Data Source: from January 1927 to May 2023 (~96 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: Stocks
ETF: iShares Core S&P Small-Cap (IJR)
ETF • LIVE PERFORMANCE (USD currency)
2.85%
1 Day
Jun 06 2023
5.78%
Current Month
June 2023
In the last 30 Years, the iShares Core S&P Small-Cap (IJR) ETF obtained a 9.76% compound annual return, with a 19.00% standard deviation.
In 2022, the ETF granted a 1.17% dividend yield. If you are interested in getting periodic income, please refer to the iShares Core S&P Small-Cap (IJR) ETF: Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Small Cap
- Style: Blend
- Region: North America
- Country: U.S.
The iShares Core S&P Small-Cap (IJR) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | IJR Weight▾ |
|---|---|---|
| No Brainer Portfolio | Bill Bernstein | 25.00% |
| Eliminate Fat Tails | Larry Swedroe | 15.00% |
| Gone Fishin' Portfolio | Alexander Green | 15.00% |
| Paul Boyer Portfolio | Paul Boyer | 12.50% |
| Ultimate Buy and Hold Strategy | Paul Merriman | 10.00% |
| Family Taxable Portfolio | Ted Aronson | 10.00% |
| Coffeehouse | Bill Schultheis | 10.00% |
| Big Rocks Portfolio | Larry Swedroe | 9.00% |
| 7Twelve Portfolio | Craig Israelsen | 8.33% |
| Sandwich Portfolio | Bob Clyatt | 8.00% |
| Simple Money Portfolio | Tim Maurer | 7.50% |
| Ultimate Buy&Hold | FundAdvice | 6.00% |
| Sheltered Sam 100/0 | Bill Bernstein | 5.00% |
| Coward's Portfolio | Bill Bernstein | 5.00% |
| Sheltered Sam 90/10 | Bill Bernstein | 4.50% |
| Lifepath Fund | iShares | 4.15% |
| Sheltered Sam 80/20 | Bill Bernstein | 4.00% |
| Sheltered Sam 70/30 | Bill Bernstein | 3.50% |
| Gretchen Tai Portfolio | Gretchen Tai | 3.00% |
| Sheltered Sam 60/40 | Bill Bernstein | 3.00% |
| Sheltered Sam 50/50 | Bill Bernstein | 2.50% |
| Sheltered Sam 40/60 | Bill Bernstein | 2.00% |
| Sheltered Sam 30/70 | Bill Bernstein | 1.50% |
| Sheltered Sam 20/80 | Bill Bernstein | 1.00% |
| Sheltered Sam 10/90 | Bill Bernstein | 0.50% |
Historical Returns as of May 31, 2023
Historical returns and Metrics of iShares Core S&P Small-Cap (IJR) ETF.
Returns and metrics are calculated based on monthly returns, assuming:
ETF Returns, up to December 2000, 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 2000, are retrieved using the historical series of equivalent ETFs / Assets.
ISHARES CORE S&P SMALL-CAP (IJR) ETF
Portfolio Metrics
Data Source: 1 January 1927 - 31 May 2023 (~96 years)
Swipe left to see all data
| Metrics as of May 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~96Y) |
|
| Portfolio Return (%) | -1.67 | -9.41 | -8.53 | -7.27 | 13.45 | 3.75 | 8.89 | 9.92 | 9.76 | 11.34 |
| US Inflation (%) | 0.00 | 0.84 | 1.90 | 3.79 | 5.77 | 3.81 | 2.68 | 2.55 | 2.51 | 2.99 |
| Infl. Adjusted Return (%) | -1.67 | -10.16 | -10.24 | -10.65 | 7.26 | -0.06 | 6.06 | 7.19 | 7.07 | 8.11 |
| Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 25.02 | 21.11 | 23.77 | 19.32 | 19.08 | 19.00 | 20.90 | |||
| Sharpe Ratio | -0.42 | 0.59 | 0.10 | 0.42 | 0.46 | 0.40 | 0.35 | |||
| Sortino Ratio | -0.67 | 0.87 | 0.14 | 0.57 | 0.61 | 0.53 | 0.48 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -13.73 | -23.11 | -36.12 | -36.12 | -51.79 | -51.79 | -87.45 | |||
| Start (yyyy mm) | 2022 08 | 2022 01 | 2018 09 | 2018 09 | 2007 06 | 2007 06 | 1929 09 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 1932 05 | |||
| Start to Bottom (# months) | 2 | 9 | 19 | 19 | 21 | 21 | 33 | |||
| Start to Recovery (# months) in progress |
4
|
> 17
|
28
|
28
|
45
|
45
|
90
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 205.32 | 59.23 | 48.14 | 26.24 | 19.44 | 17.54 | ||||
| Worst Return (%) | -68.02 | -47.61 | -23.60 | -4.27 | 4.32 | 9.12 | ||||
| % Positive Periods | 73% | 86% | 91% | 98% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 0 | 1 | 4 | 22 | 37 | 76 | 153 | 226 | 719 |
| Negative | 1 | 3 | 5 | 8 | 14 | 23 | 44 | 87 | 134 | 438 |
