FRED Graph Observations

Federal Reserve Economic Data

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Economic Research Division
Federal Reserve Bank of St. Louis

DGS10 10-Year Treasury Constant Maturity Rate, Percent, Monthly, Not Seasonally Adjusted
WILL5000IND Wilshire 5000 Total Market Index, Index, Monthly, Not Seasonally Adjusted

Frequency: Monthly
observation_date DGS10 DGS10 returns DGS10 returns +1
1982-01-01 14.14 14.14%
1982-02-01 14.03 14.03% 114.03%
1982-03-01 14.18 14.18% 114.18%
1982-04-01 13.87 13.87% 113.87%
1982-05-01 13.71 13.71% 113.71%
1982-06-01 14.44 14.44% 114.44%
1982-07-01 13.68 13.68% 113.68%
1982-08-01 12.81 12.81% 112.81%
1982-09-01 11.73 11.73% 111.73%
1982-10-01 10.71 10.71% 110.71%
1982-11-01 10.79 10.79% 110.79%
1982-12-01 10.36 10.36% 110.36%
1983-01-01 10.80 10.80% 110.80%
1983-02-01 10.27 10.27% 110.27%
1983-03-01 10.62 10.62% 110.62%
1983-04-01 10.27 10.27% 110.27%
1983-05-01 10.81 10.81% 110.81%
1983-06-01 10.96 10.96% 110.96%
1983-07-01 11.76 11.76% 111.76%
1983-08-01 11.98 11.98% 111.98%
1983-09-01 11.44 11.44% 111.44%
1983-10-01 11.74 11.74% 111.74%
1983-11-01 11.63 11.63% 111.63%
1983-12-01 11.82 11.82% 111.82%
1984-01-01 11.67 11.67% 111.67%
1984-02-01 12.04 12.04% 112.04%
1984-03-01 12.53 12.53% 112.53%
1984-04-01 12.82 12.82% 112.82%
1984-05-01 13.91 13.91% 113.91%
1984-06-01 13.84 13.84% 113.84%
1984-07-01 12.91 12.91% 112.91%
1984-08-01 12.79 12.79% 112.79%
1984-09-01 12.47 12.47% 112.47%
1984-10-01 11.79 11.79% 111.79%
1984-11-01 11.58 11.58% 111.58%
1984-12-01 11.55 11.55% 111.55%
1985-01-01 11.17 11.17% 111.17%
1985-02-01 11.91 11.91% 111.91%
1985-03-01 11.65 11.65% 111.65%
1985-04-01 11.41 11.41% 111.41%
1985-05-01 10.28 10.28% 110.28%
1985-06-01 10.25 10.25% 110.25%
1985-07-01 10.57 10.57% 110.57%
1985-08-01 10.28 10.28% 110.28%
1985-09-01 10.31 10.31% 110.31%
1985-10-01 10.01 10.01% 110.01%
1985-11-01 9.59 9.59% 109.59%
1985-12-01 9.00 9.00% 109.00%
1986-01-01 9.08 9.08% 109.08%
1986-02-01 8.13 8.13% 108.13%
1986-03-01 7.39 7.39% 107.39%
1986-04-01 7.38 7.38% 107.38%
1986-05-01 8.05 8.05% 108.05%
1986-06-01 7.35 7.35% 107.35%
1986-07-01 7.34 7.34% 107.34%
1986-08-01 6.95 6.95% 106.95%
1986-09-01 7.45 7.45% 107.45%
1986-10-01 7.34 7.34% 107.34%
1986-11-01 7.15 7.15% 107.15%
1986-12-01 7.23 7.23% 107.23%
1987-01-01 7.18 7.18% 107.18%
1987-02-01 7.19 7.19% 107.19%
1987-03-01 7.51 7.51% 107.51%
1987-04-01 8.21 8.21% 108.21%
1987-05-01 8.49 8.49% 108.49%
1987-06-01 8.38 8.38% 108.38%
1987-07-01 8.66 8.66% 108.66%
1987-08-01 9.00 9.00% 109.00%
1987-09-01 9.63 9.63% 109.63%
1987-10-01 8.88 8.88% 108.88%
1987-11-01 8.99 8.99% 108.99%
1987-12-01 8.83 8.83% 108.83%
1988-01-01 8.26 8.26% 108.26%
1988-02-01 8.16 8.16% 108.16%
1988-03-01 8.57 8.57% 108.57%
1988-04-01 8.87 8.87% 108.87%
1988-05-01 9.20 9.20% 109.20%
1988-06-01 8.82 8.82% 108.82%
1988-07-01 9.12 9.12% 109.12%
1988-08-01 9.25 9.25% 109.25%
1988-09-01 8.87 8.87% 108.87%
1988-10-01 8.65 8.65% 108.65%
1988-11-01 9.06 9.06% 109.06%
1988-12-01 9.14 9.14% 109.14%
1989-01-01 9.01 9.01% 109.01%
1989-02-01 9.32 9.32% 109.32%
1989-03-01 9.30 9.30% 109.30%
1989-04-01 9.02 9.02% 109.02%
1989-05-01 8.60 8.60% 108.60%
1989-06-01 8.10 8.10% 108.10%
1989-07-01 7.82 7.82% 107.82%
1989-08-01 8.26 8.26% 108.26%
1989-09-01 8.31 8.31% 108.31%
1989-10-01 7.92 7.92% 107.92%
1989-11-01 7.84 7.84% 107.84%
1989-12-01 7.93 7.93% 107.93%
1990-01-01 8.43 8.43% 108.43%
1990-02-01 8.51 8.51% 108.51%
1990-03-01 8.65 8.65% 108.65%
1990-04-01 9.04 9.04% 109.04%
1990-05-01 8.60 8.60% 108.60%
1990-06-01 8.43 8.43% 108.43%
1990-07-01 8.36 8.36% 108.36%
1990-08-01 8.86 8.86% 108.86%
1990-09-01 8.82 8.82% 108.82%
1990-10-01 8.65 8.65% 108.65%
1990-11-01 8.26 8.26% 108.26%
1990-12-01 8.08 8.08% 108.08%
1991-01-01 8.03 8.03% 108.03%
1991-02-01 8.02 8.02% 108.02%
1991-03-01 8.05 8.05% 108.05%
1991-04-01 8.02 8.02% 108.02%
1991-05-01 8.06 8.06% 108.06%
1991-06-01 8.24 8.24% 108.24%
1991-07-01 8.20 8.20% 108.20%
1991-08-01 7.82 7.82% 107.82%
1991-09-01 7.47 7.47% 107.47%
1991-10-01 7.47 7.47% 107.47%
1991-11-01 7.38 7.38% 107.38%
1991-12-01 6.71 6.71% 106.71%
1992-01-01 7.31 7.31% 107.31%
1992-02-01 7.27 7.27% 107.27%
1992-03-01 7.54 7.54% 107.54%
1992-04-01 7.61 7.61% 107.61%
1992-05-01 7.33 7.33% 107.33%
1992-06-01 7.14 7.14% 107.14%
1992-07-01 6.72 6.72% 106.72%
1992-08-01 6.62 6.62% 106.62%
1992-09-01 6.37 6.37% 106.37%
1992-10-01 6.80 6.80% 106.80%
1992-11-01 6.95 6.95% 106.95%
1992-12-01 6.70 6.70% 106.70%
1993-01-01 6.39 6.39% 106.39%
1993-02-01 6.03 6.03% 106.03%
1993-03-01 6.03 6.03% 106.03%
1993-04-01 6.05 6.05% 106.05%
1993-05-01 6.16 6.16% 106.16%
1993-06-01 5.80 5.80% 105.80%
1993-07-01 5.83 5.83% 105.83%
1993-08-01 5.45 5.45% 105.45%
1993-09-01 5.40 5.40% 105.40%
1993-10-01 5.43 5.43% 105.43%
1993-11-01 5.83 5.83% 105.83%
1993-12-01 5.83 5.83% 105.83%
1994-01-01 5.70 5.70% 105.70%
1994-02-01 6.15 6.15% 106.15%
1994-03-01 6.77 6.77% 106.77%
1994-04-01 7.06 7.06% 107.06%
1994-05-01 7.17 7.17% 107.17%
