DFA US Large Company I (DFUSX): Historical Returns

Data Source: from January 1871 to May 2023 (~152 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 06 2023
Category: Stocks
Fund: DFA US Large Company I (DFUSX)
FUND • LIVE PERFORMANCE (USD currency)
0.24%
1 Day
Jun 06 2023
2.52%
Current Month
June 2023

In the last 30 Years, the DFA US Large Company I (DFUSX) Fund obtained a 9.73% compound annual return, with a 14.97% standard deviation.

In 2022, the Fund granted a 4.86% dividend yield. If you are interested in getting periodic income, please refer to the DFA US Large Company I (DFUSX) Fund: Dividend Yield page.

The DFA US Large Company I (DFUSX) Fund is part of the following Lazy Portfolios:

Portfolio Name Author DFUSX Weight
Dimensional Retirement Income Fund DFA 6.40%

Historical Returns as of May 31, 2023

Historical returns and Metrics of DFA US Large Company I (DFUSX) Fund.

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

Fund Returns, up to December 1999, are retrieved using the historical series of equivalent ETFs / Assets.
DFA US LARGE COMPANY I (DFUSX) FUND
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 (%) 0.42 5.75 3.31 2.83 12.86 10.95 11.92 9.73 9.73 8.91
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 (%) 0.42 4.87 1.39 -0.92 6.70 6.87 9.01 7.01 7.05 6.65
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 21.08 17.67 18.48 14.79 14.65 14.97 16.53
Sharpe Ratio -0.02 0.67 0.52 0.75 0.58 0.50 0.30
Sortino Ratio -0.02 0.90 0.68 1.00 0.76 0.66 0.42
MAXIMUM DRAWDOWN
Drawdown Depth (%) -12.95 -23.93 -23.93 -23.93 -50.68 -50.68 -83.65
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 06
Start to Bottom (# months) 2 9 9 9 16 16 34
Start to Recovery (# months) in progress
8
> 17
> 17
> 17
53
53
186
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 160.57 42.43 35.15 21.28 17.88 14.57
Worst Return (%) -67.84 -42.65 -17.97 -5.38 1.60 3.02
% Positive Periods 72% 84% 89% 96% 100% 100%
MONTHS
Positive 1 3 4 7 23 40 83 164 238 1125
Negative 0 0 2 5 13 20 37 76 122 704
% Positive 100% 100% 67% 58% 64% 67% 69% 68% 66% 62%
WITHDRAWAL RATES (WR)
Safe WR (%) 42.75 25.17 16.57 8.51 8.64 7.96
Perpetual WR (%) 6.28 6.43 8.26 6.55 6.58 6.24
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the Fund
  • 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 Fund. It's calculated by dividing the excess return of the Fund over the risk-free rate by the Fund 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 Fund. It's a modification of the Sharpe Ratio (same formula but the denominator is the Fund downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Correlations as of May 31, 2023

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.

Monthly correlations of DFA US Large Company I (DFUSX) Fund vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

DFA US LARGE COMPANY I (DFUSX) FUND
Monthly correlations as of 31 May 2023
Swipe left to see all data
Correlation vs DFUSX
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
1.00
1.00
1.00
0.99
0.99
US Large Cap
SPY
1.00
1.00
1.00
1.00
1.00
US Small Cap
IJR
0.89
0.89
0.85
0.81
0.81
US REITs
VNQ
0.91
0.85
0.72
0.60
0.60
US Technology
QQQ
0.91
0.93
0.91
0.83
0.82
Preferred Stocks
PFF
0.68
0.78
0.70
0.45
0.45
EAFE Stocks
EFA
0.88
0.89
0.87
0.82
0.79
World All Countries
VT
0.97
0.98
0.97
0.95
0.94
Emerging Markets
EEM
0.65
0.72
0.69
0.72
0.70
Europe
VGK
0.87
0.88
0.85
0.83
0.82
Pacific
VPL
0.86
0.85
0.81
0.69
0.65
Latin America
FLLA
0.78
0.60
0.55
0.63
0.63
US Total Bond Market
BND
0.76
0.45
0.34
0.15
0.15
Long Term Treasuries
TLT
0.59
0.07
-0.01
-0.13
-0.13
US Cash
BIL
-0.03
-0.16
-0.12
-0.02
-0.02
TIPS
TIP
0.91
0.60
0.46
0.20
0.20
Invest. Grade Bonds
LQD
0.82
0.63
0.54
0.31
0.31
High Yield Bonds
HYG
0.94
0.85
0.81
0.67
0.66
International Bonds
BNDX
0.89
0.49
0.39
0.14
0.14
Emerg. Market Bonds
EMB
0.80
0.72
0.65
0.55
0.55
Gold
GLD
0.37
0.20
0.09
0.04
0.04
Commodities
DBC
0.77
0.51
0.43
0.32
0.32

Capital Growth as of May 31, 2023

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

If you are interested in getting periodic income, please refer to the DFA US Large Company I (DFUSX) Fund: Dividend Yield page.