| % Positive | 0% | 0% | 17% | 33% | 61% | 62% | 63% | 64% | 63% | 62% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 48.10 | 20.90 | 15.88 | 10.69 | 9.06 | 6.46 | ||||
| Perpetual WR (%) | 6.77 | 0.00 | 5.71 | 6.71 | 6.60 | 7.50 | ||||
- 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 Core S&P Small-Cap (IJR) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
ISHARES CORE S&P SMALL-CAP (IJR) ETF
Monthly correlations as of 31 May 2023
Swipe left to see all data
| Correlation vs IJR | ||||||
|---|---|---|---|---|---|---|
|
|
||||||
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
US Total Stock Market VTI |
0.92
|
0.91
|
0.89
|
0.88
|
0.88
|
|
|
US Large Cap SPY |
0.89
|
0.89
|
0.85
|
0.81
|
0.81
|
|
|
US REITs VNQ |
0.88
|
0.79
|
0.67
|
0.64
|
0.64
|
|
|
US Technology QQQ |
0.73
|
0.76
|
0.70
|
0.72
|
0.72
|
|
|
Preferred Stocks PFF |
0.70
|
0.74
|
0.63
|
0.42
|
0.42
|
|
|
EAFE Stocks EFA |
0.77
|
0.85
|
0.76
|
0.74
|
0.72
|
|
|
World All Countries VT |
0.87
|
0.91
|
0.86
|
0.82
|
0.81
|
|
|
Emerging Markets EEM |
0.50
|
0.73
|
0.62
|
0.69
|
0.67
|
|
|
Europe VGK |
0.79
|
0.84
|
0.74
|
0.74
|
0.72
|
|
|
Pacific VPL |
0.72
|
0.83
|
0.74
|
0.64
|
0.60
|
|
|
Latin America FLLA |
0.75
|
0.64
|
0.50
|
0.62
|
0.62
|
|
|
US Total Bond Market BND |
0.53
|
0.28
|
0.18
|
0.05
|
0.05
|
|
|
Long Term Treasuries TLT |
0.38
|
-0.13
|
-0.17
|
-0.22
|
-0.21
|
|
|
US Cash BIL |
-0.26
|
-0.27
|
-0.22
|
-0.06
|
-0.06
|
|
|
TIPS TIP |
0.73
|
0.44
|
0.31
|
0.11
|
0.11
|
|
|
Invest. Grade Bonds LQD |
0.61
|
0.49
|
0.40
|
0.22
|
0.22
|
|
|
High Yield Bonds HYG |
0.83
|
0.81
|
0.75
|
0.66
|
0.65
|
|
|
International Bonds BNDX |
0.68
|
0.35
|
0.26
|
0.11
|
0.11
|
|
|
Emerg. Market Bonds EMB |
0.64
|
0.63
|
0.52
|
0.51
|
0.50
|
|
|
Gold GLD |
0.11
|
0.05
|
-0.04
|
0.05
|
0.05
|
|
|
Commodities DBC |
0.71
|
0.60
|
0.49
|
0.37
|
0.37
|
|
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 Core S&P Small-Cap (IJR) ETF: Dividend Yield page.
An investment of 1000$, since June 1993,
now would be worth 16331.86$, with a total return of 1533.19% (9.76% annualized).
The Inflation Adjusted Capital now would be 7763.16$, with a net total return of 676.32% (7.07% annualized).
The Inflation Adjusted Capital now would be 7763.16$, with a net total return of 676.32% (7.07% annualized).
An investment of 1000$, since January 1927,
now would be worth 31428490.63$, with a total return of 3142749.06% (11.34% annualized).
The Inflation Adjusted Capital now would be 1833724.89$, with a net total return of 183272.49% (8.11% annualized).
The Inflation Adjusted Capital now would be 1833724.89$, with a net total return of 183272.49% (8.11% 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 CORE S&P SMALL-CAP (IJR) 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 |
| -51.79% | Jun 2007 | Feb 2009 | 21 | Feb 2011 | 24 | 45 |
| -36.12% | Sep 2018 | Mar 2020 | 19 | Dec 2020 | 9 | 28 |
| -29.82% | May 1998 | Aug 1998 | 4 | Dec 1999 | 16 | 20 |
| -27.50% | May 2002 | Feb 2003 | 10 | Oct 2003 | 8 | 18 |
| -24.76% | Mar 2000 | Sep 2001 | 19 | Apr 2002 | 7 | 26 |
| -23.11% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
| -22.06% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 |
| -11.92% | Jun 1996 | Jul 1996 | 2 | Dec 1996 | 5 | 7 |
| -11.66% | Jul 2015 | Jan 2016 | 7 | Jun 2016 | 5 | 12 |
| -8.62% | Feb 1994 | Jun 1994 | 5 | Mar 1995 | 9 | 14 |
| -8.26% | May 2006 | Jul 2006 | 3 | Nov 2006 | 4 | 7 |
| -7.97% | Mar 2005 | Apr 2005 | 2 | Jun 2005 | 2 | 4 |
| -7.54% | Apr 2012 | May 2012 | 2 | Sep 2012 | 4 | 6 |
| -7.09% | Feb 1997 | Mar 1997 | 2 | May 1997 | 2 | 4 |
| -6.68% | Jul 2014 | Sep 2014 | 3 | Dec 2014 | 3 | 6 |
| -6.45% | Jul 2004 | Aug 2004 | 2 | Oct 2004 | 2 | 4 |
| -4.93% | Oct 1997 | Nov 1997 | 2 | Feb 1998 | 3 | 5 |
| -4.45% | Aug 2005 | Oct 2005 | 3 | Nov 2005 | 1 | 4 |
| -4.41% | Oct 2016 | Oct 2016 | 1 | Nov 2016 | 1 | 2 |
| -4.34% | Oct 1995 | Oct 1995 | 1 | Dec 1995 | 2 | 3 |
Worst drawdowns since January 1927.