1994-06-01 7.34 7.34% 107.34%
1994-07-01 7.12 7.12% 107.12%
1994-08-01 7.19 7.19% 107.19%
1994-09-01 7.62 7.62% 107.62%
1994-10-01 7.81 7.81% 107.81%
1994-11-01 7.91 7.91% 107.91%
1994-12-01 7.84 7.84% 107.84%
1995-01-01 7.60 7.60% 107.60%
1995-02-01 7.22 7.22% 107.22%
1995-03-01 7.20 7.20% 107.20%
1995-04-01 7.07 7.07% 107.07%
1995-05-01 6.30 6.30% 106.30%
1995-06-01 6.21 6.21% 106.21%
1995-07-01 6.45 6.45% 106.45%
1995-08-01 6.28 6.28% 106.28%
1995-09-01 6.17 6.17% 106.17%
1995-10-01 6.03 6.03% 106.03%
1995-11-01 5.76 5.76% 105.76%
1995-12-01 5.58 5.58% 105.58%
1996-01-01 5.60 5.60% 105.60%
1996-02-01 6.13 6.13% 106.13%
1996-03-01 6.34 6.34% 106.34%
1996-04-01 6.66 6.66% 106.66%
1996-05-01 6.85 6.85% 106.85%
1996-06-01 6.73 6.73% 106.73%
1996-07-01 6.80 6.80% 106.80%
1996-08-01 6.96 6.96% 106.96%
1996-09-01 6.72 6.72% 106.72%
1996-10-01 6.37 6.37% 106.37%
1996-11-01 6.06 6.06% 106.06%
1996-12-01 6.43 6.43% 106.43%
1997-01-01 6.53 6.53% 106.53%
1997-02-01 6.56 6.56% 106.56%
1997-03-01 6.92 6.92% 106.92%
1997-04-01 6.72 6.72% 106.72%
1997-05-01 6.67 6.67% 106.67%
1997-06-01 6.51 6.51% 106.51%
1997-07-01 6.02 6.02% 106.02%
1997-08-01 6.34 6.34% 106.34%
1997-09-01 6.12 6.12% 106.12%
1997-10-01 5.84 5.84% 105.84%
1997-11-01 5.86 5.86% 105.86%
1997-12-01 5.75 5.75% 105.75%
1998-01-01 5.53 5.53% 105.53%
1998-02-01 5.62 5.62% 105.62%
1998-03-01 5.67 5.67% 105.67%
1998-04-01 5.68 5.68% 105.68%
1998-05-01 5.56 5.56% 105.56%
1998-06-01 5.44 5.44% 105.44%
1998-07-01 5.50 5.50% 105.50%
1998-08-01 5.05 5.05% 105.05%
1998-09-01 4.44 4.44% 104.44%
1998-10-01 4.64 4.64% 104.64%
1998-11-01 4.74 4.74% 104.74%
1998-12-01 4.65 4.65% 104.65%
1999-01-01 4.66 4.66% 104.66%
1999-02-01 5.29 5.29% 105.29%
1999-03-01 5.25 5.25% 105.25%
1999-04-01 5.36 5.36% 105.36%
1999-05-01 5.64 5.64% 105.64%
1999-06-01 5.81 5.81% 105.81%
1999-07-01 5.92 5.92% 105.92%
1999-08-01 5.98 5.98% 105.98%
1999-09-01 5.90 5.90% 105.90%
1999-10-01 6.02 6.02% 106.02%
1999-11-01 6.18 6.18% 106.18%
1999-12-01 6.45 6.45% 106.45%
2000-01-01 6.68 6.68% 106.68%
2000-02-01 6.42 6.42% 106.42%
2000-03-01 6.03 6.03% 106.03%
2000-04-01 6.23 6.23% 106.23%
2000-05-01 6.29 6.29% 106.29%
2000-06-01 6.03 6.03% 106.03%
2000-07-01 6.04 6.04% 106.04%
2000-08-01 5.73 5.73% 105.73%
2000-09-01 5.80 5.80% 105.80%
2000-10-01 5.77 5.77% 105.77%
2000-11-01 5.48 5.48% 105.48%
2000-12-01 5.12 5.12% 105.12%
2001-01-01 5.19 5.19% 105.19%
2001-02-01 4.92 4.92% 104.92%
2001-03-01 4.93 4.93% 104.93%
2001-04-01 5.35 5.35% 105.35%
2001-05-01 5.43 5.43% 105.43%
2001-06-01 5.42 5.42% 105.42%
2001-07-01 5.07 5.07% 105.07%
2001-08-01 4.85 4.85% 104.85%
2001-09-01 4.60 4.60% 104.60%
2001-10-01 4.30 4.30% 104.30%
2001-11-01 4.78 4.78% 104.78%
2001-12-01 5.07 5.07% 105.07%
2002-01-01 5.07 5.07% 105.07%
2002-02-01 4.88 4.88% 104.88%
2002-03-01 5.42 5.42% 105.42%
2002-04-01 5.11 5.11% 105.11%
2002-05-01 5.08 5.08% 105.08%
2002-06-01 4.86 4.86% 104.86%
2002-07-01 4.51 4.51% 104.51%
2002-08-01 4.14 4.14% 104.14%
2002-09-01 3.63 3.63% 103.63%
2002-10-01 3.93 3.93% 103.93%
2002-11-01 4.22 4.22% 104.22%
2002-12-01 3.83 3.83% 103.83%
2003-01-01 4.00 4.00% 104.00%
2003-02-01 3.71 3.71% 103.71%
2003-03-01 3.83 3.83% 103.83%
2003-04-01 3.89 3.89% 103.89%
2003-05-01 3.37 3.37% 103.37%
2003-06-01 3.54 3.54% 103.54%
2003-07-01 4.49 4.49% 104.49%
2003-08-01 4.45 4.45% 104.45%
2003-09-01 3.96 3.96% 103.96%
2003-10-01 4.33 4.33% 104.33%
2003-11-01 4.34 4.34% 104.34%
2003-12-01 4.27 4.27% 104.27%
2004-01-01 4.16 4.16% 104.16%
2004-02-01 3.99 3.99% 103.99%
2004-03-01 3.86 3.86% 103.86%
2004-04-01 4.53 4.53% 104.53%
2004-05-01 4.66 4.66% 104.66%
2004-06-01 4.62 4.62% 104.62%
2004-07-01 4.50 4.50% 104.50%
2004-08-01 4.13 4.13% 104.13%
2004-09-01 4.14 4.14% 104.14%
2004-10-01 4.05 4.05% 104.05%
2004-11-01 4.36 4.36% 104.36%
2004-12-01 4.24 4.24% 104.24%
2005-01-01 4.14 4.14% 104.14%
2005-02-01 4.36 4.36% 104.36%
2005-03-01 4.50 4.50% 104.50%
2005-04-01 4.21 4.21% 104.21%
2005-05-01 4.00 4.00% 104.00%
2005-06-01 3.94 3.94% 103.94%
2005-07-01 4.28 4.28% 104.28%
2005-08-01 4.02 4.02% 104.02%
2005-09-01 4.34 4.34% 104.34%
2005-10-01 4.57 4.57% 104.57%
2005-11-01 4.49 4.49% 104.49%
2005-12-01 4.39 4.39% 104.39%
2006-01-01 4.53 4.53% 104.53%
2006-02-01 4.55 4.55% 104.55%
2006-03-01 4.86 4.86% 104.86%
2006-04-01 5.07 5.07% 105.07%
2006-05-01 5.12 5.12% 105.12%
2006-06-01 5.15 5.15% 105.15%
2006-07-01 4.99 4.99% 104.99%
2006-08-01 4.74 4.74% 104.74%
2006-09-01 4.64 4.64% 104.64%
2006-10-01 4.61 4.61% 104.61%
2006-11-01 4.46 4.46% 104.46%
2006-12-01 4.71 4.71% 104.71%
2007-01-01 4.83 4.83% 104.83%
2007-02-01 4.56 4.56% 104.56%
2007-03-01 4.65 4.65% 104.65%
2007-04-01 4.63 4.63% 104.63%
2007-05-01 4.90 4.90% 104.90%
2007-06-01 5.03 5.03% 105.03%
2007-07-01 4.78 4.78% 104.78%
2007-08-01 4.54 4.54% 104.54%
2007-09-01 4.59 4.59% 104.59%
2007-10-01 4.48 4.48% 104.48%
2007-11-01 3.97 3.97% 103.97%
2007-12-01 4.04 4.04% 104.04%
2008-01-01 3.67 3.67% 103.67%
2008-02-01 3.53 3.53% 103.53%
