 | 0.7 | -2.6 | 0.1 | 0.2 | 2.2 | 2.0 | 3.0 | 2.1 | 0.9 |
| 2005 |
+5.53 | +2.04 | -1.9 | 1.5 | -1.6 | -1.5 | 3.3 | 0.7 | 3.3 | -0.6 | 0.4 | -2.0 | 3.8 | 0.2 |
| 2004 |
+11.08 | +7.57 | 2.3 | 1.3 | -0.7 | -2.3 | 1.1 | 1.7 | -2.7 | 0.4 | 1.4 | 1.6 | 3.6 | 2.9 |
| 2003 |
+25.40 | +23.08 | -2.2 | -0.9 | 0.6 | 7.0 | 5.0 | 1.3 | 1.3 | 2.1 | -0.4 | 4.8 | 1.3 | 3.5 |
| 2002 |
-14.73 | -16.71 | -0.6 | -1.2 | 2.6 | -3.2 | -0.9 | -5.4 | -6.4 | 1.0 | -7.3 | 5.3 | 4.5 | -3.4 |
| 2001 |
-7.09 | -8.51 | 3.4 | -7.4 | -5.2 | 6.2 | 1.0 | -1.2 | -0.9 | -4.4 | -6.7 | 2.4 | 5.4 | 1.2 |
| 2000 |
-6.18 | -9.25 | -3.4 | 2.3 | 4.8 | -4.3 | -2.7 | 3.9 | -1.4 | 6.0 | -3.6 | -1.5 | -7.4 | 1.8 |
| 1999 |
+18.90 | +15.79 | 3.1 | -3.3 | 3.3 | 3.8 | -1.8 | 4.1 | -2.7 | -0.8 | -1.8 | 5.1 | 2.8 | 6.2 |
| 1998 |
+20.33 | +18.42 | 0.6 | 5.8 | 4.2 | 1.0 | -2.0 | 3.0 | -1.8 | -12.4 | 5.6 | 5.8 | 5.0 | 5.3 |
| 1997 |
+26.68 | +24.56 | 4.4 | -0.1 | -3.8 | 3.9 | 5.9 | 3.8 | 6.9 | -3.2 | 5.0 | -2.6 | 2.8 | 1.6 |
| 1996 |
+17.49 | +13.71 | 2.3 | 1.0 | 0.8 | 1.9 | 2.1 | -0.5 | -4.3 | 2.5 | 4.7 | 1.6 | 5.9 | -1.2 |
| 1995 |
+32.26 | +28.99 | 2.1 | 3.7 | 2.3 | 2.3 | 3.6 | 2.5 | 3.2 | 1.1 | 3.1 | -0.7 | 3.7 | 1.5 |
| 1994 |
-0.67 | -3.25 | 2.7 | -2.2 | -4.0 | 0.5 | 0.8 | -2.2 | 2.8 | 3.5 | -1.8 | 1.2 | -3.0 | 1.1 |
| 1993 |
+10.44 | +7.48 | 1.2 | 0.8 | 2.0 | -2.1 | 2.4 | 0.8 | -0.1 | 3.5 | 0.1 | 1.4 | -1.5 | 1.6 |
| 1992 |
+8.71 | +5.65 | -0.3 | 1.2 | -2.0 | 1.3 | 0.8 | -1.2 | 3.5 | -1.5 | 1.1 | 0.7 | 3.3 | 1.7 |
| 1991 |
+28.96 | +25.13 | 4.2 | 5.7 | 2.5 | 0.5 | 3.4 | -3.7 | 4.2 | 2.5 | -0.6 | 1.6 | -3.0 | 9.1 |
| 1990 |
-3.13 | -8.71 | -6.0 | 1.4 | 2.0 | -2.4 | 7.5 | -0.1 | -0.6 | -7.4 | -3.9 | -0.6 | 5.4 | 2.6 |
| 1989 |
+25.22 | +19.66 | 5.5 | -1.6 | 1.8 | 4.3 | 3.6 | 0.4 | 6.6 | 1.6 | -0.1 | -1.9 | 1.4 | 1.6 |
| 1988 |
