Data Source: from January 1871 to January 2023 (~152 years)
Consolidated Returns as of 31 January 2023
Live Update: Feb 28 2023, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.26%
1 Day
Feb 28 2023, 04:00PM Eastern Time
2.45%
Current Month
February 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 8.96% 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 Jan 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
February 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
STOCKS/BONDS 80/20 PORTFOLIO RETURNS
Consolidated returns as of 31 January 2023
Live Update: Feb 28 2023, 04:00PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Jan 31, 2023 | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Feb 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX (~152Y) | |
| Stocks/Bonds 80/20 Portfolio | -0.26 | -2.45 | 6.20 | -0.40 | -8.34 | 7.54 | 10.18 | 8.96 | 8.41 | |
| US Inflation Adjusted return | 5.36 | -1.36 | -13.86 | 3.56 | 7.34 | 6.30 | 6.17 | |||
| Components | ||||||||||
| VTIVanguard Total Stock Market | -0.33 | 04:00PM Feb 28 2023 | -2.40 | 6.93 | 0.03 | -8.39 | 9.03 | 12.23 | 9.75 | 9.05 |
| BNDVanguard Total Bond Market | 0.03 | 04:00PM Feb 28 2023 | -2.67 | 3.31 | -2.20 | -8.34 | 0.87 | 1.40 | 4.42 | 4.51 |
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2023. Current inflation (annualized) is 1Y: 6.41% , 5Y: 3.83% , 10Y: 2.65% , 30Y: 2.50%
Live update: World Markets and Indexes
Portfolio Metrics as of Jan 31, 2023
Metrics of Stocks/Bonds 80/20 Portfolio, updated as of 31 January 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 January 2023 (~152 years)
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| Metrics as of Jan 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX (~152Y) | |
| Portfolio Return (%) | 6.20 | 5.99 | -0.40 | -8.34 | 7.17 | 7.54 | 10.18 | 9.28 | 8.96 | 8.41 |
| US Inflation (%) | 0.80 | 0.39 | 0.98 | 6.41 | 5.06 | 3.83 | 2.65 | 2.52 | 2.50 | 2.11 |
| Infl. Adjusted Return (%) | 5.36 | 5.58 | -1.36 | -13.86 | 2.00 | 3.56 | 7.34 | 6.59 | 6.30 | 6.17 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 19.48 | 17.89 | 15.67 | 12.39 | 12.27 | 12.33 | 13.31 | |||
| Sharpe Ratio | -0.51 | 0.37 | 0.41 | 0.77 | 0.67 | 0.55 | 0.33 | |||
| Sortino Ratio | -0.74 | 0.49 | 0.54 | 1.02 | 0.87 | 0.71 | 0.46 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -18.46 | -22.75 | -22.75 | -22.75 | -41.09 | -41.09 | -75.27 | |||
| Start (yyyy mm) | 2022 02 | 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) | 8 | 9 | 9 | 9 | 16 | 16 | 33 | |||
| Start to Recovery (# months) in progress | > 12 | > 13 | > 13 | > 13 | 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 | 2 | 3 | 5 | 21 | 39 | 85 | 165 | 239 | 1128 |
| Negative | 0 | 1 | 3 | 7 | 15 | 21 | 35 | 75 | 121 | 697 |
| % Positive | 100% | 67% | 50% | 42% | 58% | 65% | 71% | 69% | 66% | 62% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 38.67 | 23.48 | 16.35 | 9.59 | 8.38 | 8.11 | ||||
| Perpetual WR (%) | 1.97 | 3.44 | 6.84 | 6.19 | 5.92 | 5.81 | ||||
Terms and Definitions
- 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.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 January 2023
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| Asset | VTI | BND | |
|---|---|---|---|
| VTI | 1.00 | 0.72 | |
| BND | 0.72 | 1.00 |
| Asset | VTI | BND | |
|---|---|---|---|
| VTI | 1.00 | 0.44 | |
| BND | 0.44 | 1.00 |
| Asset | VTI | BND | |
|---|---|---|---|
| VTI | 1.00 | 0.32 | |
| BND | 0.32 | 1.00 |
| Asset | VTI | BND | |
|---|---|---|---|
| VTI | 1.00 | 0.13 | |
| BND | 0.13 | 1.00 |
| Asset | VTI | BND | |
|---|---|---|---|
| VTI | 1.00 | 0.14 | |
| BND | 0.14 | 1.00 |
Portfolio Dividends
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.
Readings that may interest you
Capital Growth as of Jan 31, 2023
An investment of 1000$, since February 1993, now would be worth 13106.88$, with a total return of 1210.69% (8.96% annualized).
The Inflation Adjusted Capital now would be 6247.42$, with a net total return of 524.74% (6.30% annualized).
An investment of 1000$, since January 1871, now would be worth 216077675.08$, with a total return of 21607667.51% (8.41% annualized).