An investment of 1000$, since June 1993, now would be worth 16219.45$, with a total return of 1521.95% (9.73% annualized).

The Inflation Adjusted Capital now would be 7709.73$, with a net total return of 670.97% (7.05% annualized).
An investment of 1000$, since January 1871, now would be worth 444127756.21$, with a total return of 44412675.62% (8.91% annualized).

The Inflation Adjusted Capital now would be 18260912.89$, with a net total return of 1825991.29% (6.65% 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.

DFA US LARGE COMPANY I (DFUSX) FUND
Drawdown periods
Updated to May 2023

Worst drawdowns since June 1993.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-50.68% Nov 2007 Feb 2009 16 Mar 2012 37 53
-44.85% Sep 2000 Sep 2002 25 Nov 2006 50 75
-23.93% Jan 2022 Sep 2022 9 in progress 8 17
-19.61% Jan 2020 Mar 2020 3 Jul 2020 4 7
-15.28% Jul 1998 Aug 1998 2 Nov 1998 3 5
-13.55% Oct 2018 Dec 2018 3 Apr 2019 4 7
-8.34% Aug 2015 Sep 2015 2 May 2016 8 10
-6.98% Feb 1994 Mar 1994 2 Aug 1994 5 7
-6.79% Jan 2000 Feb 2000 2 Mar 2000 1 3
-6.66% Apr 2012 May 2012 2 Aug 2012 3 5
-6.38% May 2019 May 2019 1 Jun 2019 1 2
-6.37% Sep 2020 Oct 2020 2 Nov 2020 1 3
-6.17% Feb 2018 Mar 2018 2 Jul 2018 4 6
-5.76% Jul 1999 Sep 1999 3 Oct 1999 1 4
-5.18% Aug 1997 Aug 1997 1 Nov 1997 3 4
-5.03% Apr 2000 May 2000 2 Aug 2000 3 5
-4.71% Jun 2007 Jul 2007 2 Sep 2007 2 4
-4.66% Sep 2021 Sep 2021 1 Oct 2021 1 2
-4.49% Jul 1996 Jul 1996 1 Sep 1996 2 3
-4.41% Mar 1997 Mar 1997 1 Apr 1997 1 2

Worst drawdowns since January 1871.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-83.65% Sep 1929 Jun 1932 34 Feb 1945 152 186
-50.68% Nov 2007 Feb 2009 16 Mar 2012 37 53
-44.87% Jan 1973 Sep 1974 21 Sep 1976 24 45
-44.85% Sep 2000 Sep 2002 25 Nov 2006 50 75
-34.09% Apr 1876 Jun 1877 15 May 1879 23 38
-34.04% Oct 1906 Nov 1907 14 Dec 1908 13 27
-29.78% Sep 1987 Nov 1987 3 May 1989 18 21
-29.19% Dec 1968 Jun 1970 19 Mar 1971 9 28
-27.90% Dec 1916 Dec 1917 13 May 1919 17 30
-26.37% Nov 1919 Jun 1921 20 Apr 1922 10 30
-25.94% Oct 1902 Oct 1903 13 Nov 1904 13 26
-25.25% Nov 1912 Oct 1914 24 Sep 1915 11 35
-25.18% Feb 1893 Aug 1893 7 Aug 1897 48 55
-23.93% Jan 2022 Sep 2022 9 in progress 8 17
-22.26% Jan 1962 Jun 1962 6 Apr 1963 10 16
-21.85% Oct 1882 Jan 1885 28 Nov 1885 10 38
-21.83% Jun 1946 Nov 1946 6 Oct 1949 35 41
-19.61% Jan 2020 Mar 2020 3 Jul 2020 4 7
-17.41% Mar 1873 Nov 1873 9 Jan 1875 14 23
-17.00% Dec 1980 Jul 1982 20 Oct 1982 3 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.

DFA US LARGE COMPANY I (DFUSX) FUND
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
10.65 2.83 160.57
Jul 1932 - Jun 1933
-67.84
Jul 1931 - Jun 1932
28.05%
2 Years
9.80 1.20 55.64
Jul 1932 - Jun 1934
-54.64
Jun 1930 - May 1932
20.99%
3 Years
9.46 12.86 42.43
Mar 1933 - Feb 1936
-42.65
Jul 1929 - Jun 1932
15.72%
5 Years
9.21 10.95 35.15
Jun 1932 - May 1937
-17.97
Sep 1929 - Aug 1934
10.96%
7 Years
9.13 12.33 25.68
Feb 1922 - Jan 1929
-7.64
Jul 1925 - Jun 1932
3.89%
10 Years
9.09 11.92 21.28
Jun 1949 - May 1959
-5.38
Sep 1929 - Aug 1939
3.57%
15 Years
8.96 9.73 19.24
Aug 1982 - Jul 1997
-0.72
Sep 1929 - Aug 1944
0.24%
20 Years
9.00 9.73 17.88
Apr 1980 - Mar 2000
1.60
Sep 1929 - Aug 1949
0.00%
30 Years
9.22 9.73 14.57
Jun 1932 - May 1962
3.02
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 DFA US Large Company I (DFUSX) Fund: 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