+15.32 | +10.44 | 4.1 | 4.4 | -1.4 | 0.8 | -0.2 | 4.5 | -0.6 | -2.2 | 3.4 | 1.6 | -1.4 | 1.7 |
| 1987 |
+2.40 | -1.95 | 10.5 | 4.0 | 1.7 | -1.8 | 0.3 | 3.7 | 3.8 | 3.0 | -2.1 | -18.3 | -5.6 | 6.1 |
| 1986 |
+14.68 | +13.43 | 0.8 | 6.3 | 5.4 | -0.5 | 3.6 | 1.6 | -4.5 | 5.8 | -6.8 | 4.1 | 1.3 | -2.3 |
| 1985 |
+29.47 | +24.73 | 7.7 | 1.1 | 0.0 | 0.3 | 5.6 | 1.6 | -0.1 | -0.2 | -3.1 | 3.9 | 5.9 | 4.0 |
| 1984 |
+4.75 | +0.77 | -0.8 | -3.3 | 0.8 | 0.2 | -4.9 | 2.1 | -0.7 | 9.0 | 0.4 | 0.9 | -0.6 | 2.1 |
| 1983 |
+19.17 | +14.82 | 3.3 | 3.0 | 2.6 | 6.4 | 0.8 | 3.2 | -3.0 | 0.3 | 1.9 | -2.3 | 2.6 | -0.8 |
| 1982 |
+22.62 | +18.10 | -2.1 | -3.7 | -0.7 | 4.1 | -1.9 | -2.3 | -0.5 | 10.3 | 2.3 | 10.3 | 4.4 | 1.6 |
| 1981 |
-1.44 | -9.51 | -3.2 | 0.8 | 4.2 | -1.5 | 1.6 | -0.8 | -0.7 | -4.9 | -4.9 | 6.1 | 5.4 | -2.9 |
| 1980 |
+27.10 | +12.96 | 4.8 | -1.3 | -9.6 | 6.2 | 5.7 | 3.5 | 5.2 | 0.9 | 2.4 | 1.3 | 8.7 | -2.5 |
| 1979 |
+20.47 | +6.33 | 4.4 | -2.3 | 5.5 | 0.7 | -0.7 | 4.1 | 1.1 | 5.1 | 0.2 | -6.9 | 5.9 | 2.5 |
| 1978 |
+6.99 | -1.86 | -4.5 | -0.7 | 2.7 | 6.6 | 1.9 | -0.9 | 4.8 | 3.5 | -0.5 | -9.4 | 3.1 | 1.2 |
| 1977 |
-2.48 | -8.61 | -3.5 | -1.3 | -0.6 | 0.5 | -0.7 | 4.3 | -1.2 | -0.9 | 0.1 | -3.3 | 3.8 | 0.6 |
| 1976 |
+23.93 | +18.18 | 10.3 | 0.6 | 2.4 | -0.7 | -1.0 | 3.9 | -0.3 | 0.2 | 2.2 | -1.4 | 1.0 | 5.0 |
| 1975 |
+31.73 | +23.18 | 11.4 | 5.1 | 2.4 | 3.6 | 5.1 | 4.4 | -5.2 | -1.9 | -3.2 | 5.3 | 2.6 | -0.6 |
| 1974 |
-21.11 | -29.78 | 0.2 | 0.3 | -2.3 | -4.0 | -3.0 | -1.9 | -5.5 | -6.7 | -7.6 | 12.5 | -2.5 | -1.6 |
| 1973 |
-13.65 | -20.57 | -2.2 | -3.6 | -0.5 | -3.8 | -1.7 | -0.6 | 3.6 | -1.6 | 4.8 | 0.0 | -9.3 | 1.0 |
| 1972 |
+14.64 | +10.87 | 2.1 | 2.7 | 0.5 | 0.7 | 1.6 | -1.8 | -0.2 | 2.9 | -0.5 | 0.8 | 4.2 | 0.9 |
| 1971 |
+16.00 | +12.33 | 4.4 | 1.2 | 4.4 | 2.6 | -3.3 | 0.1 | -3.0 | 4.2 | 0.3 | -2.6 | 0.2 | 7.2 |
| 1970 |
