Returns: Extended-Term Component

Disclosures Including Backtested Performance Data

Actual Return Annualized Returns Ending 20161 Conservative & Useful
  Aug 2017 YTD 1 Years 3 Years 5 Years 10 Years 30 Years 47 Years
Return 2.5% 26.2% 18.7% -3.3% 0.4% 1.3% 14.5% 17.3%
Standard Deviation N/A N/A 19.5 18.1 18.2 26.3 23.6 21.8
Total Growth 3% 26% 19% -10% 2% 14% 5,664% 183,052%

Returns Rolling 10-year Annualized Extended-Term ComponentReturns Graph Extended-Term Component
Disclosures Including Backtested Performance Data

Worst Average Best Years Returns ending in year (e.g. Row 5 under Column 2013 shows the 5-year returns ending in 2013)
2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 1976 1975 1974 1973 1972 1971 1970
-54.4 22.6 90.4 1 18.7 -19.5 -5.3 -4.7 18.2 -26.3 20.9 90.4 -54.4 44.2 36.7 29.5 38.2 74.5 -2.6 -1.9 -34.8 82.5 -9.3 3.9 7.6 -2.2 -7.8 72.1 -3.2 72.6 20.9 71.7 56.0 22.8 48.7 58.6 9.0 31.1 -0.1 -5.6 34.2 -1.7 64.0 72.4 10.4 48.4 -29.3 -14.5 62.6 66.6 -0.1
-22.3 19.9 68.1 2 -2.3 -12.7 -5.0 6.1 -6.7 -5.6 51.7 -6.8 -18.9 40.4 33.0 33.8 55.3 30.4 -2.3 -20.0 9.1 28.7 -2.9 5.7 2.5 -5.0 26.0 29.1 29.3 44.5 44.1 63.6 38.4 35.1 53.5 31.5 19.6 14.4 -2.9 12.6 14.8 26.9 68.1 38.0 28.0 2.4 -22.3 17.9 64.6 29.0
-14.6 19.2 53.0 3 -3.3 -10.1 2.2 -6.0 1.7 19.3 1.6 7.8 -3.5 36.7 34.7 46.2 32.9 18.6 -14.6 5.3 2.6 19.8 0.5 3.0 -1.0 15.8 15.4 42.2 26.4 53.0 47.9 48.7 41.7 42.5 37.0 31.4 12.6 7.3 8.2 7.6 29.3 40.6 46.1 41.4 5.0 -3.6 -0.6 32.3 39.4
-6.2 18.8 53.8 4 -3.7 -3.8 -5.9 0.1 19.0 -6.2 10.9 14.4 3.9 37.1 43.7 32.1 23.2 2.1 3.2 1.4 2.9 16.6 -0.2 0.2 13.7 10.7 27.6 36.6 36.5 53.8 41.2 48.7 45.8 33.3 35.5 22.7 7.8 13.5 5.6 19.5 38.9 32.3 46.7 18.9 -0.2 9.9 13.1 23.4
-8.8 18.8 50.6 5 0.4 -8.8 -1.0 13.8 -1.8 2.2 15.7 17.3 10.0 43.8 33.0 24.4 8.5 14.7 0.6 1.9 3.8 12.6 -1.8 11.6 10.1 21.0 26.2 43.0 40.2 47.0 42.7 50.6 37.5 32.8 27.5 16.4 12.6 10.3 15.3 28.6 32.7 35.4 26.8 11.3 10.0 19.4 10.4
-4.7 19.1 47.3 6 -4.7 -4.4 10.4 -2.3 4.7 7.3 17.9 20.5 18.8 34.8 26.4 11.7 18.3 10.3 1.2 2.9 2.8 8.9 7.9 9.0 18.6 21.0 32.9 45.0 37.1 47.3 45.2 42.7 36.4 26.7 21.3 19.2 10.1 17.8 23.3 25.4 35.2 21.5 18.7 18.6 17.9 15.9
-2.7 19.4 48.8 7 -1.4 5.5 -2.7 3.3 8.8 10.2 20.6 27.1 15.5 28.8 15.0 19.8 13.9 9.4 2.1 2.1 1.2 16.3 6.2 16.4 19.0 27.2 36.0 41.6 38.7 48.8 39.4 41.0 30.5 21.5 23.0 16.0 16.5 24.4 21.4 28.4 23.2 15.6 24.2 24.5 15.1
-5.0 19.6 43.2 8 7.1 -5.0 2.2 7.0 11.2 13.4 26.3 22.9 13.1 18.3 21.8 15.7 12.6 9.1 1.5 0.8 8.2 13.6 12.9 17.0 24.5 30.5 34.2 42.5 41.0 43.2 38.3 35.0 25.3 23.0 19.6 21.1 22.4 22.5 24.5 19.2 17.7 20.6 28.8 21.1
