Data Source: from January 1871 to May 2023 (~152 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 06 2023
Consolidated Returns as of 31 May 2023
Live Update: Jun 06 2023
Category: Fixed Income
ETF: iShares 1-3 Year Treasury Bond (SHY)
ETF • LIVE PERFORMANCE (USD currency)
0.05%
1 Day
Jun 06 2023
0.15%
Current Month
June 2023
In the last 30 Years, the iShares 1-3 Year Treasury Bond (SHY) ETF obtained a 3.03% compound annual return, with a 1.81% standard deviation.
In 2022, the ETF granted a 1.24% dividend yield. If you are interested in getting periodic income, please refer to the iShares 1-3 Year Treasury Bond (SHY) ETF: Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Bond
- Region: North America
- Country: U.S.
- Bond - Duration: Short Term
The iShares 1-3 Year Treasury Bond (SHY) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | SHY Weight▾ |
|---|---|---|
| Short Term Treasury | 100.00% | |
| Robo Advisor 0 | Betterment | 80.00% |
| Robo Advisor 10 | Betterment | 61.40% |
| Sheltered Sam 0/100 | Bill Bernstein | 60.00% |
| Sheltered Sam 10/90 | Bill Bernstein | 54.00% |
| Sheltered Sam 20/80 | Bill Bernstein | 48.00% |
| Robo Advisor 20 | Betterment | 42.80% |
| Sheltered Sam 30/70 | Bill Bernstein | 42.00% |
| Big Rocks Portfolio | Larry Swedroe | 40.00% |
| Coward's Portfolio | Bill Bernstein | 40.00% |
| Sheltered Sam 40/60 | Bill Bernstein | 36.00% |
| Andrew Tobias Portfolio | Andrew Tobias | 33.33% |
| Ideal Index | Frank Armstrong | 30.00% |
| Sheltered Sam 50/50 | Bill Bernstein | 30.00% |
| Paul Boyer Portfolio | Paul Boyer | 25.00% |
| No Brainer Portfolio | Bill Bernstein | 25.00% |
| Sheltered Sam 60/40 | Bill Bernstein | 24.00% |
| Dynamic 40/60 Income | 20.00% | |
| Dynamic 60/40 Income | 20.00% | |
| Golden Butterfly with Bitcoin | 20.00% | |
| Golden Butterfly | Tyler | 20.00% |
| Sheltered Sam 70/30 | Bill Bernstein | 18.00% |
| Ultimate Buy&Hold | FundAdvice | 12.00% |
| Sheltered Sam 80/20 | Bill Bernstein | 12.00% |
| Warren Buffett Portfolio | Warren Buffett | 10.00% |
| Sheltered Sam 90/10 | Bill Bernstein | 6.00% |
Historical Returns as of May 31, 2023
Historical returns and Metrics of iShares 1-3 Year Treasury Bond (SHY) ETF.
Returns and metrics are calculated based on monthly returns, assuming:
ETF Returns, up to December 2002, are retrieved using the historical series of equivalent ETFs / Assets.
- No fees or capital gain taxes
- the reinvestment of dividends
ETF Returns, up to December 2002, are retrieved using the historical series of equivalent ETFs / Assets.
ISHARES 1-3 YEAR TREASURY BOND (SHY) ETF
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 (%) | -0.38 | 1.51 | 1.41 | -0.24 | -1.09 | 0.88 | 0.65 | 1.59 | 3.03 | 4.43 |
| 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 (%) | -0.38 | 0.67 | -0.48 | -3.88 | -6.48 | -2.82 | -1.97 | -0.93 | 0.51 | 2.26 |
| Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 2.76 | 1.90 | 1.81 | 1.39 | 1.47 | 1.81 | 3.47 | |||
| Sharpe Ratio | -1.23 | -1.11 | -0.25 | -0.09 | 0.28 | 0.46 | 0.13 | |||
| Sortino Ratio | -1.83 | -1.59 | -0.35 | -0.13 | 0.42 | 0.70 | 0.19 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -2.30 | -5.36 | -5.36 | -5.36 | -5.36 | -5.36 | -8.52 | |||
| Start (yyyy mm) | 2022 06 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 1971 04 | |||
| Bottom (yyyy mm) | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 1971 07 | |||
| Start to Bottom (# months) | 5 | 17 | 17 | 17 | 17 | 17 | 4 | |||
| Start to Recovery (# months) in progress |
11
|
> 24
|
> 24
|
> 24
|
> 24
|
> 24
|
13
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 25.82 | 17.24 | 15.57 | 11.72 | 9.50 | 8.27 | ||||
| Worst Return (%) | -5.42 | -1.11 | 0.32 | 0.45 | 1.09 | 1.88 | ||||
| % Positive Periods | 93% | 99% | 100% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 2 | 4 | 6 | 15 | 33 | 67 | 153 | 251 | 1287 |
| Negative | 1 | 1 | 2 | 6 | 21 | 27 | 53 | 87 | 109 | 542 |
| % Positive | 0% | 67% | 67% | 50% | 42% | 55% | 56% | 64% | 70% | 70% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 30.59 | 19.61 | 9.58 | 4.98 | 4.40 | 5.10 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.50 | 2.21 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the ETF
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the ETF. It's calculated by dividing the excess return of the ETF over the risk-free rate by the ETF standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the ETF. It's a modification of the Sharpe Ratio (same formula but the denominator is the ETF downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Correlations as of 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.