DFA US LARGE COMPANY I (DFUSX) FUND
Previous vs Next Returns - 10 Years annualized
Updated to May 2023

The annualized return of the last 10 years has been 11.92% (updated at May 31, 2023).

Seasonality

DFA US Large Company I (DFUSX) Fund: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.61
40%
-1.54
40%
0.26
80%
3.01
80%
-0.06
80%
0.74
80%
4.47
100%
1.55
60%
-3.05
40%
1.54
60%
4.29
80%
-0.68
60%
 Capital Growth on monthly avg returns
100
101.61
100.04
100.31
103.32
103.26
104.03
108.68
110.37
107.00
108.66
113.32
112.55
Best 8.0
2019
3.2
2019
4.4
2021
12.8
2020
4.8
2020
7.0
2019
9.2
2022
7.2
2020
1.9
2019
8.1
2022
10.9
2020
4.5
2021
Worst -5.2
2022
-8.2
2020
-12.4
2020
-8.7
2022
-6.4
2019
-8.3
2022
1.5
2019
-4.1
2022
-9.2
2022
-6.9
2018
-0.7
2021
-9.0
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
0.41
40%
0.30
50%
0.48
70%
1.85
90%
0.89
90%
0.34
70%
3.39
90%
0.32
60%
-1.39
50%
2.37
70%
3.42
90%
0.03
60%
 Capital Growth on monthly avg returns
100
100.41
100.71
101.20
103.07
103.99
104.34
107.88
108.22
106.72
109.25
112.99
113.02
Best 8.0
2019
5.8
2015
6.8
2016
12.8
2020
4.8
2020
7.0
2019
9.2
2022
7.2
2020
3.1
2013
8.4
2015
10.9
2020
4.5
2021
Worst -5.2
2022
-8.2
2020
-12.4
2020
-8.7
2022
-6.4
2019
-8.3
2022
-1.4
2014
-6.0
2015
-9.2
2022
-6.9
2018
-0.7
2021
-9.0
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
1.52
65%
0.29
55%
0.58
63%
1.39
65%
0.19
59%
0.56
57%
1.47
61%
1.20
66%
-0.21
57%
0.59
57%
1.08
63%
1.25
70%
 Capital Growth on monthly avg returns
100
101.52
101.82
102.40
103.83
104.03
104.62
106.16
107.43
107.20
107.84
109.00
110.37
Best 13.3
1987
11.9
1931
11.2
1928
42.9
1933
16.5
1933
25.4
1938
38.5
1932
38.3
1932
16.9
1939
18.3
1974
12.3
1928
11.4
1991
Worst -8.3
2009
-18.1
1933
-24.5
1938
-19.8
1932
-23.5
1940
-16.2
1930
-11.3
1934
-14.1
1998
-29.6
1931
-21.7
1987
-13.1
1929
-13.9
1931
Monthly Seasonality over the period Jan 1871 - May 2023