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -87.45% | Sep 1929 | May 1932 | 33 | Feb 1937 | 57 | 90 |
| -55.01% | Mar 1937 | Mar 1938 | 13 | May 1943 | 62 | 75 |
| -54.15% | Dec 1968 | Sep 1974 | 70 | Dec 1976 | 27 | 97 |
| -51.79% | Jun 2007 | Feb 2009 | 21 | Feb 2011 | 24 | 45 |
| -36.12% | Sep 2018 | Mar 2020 | 19 | Dec 2020 | 9 | 28 |
| -33.84% | Sep 1987 | Nov 1987 | 3 | Apr 1989 | 17 | 20 |
| -30.61% | Oct 1989 | Oct 1990 | 13 | Mar 1991 | 5 | 18 |
| -29.82% | May 1998 | Aug 1998 | 4 | Dec 1999 | 16 | 20 |
| -27.50% | May 2002 | Feb 2003 | 10 | Oct 2003 | 8 | 18 |
| -24.76% | Mar 2000 | Sep 2001 | 19 | Apr 2002 | 7 | 26 |
| -24.47% | Jan 1962 | Jun 1962 | 6 | Dec 1963 | 18 | 24 |
| -24.21% | Jun 1946 | Feb 1948 | 21 | Jan 1950 | 23 | 44 |
| -23.11% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
| -22.06% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 |
| -20.35% | Sep 1978 | Oct 1978 | 2 | Apr 1979 | 6 | 8 |
| -18.74% | Jul 1983 | Jul 1984 | 13 | Jan 1985 | 6 | 19 |
| -18.57% | Feb 1980 | Mar 1980 | 2 | Jul 1980 | 4 | 6 |
| -17.67% | Jun 1981 | Jul 1982 | 14 | Oct 1982 | 3 | 17 |
| -16.14% | Aug 1957 | Dec 1957 | 5 | Jun 1958 | 6 | 11 |
| -13.25% | Feb 1966 | Sep 1966 | 8 | Jan 1967 | 4 | 12 |
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 CORE S&P SMALL-CAP (IJR) ETF
Annualized Rolling Returns
Data Source: from January 1927 to May 2023
Swipe left to see all data
| Rolling Period |
Annualized Return (%) | Negative Periods |
|||
|---|---|---|---|---|---|
| Average | Latest | Best | Worst | ||
| 1 Year |
14.36 | -7.27 |
205.32 Jul 1932 - Jun 1933 |
-68.02 Jul 1931 - Jun 1932 |
26.96% |
| 2 Years |
12.79 | -8.09 |
87.79 Jul 1932 - Jun 1934 |
-57.27 Jun 1930 - May 1932 |
18.08% |
| 3 Years |
12.14 | 13.45 |
59.23 Jul 1932 - Jun 1935 |
-47.61 Jul 1929 - Jun 1932 |
14.44% |
| 5 Years |
11.99 | 3.75 |
48.14 Jun 1932 - May 1937 |
-23.60 Jun 1927 - May 1932 |
9.47% |
| 7 Years |
12.23 | 8.46 |
29.58 Jan 1975 - Dec 1981 |
-6.64 Jan 1968 - Dec 1974 |
5.21% |
| 10 Years |
12.30 | 8.89 |
26.24 Oct 1974 - Sep 1984 |
-4.27 Sep 1929 - Aug 1939 |
1.93% |
| 15 Years |
12.43 | 8.67 |
22.73 Oct 1974 - Sep 1989 |
1.34 Oct 1927 - Sep 1942 |
0.00% |
| 20 Years |
12.65 | 9.92 |
19.44 Oct 1974 - Sep 1994 |
4.32 Sep 1929 - Aug 1949 |
0.00% |
| 30 Years |
12.86 | 9.76 |
17.54 Jun 1932 - May 1962 |
9.12 Jan 1928 - Dec 1957 |
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 Core S&P Small-Cap (IJR) 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 CORE S&P SMALL-CAP (IJR) ETF
Previous vs Next Returns - 10 Years annualized
Updated to May 2023
The annualized return of the last 10 years has been 8.89% (updated at May 31, 2023).