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 iShares 1-3 Year Treasury Bond (SHY) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
ISHARES 1-3 YEAR TREASURY BOND (SHY) ETF
Monthly correlations as of 31 May 2023
Swipe left to see all data
| Correlation vs SHY | ||||||
|---|---|---|---|---|---|---|
|
|
||||||
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
US Total Stock Market VTI |
0.64
|
0.06
|
0.00
|
-0.14
|
-0.14
|
|
|
US Large Cap SPY |
0.67
|
0.08
|
0.02
|
-0.12
|
-0.11
|
|
|
US Small Cap IJR |
0.36
|
-0.09
|
-0.12
|
-0.19
|
-0.19
|
|
|
US REITs VNQ |
0.66
|
0.08
|
0.14
|
-0.02
|
-0.01
|
|
|
US Technology QQQ |
0.68
|
0.19
|
0.12
|
-0.15
|
-0.15
|
|
|
Preferred Stocks PFF |
0.49
|
0.14
|
0.16
|
0.09
|
0.10
|
|
|
EAFE Stocks EFA |
0.75
|
0.16
|
0.10
|
-0.13
|
-0.10
|
|
|
World All Countries VT |
0.72
|
0.10
|
0.04
|
-0.15
|
-0.13
|
|
|
Emerging Markets EEM |
0.74
|
0.18
|
0.15
|
-0.09
|
-0.07
|
|
|
Europe VGK |
0.70
|
0.13
|
0.09
|
-0.10
|
-0.08
|
|
|
Pacific VPL |
0.79
|
0.19
|
0.12
|
-0.10
|
-0.07
|
|
|
Latin America FLLA |
0.45
|
-0.16
|
-0.10
|
-0.16
|
-0.17
|
|
|
US Total Bond Market BND |
0.92
|
0.78
|
0.77
|
0.74
|
0.74
|
|
|
Long Term Treasuries TLT |
0.85
|
0.73
|
0.70
|
0.60
|
0.59
|
|
|
US Cash BIL |
0.30
|
0.29
|
0.24
|
0.40
|
0.39
|
|
|
TIPS TIP |
0.83
|
0.61
|
0.62
|
0.62
|
0.64
|
|
|
Invest. Grade Bonds LQD |
0.89
|
0.59
|
0.60
|
0.51
|
0.51
|
|
|
High Yield Bonds HYG |
0.70
|
0.23
|
0.21
|
0.02
|
0.04
|
|
|
International Bonds BNDX |
0.80
|
0.62
|
0.59
|
0.48
|
0.49
|
|
|
Emerg. Market Bonds EMB |
0.74
|
0.26
|
0.29
|
0.14
|
0.15
|
|
|
Gold GLD |
0.85
|
0.40
|
0.38
|
0.17
|
0.16
|
|
|
Commodities DBC |
0.58
|
-0.28
|
-0.22
|
-0.01
|
-0.01
|
|
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 iShares 1-3 Year Treasury Bond (SHY) ETF: Dividend Yield page.
An investment of 1000$, since June 1993,
now would be worth 2448.16$, with a total return of 144.82% (3.03% annualized).
The Inflation Adjusted Capital now would be 1163.70$, with a net total return of 16.37% (0.51% annualized).
The Inflation Adjusted Capital now would be 1163.70$, with a net total return of 16.37% (0.51% annualized).
An investment of 1000$, since January 1871,
now would be worth 737803.40$, with a total return of 73680.34% (4.43% annualized).
The Inflation Adjusted Capital now would be 30335.78$, with a net total return of 2933.58% (2.26% annualized).
The Inflation Adjusted Capital now would be 30335.78$, with a net total return of 2933.58% (2.26% annualized).
Readings that may interest you
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.
ISHARES 1-3 YEAR TREASURY BOND (SHY) ETF
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 |
| -5.36% | Jun 2021 | Oct 2022 | 17 | in progress | 7 | 24 |
| -2.23% | Feb 1994 | Apr 1994 | 3 | Jan 1995 | 9 | 12 |
| -1.18% | Apr 2008 | May 2008 | 2 | Sep 2008 | 4 | 6 |
| -1.11% | Feb 1996 | Apr 1996 | 3 | Jul 1996 | 3 | 6 |
| -1.09% | Nov 2001 | Dec 2001 | 2 | Feb 2002 | 2 | 4 |
| -1.09% | Apr 2004 | Jun 2004 | 3 | Oct 2004 | 4 | 7 |
| -0.90% | Sep 2017 | Feb 2018 | 6 | Nov 2018 | 9 | 15 |
| -0.88% | Feb 1999 | Feb 1999 | 1 | Apr 1999 | 2 | 3 |
| -0.84% | Dec 2009 | Dec 2009 | 1 | Feb 2010 | 2 | 3 |
| -0.82% | Mar 2002 | Mar 2002 | 1 | Apr 2002 | 1 | 2 |
| -0.67% | Jul 2016 | Nov 2016 | 5 | Aug 2017 | 9 | 14 |
| -0.66% | Nov 2002 | Nov 2002 | 1 | Dec 2002 | 1 | 2 |
| -0.64% | Nov 2004 | Feb 2005 | 4 | May 2005 | 3 | 7 |
| -0.58% | Jan 2009 | Feb 2009 | 2 | Aug 2009 | 6 | 8 |
| -0.55% | Jul 2003 | Aug 2003 | 2 | Sep 2003 | 1 | 3 |
| -0.55% | Oct 2015 | Dec 2015 | 3 | Jan 2016 | 1 | 4 |
| -0.49% | Nov 2010 | Mar 2011 | 5 | Apr 2011 | 1 | 6 |
| -0.47% | Oct 2003 | Nov 2003 | 2 | Dec 2003 | 1 | 3 |
| -0.38% | Sep 2005 | Oct 2005 | 2 | Nov 2005 | 1 | 3 |
| -0.37% | Jul 2005 | Jul 2005 | 1 | Aug 2005 | 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 |
| -8.52% | Apr 1971 | Jul 1971 | 4 | Apr 1972 | 9 | 13 |
| -7.53% | Jul 1895 | Feb 1896 | 8 | Nov 1896 | 9 | 17 |
| -6.84% | Mar 1970 | May 1970 | 3 | Nov 1970 | 6 | 9 |
| -6.17% | Sep 1931 | Jan 1932 | 5 | Jul 1932 | 6 | 11 |
| -5.89% | Feb 1898 | Apr 1898 | 3 | Jul 1898 | 3 | 6 |
| -5.48% | Jun 1939 | Sep 1939 | 4 | Mar 1941 | 18 | 22 |
| -5.36% | Jun 2021 | Oct 2022 | 17 | in progress | 7 | 24 |
| -4.59% | Jul 1958 | Sep 1958 | 3 | Mar 1960 | 18 | 21 |
| -4.40% | Jul 1873 | Oct 1873 | 4 | Dec 1873 | 2 | 6 |
| -4.27% | Jun 1902 | Jul 1902 | 2 | Sep 1902 | 2 | 4 |
| -4.26% | Jul 1980 | Nov 1980 | 5 | Mar 1981 | 4 | 9 |
| -4.14% | Sep 1968 | Dec 1968 | 4 | Apr 1969 | 4 | 8 |
| -4.03% | Feb 1980 | Feb 1980 | 1 | Apr 1980 | 2 | 3 |
| -3.84% | Mar 1975 | Apr 1975 | 2 | Jun 1975 | 2 | 4 |
| -3.69% | Jul 1871 | Feb 1872 | 8 | May 1872 | 3 | 11 |
| -3.61% | Nov 1969 | Dec 1969 | 2 | Feb 1970 | 2 | 4 |
| -3.58% | Jul 1875 | Jul 1875 | 1 | Feb 1876 | 7 | 8 |
| -3.50% | Mar 1957 | Jul 1957 | 5 | Dec 1957 | 5 | 10 |
| -3.26% | Sep 1969 | Sep 1969 | 1 | Oct 1969 | 1 | 2 |
| -3.25% | Jun 1952 | Jun 1953 | 13 | Oct 1953 | 4 | 17 |
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.