Monthly/Yearly Returns

DFA US Large Company I (DFUSX) Fund 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
1125 Positive Months (62%) - 704 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
+9.63 +7.26 6.3 -2.4 3.7 1.6 0.4
2022
-18.19 -23.15 -5.2 -3.0 3.7 -8.7 0.2 -8.3 9.2 -4.1 -9.2 8.1 5.6 -5.8
2021
+28.60 +20.14 -1.0 2.8 4.4 5.3 0.7 2.3 2.4 3.0 -4.7 7.0 -0.7 4.5
2020
+18.40 +16.81 0.0 -8.2 -12.4 12.8 4.8 2.0 5.6 7.2 -3.8 -2.7 10.9 3.9
2019
+31.42 +28.48 8.0 3.2 1.9 4.1 -6.4 7.0 1.5 -1.6 1.9 2.2 3.6 3.0
2018
-4.43 -6.22 5.7 -3.7 -2.6 0.4 2.4 0.6 3.7 3.2 0.6 -6.9 2.0 -9.0
2017
+21.73 +19.22 1.9 4.0 0.1 1.0 1.4 0.6 2.1 0.3 2.1 2.3 3.0 1.1
2016
+11.90 +9.62 -5.0 -0.1 6.8 0.4 1.8 0.2 3.7 0.1 0.1 -1.8 3.7 2.0
2015
+1.38 +0.65 -3.0 5.8 -1.6 0.9 1.3 -1.9 2.1 -6.0 -2.5 8.4 0.4 -1.6
2014
+13.53 +12.68 -3.5 4.6 0.8 0.7 2.3 2.1 -1.4 4.0 -1.4 2.4 2.7 -0.3
2013
+32.33 +30.37 5.2 1.4 3.8 1.9 2.3 -1.3 5.1 -2.9 3.1 4.6 3.0 2.6
2012
+15.82 +13.84 4.4 4.3 3.3 -0.6 -6.1 4.1 1.4 2.2 2.6 -1.8 0.6 0.8
2011
+2.10 -0.84 2.4 3.4 0.1 2.9 -1.1 -1.7 -2.0 -5.4 -7.1 11.0 -0.3 1.1
2010
+15.00 +13.30 -3.5 3.1 6.1 1.5 -8.0 -5.2 7.0 -4.5 8.9 3.8 0.0 6.7
2009
+26.62 +23.26 -8.3 -10.6 8.8 9.6 5.7 0.1 7.6 3.6 3.7 -1.9 6.0 1.9
2008
-36.76 -36.82 -6.0 -3.2 -0.4 4.8 1.3 -8.4 -0.8 1.4 -8.8 -16.7 -7.1 1.1
2007
+5.52 +1.38 1.5 -2.0 1.1 4.5 3.4 -1.6 -3.1 1.5 3.7 1.6 -4.2 -0.6
2006
+15.72 +12.86 2.7 0.2 1.3 1.4 -2.9 0.2 0.6 2.4 2.5 3.3 1.9 1.4
2005
+4.98 +1.51 -2.4 2.2 -1.8 -1.8 3.1 0.2 3.8 -0.9 0.8 -1.7 3.8 0.0
2004
+10.77 +7.28 1.8 1.4 -1.5 -1.6 1.4 2.0 -3.4 0.3 1.1 1.5 4.1 3.4
2003
+28.53 +26.16 -2.6 -1.5 0.9 8.3 5.3 1.3 1.7 1.9 -1.1 5.8 0.8 5.1
2002
-22.23 -24.04 -1.4 -1.9 3.7 -6.1 -0.7 -7.1 -7.7 0.6 -10.8 8.8 5.9 -6.0
2001
-12.06 -13.41 3.5 -9.1 -6.4 7.8 0.6 -2.5 -0.9 -6.3 -8.0 1.8 7.7 0.8
2000
-9.15 -12.13 -5.0 -1.8 9.7 -3.1 -2.0 2.3 -1.4 6.2 -5.3 -0.4 -7.9 0.6
1999
+20.39 +17.24 3.5 -3.2 4.2 3.8 -2.3 5.5 -3.1 -0.5 -2.2 6.4 1.7 5.7
1998
+28.69 +26.65 1.3 6.9 4.9 1.3 -2.1 4.3 -1.4 -14.1 6.4 8.1 5.6 6.5
1997
+33.48 +31.24 6.2 1.0 -4.4 6.3 6.3 4.1 7.9 -5.2 4.8 -2.5 3.9 1.9
1996
+22.49 +18.55 3.6 0.3 1.7 1.1 2.3 0.9 -4.5 1.9 5.6 3.2 7.3 -2.4
1995
+38.05 +34.63 3.4 4.1 2.8 3.0 4.0 2.0 3.2 0.4 4.2 -0.3 4.4 1.6
1994