2008-03-01 3.45 3.45% 103.45%
2008-04-01 3.77 3.77% 103.77%
2008-05-01 4.06 4.06% 104.06%
2008-06-01 3.99 3.99% 103.99%
2008-07-01 3.99 3.99% 103.99%
2008-08-01 3.83 3.83% 103.83%
2008-09-01 3.85 3.85% 103.85%
2008-10-01 4.01 4.01% 104.01%
2008-11-01 2.93 2.93% 102.93%
2008-12-01 2.25 2.25% 102.25%
2009-01-01 2.87 2.87% 102.87%
2009-02-01 3.02 3.02% 103.02%
2009-03-01 2.71 2.71% 102.71%
2009-04-01 3.16 3.16% 103.16%
2009-05-01 3.47 3.47% 103.47%
2009-06-01 3.53 3.53% 103.53%
2009-07-01 3.52 3.52% 103.52%
2009-08-01 3.40 3.40% 103.40%
2009-09-01 3.31 3.31% 103.31%
2009-10-01 3.41 3.41% 103.41%
2009-11-01 3.21 3.21% 103.21%
2009-12-01 3.85 3.85% 103.85%
2010-01-01 3.63 3.63% 103.63%
2010-02-01 3.61 3.61% 103.61%
2010-03-01 3.84 3.84% 103.84%
2010-04-01 3.69 3.69% 103.69%
2010-05-01 3.31 3.31% 103.31%
2010-06-01 2.97 2.97% 102.97%
2010-07-01 2.94 2.94% 102.94%
2010-08-01 2.47 2.47% 102.47%
2010-09-01 2.53 2.53% 102.53%
2010-10-01 2.63 2.63% 102.63%
2010-11-01 2.81 2.81% 102.81%
2010-12-01 3.30 3.30% 103.30%
2011-01-01 3.42 3.42% 103.42%
2011-02-01 3.42 3.42% 103.42%
2011-03-01 3.47 3.47% 103.47%
2011-04-01 3.32 3.32% 103.32%
2011-05-01 3.05 3.05% 103.05%
2011-06-01 3.18 3.18% 103.18%
2011-07-01 2.82 2.82% 102.82%
2011-08-01 2.23 2.23% 102.23%
2011-09-01 1.92 1.92% 101.92%
2011-10-01 2.17 2.17% 102.17%
2011-11-01 2.08 2.08% 102.08%
2011-12-01 1.89 1.89% 101.89%
2012-01-01 1.83 1.83% 101.83%
2012-02-01 1.98 1.98% 101.98%
2012-03-01 2.23 2.23% 102.23%
2012-04-01 1.95 1.95% 101.95%
2012-05-01 1.59 1.59% 101.59%
2012-06-01 1.67 1.67% 101.67%
2012-07-01 1.51 1.51% 101.51%
2012-08-01 1.57 1.57% 101.57%
2012-09-01 1.65 1.65% 101.65%
2012-10-01 1.72 1.72% 101.72%
2012-11-01 1.62 1.62% 101.62%
2012-12-01 1.78 1.78% 101.78%
2013-01-01 2.02 2.02% 102.02%
2013-02-01 1.89 1.89% 101.89%
2013-03-01 1.87 1.87% 101.87%
2013-04-01 1.70 1.70% 101.70%
2013-05-01 2.16 2.16% 102.16%
2013-06-01 2.52 2.52% 102.52%
2013-07-01 2.60 2.60% 102.60%
2013-08-01 2.78 2.78% 102.78%
2013-09-01 2.64 2.64% 102.64%
2013-10-01 2.57 2.57% 102.57%
2013-11-01 2.75 2.75% 102.75%
2013-12-01 3.04 3.04% 103.04%
2014-01-01 2.67 2.67% 102.67%
2014-02-01 2.66 2.66% 102.66%
2014-03-01 2.73 2.73% 102.73%
2014-04-01 2.67 2.67% 102.67%
2014-05-01 2.48 2.48% 102.48%
2014-06-01 2.53 2.53% 102.53%
2014-07-01 2.58 2.58% 102.58%
2014-08-01 2.35 2.35% 102.35%
2014-09-01 2.52 2.52% 102.52%
2014-10-01 2.35 2.35% 102.35%
2014-11-01 2.18 2.18% 102.18%
2014-12-01 2.17 2.17% 102.17%
2015-01-01 1.68 1.68% 101.68%
2015-02-01 2.00 2.00% 102.00%
2015-03-01 1.94 1.94% 101.94%
2015-04-01 2.05 2.05% 102.05%
2015-05-01 2.12 2.12% 102.12%
2015-06-01 2.35 2.35% 102.35%
2015-07-01 2.20 2.20% 102.20%
2015-08-01 2.21 2.21% 102.21%
2015-09-01 2.06 2.06% 102.06%
2015-10-01 2.16 2.16% 102.16%
2015-11-01 2.21 2.21% 102.21%
2015-12-01 2.27 2.27% 102.27%
2016-01-01 1.94 1.94% 101.94%
2016-02-01 1.74 1.74% 101.74%
2016-03-01 1.78 1.78% 101.78%
2016-04-01 1.83 1.83% 101.83%
2016-05-01 1.84 1.84% 101.84%
2016-06-01 1.49 1.49% 101.49%
2016-07-01 1.46 1.46% 101.46%
2016-08-01 1.58 1.58% 101.58%
2016-09-01 1.60 1.60% 101.60%
2016-10-01 1.84 1.84% 101.84%
2016-11-01 2.37 2.37% 102.37%
2016-12-01 2.45 2.45% 102.45%
2017-01-01 2.45 2.45% 102.45%
2017-02-01 2.36 2.36% 102.36%
2017-03-01 2.40 2.40% 102.40%
2017-04-01 2.29 2.29% 102.29%
2017-05-01 2.21 2.21% 102.21%
2017-06-01 2.31 2.31% 102.31%
2017-07-01 2.30 2.30% 102.30%
2017-08-01 2.12 2.12% 102.12%
2017-09-01 2.33 2.33% 102.33%
2017-10-01 2.38 2.38% 102.38%
2017-11-01 2.42 2.42% 102.42%
2017-12-01 2.40 2.40% 102.40%
2018-01-01 2.72 2.72% 102.72%
2018-02-01 2.87 2.87% 102.87%
2018-03-01 2.74 2.74% 102.74%
2018-04-01 2.95 2.95% 102.95%
2018-05-01 2.83 2.83% 102.83%
2018-06-01 2.85 2.85% 102.85%
2018-07-01 2.96 2.96% 102.96%
2018-08-01 2.86 2.86% 102.86%
2018-09-01 3.05 3.05% 103.05%
2018-10-01 3.15 3.15% 103.15%
2018-11-01 3.01 3.01% 103.01%
2018-12-01 2.69 2.69% 102.69%
2019-01-01 2.63 2.63% 102.63%
2019-02-01 2.73 2.73% 102.73%
2019-03-01 2.41 2.41% 102.41%
2019-04-01 2.51 2.51% 102.51%
2019-05-01 2.14 2.14% 102.14%
2019-06-01 2.00 2.00% 102.00%
2019-07-01 2.02 2.02% 102.02%
2019-08-01 1.50 1.50% 101.50%
2019-09-01 1.68 1.68% 101.68%
2019-10-01 1.69 1.69% 101.69%
2019-11-01 1.78 1.78% 101.78%
2019-12-01 1.92 1.92% 101.92%
2020-01-01 1.51 1.51% 101.51%
2020-02-01 1.13 1.13% 101.13%
2020-03-01 0.70 0.70% 100.70%
2020-04-01 0.64 0.64% 100.64%
2020-05-01 0.65 0.65% 100.65%
2020-06-01 0.66 0.66% 100.66%
2020-07-01 0.55 0.55% 100.55%
2020-08-01 0.72 0.72% 100.72%
2020-09-01 0.69 0.69% 100.69%
2020-10-01 0.88 0.88% 100.88%
2020-11-01 0.84 0.84% 100.84%
2020-12-01 0.93 0.93% 100.93%
2021-01-01 1.11 1.11% 101.11%
2021-02-01 1.44 1.44% 101.44%
2021-03-01 1.74 1.74% 101.74%
2021-04-01 1.65 1.65% 101.65%
2021-05-01 1.58 1.58% 101.58%
2021-06-01 1.45 1.45% 101.45%
2021-07-01 1.24 1.24% 101.24%
2021-08-01 1.30 1.30% 101.30%
2021-09-01 1.48 1.48% 101.48%
Seasonally Adjusted i ) Compute the annual a
returns during the whole