ISHARES 1-3 YEAR TREASURY BOND (SHY) ETF
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 |
4.50 | -0.24 |
25.82 Oct 1981 - Sep 1982 |
-5.42 Aug 1895 - Jul 1896 |
7.32% |
| 2 Years |
4.51 | -1.70 |
19.29 May 1981 - Apr 1983 |
-2.67 Nov 2020 - Oct 2022 |
1.66% |
| 3 Years |
4.52 | -1.09 |
17.24 Mar 1980 - Feb 1983 |
-1.11 Mar 2020 - Feb 2023 |
0.78% |
| 5 Years |
4.51 | 0.88 |
15.57 Sep 1981 - Aug 1986 |
0.32 May 2013 - Apr 2018 |
0.00% |
| 7 Years |
4.51 | 0.66 |
13.80 Mar 1980 - Feb 1987 |
0.39 Oct 2011 - Sep 2018 |
0.00% |
| 10 Years |
4.53 | 0.65 |
11.72 Mar 1980 - Feb 1990 |
0.45 Nov 2012 - Oct 2022 |
0.00% |
| 15 Years |
4.57 | 1.04 |
10.33 Nov 1978 - Oct 1993 |
0.88 Mar 2008 - Feb 2023 |
0.00% |
| 20 Years |
4.61 | 1.59 |
9.50 Aug 1973 - Jul 1993 |
1.09 Jul 1933 - Jun 1953 |
0.00% |
| 30 Years |
4.64 | 3.03 |
8.27 Aug 1973 - Jul 2003 |
1.88 Nov 1933 - Oct 1963 |
0.00% |
Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the iShares 1-3 Year Treasury Bond (SHY) ETF: 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
ISHARES 1-3 YEAR TREASURY BOND (SHY) ETF
Previous vs Next Returns - 10 Years annualized
Updated to May 2023
The annualized return of the last 10 years has been 0.65% (updated at May 31, 2023).
Seasonality
iShares 1-3 Year Treasury Bond (SHY) ETF: in which months is it better to invest?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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 |
0.19
80% |
-0.10
40% |
0.41
60% |
0.05
80% |
0.18
60% |
-0.05
60% |
0.11
60% |
0.05
40% |
-0.31
0% |
-0.01
40% |
0.20
60% |
0.17
80% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.19
|
100.08
|
100.50
|
100.55
|
100.74
|
100.69
|
100.80
|
100.85
|
100.53
|
100.52
|
100.72
|
100.90
|
| Best |
0.8 2023 |
0.9 2020 |
1.6 2023 |
0.3 2020 |
0.7 2019 |
0.5 2019 |
0.4 2022 |
0.8 2019 |
0.0 2020 |
0.3 2019 |
0.7 2022 |
0.8 2018 |
| Worst |
-0.7 2022 |
-1.0 2023 |
-1.4 2022 |
-0.5 2022 |
-0.4 2023 |
-0.6 2022 |
-0.1 2019 |
-0.8 2022 |
-1.2 2022 |
-0.3 2021 |
-0.1 2021 |
-0.2 2021 |
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 |
0.22
80% |
-0.07
50% |
0.27
70% |
0.04
80% |
0.15
70% |
0.01
50% |
0.08
60% |
0.03
40% |
-0.12
30% |
0.00
40% |
0.02
50% |
0.03
50% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.22
|
100.15
|
100.42
|
100.46
|
100.60
|
100.62
|
100.70
|
100.73
|
100.61
|
100.61
|
100.63
|
100.66
|
| Best |
0.8 2023 |
0.9 2020 |
1.6 2023 |
0.3 2020 |
0.7 2019 |
0.6 2016 |
0.4 2022 |
0.8 2019 |
0.3 2015 |
0.3 2019 |
0.7 2022 |
0.8 2018 |
| Worst |
-0.7 2022 |
-1.0 2023 |
-1.4 2022 |
-0.5 2022 |
-0.4 2023 |
-0.6 2022 |
-0.1 2014 |
-0.8 2022 |
-1.2 2022 |
-0.3 2021 |
-0.5 2016 |
-0.3 2014 |
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 |
0.28
71% |
0.42
72% |
0.44
78% |
0.32
72% |
0.39
71% |
0.39
73% |
0.12
62% |
0.22
66% |
0.39
67% |
0.45
72% |
0.52
69% |
0.45
72% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.28
|
100.70
|
101.15
|
101.47
|
101.87
|
102.27
|
102.39
|
102.62
|
103.02
|
103.48
|
104.02
|
104.49
|
| Best |
5.6 1968 |
6.6 1970 |
4.9 1971 |
7.9 1980 |
3.7 1980 |
2.2 1970 |
3.8 1982 |
4.6 1971 |
4.0 1902 |
5.3 1969 |
6.8 1970 |
5.5 1873 |
| Worst |
-3.0 1896 |