+0.40 -2.21 3.5 -2.9 -4.2 1.1 1.6 -2.3 3.2 3.8 -2.5 2.8 -4.0 0.7
1993
+9.89 +6.95 0.8 1.4 2.1 -2.4 2.7 0.3 -0.4 3.8 -0.8 2.1 -1.0 1.2
1992
+7.42 +4.40 -1.9 1.2 -1.9 2.9 0.5 -1.5 4.0 -2.1 1.2 0.3 3.4 1.2
1991
+30.22 +26.35 4.4 7.1 2.4 0.2 4.3 -4.6 4.6 2.3 -1.7 1.3 -4.0 11.4
1990
-3.32 -8.89 -6.7 1.3 2.6 -2.5 9.7 -0.7 -0.4 -9.0 -4.9 -0.4 6.4 2.7
1989
+31.36 +25.53 7.3 -2.5 2.3 5.2 4.0 -0.6 9.0 1.9 -0.4 -2.3 2.0 2.4
1988
+16.22 +11.30 4.2 4.6 -3.0 1.0 0.8 4.6 -0.4 -3.4 4.3 2.7 -1.5 1.7
1987
+4.71 +0.26 13.3 4.0 2.9 -1.0 1.0 5.0 4.9 3.8 -2.3 -21.7 -8.2 7.6
1986
+18.06 +16.78 0.4 7.6 5.5 -1.3 5.5 1.7 -5.7 7.5 -8.3 5.6 2.6 -2.6
1985
+31.23 +26.43 7.6 1.4 0.0 -0.3 6.0 1.4 -0.2 -0.7 -3.1 4.4 6.9 4.7
1984
+6.21 +2.18 -0.5 -3.3 1.6 0.7 -5.4 2.2 -1.5 11.2 0.0 0.3 -1.0 2.6
1983
+21.29 +16.86 3.4 2.5 3.5 7.6 -0.9 3.7 -3.2 1.8 1.3 -1.4 2.3 -0.6
1982
+20.97 +16.51 -1.5 -5.1 -0.7 4.1 -2.8 -1.6 -2.2 12.4 1.0 11.1 4.2 1.7
1981
-5.21 -12.97 -4.4 2.1 3.7 -2.2 0.6 -0.9 0.0 -5.4 -5.0 5.2 4.4 -2.8
1980
+31.92 +17.24 5.9 0.4 -9.8 4.3 5.5 2.8 6.6 1.3 2.7 2.0 11.0 -3.1
1979
+18.05 +4.20 4.1 -2.9 5.7 0.4 -1.7 4.0 1.1 6.1 0.2 -6.5 5.1 1.8
1978
+5.87 -2.89 -6.0 -1.7 2.6 8.5 1.3 -1.6 5.7 3.4 -0.6 -8.9 2.6 1.7
1977
-7.84 -13.63 -5.0 -1.4 -1.3 0.0 -1.5 4.5 -1.5 -1.4 0.0 -4.2 3.5 0.5
1976
+24.18 +18.42 12.2 -0.8 2.7 -1.0 -1.0 5.0 -0.7 0.2 2.5 -2.1 0.3 5.4
1975
+36.95 +28.06 12.3 6.5 2.6 5.2 5.7 5.0 -6.7 -2.0 -3.6 6.5 3.2 -1.3
1974
-26.93 -34.95 -1.1 -0.3 -2.3 -4.0 -2.4 -1.9 -8.0 -8.7 -11.5 18.3 -4.0 -2.2
1973
-16.18 -22.89 -2.0 -3.7 -0.4 -4.6 -1.4 -0.8 4.6 -3.1 4.5 -0.2 -10.9 1.5
1972
+18.95 +15.04 2.2 3.0 0.8 0.7 1.9 -1.9 0.0 3.9 -0.4 1.2 4.9 1.4
1971
+14.34 +10.72 4.3 1.2 4.0 3.9 -3.9 0.3 -3.9 3.9 -0.4 -3.9 0.0 8.9
1970
+4.00 -1.49 -7.4 5.6 0.4 -8.8 -5.8 -4.7 7.7 4.8 3.7 -0.9 5.1 6.0
1969
-8.48 -13.82 -0.6 -4.5 3.7 2.4 0.0 -5.3 -5.8 4.3 -2.2 4.6 -3.1 -1.6
1968
+10.99 +5.99 -4.1 -2.9 1.2 8.3 1.5 1.2 -1.6 5.6 0.0 1.0 5.0 -3.9
1967
+23.95 +20.29 8.1 0.5 4.2 4.5 -5.0 2.0 4.8 2.6 0.0 -2.7 0.4 2.9
1966
-10.10 -13.10 0.7 -1.5 -1.9 2.3 -5.2 -1.3 -1.1 -7.5 -0.4 5.1 0.6 0.2
1965
+12.36 +10.24 3.6 0.1 -1.2 3.7 -0.5 -4.6 1.6 2.5 3.5 3.0 -0.6 1.1
1964
+16.37 +15.25 3.0 1.2 1.8 0.9 1.4 1.9 2.1 -1.4 3.1 1.1 -0.3 0.6
1963