The Inflation Adjusted Capital now would be 9008843.38$, with a net total return of 900784.34% (6.17% annualized).
Drawdowns
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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 | 4 | 13 |
| -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 |
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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 | 4 | 13 |
| -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)
Stocks/Bonds 80/20 Portfolio: annualized rolling and average returns
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| Rolling Period | Return (*) | Negative Periods | ||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year | 9.54 | 118.71 Jul 1932 - Jun 1933 | -57.12 Jul 1931 - Jun 1932 | 25.19% |
| 2 Years | 9.01 | 46.45 Jul 1932 - Jun 1934 | -45.25 Jun 1930 - May 1932 | 17.59% |
| 3 Years | 8.77 | 37.00 Mar 1933 - Feb 1936 | -34.67 Jul 1929 - Jun 1932 | 13.46% |
| 5 Years | 8.62 | 30.03 Jun 1932 - May 1937 | -13.95 Jun 1927 - May 1932 | 5.89% |
| 7 Years | 8.58 | 20.58 Feb 1922 - Jan 1929 | -5.77 Jul 1925 - Jun 1932 | 2.58% |
| 10 Years | 8.55 | 16.88 Jun 1949 - May 1959 | -2.44 Sep 1929 - Aug 1939 | 0.94% |
| 15 Years | 8.48 | 16.79 Aug 1982 - Jul 1997 | 1.19 Sep 1929 - Aug 1944 | 0.00% |
| 20 Years | 8.51 | 16.03 Apr 1980 - Mar 2000 | 2.31 Jul 1912 - Jun 1932 | 0.00% |
| 30 Years | 8.68 | 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.
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.
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | 1.58 | -1.28 | -1.28 | 2.03 | 0.41 | 0.76 | 3.62 | 1.18 | -2.70 | 1.09 | 3.63 | -0.53 |
| Capital Growth on monthly avg returns | ||||||||||||
100 | 101.58 | 100.28 | 99.00 | 101.01 | 101.42 | 102.19 | 105.90 | 107.15 | 104.26 | 105.40 | 109.23 | 108.64 |
| 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 Feb 2018 - Jan 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | 0.51 | 0.62 | 0.22 | 1.39 | 0.89 | 0.43 | 2.77 | 0.23 | -1.20 | 1.76 | 2.85 | 0.05 |
| Capital Growth on monthly avg returns | ||||||||||||
100 | 100.51 | 101.13 | 101.36 | 102.77 | 103.68 | 104.12 | 107.00 | 107.24 | 105.96 | 107.82 | 110.90 | 110.95 |
| 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 Feb 2013 - Jan 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | 1.33 | 0.39 | 0.48 | 1.16 | 0.25 | 0.57 | 1.16 | 1.02 | -0.06 | 0.46 | 1.06 | 1.15 |
| Capital Growth on monthly avg returns | ||||||||||||
100 | 101.33 | 101.72 | 102.21 | 103.40 | 103.66 | 104.25 | 105.46 | 106.54 | 106.48 | 106.97 | 108.10 | 109.35 |
| 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 - Jan 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 - Jan 2023
1128 Positive Months (62%) - 697 Negative Months (38%)
MONTHLY RETURNS TABLE
Jan 1871 - Jan 2023
(Scroll down to see all data)
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Yearly Return(%) | Monthly Return(%) | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2023 | +6.20 | +5.36 | 6.2 | |||||||||||
| 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 | +9.58 | 9.38 | -32.52 | 60 | 40 | 0 | ||
| Stocks/Bonds 80/20 | +8.96 | 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 | +7.54 | 15.67 | -22.75 | 80 | 20 | 0 | ||
| Stocks/Bonds 80/20 Momentum | +5.64 | 15.39 | -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.
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30 Years Stats (%) | % Allocation | |||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Technology | +12.84 | 23.93 | -81.08 | 100 | 0 | 0 | ||
| US Stocks Momentum | +12.20 | 15.09 | -53.85 | 100 | 0 | 0 | ||
| Stocks/Bonds 80/20 Momentum | +10.98 | 12.16 | -43.61 | 80 | 20 | 0 | ||
| US Stocks | +9.75 | 15.37 | -50.84 | 100 | 0 | 0 | ||
| US Stocks Value | +9.74 | 15.18 | -55.41 | 100 | 0 | 0 | ||
FAQs
How do you allocate an ETF portfolio? ›
- Define investment goals.
- Assess risk tolerance.
- Determine the asset mix.
- Choose an ETF portfolio structure.
- Research and analyze ETFs.
- Select ETFs for the portfolio.
- Choose an entry strategy to buy ETFs.
International ETFs.
According to Vanguard, international ETFs should make up no more than 30% of your bond investments and 40% of your stock investments. Sector ETFs: If you'd prefer to narrow your exchange-traded fund investing strategy, sector ETFs let you focus on individual sectors or industries.