Seasonality
iShares Core S&P Small-Cap (IJR) 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 |
3.02
60% |
0.53
60% |
-5.44
40% |
1.60
60% |
-0.40
60% |
0.77
80% |
3.25
80% |
0.34
60% |
-3.32
20% |
1.98
80% |
4.88
80% |
-0.63
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
103.02
|
103.56
|
97.93
|
99.50
|
99.10
|
99.86
|
103.10
|
103.45
|
100.02
|
102.00
|
106.98
|
106.31
|
| Best |
10.6 2019 |
7.7 2021 |
3.5 2021 |
12.9 2020 |
4.4 2020 |
7.3 2019 |
9.9 2022 |
4.8 2018 |
3.4 2019 |
12.3 2022 |
18.2 2020 |
8.2 2020 |
| Worst |
-7.2 2022 |
-9.6 2020 |
-22.6 2020 |
-7.8 2022 |
-8.7 2019 |
-8.5 2022 |
-2.4 2021 |
-4.6 2019 |
-9.8 2022 |
-10.5 2018 |
-2.4 2021 |
-12.2 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 |
0.36
40% |
1.20
70% |
-1.48
60% |
0.61
60% |
0.56
70% |
1.32
80% |
2.27
70% |
-0.26
50% |
-1.07
40% |
2.29
80% |
4.74
80% |
-0.07
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.36
|
101.56
|
100.05
|
100.66
|
101.22
|
102.56
|
104.88
|
104.61
|
103.48
|
105.86
|
110.87
|
110.79
|
| Best |
10.6 2019 |
7.7 2021 |
8.2 2016 |
12.9 2020 |
6.5 2018 |
7.3 2019 |
9.9 2022 |
4.8 2018 |
7.8 2017 |
12.3 2022 |
18.2 2020 |
8.2 2020 |
| Worst |
-7.2 2022 |
-9.6 2020 |
-22.6 2020 |
-7.8 2022 |
-8.7 2019 |
-8.5 2022 |
-5.6 2014 |
-5.2 2015 |
-9.8 2022 |
-10.5 2018 |
-2.4 2021 |
-12.2 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 |
2.08
63% |
0.87
59% |
0.87
66% |
1.60
64% |
0.41
60% |
1.29
64% |
1.77
60% |
1.16
60% |
-0.65
52% |
0.12
56% |
1.50
66% |
1.96
76% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
102.08
|
102.96
|
103.86
|
105.52
|
105.96
|
107.33
|
109.22
|
110.49
|
109.77
|
109.90
|
111.55
|
113.74
|
| Best |
24.8 1975 |
16.5 2000 |
11.0 1928 |
41.6 1933 |
17.5 1933 |
25.3 1938 |
37.9 1932 |
37.7 1932 |
16.9 1939 |
14.9 2011 |
18.2 2020 |
11.5 1999 |
| Worst |
-11.7 2009 |
-13.2 1933 |
-23.9 1938 |
-19.2 1932 |
-22.7 1940 |
-17.4 1930 |
-14.0 2002 |
-19.3 1998 |
-30.5 1931 |
-29.0 1987 |
-18.2 1973 |
-14.8 1931 |
Monthly Seasonality over the period Jan 1927 - May 2023
Monthly/Yearly Returns
iShares Core S&P Small-Cap (IJR) ETF data source starts from January 1927: 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 1927 - May 2023
719 Positive Months (62%) - 438 Negative Months (38%)
MONTHLY RETURNS TABLE
Jan 1927 - 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 |
-1.99 | -4.11 | 9.5 | -1.2 | -5.2 | -2.8 | -1.7 | |||||||
| 2022 |
-16.19 | -21.27 | -7.2 | 1.4 | 0.3 | -7.8 | 1.9 | -8.5 | 9.9 | -4.3 | -9.8 | 12.3 | 4.0 | -6.7 |