+22.71 +20.73 5.2 -2.6 3.8 5.1 1.7 -1.8 -0.1 5.1 -0.9 3.5 -0.8 2.7
1962
-8.80 -10.00 -3.6 1.9 -0.3 -6.0 -8.3 -7.9 6.7 1.8 -4.5 0.8 10.5 1.6
1961
+26.80 +25.96 6.6 3.0 2.8 0.6 2.2 -2.6 3.5 2.2 -1.7 3.1 4.2 0.6
1960
+0.47 -0.87 -6.9 1.2 -1.1 -1.5 3.0 2.2 -2.2 2.9 -5.8 0.1 4.3 4.9
1959
+11.92 +10.02 0.7 0.3 0.3 4.2 2.2 -0.1 3.8 -1.3 -4.3 1.4 1.6 3.0
1958
+43.34 +40.86 4.6 -1.7 3.5 3.5 1.8 2.9 4.6 1.5 5.1 2.8 2.5 5.5
1957
-10.85 -13.36 -3.9 -3.0 2.3 4.0 4.0 0.2 1.5 -5.3 -5.9 -2.9 2.0 -3.8
1956
+6.62 +3.53 -3.3 3.8 7.3 0.1 -6.3 4.3 5.5 -3.5 -4.2 0.9 -0.8 3.8
1955
+31.45 +30.96 2.2 0.7 -0.1 4.1 0.2 8.6 6.4 -0.5 1.5 -2.7 7.8 0.2
1954
+52.41 +53.55 5.6 0.8 3.5 5.4 3.7 0.5 6.1 -3.0 8.7 -1.6 8.5 5.5
1953
-1.10 -1.84 -0.3 -1.4 -1.9 -2.2 0.2 -1.2 3.1 -5.3 0.6 5.6 1.4 0.7
1952
+18.50 +17.61 2.1 -3.2 5.3 -3.8 2.8 5.1 2.3 -1.0 -1.5 0.4 5.2 4.0
1951
+24.54 +17.49 6.8 1.2 -1.3 5.4 -3.5 -2.0 7.5 5.0 0.0 -0.9 0.3 4.4
1950
+30.56 +23.24 2.3 1.6 1.0 5.1 4.5 -5.3 1.5 3.9 6.2 1.0 0.5 5.2
1949
+18.06 +20.56 0.7 -3.4 3.6 -1.5 -3.2 0.3 6.9 1.8 2.9 3.6 0.7 5.0
1948
+5.09 +2.04 -3.5 -4.2 8.2 3.1 8.3 0.8 -5.0 1.3 -2.5 7.3 -10.4 3.6
1947
+5.26 -3.29 2.7 -1.1 -1.3 -3.5 -0.5 5.7 4.1 -2.5 -1.0 2.6 -2.4 2.6
1946
-8.16 -22.26 7.3 -6.6 5.0 4.1 2.5 -3.6 -2.2 -7.0 -9.8 -0.4 -0.8 4.7
1945
+36.44 +33.44 1.8 6.6 -4.2 9.2 1.5 0.0 -1.6 6.2 4.6 3.4 3.6 1.3
1944
+19.68 +16.99 2.0 0.2 2.1 -0.8 4.5 5.5 -1.7 1.3 0.1 0.4 0.8 3.9
1943
+25.78 +22.16 7.7 5.5 5.7 0.5 4.9 2.4 -5.0 1.5 2.8 -0.9 -7.1 6.4
1942
+21.08 +11.05 2.0 -2.5 -5.4 -3.7 7.1 2.5 3.8 1.3 3.3 7.0 -0.9 5.7
1941
-11.77 -19.74 -4.2 -0.9 1.0 -5.9 0.9 6.0 6.1 -0.3 -0.4 -6.2 -3.6 -3.9
1940
-10.08 -10.72 -3.1 1.1 1.5 -0.1 -23.5 8.3 3.6 3.1 1.6 4.4 -3.7 0.2
1939
-0.91 -0.91 -6.5 3.6 -13.2 -0.2 6.6 -6.0 11.3 -6.7 16.9 -1.1 -4.5 2.8
1938
+33.18 +36.99 2.1 6.7 -24.5 14.8 -3.8 25.4 7.7 -2.3 2.0 7.9 -2.9 4.1
1937
-35.26 -37.05 4.2 1.8 -0.6 -7.9 -0.7 -4.8 10.6 -5.1 -13.8 -9.7 -9.6 -4.5
1936
+32.78 +30.89 6.9 2.0 2.8 -7.5 4.9 3.4 7.2 1.1 0.5 7.9 0.7 -0.2
1935
+47.21 +42.95 -3.8 -3.7 -2.8 10.1 3.6 7.1 8.7 2.5 2.7 8.0 4.2 4.1
1934
-2.36 -3.82 10.9 -3.5 0.3 -2.4 -7.9 2.4 -11.3 5.7 -0.1 -3.0 8.8 -0.2
1933
+52.92 +51.76 1.2 -18.1 3.9 42.9 16.5 13.5 -8.7 11.8 -11.1 -8.7 10.7 2.5
1932
-8.86 +1.57 -2.3 6.0 -11.3 -19.8 -22.7 -0.1 38.5 38.3 -3.2 -13.6 -5.3 5.7