-2.6 19.6 44.2 9 -2.6 -0.5 5.6 9.3 13.9 18.9 22.7 19.9 6.4 24.1 17.9 14.4 12.0 7.8 0.4 7.0 6.8 19.0 13.7 22.1 27.7 29.6 35.8 44.2 37.1 41.8 33.4 29.8 26.3 20.0 23.9 25.9 21.0 25.2 16.9 14.9 22.0 25.0 25.2
1.3 19.7 40.2 10 1.3 2.7 7.7 11.9 18.9 16.6 20.0 12.8 12.3 20.3 16.4 13.7 10.5 6.1 6.0 5.9 12.1 19.2 18.5 25.1 27.2 31.4 37.9 40.2 36.5 36.9 28.9 30.2 23.2 23.8 28.0 24.3 23.5 18.2 13.3 18.9 25.9 22.2
4.1 19.8 39.4 11 4.1 4.9 10.2 16.5 16.7 14.8 13.5 17.8 10.1 18.7 15.6 12.1 8.7 10.9 5.1 10.7 12.9 23.2 21.5 24.9 29.0 33.6 35.0 39.4 32.6 32.3 29.3 26.9 26.4 27.6 26.3 26.3 17.4 14.8 17.1 22.6 23.3
6.0 19.9 35.5 12 6.0 7.3 14.5 14.8 15.0 9.5 18.1 15.3 9.6 17.7 14.0 10.3 13.0 9.7 9.6 11.5 16.9 25.7 21.6 26.7 31.3 31.4 34.7 35.5 28.9 32.5 26.4 29.7 29.7 26.0 28.0 20.3 14.3 18.2 20.6 20.6
8.2 19.9 32.5 13 8.2 11.4 13.1 13.4 10.1 13.9 15.7 14.4 9.5 16.1 12.1 14.1 11.6 13.5 10.4 15.3 19.5 25.5 23.5 28.9 29.4 31.4 31.6 31.8 29.3 29.5 29.0 32.5 28.1 27.6 22.3 17.2 17.5 21.3 18.8
8.6 20.0 32.0 14 11.9 10.4 11.9 9.0 14.2 12.0 14.8 13.9 8.6 14.2 15.6 12.8 15.2 14.1 13.9 17.8 19.7 27.0 25.7 27.4 29.5 28.8 28.5 32.0 26.8 31.7 31.7 30.8 29.5 22.4 19.2 20.0 20.4 19.7
7.4 20.0 34.1 15 10.9 9.5 8.0 12.8 12.4 11.5 14.3 12.7 7.4 17.3 14.3 16.1 15.5 17.2 16.3 18.1 21.5 28.9 24.5 27.6 27.3 26.2 28.9 29.4 29.0 34.1 30.1 31.9 24.3 19.5 21.7 22.7 18.9
6.0 20.1 32.5 16 10.1 6.0 11.6 11.3 11.9 11.2 13.2 11.3 10.6 15.9 17.3 16.4 18.4 19.3 16.7 19.9 23.5 27.5 24.9 25.7 24.9 26.7 26.7 31.4 31.4 32.5 31.2 26.9 21.5 21.8 24.1 21.1
6.7 20.1 33.5 17 6.7 9.5 10.2 10.8 11.6 10.4 11.9 14.2 9.8 18.7 17.5 19.1 20.4 19.5 18.4 21.8 22.6 27.8 23.3 23.6 25.5 24.8 28.7 33.5 30.0 33.3 26.5 24.0 23.6 24.1 22.6
8.3 20.2 32.1 18 9.9 8.3 9.9 10.7 10.8 9.3 14.6 13.2 12.5 18.8 20.0 20.9 20.5 21.0 20.3 21.1 23.1 26.0 21.5 24.2 23.8 26.7 30.8 32.1 31.0 28.7 23.8 25.9 25.6 22.6
8.1 20.3 32.9 19 8.8 8.1 9.7 9.9 9.7 11.9 13.6 15.7 13.0 21.1 21.6 21.0 21.8 22.7 19.7 21.6 21.7 24.1 22.1 22.6 25.6 28.8 29.6 32.9 26.8 26.0 25.6 27.7 24.1
8.1 20.3 30.5 20 8.6 8.1 9.1 9.0 12.2 11.1 16.0 16.0 15.4 22.7 21.7 22.2 23.4 22.0 20.3 20.4 20.2 24.6 20.8 24.4 27.6 27.8 30.5 28.8 24.3 27.6 27.4 26.2
7.5 20.3 29.2 21 8.5 7.5 8.2 11.4 11.5 13.5 16.2 18.1 17.0 22.7 22.9 23.7 22.7 22.4 19.2 19.0 20.8 23.2 22.6 26.4 26.7 28.7 26.7 26.3 25.9 29.2 25.9
6.8 20.3 27.7 22 8.0 6.8 10.6 10.7 13.7 13.8 18.3 19.7 17.3 23.8 24.3 23.0 23.1 21.3 17.9 19.7 19.7 24.8 24.5 25.6 27.7 25.2 24.5 27.7 27.5 27.7
7.3 20.2 29.2 23 7.3 9.0 9.9 12.8 14.0 15.9 19.7 19.8 18.5 25.1 23.6 23.4 22.0 20.0 18.6 18.7 21.3 26.6 23.8 26.5 24.4 23.2 25.9 29.2 26.2