-4.0 1980 |
-3.0 1898 |
-5.1 1970 |
-2.0 1971 |
-2.3 1902 |
-3.6 1875 |
-2.2 1958 |
-4.2 1939 |
-4.3 1895 |
-1.7 1933 |
-2.6 1969 |
Monthly Seasonality over the period Jan 1871 - May 2023
Monthly/Yearly Returns
iShares 1-3 Year Treasury Bond (SHY) ETF 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
1287 Positive Months (70%) - 542 Negative Months (30%)
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 |
+1.29 | -0.90 | 0.8 | -1.0 | 1.6 | 0.2 | -0.4 | |||||||
| 2022 |
-3.88 | -9.71 | -0.7 | -0.4 | -1.4 | -0.5 | 0.6 | -0.6 | 0.4 | -0.8 | -1.2 | -0.1 | 0.7 | 0.1 |
| 2021 |
-0.72 | -7.24 | 0.0 | -0.1 | -0.1 | 0.1 | 0.1 | -0.2 | 0.2 | 0.0 | -0.1 | -0.3 | -0.1 | -0.2 |
| 2020 |
+3.03 | +1.65 | 0.6 | 0.9 | 1.2 | 0.3 | -0.1 | 0.0 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 2019 |
+3.38 | +1.07 | 0.3 | 0.1 | 0.6 | 0.2 | 0.7 | 0.5 | -0.1 | 0.8 | -0.1 | 0.3 | 0.0 | 0.2 |
| 2018 |
+1.46 | -0.44 | -0.3 | -0.1 | 0.2 | -0.2 | 0.4 | 0.0 | -0.1 | 0.3 | -0.1 | 0.2 | 0.4 | 0.8 |
| 2017 |
+0.26 | -1.81 | 0.1 | 0.0 | 0.1 | 0.2 | 0.1 | -0.1 | 0.2 | 0.2 | -0.2 | -0.1 | -0.2 | 0.0 |
| 2016 |
+0.82 | -1.23 | 0.7 | 0.1 | 0.1 | 0.0 | -0.1 | 0.6 | 0.0 | -0.2 | 0.1 | 0.0 | -0.5 | 0.1 |
| 2015 |
+0.43 | -0.30 | 0.6 | -0.3 | 0.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.3 | -0.1 | -0.3 | -0.1 |
| 2014 |
+0.45 | -0.31 | 0.2 | 0.0 | -0.1 | 0.1 | 0.2 | -0.1 | -0.1 | 0.2 | -0.1 | 0.3 | 0.1 | -0.3 |
| 2013 |
+0.21 | -1.27 | 0.0 | 0.1 | 0.0 | 0.1 | -0.1 | -0.1 | 0.2 | -0.1 | 0.2 | 0.1 | 0.1 | -0.2 |
| 2012 |
+0.28 | -1.44 | 0.1 | -0.1 | -0.1 | 0.2 | 0.1 | -0.1 | 0.2 | 0.0 | 0.0 | -0.1 | 0.1 | 0.0 |
| 2011 |
+1.44 | -1.48 | 0.1 | -0.1 | -0.1 | 0.5 | 0.4 | 0.0 | 0.3 | 0.3 | -0.1 | 0.0 | 0.0 | 0.1 |
| 2010 |
+2.28 | +0.77 | 0.8 | 0.2 | -0.3 | 0.3 | 0.5 | 0.4 | 0.2 | 0.2 | 0.1 | 0.2 | -0.2 | -0.2 |
| 2009 |
+0.35 | -2.31 | -0.4 | -0.1 | 0.5 | -0.2 | 0.1 | -0.1 | 0.1 | 0.4 | 0.2 | 0.1 | 0.6 | -0.8 |
| 2008 |
+6.62 | +6.52 | 1.7 | 1.0 | 0.3 | -0.8 | -0.3 | 0.2 | 0.4 | 0.5 | 0.8 | 1.1 | 1.1 | 0.6 |
| 2007 |
+7.35 | +3.14 | 0.2 | 0.7 | 0.5 | 0.3 | -0.1 | 0.5 | 0.9 | 1.0 | 0.6 | 0.5 | 1.8 | 0.3 |
| 2006 |
+3.89 | +1.32 | 0.2 | 0.0 | 0.2 | 0.2 | 0.2 | 0.2 | 0.7 | 0.8 | 0.4 | 0.4 | 0.5 | 0.1 |
| 2005 |
+1.53 | -1.82 | 0.0 | -0.3 | 0.0 | 0.5 | 0.4 | 0.2 | -0.4 | 0.7 | -0.3 | -0.1 | 0.4 | 0.3 |
| 2004 |
+0.66 | -2.51 | 0.1 | 0.5 | 0.3 | -1.1 | 0.0 | 0.0 | 0.3 | 0.7 | -0.1 | 0.3 | -0.6 | 0.2 |
| 2003 |
+2.22 | +0.33 | -0.1 | 0.4 | 0.2 | 0.2 | 0.4 | 0.2 | -0.5 | 0.0 | 1.0 | -0.4 | -0.1 | 1.1 |
| 2002 |
+8.02 | +5.51 | 0.4 | 0.7 | -0.8 | 1.5 | 0.6 | 0.9 | 1.5 | 0.9 | 1.2 | 0.0 | -0.7 | 1.5 |
| 2001 |
+7.80 | +6.15 | 1.3 | 0.8 | 0.8 | 0.1 | 0.4 | 0.3 | 1.4 | 0.8 | 1.7 | 1.1 | -0.8 | -0.3 |
| 2000 |
+8.83 | +5.27 | -0.2 | 0.8 | 0.7 | 0.2 | 0.3 | 1.3 | 0.6 | 0.9 | 0.8 | 0.6 | 1.2 | 1.4 |
| 1999 |
+1.85 | -0.81 | 0.4 | -0.9 | 0.7 | 0.3 | -0.3 | 0.1 | 0.1 | 0.1 | 0.8 | 0.3 | 0.2 | 0.0 |
| 1998 |
+7.36 | +5.66 | 1.1 | -0.1 | 0.4 | 0.5 | 0.6 | 0.5 | 0.4 | 1.6 | 1.8 | 0.2 | -0.2 | 0.3 |
| 1997 |
+6.51 | +4.73 | 0.4 | 0.2 | -0.2 | 0.9 | 0.7 | 0.7 | 1.2 | 0.0 | 0.8 | 0.8 | 0.2 | 0.7 |
| 1996 |
+4.39 | +1.04 | 0.9 | -0.7 | -0.2 | -0.2 | 0.1 | 0.9 | 0.3 | 0.3 | 1.0 | 1.3 | 0.9 | -0.1 |