1931
-43.85 -38.08 5.4 11.9 -6.6 -9.2 -13.3 14.5 -7.1 1.5 -29.6 9.1 -9.3 -13.9
1930
-25.26 -20.15 6.7 2.5 8.3 -0.7 -1.3 -16.2 4.0 1.1 -12.7 -8.5 -1.7 -7.0
1929
-8.90 -9.43 6.0 -0.3 0.0 1.9 -4.0 11.5 4.8 10.1 -4.7 -19.7 -13.1 2.9
1928
+43.31 +44.99 -0.2 -1.4 11.2 3.6 1.6 -3.7 1.6 7.8 2.7 1.8 12.3 0.6
1927
+37.13 +40.30 -1.7 5.2 1.1 2.1 5.6 -0.6 6.9 4.8 3.6 -4.0 7.2 2.3
1926
+11.13 +12.38 0.2 -4.0 -5.5 2.5 1.5 4.8 2.3 4.8 2.7 -2.7 2.7 2.1
1925
+29.56 +25.21 2.5 1.3 -6.2 3.5 5.6 0.9 4.0 0.7 3.0 6.1 0.1 5.2
1924
+25.72 +25.72 3.5 -1.6 -2.2 -0.3 1.1 4.1 4.9 1.0 0.6 -0.4 7.4 5.7
1923
+4.17 +1.76 0.6 6.9 -1.0 -2.3 -3.6 -7.3 2.4 2.1 -2.6 0.2 6.1 3.4
1922
+27.80 +30.82 1.3 3.6 3.8 6.2 5.6 -3.8 1.7 7.6 -1.0 2.8 -4.5 2.2
1921
+14.59 +28.50 4.7 -0.3 -1.8 2.8 -1.3 -6.8 3.3 -1.4 3.3 2.9 7.0 2.1
1920
-19.69 -21.76 -2.4 -6.9 10.4 -6.8 -3.5 -0.4 -1.9 2.3 0.0 1.8 -7.6 -5.3
1919
+20.69 +5.37 -1.0 3.9 1.1 5.8 8.7 -2.4 6.6 -7.4 2.5 8.1 -5.5 0.1
1918
+25.56 +4.25 8.0 2.8 -3.2 2.0 2.3 2.9 0.0 2.8 -1.1 5.8 -0.9 2.1
1917
-25.24 -36.70 -1.9 -5.0 3.7 -1.0 -2.8 2.6 -2.2 -2.4 -4.2 -4.8 -7.6 -2.7
1916
+8.93 -3.28 -1.2 -1.0 0.1 -0.7 2.6 1.4 -0.9 1.2 4.6 3.6 2.8 -3.6
1915
+35.53 +32.90 2.2 -0.9 3.0 8.0 -1.9 1.6 0.0 4.7 4.1 5.9 3.9 0.6
1914
-3.69 -4.64 4.6 1.7 -1.5 -2.0 1.1 -0.1 -5.1 -8.3 0.4 -5.0 4.3 7.3
1913
-9.62 -12.33 -0.5 -3.2 -1.5 0.3 -2.3 -4.6 1.8 3.1 1.4 -2.7 -2.1 0.3
1912
+7.97 +0.61 0.5 -0.5 3.3 3.5 0.1 0.6 0.5 2.7 0.9 0.2 -0.7 -3.2
1911
+5.75 +7.97 2.9 2.2 -0.8 0.0 2.6 2.4 0.0 -4.4 -5.0 1.0 4.4 0.9
1910
-7.90 -0.31 -1.8 -3.2 2.8 -2.1 -1.3 -4.4 -4.7 2.9 1.1 5.0 0.3 -2.4
1909
+18.99 +7.67 0.7 -2.5 1.7 4.9 3.7 2.1 1.8 2.8 0.4 0.7 -0.2 1.5
1908
+44.47 +39.83 4.8 -3.2 4.6 5.9 6.4 0.0 4.1 4.7 -0.7 1.6 7.2 2.6
1907
-29.61 -28.08 -2.5 -2.8 -9.5 0.9 -3.1 -2.8 4.3 -7.1 -0.6 -10.4 -5.4 5.7
1906
+6.85 +1.24 3.7 -0.4 -2.2 -1.1 -2.4 1.6 -2.3 7.7 3.4 -0.3 -0.1 -0.6
1905
+19.65 +19.66 2.5 4.7 3.1 -0.9 -4.6 1.5 3.4 4.0 0.6 1.7 -0.3 2.8
1904
+30.91 +25.05 2.0 -2.3 0.1 2.8 -1.7 0.5 4.5 3.8 4.8 6.2 5.7 1.3
1903
-14.65 -9.69 5.4 -0.3 -3.6 -3.8 -1.6 -5.2 -2.8 -4.2 -2.0 -2.8 0.8 5.0
1902
+4.95 -2.03 2.5 1.2 0.4 3.7 0.1 -0.3 2.6 3.0 0.5 -2.9 -3.6 -2.0
1901
+27.33 +21.28 9.8 2.9 3.9 8.7 -4.8 10.3 -6.4 1.7 -0.2 -0.8 2.4 -1.3