+7.28 | +1.62 | -5.5 | 5.9 | 0.2 | -7.8 | -4.5 | -2.9 | 6.5 | 3.6 | 3.4 | -0.6 | 5.5 | 4.7 |
| 1969 |
-8.65 | -13.98 | -0.5 | -3.7 | 2.9 | 2.1 | -0.5 | -4.5 | -4.4 | 3.2 | -2.7 | 4.6 | -3.0 | -2.1 |
| 1968 |
+11.29 | +6.27 | -2.1 | -2.1 | 0.8 | 6.7 | 1.2 | 1.5 | -0.7 | 4.5 | 0.1 | 0.8 | 3.9 | -3.5 |
| 1967 |
+21.80 | +18.21 | 7.0 | 0.4 | 4.1 | 3.6 | -3.8 | 1.4 | 4.3 | 2.3 | 0.2 | -2.3 | 0.5 | 2.7 |
| 1966 |
-5.99 | -9.13 | 0.8 | -1.6 | -0.9 | 1.9 | -3.9 | -1.2 | -0.8 | -6.2 | 0.5 | 4.1 | 0.4 | 1.1 |
| 1965 |
+11.50 | +9.40 | 3.1 | 0.2 | -0.8 | 3.1 | -0.3 | -3.5 | 1.4 | 2.1 | 2.8 | 2.5 | -0.4 | 0.8 |
| 1964 |
+13.90 | +12.80 | 2.4 | 1.0 | 1.4 | 0.8 | 1.2 | 1.7 | 1.7 | -1.1 | 2.7 | 1.0 | -0.2 | 0.6 |
| 1963 |
+17.24 | +15.35 | 4.1 | -2.3 | 3.0 | 4.1 | 1.3 | -1.5 | -0.1 | 4.2 | -0.8 | 2.7 | -0.6 | 2.1 |
| 1962 |
-6.55 | -7.78 | -2.9 | 1.7 | 0.0 | -4.7 | -6.6 | -6.3 | 5.0 | 1.6 | -3.4 | 0.6 | 8.0 | 1.4 |
| 1961 |
+21.82 | +21.01 | 5.3 | 2.5 | 2.4 | 0.5 | 1.9 | -2.4 | 2.9 | 1.7 | -1.3 | 2.7 | 3.5 | 0.4 |
| 1960 |
+3.34 | +1.96 | -5.4 | 1.5 | -0.3 | -1.1 | 2.3 | 2.2 | -1.1 | 2.5 | -4.3 | 0.0 | 3.4 | 4.1 |
| 1959 |
+9.88 | +8.02 | 0.6 | 0.4 | 0.3 | 3.2 | 1.6 | 0.0 | 3.1 | -1.0 | -3.8 | 1.5 | 1.4 | 2.3 |
| 1958 |
+35.29 | +32.95 | 4.1 | -1.2 | 3.0 | 3.1 | 1.5 | 2.4 | 3.5 | 0.9 | 4.1 | 2.4 | 2.3 | 4.6 |
| 1957 |
-6.23 | -8.87 | -2.9 | -2.0 | 1.9 | 3.2 | 3.1 | 0.0 | 1.1 | -4.1 | -4.5 | -2.1 | 2.2 | -1.8 |
| 1956 |
+6.50 | +3.41 | -2.5 | 3.3 | 5.8 | -0.1 | -4.7 | 3.7 | 4.4 | -3.0 | -3.3 | 0.9 | -0.7 | 3.1 |
| 1955 |
+20.42 | +19.97 | 1.2 | 0.2 | -0.5 | 2.9 | -0.2 | 6.7 | 4.9 | -0.8 | 1.0 | -2.5 | 6.4 | -0.2 |
| 1954 |
+41.03 | +42.09 | 4.6 | 0.6 | 2.9 | 4.4 | 2.9 | 0.3 | 5.1 | -2.7 | 7.2 | -1.5 | 7.0 | 4.6 |
| 1953 |
+1.26 | +0.50 | -0.2 | -1.0 | -1.5 | -1.7 | 0.0 | -0.8 | 2.9 | -4.0 | 0.8 | 5.0 | 1.2 | 0.9 |
| 1952 |
+11.34 | +10.51 | 1.4 | -2.9 | 4.0 | -3.2 | 2.0 | 3.8 | 1.5 | -1.2 | -1.7 | 0.3 | 4.1 | 3.1 |