| 1995 |
+12.11 | +9.33 | 1.6 | 1.6 | 0.5 | 1.0 | 2.0 | 0.6 | 0.2 | 0.6 | 0.6 | 0.9 | 1.0 | 0.8 |
| 1994 |
-0.48 | -3.07 | 0.7 | -0.9 | -0.9 | -0.5 | 0.1 | 0.2 | 0.9 | 0.2 | -0.4 | 0.3 | -0.5 | 0.2 |
| 1993 |
+6.31 | +3.46 | 1.4 | 1.3 | 0.2 | 0.9 | -0.5 | 0.9 | 0.0 | 1.1 | 0.4 | 0.1 | -0.1 | 0.5 |
| 1992 |
+6.75 | +3.74 | -0.5 | 0.2 | -0.2 | 1.0 | 1.2 | 1.2 | 1.5 | 1.2 | 1.1 | -1.1 | -0.1 | 1.1 |
| 1991 |
+11.49 | +8.18 | 0.8 | 0.6 | 0.6 | 1.0 | 0.8 | 0.2 | 0.7 | 1.4 | 1.2 | 1.0 | 0.8 | 1.8 |
| 1990 |
+9.92 | +3.59 | -0.1 | 0.4 | 0.3 | 0.1 | 1.6 | 1.2 | 1.3 | 0.4 | 0.8 | 1.1 | 1.1 | 1.3 |
| 1989 |
+11.48 | +6.53 | 0.8 | 0.0 | 0.5 | 1.7 | 1.5 | 2.1 | 1.7 | -1.0 | 0.6 | 1.8 | 0.8 | 0.4 |
| 1988 |
+5.67 | +1.20 | 1.7 | 0.8 | 0.1 | 0.0 | -0.2 | 1.0 | 0.0 | 0.1 | 1.2 | 1.0 | -0.4 | 0.2 |
| 1987 |
+4.78 | +0.34 | 0.6 | 0.5 | 0.2 | -1.0 | 0.1 | 1.0 | 0.3 | 0.0 | -0.5 | 2.6 | 0.4 | 0.6 |
| 1986 |
+10.35 | +9.15 | 0.6 | 1.2 | 2.1 | 0.7 | -0.4 | 1.6 | 1.0 | 1.7 | -0.3 | 0.8 | 0.6 | 0.3 |
| 1985 |
+13.83 | +9.67 | 1.0 | -0.5 | 1.3 | 1.8 | 2.6 | 1.2 | 0.1 | 0.8 | 0.9 | 1.1 | 1.2 | 1.6 |
| 1984 |
+14.01 | +9.68 | 1.4 | 0.2 | -0.1 | 0.5 | -0.9 | 0.8 | 2.1 | 1.1 | 1.9 | 2.7 | 2.0 | 1.7 |
| 1983 |
+8.00 | +4.05 | 0.6 | 1.3 | -0.2 | 1.8 | -0.4 | 0.5 | -0.5 | 0.7 | 2.1 | 0.7 | 0.8 | 0.6 |
| 1982 |
+22.12 | +17.62 | 0.1 | 0.8 | 1.1 | 2.1 | 1.8 | -0.6 | 3.8 | 3.1 | 2.3 | 3.4 | 0.6 | 1.7 |
| 1981 |
+14.26 | +4.90 | 0.7 | -0.3 | 2.7 | -1.7 | 2.0 | 0.8 | -0.7 | -0.1 | 1.5 | 4.9 | 5.1 | -1.1 |
| 1980 |
+8.81 | -3.30 | 0.0 | -4.0 | 1.4 | 7.9 | 3.7 | 1.3 | -0.6 | -2.1 | -0.4 | -0.6 | -0.7 | 3.0 |
| 1979 |
+8.08 | -4.60 | 1.4 | 0.4 | 1.1 | 0.5 | 1.4 | 1.9 | 0.1 | -0.2 | 0.4 | -2.6 | 2.3 | 1.1 |
| 1978 |
+3.35 | -5.20 | 0.1 | 0.4 | 0.4 | 0.2 | 0.4 | 0.0 | 0.7 | 0.7 | 0.3 | -0.7 | 0.7 | 0.0 |
| 1977 |
+2.91 | -3.56 | -1.1 | 0.7 | 0.6 | 0.3 | 0.4 | 0.7 | -0.3 | 0.4 | 0.1 | -0.2 | 0.8 | 0.4 |
| 1976 |
+8.15 | +3.13 | -0.2 | 0.3 | 0.8 | 0.0 | -2.0 | 0.8 | 0.1 | 1.5 | 0.9 | 1.0 | 3.2 | 1.6 |
| 1975 |
+8.89 | +1.83 | 0.0 | 1.4 | -2.8 | -1.1 | 2.8 | 1.5 | -0.7 | 0.8 | -0.8 | 4.8 | -0.6 | 3.5 |
| 1974 |
+6.97 | -4.78 | 0.1 | 0.8 | -2.0 | -0.9 | 1.8 | 0.0 | -0.8 | -0.6 | 2.0 | 1.9 | 1.9 | 2.5 |
| 1973 |
+4.59 | -3.79 | -0.3 | -0.1 | 0.0 | 0.9 | -1.0 | 0.6 | -2.7 | 2.0 | 3.2 | 2.0 | 0.8 | -0.8 |
| 1972 |
+3.91 | +0.49 | -0.9 | 1.0 | 0.0 | 0.5 | 1.3 | -0.1 | 0.9 | -1.5 | -0.2 | 1.6 | 1.6 | -0.3 |
| 1971 |
+7.64 | +4.23 | 3.3 | -0.2 | 4.9 | -3.9 | -2.0 | -2.1 | -0.8 | 4.6 | 2.4 | 1.2 | -0.2 | 0.5 |
| 1970 |
+13.53 | +7.54 | 1.1 | 6.6 | -1.1 | -5.1 | -0.7 | 2.2 | 2.5 | -0.6 | 1.7 | -0.1 | 6.8 | 0.1 |
| 1969 |
+3.49 | -2.55 | 1.1 | 0.8 | 1.0 | 2.0 | -1.3 | 0.1 | 1.8 | 0.1 | -3.3 | 5.3 | -1.1 | -2.6 |
| 1968 |
+4.70 | -0.02 | 5.6 | 0.2 | -1.2 | 0.5 | -0.6 | 2.1 | 2.3 | 0.1 | -0.2 | -0.6 | -0.9 | -2.5 |
| 1967 |
+3.66 | +0.60 | 1.9 | -0.6 | 2.7 | -1.2 | 0.7 | -2.1 | 1.4 | 0.1 | 0.7 | -1.4 | 0.3 | 1.3 |
| 1966 |
+5.17 | +1.65 | 0.4 | -2.2 | 2.8 | -0.3 | 0.3 | -0.9 | -0.2 | -2.0 | 3.1 | 0.8 | -0.8 | 4.2 |
| 1965 |
+2.44 | +0.50 | 0.7 | 0.3 | 0.7 | 0.4 | 0.3 | 0.7 | 0.3 | 0.1 | -0.2 | 0.0 | -0.1 | -0.8 |
| 1964 |