WILL5000IND WILL5000IND returns WILL5000IND returns +1

2.37
2.24 -5.49% 94.51%
2.22 -0.89% 99.11%
2.31 4.05% 104.05%
2.25 -2.60% 97.40%
2.19 -2.67% 97.33%
2.15 -1.83% 98.17%
2.40 11.63% 111.63%
2.44 1.67% 101.67% ii ) Plot the probability
2.73 11.89% 111.89% Calculate the 10th perce
2.86 4.76% 104.76%
2.90 1.40% 101.40%
3.02 4.14% 104.14%
3.11 2.98% 102.98%
3.23 3.86% 103.86%
3.47 7.43% 107.43%
3.51 1.15% 101.15%
3.65 3.99% 103.99%
3.54 -3.01% 96.99%
3.56 0.56% 100.56%
3.62 1.69% 101.69%
3.52 -2.76% 97.24%
3.62 2.84% 102.84%
3.58 -1.10% 98.90%
3.52 -1.68% 98.32%
3.38 -3.98% 96.02%
3.43 1.48% 101.48%
3.44 0.29% 100.29%
3.25 -5.52% 94.48%
3.33 2.46% 102.46%
3.27 -1.80% 98.20%
3.64 11.31% 111.31%
3.64 0.00% 100.00%
3.64 0.00% 100.00%
3.60 -1.10% 98.90%
3.69 2.50% 102.50%
4.01 8.67% 108.67%
4.07 1.50% 101.50%
4.07 0.00% 100.00%
4.06 -0.25% 99.75%
4.29 5.67% 105.67%
4.37 1.86% 101.86%
4.37 0.00% 100.00%
4.36 -0.23% 99.77%
4.19 -3.90% 96.10%
4.37 4.30% 104.30%
4.67 6.86% 106.86%
4.89 4.71% 104.71%
4.94 1.02% 101.02%
5.30 7.29% 107.29%
5.59 5.47% 105.47%
5.55 -0.72% 99.28%
5.83 5.05% 105.05%
5.91 1.37% 101.37%
5.56 -5.92% 94.08%
5.93 6.65% 106.65%
5.46 -7.93% 92.07%
5.73 4.95% 104.95%
5.82 1.57% 101.57%
5.67 -2.58% 97.42%
6.40 12.87% 112.87%
6.71 4.84% 104.84%
6.87 2.38% 102.38%
6.76 -1.60% 98.40%
6.80 0.59% 100.59%
7.10 4.41% 104.41%
7.42 4.51% 104.51%
7.70 3.77% 103.77%
7.54 -2.08% 97.92%
5.82 -22.81% 77.19% iii ) Compute the 5-numb
5.41 -7.04% 92.96%
tell you about the dynam
- > because yield values a
5.80 7.21% 107.21% returns
6.05 4.31% 104.31%
6.37 5.29% 105.29%
6.27 -1.57% 98.43%
6.34 1.12% 101.12%
6.35 0.16% 100.16%
6.68 5.20% 105.20%
6.63 -0.75% 99.25%
6.44 -2.87% 97.13%
6.69 3.88% 103.88%
6.82 1.94% 101.94%
6.70 -1.76% 98.24%
6.84 2.09% 102.09% iii ) For both series, find
parameter p in a Binomi
7.31 6.87% 106.87% months in a year using t
7.19 -1.64% 98.36%
- find all returns > 0 with
X~B(n;P)
1 - (P X < 8)P = ( X > 8)

