Figure 2
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Index Portfolio - Simulated
Returns and Volatility Data*
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| Data Label | 1 Mo. ending Jan 2010 | YTD ending Dec 2009 | 1 Yr ending 2008 | 1 Yr ending 2007 | 1 Yr ending 2006 | 1 Yr ending 2005 | 1 Yr ending 2004 | 1 Yr ending 2003 | 3 Yrs 2007- 2009 | 5 Yrs 2005- 2009 | 10 Yrs 2000- 2009 | 20 Yrs 1990- 2009 | 50 Yrs 1960- 2009 | 82 Yrs 1928- 2009 |
| Growth $1 | 0.98 | 1.21 | 0.79 | 1.03 | 1.14 | 1.07 | 1.12 | 1.25 | 0.99 | 1.20 | 1.71 | 4.17 | 91.07 | 671.65 |
| Return % | -1.64 | 21.09 | -20.76 | 3.02 | 14.12 | 6.67 | 12.27 | 24.66 | -0.38 | 3.77 | 5.54 | 7.40 | 9.44 | 8.26 |
| Risk - SD | - | 16.04 | 13.51 | 6.37 | 5.21 | 5.33 | 6.33 | 7.18 | 13.31 | 10.85 | 9.36 | 8.44 | 8.55 | 12.07 |
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* When IFA Indexes are shown in Index Portfolios, all returns data reflects a deduction of 0.9% annual investment advisory fee, which is the maximum IFA fee. Your fee may be less depending on assets under management at IFA. Unless indicated otherwise, data shown for each individual IFA Index is shown without a deduction of the IFA advisory fee.
Figure 3 (Link)
Figure 4 (Link)
| IFA Index Portfolios |
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YTD
Return %1 |
-5.76% |
-5.82% |
-5.88% |
-5.54% |
-5.21% |
-4.87% |
-4.53% |
-4.20% |
-3.86% |
-3.53% |
-3.19% |
-2.86% |
-2.52% |
-2.19% |
-1.85% |
-1.52% |
-1.18% |
-0.84% |
-0.51% |
-0.17% |
| Value2 |
5,277 |
4,351 |
3,554 |
3,100 |
2,667 |
2,265 |
1,899 |
1,572 |
1,285 |
1,038 |
828 |
652 |
508 |
391 |
297 |
223 |
165 |
121 |
88 |
63 |
| Risk3 |
22.90 |
22.44 |
22.00 |
20.84 |
19.70 |
18.57 |
17.46 |
16.36 |
15.27 |
14.20 |
13.13 |
12.07 |
11.03 |
9.99 |
8.97 |
7.95 |
6.96 |
5.99 |
5.05 |
4.19 |
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IFA
Indexes* |
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Other
Indexes |
Sim.
S&P 500 |
Dow
30 |
Nasdaq |
YTD
Return %1 |
-9.80% |
-7.57% |
-8.97% |
-5.43% |
-4.78% |
-4.46% |
-5.22% |
-6.86% |
-4.22% |
-9.21% |
-5.03% |
1.54% |
0.49% |
1.21% |
0.39% |
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YTD
Return % |
-5.03% |
-4.98% |
-6.31% |
| Value2 |
87,191 |
61,343 |
38,547 |
27,196 |
16,422 |
15,612 |
4,046 |
4,043 |
2,722 |
2,064 |
1,422 |
54 |
46 |
54 |
27 |
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Value |
1,449 |
9,908 |
2,126 |
| Risk3 |
26.90 |
25.00 |
24.35 |
25.56 |
23.90 |
26.13 |
24.99 |
24.84 |
22.85 |
23.03 |
19.32 |
3.66 |
3.06 |
3.66 |
1.54 |
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| *Legend for IFA Indexes: |
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Emerging Markets Value |
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Emerging Small Cap |
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Emerging Markets |
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Int'l Small Cap Value |
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Int'l Small Company |
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US Small Cap Value |
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US Small Company |
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Global Real Estate Securities |
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US Large Value |
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International Value |
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US Large Co. Sim. S&P 500 |
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5 Yr Global Fixed Income |
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2 Yr Global Fixed Income |
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5 Yr Gov't Fixed Income |
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1 Yr Fixed Income |
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1When IFA Indexes are shown in Index Portfolios, all returns data reflects a deduction of 0.9% annual investment advisory fee, which is the maximum IFA fee. Your fee may be less depending on assets under management at IFA. Unless indicated otherwise, data shown for each individual IFA Index is shown without a deduction of the IFA advisory fee. It is important to understand that the assumption of annual rebalancing has an impact on the monthly returns reported for the IFA index portfolios in both this Table, Table 11.9 and in the Index Calculator. The reason for this difference is that with annual rebalancing, the monthly returns are calculated by applying the asset class percentages to the year-to-date returns as of the beginning and the end of the month, unlike monthly rebalancing which assumes that the portfolio is perfectly in balance at the beginning of the month. See ifabt.com.
2Index Value based on starting value of one, as of Jan 1, 1928. Source: ifabt.com, dfaus.com. & yahoo.com
3The risk measure is calculated as the annualized standard deviation of monthly returns for 82 years from 1/1/1928 to 12/31/2009. (See Index Calculator)
2008 Year End Data | 2009 Year End Data
| Click
buttons for definitions. |
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Figure 5
(Chart Link)
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