| 1951 |
+16.61 | +10.01 | 5.3 | 0.7 | -1.5 | 4.1 | -3.2 | -1.9 | 6.1 | 4.1 | -0.4 | -1.0 | 0.0 | 3.6 |
| 1950 |
+24.24 | +17.28 | 1.7 | 1.3 | 0.8 | 4.1 | 3.7 | -4.4 | 1.2 | 3.2 | 5.1 | 0.8 | 0.4 | 4.4 |
| 1949 |
+16.85 | +19.33 | 0.8 | -2.6 | 3.1 | -1.0 | -2.3 | 0.6 | 5.6 | 1.7 | 2.4 | 3.0 | 0.7 | 4.2 |
| 1948 |
+2.41 | -0.57 | -2.9 | -3.5 | 6.3 | 2.4 | 6.7 | 0.4 | -4.3 | 0.8 | -2.2 | 5.7 | -8.6 | 2.8 |
| 1947 |
+2.98 | -5.38 | 2.2 | -0.9 | -1.1 | -2.9 | -0.4 | 4.4 | 3.3 | -2.0 | -0.9 | 1.9 | -2.2 | 1.8 |
| 1946 |
-4.87 | -19.47 | 6.1 | -5.2 | 4.1 | 3.2 | 2.2 | -2.7 | -1.7 | -5.5 | -7.7 | -0.1 | -0.6 | 4.0 |
| 1945 |
+31.60 | +28.71 | 1.9 | 5.5 | -3.2 | 7.7 | 1.3 | 0.2 | -1.3 | 5.1 | 3.9 | 3.0 | 3.1 | 1.0 |
| 1944 |
+17.44 | +14.80 | 1.7 | 0.4 | 1.8 | -0.5 | 3.7 | 4.6 | -1.2 | 1.2 | 0.2 | 0.4 | 0.8 | 3.3 |
| 1943 |
+22.81 | +19.29 | 6.4 | 4.6 | 4.8 | 0.6 | 4.3 | 2.1 | -4.0 | 1.3 | 2.5 | -0.6 | -5.8 | 5.3 |
| 1942 |
+13.64 | +4.22 | 1.4 | -2.4 | -4.5 | -3.3 | 5.4 | 1.7 | 2.7 | 0.8 | 2.4 | 5.6 | -1.0 | 4.6 |
| 1941 |
-7.63 | -15.97 | -3.2 | -0.8 | 1.2 | -4.3 | 0.8 | 5.0 | 5.1 | -0.2 | -0.2 | -4.7 | -2.7 | -3.2 |
| 1940 |
-4.87 | -5.54 | -2.3 | 1.0 | 1.6 | 0.0 | -18.8 | 6.8 | 3.1 | 2.6 | 1.6 | 3.7 | -2.3 | 0.4 |
| 1939 |
+2.49 | +2.49 | -5.0 | 3.2 | -10.1 | 0.3 | 5.6 | -4.4 | 8.8 | -5.2 | 12.1 | -0.2 | -3.1 | 2.6 |
| 1938 |
+23.58 | +27.11 | 1.4 | 5.2 | -20.3 | 11.3 | -3.2 | 19.8 | 6.1 | -2.1 | 1.3 | 6.6 | -2.8 | 3.3 |
| 1937 |
-27.51 | -29.52 | 3.5 | 1.6 | -0.9 | -6.4 | -0.4 | -3.8 | 8.6 | -4.2 | -10.8 | -7.3 | -7.0 | -3.1 |
| 1936 |
+27.82 | +26.00 | 5.6 | 1.8 | 2.4 | -6.0 | 4.1 | 2.8 | 6.0 | 1.1 | 0.4 | 6.6 | 0.8 | -0.1 |
| 1935 |
+37.81 | +33.82 | -2.8 | -2.8 | -2.2 | 7.9 | 2.9 | 5.7 | 7.1 | 1.8 | 2.1 | 6.7 | 3.5 | 3.5 |
| 1934 |