| 2021 |
+26.60 | +18.27 | 6.2 | 7.7 | 3.5 | 1.9 | 2.1 | 0.3 | -2.4 | 1.9 | -2.4 | 3.5 | -2.4 | 4.5 |
| 2020 |
+11.28 | +9.78 | -4.0 | -9.6 | -22.6 | 12.9 | 4.4 | 3.6 | 4.3 | 3.9 | -4.6 | 2.5 | 18.2 | 8.2 |
| 2019 |
+22.82 | +20.08 | 10.6 | 4.3 | -3.3 | 3.9 | -8.7 | 7.3 | 1.2 | -4.6 | 3.4 | 2.0 | 3.0 | 3.0 |
| 2018 |
-8.49 | -10.21 | 2.5 | -3.8 | 2.0 | 1.1 | 6.5 | 1.0 | 3.2 | 4.8 | -3.1 | -10.5 | 1.6 | -12.2 |
| 2017 |
+13.15 | +10.81 | -0.6 | 1.6 | -0.1 | 0.9 | -2.1 | 2.9 | 1.0 | -2.5 | 7.8 | 0.9 | 3.5 | -0.5 |
| 2016 |
+26.61 | +24.04 | -6.2 | 1.1 | 8.2 | 1.2 | 1.6 | 0.7 | 5.0 | 1.4 | 0.6 | -4.4 | 12.5 | 3.4 |
| 2015 |
-2.07 | -2.78 | -3.6 | 6.0 | 1.6 | -2.3 | 1.5 | 1.1 | -0.8 | -5.2 | -3.5 | 6.1 | 2.7 | -4.7 |
| 2014 |
+5.85 | +5.05 | -3.7 | 4.4 | 0.7 | -2.7 | 0.2 | 4.8 | -5.6 | 4.3 | -5.2 | 6.9 | -0.2 | 2.9 |
| 2013 |
+41.32 | +39.23 | 5.8 | 1.4 | 4.2 | -0.2 | 4.3 | -0.1 | 6.9 | -2.3 | 6.2 | 3.6 | 4.5 | 1.4 |
| 2012 |
+16.29 | +14.30 | 6.6 | 2.2 | 2.9 | -1.4 | -6.3 | 4.2 | -0.8 | 3.9 | 2.3 | -2.3 | 1.3 | 3.1 |
| 2011 |
+0.79 | -2.11 | 0.1 | 4.4 | 2.9 | 2.6 | -0.9 | -1.8 | -3.2 | -7.8 | -10.3 | 14.9 | 0.6 | 1.3 |
| 2010 |
+26.60 | +24.74 | -3.1 | 4.1 | 8.0 | 5.8 | -7.2 | -7.1 | 6.4 | -7.6 | 11.2 | 4.2 | 3.8 | 7.6 |
| 2009 |
+25.88 | +22.55 | -11.7 | -11.8 | 6.6 | 18.1 | 1.9 | 1.8 | 9.7 | 2.4 | 5.1 | -5.6 | 2.6 | 8.2 |
| 2008 |
-31.52 | -31.58 | -5.4 | -2.4 | -0.1 | 4.4 | 4.2 | -7.5 | 1.9 | 4.3 | -6.7 | -19.8 | -11.9 | 5.1 |
| 2007 |
-0.47 | -4.38 | 2.0 | -0.6 | 1.7 | 2.3 | 4.4 | -1.6 | -5.1 | 1.9 | 1.6 | 1.7 | -7.1 | -1.0 |
| 2006 |
+15.09 | +12.23 | 8.2 | -0.5 | 5.0 | 0.1 | -4.5 | -0.2 | -3.7 | 1.8 | 0.9 | 5.1 | 2.6 | 0.0 |
| 2005 |
+7.53 | +3.98 | -2.2 | 2.8 | -2.5 | -5.6 | 6.5 | 3.5 | 6.1 | -1.6 | 0.7 | -3.6 | 5.2 | -1.1 |
| 2004 |
+22.41 | +18.55 | 3.0 | 1.8 | 1.5 | -3.9 | 2.2 | 5.5 | -5.5 | -1.0 | 5.0 | 2.1 | 8.8 | 1.8 |
| 2003 |
+38.50 | +35.95 | -3.1 | -3.5 | 0.5 | 8.6 | 7.7 | 2.7 | 5.0 | 5.0 | -2.7 | 8.6 | 3.9 | 1.4 |
| 2002 |
-14.31 | -16.30 | 1.5 | -2.1 | 7.8 | 3.2 | -4.3 | -5.2 | -14.0 | 0.6 | -5.8 | 2.9 | 5.4 | -3.3 |
| 2001 |
+6.43 | +4.80 | 4.8 | -5.9 | -4.6 | 7.9 | 2.0 | 2.2 | -0.7 | -1.8 | -14.1 | 5.7 | 6.6 | 6.7 |
| 2000 |
-2.67 | -5.85 | -1.7 | 16.5 | -6.7 | -6.0 | -5.8 | 9.3 | -3.4 | 7.6 | -3.0 | -4.3 | -10.3 | 8.6 |
| 1999 |
+23.13 | +19.91 | 1.2 | -8.1 | 1.5 | 8.9 | 1.7 | 5.8 | -2.2 | -3.8 | -0.1 | 0.4 | 6.0 | 11.5 |
| 1998 |
-2.61 | -4.16 | -1.6 | 7.5 | 4.1 | 0.5 | -5.4 | -0.2 | -8.0 | -19.3 | 7.5 | 4.2 | 5.3 | 6.2 |