1900
+11.56 +15.80 1.6 2.1 1.1 1.6 -4.4 -2.7 0.3 1.7 0.0 -2.0 4.0 8.2
1899
+9.89 -5.95 7.9 4.0 1.7 1.5 -3.9 -2.0 3.7 2.8 -0.8 -0.2 2.2 -6.5
1898
+23.23 +21.41 3.0 0.1 -4.2 -1.4 6.9 4.2 0.7 4.0 0.1 -1.8 3.6 6.5
1897
+16.90 +16.90 0.3 -0.6 0.6 -2.8 0.8 5.0 4.8 6.8 5.1 -2.9 -3.2 2.5
1896
+1.74 +3.26 -0.8 4.5 -1.2 1.3 -0.1 -1.5 -6.1 -5.3 5.6 2.6 7.2 -3.3
1895
+4.62 +1.69 -0.8 -1.0 0.4 4.7 5.8 2.3 0.7 1.8 0.9 -1.1 -3.1 -5.6
1894
+2.03 +9.32 -1.6 1.8 3.4 1.7 -3.4 -1.0 -1.7 4.2 2.0 -2.8 0.4 -0.5
1893
-16.00 -9.20 2.2 -1.4 -3.3 0.4 -8.5 -4.4 -8.9 -1.9 7.6 3.4 2.0 -3.1
1892
+5.96 +4.70 2.2 0.5 1.4 0.2 0.3 -0.2 0.3 1.8 -2.2 2.3 0.0 -0.7
1891
+22.63 +28.83 5.6 1.6 -1.5 3.7 -0.1 -1.7 -1.3 3.7 8.5 0.3 -1.2 3.4
1890
-10.17 -11.29 1.4 -0.8 -0.4 2.4 4.6 -0.4 -0.4 -2.0 -1.3 -4.2 -7.0 -2.0
1889
+7.63 +14.27 2.3 1.5 -1.8 0.1 3.0 2.0 -1.7 1.7 2.8 -1.5 -0.6 -0.2
1888
+1.86 +1.88 1.1 -0.2 -3.4 0.8 1.8 -2.7 3.0 2.5 2.8 -0.2 -1.7 -1.6
1887
-2.69 -8.33 -0.8 -0.4 2.7 2.6 2.0 -2.6 -2.1 -2.2 -0.9 -3.0 2.3 -0.2
1886
+12.73 +18.23 0.4 2.3 -1.7 -1.0 -1.6 4.9 1.8 1.1 2.9 2.9 2.8 -2.3
1885
+26.21 +27.75 -1.8 3.6 0.7 0.2 -0.7 0.0 4.2 6.0 -0.9 6.2 6.9 -0.4
1884
-13.46 -3.53 -2.5 3.1 0.0 -3.5 -8.0 -3.4 0.6 7.0 -2.9 -2.8 -1.4 0.2
1883
-3.08 +4.90 0.0 -1.9 1.8 2.6 -1.5 1.6 -1.2 -4.1 1.6 -2.2 1.9 -1.6
1882
+2.17 +4.10 -1.3 -1.7 0.2 0.4 -0.9 0.0 6.1 3.3 1.4 -2.2 -3.9 0.9
1881
+7.48 +0.40 6.3 -0.1 1.6 0.1 4.7 1.5 -3.1 -2.0 1.2 -1.2 1.0 -2.4
1880
+24.23 +26.72 4.2 2.3 2.0 -1.8 -7.6 0.7 5.1 4.1 0.2 3.3 5.8 4.4
1879
+49.51 +26.09 4.4 3.9 -1.0 3.5 5.0 1.3 1.9 1.3 4.0 11.3 5.7 0.1
1878
+11.27 +29.37 0.4 -1.5 2.0 3.5 0.8 2.6 2.2 -0.7 2.6 -0.7 0.1 -0.3
1877
-3.84 +8.70 -0.2 -5.4 -4.7 -6.5 0.6 -6.6 4.7 7.5 6.6 2.7 -1.1 0.0
1876
-12.27 -10.73 2.9 2.0 0.3 -3.4 -3.2 0.0 -0.7 -3.7 -5.5 -0.1 -1.1 -0.1
1875
+2.41 +7.75 0.6 0.3 1.7 1.9 -3.2 -1.7 0.8 1.1 -0.6 -0.9 2.0 0.6
1874
+9.28 +15.65 5.8 3.4 -0.9 -2.5 -1.9 0.0 0.6 0.8 2.2 0.3 1.1 0.3
1873
-6.57 -0.74 1.2 1.5 -0.5 -0.9 0.8 -0.7 0.3 0.6 -7.2 -8.0 -3.0 10.2
1872
+12.96 +10.43 2.8 1.0 3.5 3.4 0.4 -0.5 -0.3 -0.7 -1.0 0.8 0.3 2.8
1871
+12.24 +10.56 0.0 1.9 2.9 3.4 2.8 -0.4 -1.4 1.5 1.5 -4.7 1.5 2.9

ETF Returns, up to December 1999, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.