+3.30 | +1.76 | 9.2 | -2.2 | 0.8 | -1.5 | -5.8 | 2.3 | -8.3 | 4.5 | 0.0 | -1.6 | 6.9 | 0.3 |
| 1933 |
+46.35 | +45.24 | 1.6 | -14.2 | 3.1 | 33.3 | 14.0 | 11.7 | -7.1 | 10.2 | -9.2 | -7.0 | 8.7 | 2.2 |
| 1932 |
-4.47 | +6.47 | -2.3 | 5.2 | -8.7 | -14.9 | -16.8 | 0.2 | 27.0 | 28.9 | -2.4 | -10.7 | -4.0 | 4.7 |
| 1931 |
-35.71 | -29.11 | 4.4 | 9.5 | -5.3 | -7.4 | -10.4 | 11.3 | -5.6 | 1.2 | -23.4 | 5.7 | -6.9 | -10.7 |
| 1930 |
-21.13 | -15.74 | 5.1 | 2.0 | 6.9 | -0.7 | -1.1 | -13.3 | 3.1 | 0.8 | -10.3 | -6.7 | -1.4 | -5.6 |
| 1929 |
-8.19 | -8.72 | 4.6 | -0.5 | -0.3 | 1.6 | -3.4 | 9.2 | 4.0 | 8.2 | -4.0 | -16.6 | -10.3 | 2.2 |
| 1928 |
+30.76 | +32.29 | -0.4 | -1.4 | 8.7 | 2.6 | 1.0 | -3.4 | 0.9 | 6.1 | 2.1 | 1.2 | 10.5 | 0.2 |
| 1927 |
+27.72 | +30.67 | -1.5 | 4.0 | 0.8 | 1.5 | 4.4 | -0.7 | 5.5 | 3.9 | 2.9 | -3.5 | 6.0 | 1.9 |
| 1926 |
+10.11 | +11.35 | 0.3 | -3.0 | -4.3 | 2.0 | 1.3 | 3.8 | 1.9 | 3.9 | 2.2 | -2.1 | 2.3 | 1.9 |
| 1925 |
+21.26 | +17.19 | 1.7 | 0.9 | -5.3 | 2.6 | 4.4 | 0.6 | 3.1 | 0.3 | 2.3 | 5.0 | -0.1 | 4.2 |
| 1924 |
+23.20 | +23.20 | 3.0 | -1.1 | -1.6 | 0.0 | 1.1 | 3.7 | 4.1 | 1.0 | 0.6 | -0.1 | 6.0 | 4.7 |
| 1923 |
+5.04 | +2.61 | 0.6 | 5.7 | -0.7 | -1.7 | -2.7 | -5.6 | 2.0 | 1.8 | -1.9 | 0.3 | 5.0 | 2.9 |
| 1922 |
+24.33 | +27.28 | 1.2 | 2.9 | 3.3 | 5.3 | 4.7 | -2.9 | 1.7 | 6.3 | -0.8 | 2.3 | -3.6 | 2.0 |
| 1921 |
+10.70 | +24.14 | 3.8 | -0.5 | -1.6 | 2.1 | -1.3 | -5.8 | 2.5 | -1.3 | 2.6 | 2.6 | 5.8 | 1.8 |
| 1920 |
-11.16 | -13.45 | -1.6 | -5.2 | 8.5 | -5.3 | -2.7 | 0.2 | -1.0 | 2.1 | 0.9 | 2.4 | -5.4 | -3.7 |
| 1919 |
+16.14 | +1.39 | -0.8 | 3.0 | 0.9 | 4.7 | 7.1 | -2.0 | 5.4 | -6.2 | 2.1 | 6.7 | -4.7 | -0.1 |
| 1918 |
+15.45 | -4.14 | 6.0 | 1.9 | -2.9 | 1.2 | 1.5 | 2.2 | -0.4 | 2.0 | -1.3 | 4.5 | -1.1 | 1.1 |
| 1917 |
-15.26 | -28.25 | -1.1 | -3.4 | 2.9 | -0.3 | -2.1 | 2.4 | -1.1 | -1.3 | -2.4 | -3.1 | -5.0 | -1.6 |
| 1916 |