| 1997 |
+24.59 | +22.50 | 2.3 | -2.5 | -4.7 | 0.4 | 11.1 | 5.2 | 5.4 | 2.2 | 7.3 | -4.4 | -0.5 | 1.7 |
| 1996 |
+18.12 | +14.32 | 0.2 | 3.4 | 1.9 | 5.6 | 3.9 | -3.8 | -8.4 | 5.9 | 3.8 | -1.4 | 4.4 | 2.4 |
| 1995 |
+28.74 | +25.55 | -1.0 | 3.6 | 2.1 | 2.2 | 1.9 | 5.0 | 5.8 | 2.1 | 1.7 | -4.3 | 3.9 | 2.8 |
| 1994 |
-0.51 | -3.10 | 3.6 | -0.4 | -5.1 | 0.7 | -0.8 | -3.3 | 1.8 | 5.5 | -0.3 | -0.4 | -3.9 | 2.6 |
| 1993 |
+18.70 | +15.53 | 3.8 | -1.8 | 3.1 | -2.8 | 4.3 | 0.3 | 0.9 | 4.2 | 2.8 | 2.7 | -2.9 | 3.3 |
| 1992 |
+18.20 | +14.87 | 8.0 | 3.5 | -3.4 | -3.0 | 1.2 | -4.8 | 3.6 | -2.4 | 1.7 | 3.2 | 7.0 | 3.4 |
| 1991 |
+45.26 | +40.94 | 8.6 | 11.4 | 6.9 | -0.4 | 4.4 | -5.5 | 3.8 | 4.1 | 0.4 | 2.7 | -4.9 | 8.0 |
| 1990 |
-18.13 | -22.84 | -8.3 | 2.0 | 4.8 | -3.4 | 7.1 | 0.3 | -4.3 | -12.9 | -8.8 | -6.0 | 7.8 | 4.5 |
| 1989 |
+19.41 | +14.11 | 4.6 | 0.7 | 2.6 | 4.5 | 4.4 | -1.7 | 4.4 | 3.0 | 0.3 | -5.5 | 1.0 | 0.2 |
| 1988 |
+23.78 | +18.54 | 3.8 | 8.3 | 3.1 | 1.7 | -1.4 | 7.2 | -1.4 | -2.5 | 2.9 | -0.3 | -2.8 | 3.8 |
| 1987 |
-6.42 | -10.40 | 11.6 | 7.2 | 2.0 | -2.9 | 0.1 | 2.8 | 3.5 | 3.5 | -2.1 | -29.0 | -4.8 | 8.5 |
| 1986 |
+9.77 | +8.58 | 1.7 | 7.5 | 5.1 | 1.6 | 4.4 | 0.9 | -9.0 | 3.9 | -6.4 | 3.6 | 0.0 | -2.6 |
| 1985 |
+33.70 | +28.81 | 11.8 | 2.3 | -1.6 | -0.5 | 4.2 | 2.3 | 2.3 | -0.9 | -5.4 | 3.8 | 7.5 | 4.5 |
| 1984 |
-4.26 | -7.89 | -1.8 | -5.7 | 1.0 | -0.5 | -5.4 | 3.0 | -4.2 | 11.8 | -0.4 | -1.1 | -2.1 | 2.1 |
| 1983 |
+31.64 | +26.83 | 6.8 | 5.7 | 4.5 | 7.8 | 6.1 | 4.4 | -2.4 | -3.0 | 2.0 | -6.1 | 4.7 | -1.5 |
| 1982 |
+29.27 | +24.50 | -3.5 | -4.3 | -0.7 | 5.8 | -2.6 | -2.4 | -1.5 | 9.2 | 4.0 | 14.1 | 8.9 | 0.9 |
| 1981 |
+4.36 | -4.18 | -0.8 | 1.2 | 7.6 | 3.1 | 3.3 | -1.8 | -2.3 | -7.2 | -7.4 | 8.1 | 3.4 | -1.6 |
| 1980 |
+35.78 | +20.67 | 7.0 | -2.4 | -16.6 | 6.6 | 8.3 | 4.7 | 10.3 | 5.3 | 3.2 | 3.2 | 7.2 | -2.7 |
| 1979 |
+41.02 | +24.47 | 8.3 | -2.7 | 9.8 | 2.2 | -1.4 | 5.8 | 3.3 | 7.9 | -0.4 | -10.1 | 8.4 | 5.7 |
| 1978 |
+17.74 | +8.00 | -3.6 | 1.8 | 6.3 | 8.0 | 5.7 | 0.1 | 5.9 | 8.0 | -1.2 | -19.4 | 6.1 | 2.3 |
| 1977 |
+15.67 | +8.41 | 1.0 | -1.4 | 0.4 | 1.7 | 0.0 | 6.8 | -0.3 | -0.5 | 1.0 | -2.6 | 7.6 | 1.5 |
| 1976 |
+45.33 | +38.59 | 17.8 | 6.9 | 1.4 | -1.1 | -1.9 | 4.7 | 0.0 | -1.7 | 2.9 | -1.9 | 3.9 | 8.7 |
| 1975 |
+55.13 | +45.07 | 24.8 | 4.4 | 6.5 | 4.5 | 7.2 | 6.3 | -3.9 | -4.4 | -3.8 | 3.5 | 3.1 | -0.4 |
| 1974 |
-27.59 | -35.54 | 7.1 | 0.1 | -1.4 | -5.7 | -7.6 | -3.0 | -4.2 | -8.8 | -8.7 | 12.2 | -4.0 | -5.6 |
