AnnualPseudoReturns
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1927-2011 Calendar Year Return Stats
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Summary StatisticsPseudo-VTSMXPseudo-DFVEXPseudo-DFSVX50% P-VTSMX/50% P-DFSVX
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Arithmetic Mean Annual Return11.31%13.14%17.27%14.29%
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Standard Deviation20.15%25.23%30.09%24.42%
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Max Calendar Year Return55.81%88.74%111.90%83.86%
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Min Calendar Year Return-44.16%-47.61%-52.10%-48.13%
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Geometric Mean Annual Return9.32%10.13%13.18%11.48%
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Sharpe Ratio0.390.380.450.44
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Equal Volatility Annual Return Advantage over TSM---0.12%1.40%1.08%
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Best 10-year Annualized18.66%22.71%30.93%23.46%
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Worst 10-year Annualized-2.14%-3.01%-3.37%-2.33%
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1963-2011 Calendar Year Return Stats
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Summary StatisticsPseudo-VTSMXPseudo-DFVEXPseudo-DFSVX50% P-VTSMX/50% P-DFSVX
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Arithmetic Mean Annual Return11.44%12.97%17.27%14.36%
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Standard Deviation18.09%21.39%24.92%20.62%
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Max Calendar Year Return49.57%54.96%66.46%58.01%
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Min Calendar Year Return-38.00%-37.85%-36.33%-37.17%
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Geometric Mean Annual Return9.22%10.60%14.67%12.17%
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Sharpe Ratio0.340.380.510.46
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Equal Volatility Annual Return Advantage over TSM--0.63%2.93%2.11%
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Best 10-year Annualized17.51%22.71%30.93%23.46%
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Worst 10-year Annualized-0.38%1.21%4.50%2.96%
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