+7.17 | -4.84 | -1.0 | -0.6 | 0.2 | -0.6 | 2.1 | 1.0 | -0.9 | 1.0 | 3.7 | 2.9 | 2.1 | -2.8 |
| 1915 |
+26.18 | +23.73 | 1.6 | -0.9 | 2.4 | 6.3 | -1.8 | 1.0 | -0.4 | 3.9 | 3.1 | 4.8 | 3.2 | 0.5 |
| 1914 |
-3.07 | -4.03 | 3.8 | 1.5 | -1.3 | -1.7 | 0.8 | -0.1 | -4.2 | -6.6 | 0.4 | -3.9 | 3.4 | 5.6 |
| 1913 |
-3.04 | -5.95 | 0.1 | -2.1 | -0.8 | 0.6 | -1.2 | -3.1 | 1.3 | 2.7 | 1.4 | -1.8 | -0.9 | 0.9 |
| 1912 |
+6.01 | -1.21 | 0.4 | -0.4 | 2.7 | 2.9 | 0.0 | 0.4 | 0.4 | 2.1 | 0.7 | 0.1 | -0.6 | -2.7 |
| 1911 |
+3.60 | +5.78 | 2.2 | 1.9 | -0.7 | -0.1 | 1.7 | 2.0 | -0.1 | -3.8 | -4.2 | 0.8 | 3.5 | 0.6 |
| 1910 |
-1.92 | +6.17 | -1.2 | -2.2 | 2.5 | -1.2 | -0.7 | -3.0 | -3.2 | 2.6 | 1.3 | 4.2 | 0.6 | -1.5 |
| 1909 |
+13.16 | +2.40 | 0.5 | -2.1 | 1.3 | 3.8 | 2.9 | 1.6 | 1.3 | 1.9 | 0.1 | 0.5 | -0.4 | 1.1 |
| 1908 |
+33.83 | +29.52 | 3.6 | -2.7 | 3.9 | 4.9 | 5.1 | -0.3 | 3.2 | 3.7 | -0.8 | 1.2 | 5.9 | 2.1 |
| 1907 |
-19.45 | -17.70 | -1.7 | -1.7 | -6.7 | 1.3 | -1.9 | -1.7 | 3.7 | -5.0 | -0.1 | -7.1 | -3.7 | 3.9 |
| 1906 |
+0.63 | -4.65 | 2.6 | -0.9 | -2.1 | -1.1 | -2.5 | 0.8 | -2.3 | 6.0 | 2.5 | -0.7 | -0.5 | -0.9 |
| 1905 |
+17.12 | +17.12 | 2.1 | 3.9 | 2.9 | -0.6 | -3.7 | 1.4 | 2.9 | 3.4 | 0.8 | 1.5 | -0.3 | 2.0 |
| 1904 |
+26.86 | +21.18 | 1.8 | -1.8 | 0.3 | 2.5 | -1.3 | 0.7 | 3.8 | 3.1 | 4.1 | 5.2 | 4.7 | 1.2 |
| 1903 |
-13.28 | -8.23 | 4.2 | -0.3 | -2.9 | -3.4 | -1.3 | -4.4 | -2.5 | -3.4 | -1.6 | -2.3 | 0.3 | 3.7 |
| 1902 |
+6.77 | -0.33 | 2.3 | 1.2 | 0.6 | 3.2 | 0.3 | -0.5 | 1.8 | 2.7 | 1.3 | -2.0 | -2.7 | -1.4 |
| 1901 |
+15.88 | +10.38 | 7.4 | 1.8 | 2.7 | 6.9 | -4.6 | 8.3 | -6.0 | 0.8 | -0.5 | -1.0 | 1.7 | -1.6 |
| 1900 |
+17.38 | +21.83 | 1.9 | 2.4 | 1.7 | 1.5 | -2.8 | -1.5 | 0.8 | 1.7 | 0.8 | -0.9 | 3.9 | 6.9 |
| 1899 |
+2.83 | -11.99 | 6.0 | 2.7 | 1.0 | 0.9 | -3.8 | -2.0 | 2.5 | 2.0 | -1.2 | -0.6 | 1.5 | -5.7 |
| 1898 |