+3.89 | +2.90 | 0.3 | 0.1 | 0.0 | 0.5 | 0.6 | 0.7 | 0.0 | 0.2 | 0.6 | 0.5 | 0.0 | 0.3 |
| 1963 |
+2.40 | +0.74 | 0.2 | -0.2 | 0.3 | 0.4 | 0.3 | 0.1 | 0.4 | 0.2 | 0.0 | -0.2 | 1.0 | -0.1 |
| 1962 |
+4.18 | +2.81 | -0.1 | 1.0 | 1.4 | 0.2 | -0.1 | -0.6 | -0.1 | 0.9 | 0.4 | 0.4 | 0.2 | 0.8 |
| 1961 |
+2.46 | +1.78 | 0.4 | 0.8 | 0.7 | 0.0 | 0.9 | -1.0 | 0.0 | -0.6 | 0.9 | 0.9 | 0.2 | -0.6 |
| 1960 |
+8.62 | +7.16 | -0.1 | 2.0 | 2.1 | -0.1 | -0.5 | 1.8 | 2.2 | 0.9 | 0.1 | -0.7 | -0.2 | 0.9 |
| 1959 |
+1.43 | -0.30 | 0.5 | 1.0 | 0.3 | -0.5 | -1.0 | 0.3 | 0.1 | 0.3 | -1.4 | 1.8 | 0.6 | -0.7 |
| 1958 |
+1.68 | -0.07 | 1.6 | 0.9 | 1.1 | 1.4 | 0.2 | 0.1 | -1.3 | -2.2 | -1.2 | 0.3 | 1.1 | -0.4 |
| 1957 |
+5.56 | +2.59 | 0.3 | 1.3 | -0.3 | -0.3 | -0.7 | -1.4 | -0.8 | 0.3 | 0.4 | -0.1 | 2.4 | 4.6 |
| 1956 |
+1.40 | -1.54 | 0.6 | 1.1 | -0.4 | -1.3 | 1.5 | 1.2 | -0.3 | -1.2 | 0.2 | 0.9 | -0.6 | -0.2 |
| 1955 |
+0.30 | -0.08 | -0.5 | 0.0 | 0.2 | -0.4 | 0.3 | 0.2 | -0.7 | -0.2 | 0.4 | 1.1 | 0.3 | -0.3 |
| 1954 |
+2.52 | +3.29 | 1.1 | 0.2 | 1.0 | 0.9 | -0.6 | 0.1 | 0.9 | -0.4 | 0.0 | -0.3 | -0.3 | -0.1 |
| 1953 |
+3.13 | +2.36 | -0.7 | -0.3 | -0.2 | -0.3 | -1.6 | -0.2 | 1.9 | 0.2 | 1.0 | 2.1 | 0.1 | 1.1 |
| 1952 |
+1.89 | +1.13 | 0.2 | -0.2 | 0.2 | 1.2 | 0.6 | -0.2 | -0.3 | -0.6 | -0.7 | 1.5 | 0.3 | 0.0 |
| 1951 |
+0.86 | -4.85 | 0.8 | -0.2 | -1.0 | -0.6 | -0.5 | 0.2 | 1.2 | 1.3 | -0.9 | 0.1 | 0.0 | 0.6 |
| 1950 |
+0.64 | -5.00 | -0.6 | 0.2 | 0.2 | -0.1 | 0.3 | -0.2 | 0.3 | 0.3 | 0.0 | -0.2 | 0.1 | 0.4 |
| 1949 |
+1.78 | +3.94 | 0.4 | 0.0 | 0.3 | 0.0 | 0.0 | 0.6 | 0.2 | 0.6 | -0.4 | -0.1 | -0.1 | 0.4 |
| 1948 |
+1.42 | -1.53 | 0.1 | 0.3 | 0.2 | 0.2 | 0.9 | -0.8 | -0.1 | -0.1 | 0.4 | -0.3 | 0.5 | 0.4 |
| 1947 |
+0.92 | -7.28 | 0.7 | 0.5 | 0.3 | 0.2 | 0.4 | 0.0 | 0.4 | 0.6 | -0.1 | -0.5 | -0.5 | -1.0 |
| 1946 |
+1.08 | -14.44 | 0.7 | 0.4 | 0.4 | -1.2 | 0.1 | 0.5 | -0.2 | -0.3 | -0.2 | 0.4 | -0.5 | 1.0 |
| 1945 |
+1.48 | -0.75 | 1.1 | 0.4 | 0.3 | 0.9 | -0.2 | 0.3 | -0.5 | 0.0 | 0.1 | 0.4 | 0.3 | -1.3 |
| 1944 |
+1.18 | -1.10 | 0.1 | 0.4 | 0.1 | 0.0 | 0.1 | 0.0 | 0.1 | 0.4 | 0.0 | 0.0 | 0.1 | 0.0 |
| 1943 |
+1.50 | -1.42 | 0.5 | 0.0 | -0.1 | 0.3 | 0.6 | 0.2 | -0.1 | -0.1 | 0.1 | -0.1 | -0.1 | 0.1 |
| 1942 |
+0.68 | -7.66 | 0.2 | -0.5 | 0.8 | -0.5 | 0.4 | 0.0 | -0.2 | 0.1 | 0.0 | 0.2 | -0.1 | 0.4 |
| 1941 |
+1.27 | -7.87 | 0.0 | -0.7 | 1.3 | 0.8 | 0.0 | 1.0 | 1.1 | -0.6 | -0.1 | 0.5 | -0.3 | -1.7 |
| 1940 |
+1.39 | +0.67 | -0.3 | -0.3 | 0.7 | -0.7 | -1.9 | 1.2 | 0.4 | 0.0 | 0.5 | 0.3 | 1.3 | 0.2 |
| 1939 |
+1.07 | +1.07 | 0.0 | 0.4 | 0.8 | 0.6 | 1.2 | -0.3 | 0.1 | -1.2 | -4.2 | 2.1 | 1.0 | 0.9 |
| 1938 |
+1.99 | +4.90 | 0.2 | 0.4 | -0.2 | 0.8 | 0.4 | -0.2 | 0.1 | 0.2 | -0.7 | 1.0 | -0.3 | 0.3 |
| 1937 |
+1.03 | -1.78 | 0.6 | 0.3 | -2.1 | -0.4 | 0.6 | 0.0 | 1.0 | -0.6 | 0.4 | 0.2 | 0.7 | 0.3 |
| 1936 |
+1.50 | +0.05 | 0.1 | 0.4 | 0.3 | 0.1 | 0.1 | -0.3 | 0.0 | 0.5 | -0.4 | -0.2 | 1.0 | -0.2 |
| 1935 |
+1.47 | -1.47 | 1.4 | 0.5 | 0.0 | 0.3 | 0.1 | 0.1 | 0.2 | -1.3 | -0.3 | 0.4 | -0.1 | 0.2 |
| 1934 |
+2.79 | +1.25 | 0.3 | 1.6 | 1.0 | 0.4 | 0.5 | 0.3 | 0.1 | -1.1 | -1.7 | 1.4 | -0.2 | 0.4 |
| 1933 |
+2.19 | +1.42 | 1.4 | -0.5 | -0.6 | 0.3 | 1.3 | 1.1 | 0.4 | 0.2 | 0.5 | 0.1 | -1.7 | -0.3 |