Answer 9,35% (DGS10)

 iii ) For both series, find
parameter p in a Binomi
months in a year using t

7.35 2.23% 102.23% - find all returns > 0 with

7.71 4.90% 104.90% X~B(n;P)
8.03 4.15% 104.15% 1 - (P X < 8)P = ( X > 8)
7.98 -0.62% 99.38%
Answer 9,35% (DGS10)
8.61 7.89% 107.89%
8.80 2.21% 102.21%
8.79 -0.11% 99.89%
8.53 -2.96% 97.04%
8.68 1.76% 101.76%
8.84 1.84% 101.84%
8.19 -7.35% 92.65%
8.32 1.59% 101.59%
8.53 2.52% 102.52%
8.28 -2.93% 97.07%
9.04 9.18% 109.18%
9.00 -0.44% 99.56%
8.91 -1.00% 99.00%
8.07 -9.43% 90.57%
7.63 -5.45% 94.55%
7.53 -1.31% 98.69%
8.04 6.77% 106.77%
8.29 3.11% 103.11%
8.70 4.95% 104.95%
9.37 7.70% 107.70%
9.66 3.09% 103.09%
9.69 0.31% 100.31%
10.08 4.02% 104.02%
9.63 -4.46% 95.54%
10.08 4.67% 104.67%
10.36 2.78% 102.78%
10.24 -1.16% 98.84%
10.43 1.86% 101.86%
10.03 -3.84% 96.16%
11.13 10.97% 110.97%
11.11 -0.18% 99.82%
11.26 1.35% 101.35%
10.98 -2.49% 97.51%
11.13 1.37% 101.37%
11.20 0.63% 100.63%
10.97 -2.05% 97.95%
11.41 4.01% 104.01%
11.17 -2.10% 97.90%
11.31 1.25% 101.25%
11.44 1.15% 101.15%
11.92 4.20% 104.20%
12.13 1.76% 101.76%
12.28 1.24% 101.24%
12.33 0.41% 100.41%
12.64 2.51% 102.51%
12.30 -2.69% 97.31%
12.68 3.09% 103.09%
12.74 0.47% 100.47%
12.74 0.00% 100.00%
13.23 3.85% 103.85%
13.26 0.23% 100.23%
13.48 1.66% 101.66%
13.26 -1.63% 98.37%
13.50 1.81% 101.81%
13.92 3.11% 103.11%
13.61 -2.23% 97.77%
12.99 -4.56% 95.44%
13.12 1.00% 101.00%
13.25 0.99% 100.99%
12.89 -2.72% 97.28%
13.27 2.95% 102.95%
13.86 4.45% 104.45%
13.59 -1.95% 98.05%
13.81 1.62% 101.62%
13.31 -3.62% 96.38%
13.49 1.35% 101.35%
13.78 2.15% 102.15%
14.33 3.99% 103.99%
14.71 2.65% 102.65%
15.07 2.45% 102.45%
15.58 3.38% 103.38%
16.08 3.21% 103.21%
16.74 4.10% 104.10%
16.90 0.96% 100.96%
17.55 3.85% 103.85%
17.37 -1.03% 98.97%
18.11 4.26% 104.26%
18.40 1.60% 101.60%
18.90 2.72% 102.72%
19.23 1.75% 101.75%
19.44 1.09% 101.09%
19.92 2.47% 102.47%
20.46 2.71% 102.71%
20.29 -0.83% 99.17%
19.20 -5.37% 94.63%
19.81 3.18% 103.18%
20.87 5.35% 105.35%
21.16 1.39% 101.39%
22.56 6.62% 106.62%
22.31 -1.11% 98.89%
23.50 5.33% 105.33%
23.49 -0.04% 99.96%
22.45 -4.43% 95.57%
23.43 4.37% 104.37%
25.09 7.08% 107.08%
26.24 4.58% 104.58%
28.26 7.70% 107.70%
27.20 -3.75% 96.25%
28.80 5.88% 105.88%
27.85 -3.30% 96.70%
28.76 3.27% 103.27%
29.29 1.84% 101.84%
29.45 0.55% 100.55%
31.59 7.27% 107.27%
33.17 5.00% 105.00%
33.57 1.21% 101.21%
32.67 -2.68% 97.32%
33.82 3.52% 103.52%
33.08 -2.19% 97.81%
27.93 -15.57% 84.43%
29.75 6.52% 106.52%
31.96 7.43% 107.43%
33.98 6.32% 106.32%
36.15 6.39% 106.39%
37.48 3.68% 103.68%
36.12 -3.63% 96.37%
37.52 3.88% 103.88%
39.31 4.77% 104.77%
38.45 -2.19% 97.81%
40.44 5.18% 105.18%
39.15 -3.19% 96.81%
38.78 -0.95% 99.05%
37.77 -2.60% 97.40%
40.17 6.35% 106.35%
41.52 3.36% 103.36%
44.67 7.59% 107.59%
42.81 -4.16% 95.84%
43.77 2.24% 102.24%
46.37 5.94% 105.94%
43.96 -5.20% 94.80%
42.42 -3.50% 96.50%
44.29 4.41% 104.41%
43.39 -2.03% 97.97%
46.54 7.26% 107.26%
44.37 -4.66% 95.34%
43.42 -2.14% 97.86%
39.10 -9.95% 90.05%
39.80 1.79% 101.79%
41.33 3.84% 103.84%
37.41 -9.48% 90.52%
34.89 -6.74% 93.26%
37.76 8.23% 108.23%
38.14 1.01% 101.01%
37.50 -1.68% 98.32%
36.88 -1.65% 98.35%
34.65 -6.05% 93.95%
31.53 -9.00% 91.00%
32.34 2.57% 102.57%
34.81 7.64% 107.64%
35.43 1.78% 101.78%
34.99 -1.24% 98.76%
34.27 -2.06% 97.94%
35.77 4.38% 104.38%
34.03 -4.86% 95.14%
33.63 -1.18% 98.82%
31.26 -7.05% 92.95%
28.74 -8.06% 91.94%
28.91 0.59% 100.59%
26.01 -10.03% 89.97%
28.00 7.65% 107.65%
29.69 6.04% 106.04%
28.04 -5.56% 94.44%
27.34 -2.50% 97.50%
26.87 -1.72% 98.28%
27.18 1.15% 101.15%
29.41 8.20% 108.20%
31.20 6.09% 106.09%
31.66 1.47% 101.47%
32.43 2.43% 102.43%
33.20 2.37% 102.37%
32.84 -1.08% 98.92%
34.84 6.09% 106.09%
35.33 1.41% 101.41%
36.92 4.50% 104.50%
37.74 2.22% 102.22%
38.29 1.46% 101.46%
37.88 -1.07% 98.93%
37.07 -2.14% 97.86%
37.58 1.38% 101.38%
38.39 2.16% 102.16%
36.96 -3.72% 96.28%
37.08 0.32% 100.32%
37.68 1.62% 101.62%
38.29 1.62% 101.62%
40.08 4.67% 104.67%
41.52 3.59% 103.59%
40.43 -2.63% 97.37%
41.32 2.20% 102.20%
40.60 -1.74% 98.26%
39.70 -2.22% 97.78%
41.21 3.80% 103.80%
41.54 0.80% 100.80%