+24.31 | +22.48 | 2.9 | 0.1 | -3.6 | -0.9 | 6.2 | 4.1 | 1.5 | 3.7 | 0.5 | -1.0 | 3.2 | 5.7 |
| 1897 |
+17.42 | +17.41 | 0.8 | -0.2 | 0.8 | -1.9 | 0.7 | 4.4 | 4.2 | 5.5 | 4.3 | -2.0 | -2.3 | 2.3 |
| 1896 |
+3.38 | +4.92 | -1.2 | 3.7 | -0.6 | 1.3 | -0.1 | -1.0 | -5.2 | -4.5 | 5.2 | 2.4 | 6.3 | -2.4 |
| 1895 |
+3.97 | +1.05 | -1.1 | 0.1 | 0.4 | 3.9 | 4.8 | 2.1 | 0.5 | 1.1 | 0.8 | -1.7 | -2.0 | -4.7 |
| 1894 |
+4.08 | +11.52 | -1.4 | 1.8 | 2.9 | 1.6 | -2.6 | -0.5 | -1.2 | 3.5 | 1.8 | -2.1 | 0.6 | -0.2 |
| 1893 |
-14.13 | -7.18 | 1.5 | -1.4 | -2.6 | 0.1 | -7.0 | -3.9 | -7.4 | -1.5 | 6.0 | 2.4 | 1.8 | -2.3 |
| 1892 |
+5.29 | +4.05 | 1.7 | 0.5 | 1.3 | 0.0 | 0.5 | 0.0 | 0.2 | 1.4 | -1.9 | 1.9 | 0.1 | -0.6 |
| 1891 |
+16.15 | +22.03 | 4.1 | 1.2 | -1.2 | 3.0 | -0.1 | -1.4 | -1.9 | 2.9 | 7.1 | 0.0 | -1.0 | 2.9 |
| 1890 |
-4.72 | -5.91 | 1.3 | -0.7 | -0.1 | 2.2 | 4.0 | 0.0 | 0.1 | -1.1 | -0.5 | -3.2 | -5.0 | -1.3 |
| 1889 |
+6.12 | +12.67 | 1.7 | 1.4 | -1.2 | 0.0 | 2.5 | 1.7 | -1.5 | 1.3 | 2.2 | -1.3 | -0.5 | -0.2 |
| 1888 |
+3.72 | +3.74 | 1.1 | 0.2 | -2.8 | 0.8 | 1.8 | -1.9 | 2.4 | 2.2 | 2.5 | -0.2 | -1.3 | -1.0 |
| 1887 |
-0.27 | -6.04 | -0.6 | 0.0 | 2.4 | 2.3 | 1.8 | -1.9 | -1.7 | -1.6 | -0.8 | -2.1 | 2.2 | -0.1 |
| 1886 |
+9.69 | +15.04 | 0.1 | 2.1 | -1.4 | -1.0 | -1.4 | 3.9 | 1.3 | 0.7 | 2.5 | 2.4 | 2.1 | -1.9 |
| 1885 |
+25.05 | +26.58 | -1.3 | 3.2 | 0.9 | 0.4 | -0.2 | 0.4 | 3.6 | 5.1 | -0.4 | 5.2 | 5.8 | 0.0 |
| 1884 |
-9.11 | +1.32 | -1.9 | 2.7 | 0.3 | -2.7 | -6.7 | -2.7 | 0.6 | 5.7 | -2.0 | -1.9 | -0.7 | 0.5 |
| 1883 |
-3.56 | +4.38 | -0.3 | -1.7 | 1.4 | 2.0 | -1.4 | 1.2 | -1.3 | -3.4 | 1.4 | -1.8 | 1.6 | -1.1 |
| 1882 |
+3.48 | +5.44 | -0.9 | -1.2 | 0.4 | 0.6 | -0.4 | 0.0 | 4.8 | 2.8 | 1.2 | -1.8 | -2.9 | 1.0 |
| 1881 |
+0.85 | -5.80 | 4.6 | -0.5 | 0.8 | -0.2 | 3.8 | 0.9 | -3.3 | -2.3 | 0.7 | -1.7 | 0.5 | -2.3 |
| 1880 |