| 1932 |
+7.56 | +19.87 | -2.5 | 1.5 | 1.8 | 2.2 | -0.5 | 0.2 | 1.7 | 1.3 | 0.4 | 0.1 | 0.0 | 1.0 |
| 1931 |
+0.73 | +11.08 | 0.7 | -0.3 | 0.8 | 0.6 | 1.4 | 0.8 | 0.4 | 0.3 | -0.1 | -2.5 | 0.6 | -1.8 |
| 1930 |
+6.97 | +14.28 | -0.1 | 0.7 | 1.5 | -0.2 | 1.0 | 1.0 | 0.5 | 0.4 | 0.6 | 0.7 | 0.6 | 0.2 |
| 1929 |
+5.72 | +5.11 | -0.2 | -0.4 | -0.6 | 1.2 | 0.4 | 0.0 | 0.8 | -0.2 | 0.5 | 1.2 | 2.6 | 0.3 |
| 1928 |
+1.69 | +2.88 | 0.2 | 0.2 | 0.5 | 0.1 | 0.0 | -0.1 | -0.7 | -0.2 | 0.5 | 0.3 | 1.1 | -0.2 |
| 1927 |
+4.50 | +6.92 | 0.5 | 0.4 | 1.0 | 0.3 | 0.4 | -0.2 | -0.1 | 0.4 | 0.3 | 0.2 | 0.6 | 0.6 |
| 1926 |
+4.11 | +5.29 | 0.4 | 0.7 | 0.2 | 0.3 | 0.4 | 0.2 | 0.1 | 0.0 | 0.2 | 0.3 | 0.7 | 0.7 |
| 1925 |
+2.67 | -0.77 | 0.1 | 0.2 | 0.0 | 0.4 | 0.6 | 0.8 | 0.1 | -0.4 | 0.1 | 0.4 | 0.4 | 0.0 |
| 1924 |
+6.21 | +6.21 | 0.7 | 0.4 | 0.3 | 0.7 | 0.9 | 1.7 | 0.6 | 0.5 | 0.1 | 0.6 | 0.0 | -0.3 |
| 1923 |
+4.19 | +1.78 | 0.4 | 0.3 | 0.0 | 0.3 | 0.5 | 0.6 | 0.4 | 0.3 | 0.3 | 0.1 | 0.6 | 0.5 |
| 1922 |
+5.01 | +7.50 | 0.5 | -0.1 | 1.0 | 1.4 | 0.5 | 0.5 | 1.1 | 0.5 | -0.3 | -0.6 | 0.1 | 0.4 |
| 1921 |
+10.90 | +24.36 | 1.6 | -0.1 | 0.3 | 0.5 | 0.2 | 0.1 | 0.3 | 0.6 | 1.1 | 2.6 | 1.8 | 1.6 |
| 1920 |
+3.48 | +0.81 | 0.4 | -0.3 | 0.3 | -0.9 | -1.7 | 0.9 | 0.4 | -0.1 | 2.5 | 3.3 | -0.4 | -0.8 |
| 1919 |
+4.03 | -9.18 | 0.4 | 0.0 | 0.3 | 0.6 | 0.9 | 0.4 | 0.3 | 0.1 | 0.9 | 0.7 | -0.3 | -0.2 |
| 1918 |
+5.30 | -12.57 | 0.6 | 0.9 | 0.6 | 0.5 | 0.4 | 1.4 | 0.5 | 0.5 | 0.1 | 0.0 | 0.9 | -1.2 |
| 1917 |
+1.41 | -14.13 | 0.2 | 1.1 | -1.6 | 0.3 | -1.3 | -0.2 | 0.7 | 0.5 | 1.6 | 0.1 | 0.6 | -0.5 |
| 1916 |
+2.74 | -8.78 | 0.0 | 1.2 | 0.7 | 0.0 | 0.4 | -0.6 | -0.4 | 0.5 | 0.5 | 0.2 | -0.4 | 0.7 |
| 1915 |
+4.96 | +2.92 | 0.6 | 0.3 | 1.1 | 0.7 | 0.1 | 0.1 | -0.8 | 1.4 | -0.3 | 0.0 | 0.7 | 1.1 |
| 1914 |
+6.28 | +5.23 | 1.6 | 1.0 | 0.2 | -0.1 | 0.6 | 0.3 | 0.1 | 0.7 | 0.7 | 0.7 | 0.6 | 0.0 |
| 1913 |
+5.55 | +2.39 | 0.6 | 0.8 | 0.5 | 0.3 | 1.3 | 0.4 | -1.8 | 0.2 | 0.2 | -0.1 | 1.8 | 1.5 |
| 1912 |
+2.47 | -4.51 | 0.3 | 0.4 | 0.5 | 0.6 | 0.1 | -0.1 | 0.2 | -0.3 | 0.4 | 0.1 | 0.2 | 0.1 |
| 1911 |
+4.07 | +6.25 | 0.5 | 1.5 | 0.5 | 0.1 | -1.0 | 0.8 | 0.5 | -0.2 | 0.4 | 0.5 | 0.3 | 0.4 |
| 1910 |
+5.48 | +14.17 | -0.1 | 0.5 | 0.1 | 0.5 | 0.3 | 0.7 | 0.6 | 0.7 | 0.9 | 0.5 | 0.5 | 0.3 |
| 1909 |
+1.92 | -7.77 | 0.5 | 0.5 | 0.5 | 0.5 | 0.5 | 0.5 | -0.1 | -0.8 | -0.3 | 0.6 | -0.6 | 0.1 |
| 1908 |
+9.95 | +6.42 | 0.7 | 1.1 | 2.6 | 2.2 | 0.6 | -0.3 | 0.5 | 0.2 | 0.2 | 0.6 | 0.5 | 0.8 |
| 1907 |
+3.64 | +5.89 | 0.2 | 1.0 | 1.9 | 1.2 | 0.4 | 0.4 | 1.0 | -0.4 | -0.1 | 0.5 | -1.4 | -1.2 |
| 1906 |
+3.56 | -1.88 | 0.5 | -0.3 | 0.5 | 1.3 | -0.8 | -0.2 | 0.4 | 0.8 | 0.8 | 0.1 | 0.2 | 0.2 |
| 1905 |
+1.88 | +1.89 | 0.2 | 0.2 | 1.7 | 0.2 | -0.4 | 0.8 | 0.2 | 0.5 | 1.0 | 0.2 | -0.9 | -1.8 |
| 1904 |
+5.91 | +1.17 | 0.5 | -0.2 | 0.9 | 0.6 | 0.3 | 1.0 | 0.5 | -0.1 | 1.0 | 0.7 | -0.1 | 0.7 |
| 1903 |
+4.86 | +10.96 | 0.5 | 0.8 | 1.4 | -1.0 | 1.2 | -0.2 | -0.3 | 0.5 | 1.1 | 0.6 | -0.2 | 0.4 |
| 1902 |
+2.84 | -4.00 | 0.7 | 0.5 | 0.5 | 0.4 | 0.3 | -2.3 | -2.1 | 0.6 | 4.0 | 1.0 | -0.4 | -0.2 |
| 1901 |