43.26 4.14% 104.14%
42.87 -0.90% 99.10%
43.21 0.79% 100.79%
42.42 -1.83% 98.17%
44.11 3.98% 103.98%
44.17 0.14% 100.14%
45.74 3.55% 103.55%
45.73 -0.02% 99.98%
46.57 1.84% 101.84%
47.09 1.12% 101.12%
45.58 -3.21% 96.79%
45.66 0.18% 100.18%
45.61 -0.11% 99.89%
46.68 2.35% 102.35%
47.70 2.19% 102.19%
49.43 3.63% 103.63%
50.55 2.27% 102.27%
51.14 1.17% 101.17%
52.11 1.90% 101.90%
51.29 -1.57% 98.43%
51.85 1.09% 101.09%
53.93 4.01% 104.01%
55.90 3.65% 103.65%
55.00 -1.61% 98.39%
53.13 -3.40% 96.60%
53.87 1.39% 101.39%
55.81 3.60% 103.60%
56.87 1.90% 101.90%
54.34 -4.45% 95.55%
54.01 -0.61% 99.39%
50.74 -6.05% 93.95%
49.21 -3.02% 96.98%
48.87 -0.69% 99.31%
51.30 4.97% 104.97%
52.37 2.09% 102.09%
48.11 -8.13% 91.87%
47.70 -0.85% 99.15%
48.44 1.55% 101.55%
43.94 -9.29% 90.71%
36.22 -17.57% 82.43%
33.32 -8.01% 91.99%
33.90 1.74% 101.74%
31.13 -8.17% 91.83%
27.89 -10.41% 89.59%
30.32 8.71% 108.71%
33.51 10.52% 110.52%
35.28 5.28% 105.28%
35.41 0.37% 100.37%
38.14 7.71% 107.71%
39.51 3.59% 103.59%
41.11 4.05% 104.05%
40.10 -2.46% 97.54%
42.35 5.61% 105.61%
43.49 2.69% 102.69%
42.00 -3.43% 96.57%
43.41 3.36% 103.36%
46.12 6.24% 106.24%
47.09 2.10% 102.10%
43.36 -7.92% 92.08%
40.96 -5.54% 94.46%
43.81 6.96% 106.96%
41.78 -4.63% 95.37%
45.67 9.31% 109.31%
47.44 3.88% 103.88%
47.69 0.53% 100.53%
50.96 6.86% 106.86%
52.05 2.14% 102.14%
53.91 3.57% 103.57%
54.11 0.37% 100.37%
55.68 2.90% 102.90%
55.03 -1.17% 98.83%
54.06 -1.76% 98.24%
52.89 -2.16% 97.84%
49.74 -5.96% 94.04%
45.93 -7.66% 92.34%
51.16 11.39% 111.39%
50.99 -0.33% 99.67%
51.46 0.92% 100.92%
53.99 4.92% 104.92%
56.28 4.24% 104.24%
58.02 3.09% 103.09%
57.61 -0.71% 99.29%
54.07 -6.14% 93.86%
56.20 3.94% 103.94%
56.79 1.05% 101.05%
58.16 2.41% 102.41%
59.66 2.58% 102.58%
58.62 -1.74% 98.26%
59.01 0.67% 100.67%
59.72 1.20% 101.20%
62.95 5.41% 105.41%
63.77 1.30% 101.30%
66.23 3.86% 103.86%
67.39 1.75% 101.75%
68.94 2.30% 102.30%
68.06 -1.28% 98.72%
71.76 5.44% 105.44%
69.69 -2.88% 97.12%
 72.17 3.56% 103.56%
75.28 4.31% 104.31%
77.46 2.90% 102.90%
79.46 2.58% 102.58%
76.96 -3.15% 96.85%
80.52 4.63% 104.63%
81.08 0.70% 100.70%
81.22 0.17% 100.17%
83.00 2.19% 102.19%
85.03 2.45% 102.45%
83.45 -1.86% 98.14%
86.85 4.07% 104.07%
85.09 -2.03% 97.97%
87.44 2.76% 102.76%
89.61 2.48% 102.48%
89.56 -0.06% 99.94%
87.08 -2.77% 97.23%
92.04 5.70% 105.70%
91.00 -1.13% 98.87%
91.50 0.55% 100.55%
92.68 1.29% 101.29%
91.06 -1.75% 98.25%
92.64 1.74% 101.74%
87.13 -5.95% 94.05%
84.76 -2.72% 97.28%
91.55 8.01% 108.01%
91.97 0.46% 100.46%
90.16 -1.97% 98.03%
85.24 -5.46% 94.54%
85.20 -0.05% 99.95%
91.22 7.07% 107.07%
91.80 0.64% 100.64%
93.46 1.81% 101.81%
93.75 0.31% 100.31%
97.43 3.93% 103.93%
97.68 0.26% 100.26%
97.77 0.09% 100.09%
95.79 -2.03% 97.97%
100.15 4.55% 104.55%
102.21 2.06% 102.06%
104.03 1.78% 101.78%
107.90 3.72% 103.72%
107.95 0.05% 100.05%
109.08 1.05% 101.05%
110.18 1.01% 101.01%
111.14 0.87% 100.87%
113.23 1.88% 101.88%
113.50 0.24% 100.24%
116.24 2.41% 102.41%
118.74 2.15% 102.15%
122.35 3.04% 103.04%
123.67 1.08% 101.08%
130.16 5.25% 105.25%
125.36 -3.69% 96.31%
122.73 -2.10% 97.90%
123.21 0.39% 100.39%
126.60 2.75% 102.75%
127.43 0.66% 100.66%
131.85 3.47% 103.47%
136.47 3.50% 103.50%
136.69 0.16% 100.16%
126.72 -7.29% 92.71%
129.17 1.93% 101.93%
117.16 -9.30% 90.70%
127.29 8.65% 108.65%
131.71 3.47% 103.47%
133.69 1.50% 101.50%
139.04 4.00% 104.00%
129.97 -6.52% 93.48%
139.02 6.96% 106.96%
141.09 1.49% 101.49%
138.20 -2.05% 97.95%
140.72 1.82% 101.82%
143.80 2.19% 102.19%
149.13 3.71% 103.71%
153.50 2.93% 102.93%
153.51 0.01% 100.01%
140.93 -8.19% 91.81%
121.73 -13.62% 86.38%
137.87 13.26% 113.26%
145.04 5.20% 105.20%
148.44 2.34% 102.34%
156.84 5.66% 105.66%
168.31 7.31% 107.31%
162.00 -3.75% 96.25%
158.44 -2.20% 97.80%
177.50 12.03% 112.03%
185.45 4.48% 104.48%
184.84 -0.33% 99.67%
190.48 3.05% 103.05%
197.48 3.67% 103.67%
207.91 5.28% 105.28%
208.87 0.46% 100.46%
214.11 2.51% 102.51%
217.95 1.79% 101.79%
224.37 2.95% 102.95%
216.61 -3.46% 96.54%
i ) Compute the annual arithmetic and geometric means as well as the standard deviation of the
returns during the whole period.