+22.26 | +24.71 | 3.5 | 2.4 | 1.9 | -1.3 | -5.8 | 0.9 | 4.0 | 3.6 | 0.1 | 2.5 | 5.2 | 3.8 |
| 1879 |
+40.02 | +18.09 | 3.4 | 3.2 | -0.9 | 2.9 | 4.5 | 1.0 | 1.5 | 1.0 | 3.5 | 9.4 | 4.9 | 0.2 |
| 1878 |
+14.30 | +32.88 | 0.8 | -0.7 | 1.9 | 3.1 | 1.4 | 2.3 | 2.0 | -0.1 | 2.4 | -0.3 | 0.5 | 0.2 |
| 1877 |
-0.16 | +12.86 | -0.3 | -4.1 | -3.5 | -4.5 | 1.1 | -4.9 | 3.9 | 5.8 | 4.8 | 2.4 | -0.4 | 0.3 |
| 1876 |
-9.91 | -8.33 | 2.1 | 1.9 | 0.3 | -2.7 | -2.5 | 0.3 | -0.8 | -3.2 | -4.6 | -0.1 | -0.7 | 0.0 |
| 1875 |
+5.57 | +11.08 | 0.5 | 0.7 | 1.7 | 2.1 | -2.0 | -0.8 | 0.1 | 1.1 | -0.2 | -0.4 | 1.9 | 0.8 |
| 1874 |
+6.48 | +12.69 | 4.3 | 3.0 | -0.7 | -2.0 | -1.6 | 0.0 | -0.4 | 0.6 | 1.6 | 0.1 | 1.1 | 0.4 |
| 1873 |
-1.18 | +4.99 | 1.0 | 1.6 | 0.1 | -0.2 | 1.3 | 0.0 | 0.1 | 0.7 | -5.7 | -6.3 | -1.9 | 9.1 |
| 1872 |
+9.26 | +6.81 | 1.6 | 0.6 | 2.8 | 3.1 | 0.6 | -0.3 | -0.8 | -0.7 | -1.2 | 0.8 | 0.2 | 2.3 |
| 1871 |
+13.02 | +11.33 | 0.1 | 2.1 | 2.7 | 3.1 | 2.6 | 0.0 | -1.2 | 1.4 | 1.5 | -3.7 | 1.4 | 2.5 |
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 80/20 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 | ||
| Stocks/Bonds 60/40 Momentum | +9.28 | 9.43 | -32.52 | 60 | 40 | 0 | ||
| Stocks/Bonds 80/20 | +8.89 | 12.33 | -41.09 | 80 | 20 | 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 80/20 | +8.29 | 15.61 | -22.75 | 80 | 20 | 0 | ||
| Stocks/Bonds 80/20 Momentum | +4.77 | 15.53 | -27.23 | 80 | 20 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Very High Risk categorization.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Technology | +13.50 | 23.92 | -81.08 | 100 | 0 | 0 | ||
| US Stocks Momentum | +11.80 | 15.15 | -53.85 | 100 | 0 | 0 | ||
| Stocks/Bonds 80/20 Momentum | +10.63 | 12.22 | -43.61 | 80 | 20 | 0 | ||
| US Stocks | +9.70 | 15.36 | -50.84 | 100 | 0 | 0 | ||
| US Stocks Value | +9.50 | 15.19 | -55.41 | 100 | 0 | 0 | ||