| 1973 |
-32.85 | -38.23 | -6.4 | -7.8 | -2.9 | -7.4 | -7.2 | -3.5 | 11.0 | -3.2 | 10.5 | -0.4 | -18.2 | -0.1 |
| 1972 |
+8.66 | +5.08 | 6.1 | 3.6 | 0.9 | 0.7 | -0.5 | -2.6 | -2.8 | 2.0 | -2.6 | -0.6 | 5.8 | -1.0 |
| 1971 |
+21.88 | +18.02 | 5.0 | 1.8 | 4.5 | 4.4 | -3.3 | 0.9 | -3.2 | 4.3 | 0.1 | -3.2 | 0.6 | 8.9 |
| 1970 |
-6.60 | -11.53 | -8.2 | 4.7 | -0.5 | -9.9 | -7.0 | -6.0 | 7.1 | 4.1 | 3.0 | -2.1 | 4.5 | 5.6 |
| 1969 |
-20.69 | -25.32 | -1.6 | -5.6 | 2.7 | 1.4 | -1.0 | -6.7 | -7.3 | 3.4 | -3.6 | 3.9 | -4.7 | -3.0 |
| 1968 |
+29.61 | +23.77 | -2.6 | -1.2 | 2.8 | 9.5 | 2.9 | 2.5 | -0.1 | 6.4 | 1.3 | 2.1 | 5.7 | -2.3 |
| 1967 |
+54.91 | +50.34 | 10.7 | 2.8 | 6.3 | 6.3 | -2.6 | 3.9 | 6.2 | 4.1 | 1.8 | -0.5 | 2.1 | 4.1 |
| 1966 |
-6.45 | -9.58 | 1.0 | -1.2 | -1.6 | 2.6 | -4.8 | -1.0 | -0.7 | -7.0 | 0.0 | 5.3 | 0.9 | 0.5 |
| 1965 |
+30.59 | +28.12 | 5.1 | 1.5 | 0.3 | 4.9 | 0.9 | -3.0 | 2.9 | 3.6 | 4.4 | 3.9 | 0.6 | 2.2 |
| 1964 |
+18.59 | +17.45 | 3.1 | 1.4 | 1.9 | 1.0 | 1.6 | 2.0 | 2.2 | -1.2 | 3.2 | 1.2 | -0.1 | 0.8 |
| 1963 |
+16.37 | +14.49 | 4.7 | -3.1 | 3.4 | 4.7 | 1.3 | -2.3 | -0.6 | 4.8 | -1.4 | 3.2 | -1.3 | 2.4 |
| 1962 |
-13.22 | -14.36 | -3.9 | 1.5 | -0.7 | -6.4 | -8.9 | -8.5 | 6.4 | 1.4 | -5.2 | 0.3 | 10.5 | 1.3 |
| 1961 |
+29.28 | +28.42 | 6.8 | 3.1 | 3.0 | 0.8 | 2.3 | -2.4 | 3.7 | 2.4 | -1.5 | 3.2 | 4.3 | 0.7 |
| 1960 |
-0.65 | -1.99 | -7.0 | 1.1 | -1.2 | -1.6 | 2.9 | 2.2 | -2.3 | 2.8 | -5.9 | 0.0 | 4.3 | 4.9 |
| 1959 |
+18.55 | +16.53 | 1.2 | 0.8 | 0.9 | 4.6 | 2.6 | 0.4 | 4.1 | -0.7 | -3.7 | 1.8 | 2.0 | 3.3 |
| 1958 |
+58.84 | +56.09 | 5.9 | -0.5 | 4.6 | 4.6 | 2.9 | 3.9 | 5.4 | 2.4 | 5.7 | 3.5 | 3.2 | 5.8 |
| 1957 |
-13.09 | -15.54 | -4.1 | -3.2 | 2.1 | 3.9 | 3.9 | 0.0 | 1.3 | -5.6 | -6.2 | -3.1 | 1.8 | -4.1 |
| 1956 |
+8.67 | +5.52 | -3.1 | 4.0 | 7.4 | 0.3 | -6.1 | 4.4 | 5.6 | -3.3 | -4.0 | 1.0 | -0.6 | 3.9 |
| 1955 |
+20.93 | +20.47 | 1.3 | -0.1 | -1.0 | 3.3 | -0.6 | 8.1 | 6.0 | -1.2 | 0.8 | -3.7 | 7.7 | -0.5 |
| 1954 |
+55.26 | +56.42 | 5.9 | 1.0 | 3.7 | 5.5 | 3.9 | 0.7 | 6.2 | -2.8 | 8.8 | -1.4 | 8.5 | 5.5 |
| 1953 |
-1.56 | -2.29 | -0.3 | -1.4 | -2.0 | -2.2 | 0.2 | -1.2 | 3.0 | -5.4 | 0.6 | 5.6 | 1.3 | 0.7 |
| 1952 |
+11.33 | +10.50 | 1.5 | -3.8 | 4.7 | -4.4 | 2.3 | 4.7 | 1.8 | -1.6 | -2.1 | -0.2 | 4.9 | 3.7 |
| 1951 |
+14.92 | +8.42 | 6.0 | 0.5 | -2.0 | 4.8 | -4.3 | -2.8 | 7.0 | 4.5 | -0.7 | -1.6 | -0.5 | 4.0 |
| 1950 |
+35.80 | +28.20 | 2.8 | 2.0 | 1.4 | 5.4 | 4.8 | -4.8 | 1.8 | 4.2 | 6.4 | 1.4 | 0.8 | 5.4 |
| 1949 |