8.5 20.3 27.8 24 9.4 8.5 12.0 13.1 16.0 17.3 19.8 20.9 19.9 24.4 23.9 22.3 20.7 20.5 17.7 20.3 23.1 25.9 24.8 23.5 22.5 24.6 27.4 27.8
8.9 20.2 26.7 25 8.9 10.5 12.3 15.1 17.3 17.5 20.9 22.2 19.5 24.6 22.8 21.0 21.2 19.6 19.3 22.0 22.6 26.7 22.0 21.7 23.9 26.1 26.2
10.8 20.2 25.3 26 10.8 10.9 14.2 16.4 17.5 18.6 22.1 21.7 19.9 23.6 21.6 21.5 20.2 21.0 21.0 21.5 23.5 23.9 20.3 23.1 25.3 25.0
11.2 20.1 24.4 27 11.2 12.7 15.5 16.6 18.6 19.9 21.6 22.0 19.1 22.4 22.0 20.6 21.6 22.6 20.5 22.4 21.0 22.2 21.7 24.4 24.3
12.9 20.1 23.5 28 12.9 14.0 15.8 17.7 19.8 19.5 22.0 21.1 18.1 22.8 21.1 21.9 23.1 22.2 21.4 20.1 19.5 23.4 23.0 23.5
14.2 20.1 24.7 29 14.2 14.3 16.8 18.9 19.4 19.9 21.1 20.1 18.6 21.8 22.4 23.4 22.7 23.0 19.2 18.7 20.8 24.7 22.2
14.5 20.1 23.8 30 14.5 15.3 18.0 18.5 19.8 19.1 20.1 20.5 17.9 23.0 23.8 22.9 23.5 20.7 17.9 19.9 22.1 23.8
15.4 19.9 24.4 31 15.4 16.5 17.7 18.9 19.1 18.2 20.5 19.7 19.2 24.4 23.3 23.6 21.3 19.4 19.1 21.2 21.3
16.3 19.9 24.0 32 16.6 16.3 18.1 18.3 18.2 18.7 19.8 20.9 20.5 23.9 24.0 21.5 19.9 20.5 20.4 20.5
16.4 19.8 24.6 33 16.4 16.7 17.5 17.5 18.7 18.0 20.9 22.2 20.2 24.6 21.9 20.2 21.0 21.7 19.7
16.2 19.8 22.5 34 16.8 16.2 16.7 17.9 18.0 19.2 22.2 21.9 21.0 22.5 20.7 21.3 22.2 21.0
15.5 19.7 22.6 35 16.2 15.5 17.2 17.3 19.1 20.4 21.8 22.6 19.1 21.3 21.7 22.4 21.5
15.6 19.6 22.8 36 15.6 16.0 16.6 18.4 20.4 20.1 22.5 20.7 18.0 22.3 22.8 21.7
15.4 19.5 23.3 37 16.0 15.4 17.7 19.6 20.1 20.8 20.7 19.6 19.1 23.3 22.1
15.5 19.3 22.6 38 15.5 16.5 18.9 19.4 20.8 19.1 19.6 20.5 20.1 22.6
16.6 19.1 21.6 39 16.6 17.7 18.7 20.0 19.1 18.1 20.6 21.6 19.6
17.5 19.1 21.5 40 17.7 17.5 19.3 18.5 18.1 19.1 21.5 21.0
17.5 18.7 21.0 41 17.5 18.2 17.8 17.5 19.1 20.1 21.0
16.7 18.3 20.0 42 18.2 16.7 16.9 18.4 20.0 19.5
15.9 17.9 19.5 43 16.8 15.9 17.8 19.4 19.5
16.0 17.6 18.9 44 16.0 16.8 18.7 18.9
16.8 17.6 18.3 45 16.8 17.7 18.3
17.3 17.5 17.7 46 17.7 17.3
17.3 17.3 17.3 47 17.3

1 Annualized Return (also called Compounded Annual Growth Rate) is the rate that, when compounded annually, would result in the actual total return.
This measure is conservative because it is usually lower than the measure “average of the annual returns”.
This measure is useful because it removes the effect of compounding, letting you compare it to other investments with different holding periods.

Disclosures Including Backtested Performance Data

Trackbacks and Pingbacks:

  1. Returns Following Bad Times | Quality Asset Management - February 21, 2014

    […] Returns: Extended-Term Component […]