DGS10 WILL5000IND
Annual artithmatic mean 65.48% 12.62%
Annual geometric mean 87.86% 12.06%
St dev during the whole period 3.08% 4.41%
St dev anualized 10.66%
monthly artithmatic mean 5.46% 1.05%
monthly geometric mean 5.39% 0.95%

ii ) Plot the probability distribution of the two returns series.

Calculate the 10th percentile for both series.

DGS10 WILL5000IND
Min 0.55% -22.81%
Max 14.44% 13.26%

DGS10 DGS10 DGS10

Bins Count %
-14% 0 -0.03%
-12% 0 0.00%
-10% 0 0.00%
-8% 0 0.00%
-6% 0 0.00%
-4% 0 0.00%
-2% 0 0.00%
0% 0 0.00%
2% 56 11.74%
4% 122 25.58%
6% 111 23.27%
8% 89 18.66%
10% 53 11.11%
12% 30 6.29%
14% 12 2.52%
4

Chart Title
30.00%

25.00%
 Chart Title
30.00%

25.00%

20.00%

15.00%

10.00%

5.00%

0.00%
-14% -12% -10% -8% -6% -4% -2% 0% 2% 4% 6% 8% 10% 12% 14%

-5.00%

Calculate the 10th percentile for both series.

0.9
DGS10 WILL5000IND
Mean 65.48% 12.62%
SD 3.08% 4.41%
10th percentile 1.91% -4.07%

iii ) Compute the 5-number summary of the 10-year bond yield changes. What does this summary
tell you about the dynamics of these bonds ? Why are the same statistics on the yield irrelevant?
- > because yield values are already the returns, so your are calculating the % change of the
returns

5 Number Summary DGS10 WILL5000IND

MIN 0.55% -22.81%
Q1 2.83% -1.62%
Median 4.93% 1.49%
Q3 7.34% 3.85%
Max 14.44% 13.26%

iii ) For both series, find the probability of the event “monthly positive return”. Use it as the
parameter p in a Binomial distribution. What is the probability of having more than 8 positive
months in a year using this Binomial distribution?

- find all returns > 0 with countif function

X~B(n;P)
1 - (P X < 8)P = ( X > 8)

Answer 9,35% (DGS10)

iii ) For both series, find the probability of the event “monthly positive return”. Use it as the
parameter p in a Binomial distribution. What is the probability of having more than 8 positive
months in a year using this Binomial distribution?
- find all returns > 0 with countif function
X~B(n;P)
1 - (P X < 8)P = ( X > 8)
Answer 9,35% (DGS10)

DGS10 WILL5000IND
Total Count of returns 477 476
Total postive returns 477 311
Probability of positive returns 100% 65%

DGS10 DGS10
Bins pmf (X < x ) cdf (X <=x)
1 0.00% 0.000%
2 0.00% 0.000%
3 0.00% 0.000%
4 0.00% 0.000%
5 0.00% 0.000%
6 0.00% 0.000%
7 0.00% 0.000%
8 0.00% 0.000%
9 0.00% 0.000%
10 0.00% 0.000%
11 0.00% 0.000%
12 100.00% 100.000%

% of having more than 8 months pos 100.00%

tion of the

WILL5000IND WILL5000IND WILL5000IND

Bins Count %
-23% 0 0.00%
-20% 1 0.21%
-17% 1 0.21%
-14% 1 0.21%
-11% 1 0.21%
-8% 13 2.73%
-5% 23 4.83%
-2% 62 13.03%
1% 102 21.43%
4% 164 34.45%
7% 75 15.76%
10% 24 5.04%
13% 8 1.68%
16% 1 0.21%
19% 0 0.00%
22% 0 0.00%
0
 WILL5000IND %
40.00%

35.00%

30.00%

25.00%

20.00%

15.00%

10.00%

5.00%

0.00%
- - - - - -8% -5% -2% 1% 4% 7% 10% 13% 16% 19% 22%
23% 20% 17% 14% 11%

s the
positive
 s the
positive

WILL5000IND WILL5000IND
pmf cdf
0.01% 0.01%
0.07% 0.08%
0.44% 0.52%
1.88% 2.40%
5.67% 8.07%
12.47% 20.54%
20.15% 40.69%
23.73% 64.42%
19.88% 84.30%
11.24% 95.54%
3.85% 99.39%
0.61% 100.00%

76.27%
FRED Graph Observations
Federal Reserve Economic Data
Link: https://fred.stlouisfed.org
Help: https://fredhelp.stlouisfed.org
Economic Research Division
Federal Reserve Bank of St. Louis

WILL5000IND Wilshire 5000 Total Market Index, Index, Monthly, Not Seasonally Adjusted
GOLDAMGBD228NLBM Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market, based in U.S. Dollars,