The Stocks/Bonds 60/40 Portfolio is a High Risk portfolio and can be implemented with 2 ETFs. It's exposed for 60% on the Stock Market. In the last 30 Years, the Stocks/Bonds 60/40 Portfolio obtained a 7.88% compound annual return, with a 9.46% standard deviation.
What is the perfect portfolio allocation? ›For decades, financial advisors recommended investors pursue a 60/40 asset allocation between stocks and fixed income. The 60/40 method worked well in the decade before the COVID-19 pandemic, but hasn't done as well since then. Investors should still consider 60/40, but it's not something to just set and forget.
Should I put all my money in one ETF? ›One of the most important goals of any investor is broad diversification. “Don't put all your eggs in one basket,” as the cliché goes. But a properly designed balanced fund—such as Vanguard's family of asset allocation ETFs—isn't really one basket.
Does Warren Buffett own ETFs? ›Key Points. Buffett's Berkshire Hathaway portfolio includes two S&P 500 index ETFs -- SPY and VOO. Both ETFs have low costs and have delivered solid returns since inception.
What is the Lazy 3 fund portfolio? ›This strategy involves choosing three mutual funds or exchange-traded funds (ETFs) to create a diversified portfolio. The three-fund portfolio is often associated with the Bogleheads, named after Vanguard founder John Bogle. It's a lazy way to invest, but is it right for you?
Why is a 60/40 portfolio good? ›What's the 60/40 portfolio? With a 60/40 portfolio, investors put 60% of their money in stocks and 40% in bonds. This diversification of both growth and income has generally provided a safe, mundane way for investors to grow their money without taking on too much risk.
What is 75 5 10 diversification rule? ›Diversified and Non-Diversified
A 75-5-10 diversified management investment company will have 75% of its assets in other issuers and cash, no more than 5% of assets in any one company, and no more than 10% ownership of any company's outstanding voting stock.
This refers to a change in the asset class that is a relative 25% of that asset class. If your asset allocation calls for a 10% allocation to gold, for instance, then you would rebalance when it hit 12.5% (sell) or 7.5% (buy). Likewise, a 5% position to emerging market stocks would be rebalanced at 3.75% and 6.25%.
Is 7 ETFs too many? ›
Experts agree that for most personal investors, a portfolio comprising 5 to 10 ETFs is perfect in terms of diversification. But the number of ETFs is not what you should be looking at. Rather, you should consider the number of different sources of risk you are getting with those ETFs.
What ETF consistently beats the S&P 500? ›Notably, the Schwab U.S. Dividend Equity ETF (SCHD) is the only value-styled ETF to beat ETFs tracking the S&P 500.
What ETFs will do well in 2023? ›- An exchange traded fund, or ETF, is a basket of investments such as stocks or bonds.
- The best-performing ETFs for February 2023 are Invesco Solar ETF (TAN), First Trust NASDAQ Clean Edge Green Energy Index (QCLN) and SPDR S&P Semiconductor ETF (XSD).
Leveraged 3X Inverse/Short ETFs seek to provide three times the opposite return of an index for a single day. These funds can be invested in stocks, various market sectors, bonds or futures contracts. This creates an effect similar to shorting the asset class.
What is the best portfolio allocation by age? ›The common rule of asset allocation by age is that you should hold a percentage of stocks that is equal to 100 minus your age. So if you're 40, you should hold 60% of your portfolio in stocks. Since life expectancy is growing, changing that rule to 110 minus your age or 120 minus your age may be more appropriate.
Is 60/40 still a good allocation? ›Key Takeaways. Once a mainstay of savvy investors, the 60/40 balanced portfolio no longer appears to be keeping up with today's market environment. Instead of allocating 60% broadly to stocks and 40% to bonds, many professionals now advocate for different weights and diversifying into even greater asset classes.
What is a good asset allocation mix? ›Your target asset allocation should contain a percentage of stocks, bonds, and cash that adds up to 100%. A portfolio with 90% stocks and 10% bonds exposes you to more risk—but potentially gives you the opportunity for more return—than a portfolio with 60% stocks and 40% bonds.
How diversified Should my ETF portfolio? ›Experts agree that for most personal investors, a portfolio comprising 5 to 10 ETFs is perfect in terms of diversification. But the number of ETFs is not what you should be looking at. Rather, you should consider the number of different sources of risk you are getting with those ETFs.
How should I diversify my ETF portfolio? ›- Multiple asset classes, by buying a combination of cash, bonds, and stocks.
- Multiple holdings, by buying many bonds and stocks (which you can do through a single ETF) instead of just one or a few.
An intermediate approach to an all-ETF portfolio could consist of about 10 ETFs. For stocks, you could have: A large-cap U.S. ETF. A small-cap U.S. ETF.
How do you structure an ETF? ›
The ETF creation process begins when a prospective ETF manager (known as a sponsor) files a plan with the U.S. Securities and Exchange Commission (SEC) to create an ETF. The sponsor then forms an agreement with an authorized participant, generally a market maker, specialist, or large institutional investor.