+3.29 | -1.62 | 0.5 | 0.2 | -0.2 | 1.0 | -0.2 | 0.5 | -0.2 | -0.8 | 0.9 | 1.2 | 0.2 | 0.3 |
| 1900 |
+4.69 | +8.66 | 0.1 | 0.5 | 1.1 | -1.5 | 1.0 | 0.1 | -0.3 | -0.7 | 0.9 | 0.2 | 2.0 | 1.2 |
| 1899 |
+0.71 | -13.81 | 0.4 | -1.0 | 0.0 | 0.5 | -0.5 | 0.5 | -0.9 | -0.1 | -0.4 | -0.3 | 0.3 | 2.2 |
| 1898 |
+4.33 | +2.79 | 0.4 | -1.9 | -3.0 | -1.2 | 1.8 | 1.9 | 3.0 | 0.8 | 0.4 | 0.6 | 0.1 | 1.3 |
| 1897 |
+5.09 | +5.09 | 1.7 | 0.2 | 0.4 | 0.3 | -1.2 | 1.2 | 0.8 | -0.6 | -0.1 | 1.1 | 0.6 | 0.6 |
| 1896 |
+5.63 | +7.21 | -3.0 | 0.0 | 1.7 | 1.4 | -0.1 | 0.7 | -1.7 | -1.5 | 3.3 | 1.6 | 2.8 | 0.7 |
| 1895 |
+0.51 | -2.31 | -2.3 | 4.7 | 0.5 | 0.8 | 0.6 | 1.1 | -0.4 | -1.7 | 0.0 | -4.3 | 2.6 | -0.8 |
| 1894 |
+4.70 | +12.19 | -0.9 | 1.2 | 0.7 | 0.4 | -0.1 | 0.8 | 0.1 | 0.4 | 0.8 | 0.0 | 1.0 | 0.3 |
| 1893 |
+7.87 | +16.61 | -0.1 | 0.1 | 1.2 | 0.4 | 0.2 | -1.0 | -0.5 | 1.2 | 2.0 | 0.2 | 2.3 | 1.8 |
| 1892 |
+2.61 | +1.39 | -0.2 | 0.5 | 0.9 | -0.7 | 1.3 | 1.1 | -0.6 | 0.1 | -0.6 | 0.3 | 0.5 | 0.0 |
| 1891 |
+7.10 | +12.52 | -0.5 | 1.0 | 1.3 | 1.3 | 0.9 | 0.9 | -3.0 | 0.7 | 1.7 | -0.1 | 1.0 | 1.6 |
| 1890 |
+4.12 | +2.82 | -0.5 | -1.1 | 0.0 | 0.3 | 0.7 | 0.9 | 0.9 | 1.5 | 1.7 | -0.8 | 0.7 | -0.1 |
| 1889 |
+2.86 | +9.20 | -0.4 | 1.3 | 1.3 | -0.4 | 0.6 | 0.5 | -0.6 | 0.1 | 0.3 | -0.4 | 0.2 | 0.4 |
| 1888 |
+5.99 | +6.01 | 0.5 | 1.4 | -1.1 | 0.1 | 1.6 | 1.1 | 0.1 | 0.7 | 1.1 | -0.6 | 0.2 | 0.7 |
| 1887 |
+4.76 | -1.31 | -0.3 | 1.3 | 0.8 | 0.8 | 0.7 | 0.6 | -0.6 | 0.0 | -0.8 | 0.9 | 1.6 | -0.3 |
| 1886 |
+1.93 | +6.90 | -0.6 | 1.7 | 0.5 | -0.5 | -0.3 | 0.4 | -0.4 | -0.3 | 0.8 | 0.6 | -0.4 | 0.4 |
| 1885 |
+5.08 | +6.36 | -0.6 | 0.7 | 0.6 | -0.2 | 0.5 | 1.0 | 0.3 | 0.6 | 0.6 | 0.4 | 0.3 | 1.0 |
| 1884 |
+5.22 | +17.29 | 0.3 | 0.5 | 0.9 | -0.1 | -1.7 | -0.5 | 0.5 | 0.9 | 1.0 | 0.7 | 1.6 | 1.2 |
| 1883 |
+6.19 | +14.93 | -0.7 | 0.3 | 0.6 | 0.3 | -0.1 | 0.5 | -0.5 | 0.5 | 1.4 | 0.7 | 1.3 | 1.7 |
| 1882 |
+4.72 | +6.70 | 0.0 | 0.3 | 0.9 | 1.3 | 1.1 | -0.3 | -0.5 | 0.5 | 0.2 | -0.6 | 0.4 | 1.3 |
| 1881 |
+3.98 | -2.86 | 0.4 | 0.3 | 0.3 | 0.8 | 2.0 | 0.6 | -1.4 | -0.8 | 0.8 | -0.8 | 0.6 | 1.1 |
| 1880 |
+5.33 | +7.44 | 0.0 | 1.9 | 0.5 | -0.1 | 0.7 | 0.9 | -0.8 | 0.9 | -0.7 | -1.3 | 2.4 | 0.9 |
| 1879 |
+3.34 | -12.85 | -0.7 | 0.4 | -0.4 | 0.8 | 2.3 | -0.6 | -0.7 | -0.2 | 0.8 | 0.1 | 1.0 | 0.7 |
| 1878 |
+6.40 | +23.70 | 0.7 | 0.7 | 0.0 | -0.1 | 2.5 | -0.4 | -0.2 | 0.8 | 0.7 | -0.1 | 0.9 | 0.9 |
| 1877 |
+3.90 | +17.45 | -1.5 | 0.4 | 0.1 | 1.6 | 2.3 | -0.5 | 0.9 | -0.1 | -1.6 | 0.5 | 1.3 | 0.4 |
| 1876 |
+6.37 | +8.24 | -0.5 | 2.1 | 0.8 | 0.8 | 1.1 | 2.0 | -0.9 | -0.9 | -0.7 | 0.3 | 1.4 | 0.9 |
| 1875 |
+4.78 | +10.25 | -1.1 | 1.1 | 0.5 | 1.7 | 1.7 | 1.5 | -3.6 | 0.3 | 0.2 | 0.7 | 0.9 | 1.0 |
| 1874 |
+13.66 | +20.29 | -0.3 | 3.0 | 1.6 | 1.6 | 1.0 | 1.3 | -2.4 | 1.1 | 0.6 | 1.0 | 2.2 | 2.4 |
| 1873 |
+8.61 | +15.40 | -0.9 | 0.9 | 1.6 | 1.5 | 2.1 | 1.8 | -1.8 | 0.5 | -1.6 | -1.6 | 0.5 | 5.5 |
| 1872 |
+5.34 | +2.98 | -2.6 | -0.1 | 0.8 | 2.4 | 2.4 | 1.5 | -1.9 | 0.3 | -1.0 | 1.6 | 0.8 | 1.1 |
| 1871 |
+3.70 | +2.15 | -0.5 | 1.8 | 0.6 | 1.1 | 1.1 | 0.7 | -1.8 | 0.3 | 0.9 | -0.8 | 0.1 | 0.3 |
ETF Returns, up to December 2002, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