+21.36 | +23.93 | 1.0 | -3.2 | 3.8 | -1.3 | -2.9 | 0.6 | 7.1 | 2.0 | 3.1 | 3.7 | 0.9 | 5.1 |
| 1948 |
-2.82 | -5.64 | -4.2 | -5.0 | 7.6 | 2.5 | 7.8 | 0.2 | -5.8 | 0.7 | -3.3 | 7.0 | -11.6 | 3.2 |
| 1947 |
+1.57 | -6.67 | 2.4 | -1.4 | -1.6 | -3.8 | -0.8 | 5.5 | 3.9 | -2.8 | -1.3 | 2.4 | -2.8 | 2.4 |
| 1946 |
-8.06 | -22.17 | 7.3 | -6.6 | 5.0 | 4.1 | 2.6 | -3.6 | -2.2 | -7.0 | -9.8 | -0.4 | -0.8 | 4.7 |
| 1945 |
+61.25 | +57.71 | 3.9 | 8.4 | -2.3 | 10.6 | 3.1 | 1.7 | 0.1 | 7.1 | 5.5 | 4.4 | 4.5 | 2.4 |
| 1944 |
+35.67 | +32.62 | 3.3 | 1.5 | 3.4 | 0.5 | 5.5 | 6.4 | -0.5 | 2.3 | 1.2 | 1.4 | 1.8 | 4.5 |
| 1943 |
+44.27 | +40.12 | 9.2 | 6.9 | 6.9 | 1.7 | 5.9 | 3.4 | -3.6 | 2.5 | 3.7 | 0.3 | -5.3 | 6.7 |
| 1942 |
+20.90 | +10.88 | 2.0 | -2.6 | -5.4 | -3.7 | 7.1 | 2.5 | 3.7 | 1.3 | 3.3 | 7.0 | -0.9 | 5.7 |
| 1941 |
-9.05 | -17.26 | -4.0 | -0.7 | 1.2 | -5.6 | 1.1 | 6.2 | 6.2 | -0.1 | -0.2 | -5.9 | -3.3 | -3.6 |
| 1940 |
-5.16 | -5.83 | -2.7 | 1.5 | 1.9 | 0.3 | -22.7 | 8.6 | 4.0 | 3.5 | 2.0 | 4.7 | -3.1 | 0.6 |
| 1939 |
-3.19 | -3.19 | -6.7 | 3.4 | -13.5 | -0.4 | 6.5 | -6.3 | 11.3 | -7.0 | 16.9 | -1.3 | -4.8 | 2.7 |
| 1938 |
+38.92 | +42.89 | 2.5 | 7.2 | -23.9 | 15.1 | -3.2 | 25.3 | 7.9 | -1.9 | 2.3 | 8.0 | -2.5 | 4.3 |
| 1937 |
-43.71 | -45.27 | 3.5 | 1.2 | -1.3 | -8.7 | -1.4 | -5.8 | 10.4 | -6.1 | -15.4 | -11.4 | -11.7 | -6.3 |
| 1936 |
+42.44 | +40.41 | 7.7 | 2.7 | 3.5 | -6.6 | 5.5 | 4.0 | 7.6 | 1.7 | 1.1 | 8.1 | 1.2 | 0.3 |
| 1935 |
+43.99 | +39.82 | -4.1 | -4.0 | -3.1 | 9.9 | 3.4 | 6.9 | 8.6 | 2.3 | 2.5 | 7.9 | 4.0 | 4.0 |
| 1934 |
+12.04 | +10.37 | 12.1 | -2.3 | 1.4 | -1.3 | -6.5 | 3.4 | -9.4 | 6.5 | 1.1 | -1.5 | 9.0 | 0.9 |
| 1933 |
+105.96 | +104.40 | 5.6 | -13.2 | 8.3 | 41.6 | 17.5 | 14.4 | -5.1 | 12.3 | -7.0 | -4.5 | 10.5 | 4.1 |
| 1932 |
-5.32 | +5.52 | -2.0 | 6.2 | -11.0 | -19.2 | -22.0 | 0.5 | 37.9 | 37.7 | -2.9 | -13.0 | -4.9 | 5.8 |
| 1931 |
-46.59 | -41.11 | 5.2 | 11.7 | -6.8 | -9.5 | -13.6 | 14.4 | -7.4 | 1.3 | -30.5 | 9.0 | -9.9 | -14.8 |
| 1930 |
-34.20 | -29.70 | 5.9 | 1.8 | 7.7 | -1.3 | -2.0 | -17.4 | 3.4 | 0.4 | -14.3 | -10.1 | -2.9 | -8.8 |
| 1929 |
-25.32 | -25.75 | 4.6 | -1.6 | -1.3 | 0.6 | -5.6 | 10.9 | 3.9 | 9.7 | -6.2 | -23.0 | -16.6 | 1.6 |
| 1928 |
+40.14 | +41.78 | -0.4 | -1.7 | 11.0 | 3.4 | 1.4 | -4.0 | 1.4 | 7.7 | 2.5 | 1.6 | 12.4 | 0.4 |
| 1927 |
+36.47 | +39.63 | -1.7 | 5.2 | 1.0 | 2.1 | 5.6 | -0.6 | 6.9 | 4.8 | 3.6 | -4.0 | 7.2 | 2.2 |
ETF Returns, up to December 2000, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