Frequency: Monthly
observation_date WILL5000IND WILL5000IND Returns Willy rebased
1982-01-01 2.37 100.00
1982-02-01 2.24 -5.49% 94.51 €
1982-03-01 2.22 -0.89% 93.67 €
1982-04-01 2.31 4.05% 97.47 €
1982-05-01 2.25 -2.60% 94.94 €
1982-06-01 2.19 -2.67% 92.41 €
1982-07-01 2.15 -1.83% 90.72 €
1982-08-01 2.40 11.63% 101.27 €
1982-09-01 2.44 1.67% 102.95 €
1982-10-01 2.73 11.89% 115.19 €
1982-11-01 2.86 4.76% 120.68 €
1982-12-01 2.90 1.40% 122.36 €
1983-01-01 3.02 4.14% 127.43 €
1983-02-01 3.11 2.98% 131.22 €
1983-03-01 3.23 3.86% 136.29 €
1983-04-01 3.47 7.43% 146.41 €
1983-05-01 3.51 1.15% 148.10 €
1983-06-01 3.65 3.99% 154.01 €
1983-07-01 3.54 -3.01% 149.37 €
1983-08-01 3.56 0.56% 150.21 €
1983-09-01 3.62 1.69% 152.74 €
1983-10-01 3.52 -2.76% 148.52 €
1983-11-01 3.62 2.84% 152.74 €
1983-12-01 3.58 -1.10% 151.05 €
1984-01-01 3.52 -1.68% 148.52 €
1984-02-01 3.38 -3.98% 142.62 €
1984-03-01 3.43 1.48% 144.73 €
1984-04-01 3.44 0.29% 145.15 €
1984-05-01 3.25 -5.52% 137.13 €
1984-06-01 3.33 2.46% 140.51 €
1984-07-01 3.27 -1.80% 137.97 €
1984-08-01 3.64 11.31% 153.59 €
1984-09-01 3.64 0.00% 153.59 €
1984-10-01 3.64 0.00% 153.59 €
1984-11-01 3.60 -1.10% 151.90 €
1984-12-01 3.69 2.50% 155.70 €
1985-01-01 4.01 8.67% 169.20 €
1985-02-01 4.07 1.50% 171.73 €
1985-03-01 4.07 0.00% 171.73 €
1985-04-01 4.06 -0.25% 171.31 €
1985-05-01 4.29 5.67% 181.01 €
1985-06-01 4.37 1.86% 184.39 €
1985-07-01 4.37 0.00% 184.39 €
1985-08-01 4.36 -0.23% 183.97 €
1985-09-01 4.19 -3.90% 176.79 €
1985-10-01 4.37 4.30% 184.39 €
1985-11-01 4.67 6.86% 197.05 €
1985-12-01 4.89 4.71% 206.33 €
1986-01-01 4.94 1.02% 208.44 €
1986-02-01 5.30 7.29% 223.63 €
1986-03-01 5.59 5.47% 235.86 €
1986-04-01 5.55 -0.72% 234.18 €
1986-05-01 5.83 5.05% 245.99 €
1986-06-01 5.91 1.37% 249.37 €
1986-07-01 5.56 -5.92% 234.60 €
1986-08-01 5.93 6.65% 250.21 €
1986-09-01 5.46 -7.93% 230.38 €
1986-10-01 5.73 4.95% 241.77 €
1986-11-01 5.82 1.57% 245.57 €
1986-12-01 5.67 -2.58% 239.24 €
1987-01-01 6.40 12.87% 270.04 €
1987-02-01 6.71 4.84% 283.12 €
1987-03-01 6.87 2.38% 289.87 €
1987-04-01 6.76 -1.60% 285.23 €
1987-05-01 6.80 0.59% 286.92 €
1987-06-01 7.10 4.41% 299.58 €
1987-07-01 7.42 4.51% 313.08 €
1987-08-01 7.70 3.77% 324.89 €
1987-09-01 7.54 -2.08% 318.14 €
1987-10-01 5.82 -22.81% 245.57 €
1987-11-01 5.41 -7.04% 228.27 €
1987-12-01 5.80 7.21% 244.73 €
1988-01-01 6.05 4.31% 255.27 €
1988-02-01 6.37 5.29% 268.78 €
1988-03-01 6.27 -1.57% 264.56 €
1988-04-01 6.34 1.12% 267.51 €
1988-05-01 6.35 0.16% 267.93 €
1988-06-01 6.68 5.20% 281.86 €
1988-07-01 6.63 -0.75% 279.75 €
1988-08-01 6.44 -2.87% 271.73 €
1988-09-01 6.69 3.88% 282.28 €
1988-10-01 6.82 1.94% 287.76 €
1988-11-01 6.70 -1.76% 282.70 €
1988-12-01 6.84 2.09% 288.61 €
1989-01-01 7.31 6.87% 308.44 €
1989-02-01 7.19 -1.64% 303.38 €
1989-03-01 7.35 2.23% 310.13 €
1989-04-01 7.71 4.90% 325.32 €
1989-05-01 8.03 4.15% 338.82 €
1989-06-01 7.98 -0.62% 336.71 €
1989-07-01 8.61 7.89% 363.29 €
1989-08-01 8.80 2.21% 371.31 €
1989-09-01 8.79 -0.11% 370.89 €
1989-10-01 8.53 -2.96% 359.92 €
1989-11-01 8.68 1.76% 366.24 €
1989-12-01 8.84 1.84% 373.00 €
1990-01-01 8.19 -7.35% 345.57 €
1990-02-01 8.32 1.59% 351.05 €
1990-03-01 8.53 2.52% 359.92 €
1990-04-01 8.28 -2.93% 349.37 €
1990-05-01 9.04 9.18% 381.43 €
1990-06-01 9.00 -0.44% 379.75 €
1990-07-01 8.91 -1.00% 375.95 €
1990-08-01 8.07 -9.43% 340.51 €
1990-09-01 7.63 -5.45% 321.94 €
1990-10-01 7.53 -1.31% 317.72 €
1990-11-01 8.04 6.77% 339.24 €
1990-12-01 8.29 3.11% 349.79 €
1991-01-01 8.70 4.95% 367.09 €
1991-02-01 9.37 7.70% 395.36 €
1991-03-01 9.66 3.09% 407.59 €
1991-04-01 9.69 0.31% 408.86 €
1991-05-01 10.08 4.02% 425.32 €
1991-06-01 9.63 -4.46% 406.33 €
1991-07-01 10.08 4.67% 425.32 €
1991-08-01 10.36 2.78% 437.13 €
1991-09-01 10.24 -1.16% 432.07 €
1991-10-01 10.43 1.86% 440.08 €
1991-11-01 10.03 -3.84% 423.21 €
1991-12-01 11.13 10.97% 469.62 €
1992-01-01 11.11 -0.18% 468.78 €
1992-02-01 11.26 1.35% 475.11 €
1992-03-01 10.98 -2.49% 463.29 €
1992-04-01 11.13 1.37% 469.62 €
1992-05-01 11.20 0.63% 472.57 €
1992-06-01 10.97 -2.05% 462.87 €
1992-07-01 11.41 4.01% 481.43 €
1992-08-01 11.17 -2.10% 471.31 €
1992-09-01 11.31 1.25% 477.22 €
1992-10-01 11.44 1.15% 482.70 €
1992-11-01 11.92 4.20% 502.95 €
1992-12-01 12.13 1.76% 511.81 €
1993-01-01 12.28 1.24% 518.14 €
1993-02-01 12.33 0.41% 520.25 €
1993-03-01 12.64 2.51% 533.33 €
1993-04-01 12.30 -2.69% 518.99 €
1993-05-01 12.68 3.09% 535.02 €
1993-06-01 12.74 0.47% 537.55 €
1993-07-01 12.74 0.00% 537.55 €
1993-08-01 13.23 3.85% 558.23 €
1993-09-01 13.26 0.23% 559.49 €
1993-10-01 13.48 1.66% 568.78 €
1993-11-01 13.26 -1.63% 559.49 €
1993-12-01 13.50 1.81% 569.62 €
1994-01-01 13.92 3.11% 587.34 €
1994-02-01 13.61 -2.23% 574.26 €
1994-03-01 12.99 -4.56% 548.10 €
1994-04-01 13.12 1.00% 553.59 €
1994-05-01 13.25 0.99% 559.07 €
1994-06-01 12.89 -2.72% 543.88 €
1994-07-01 13.27 2.95% 559.92 €
1994-08-01 13.86 4.45% 584.81 €
1994-09-01 13.59 -1.95% 573.42 €
1994-10-01 13.81 1.62% 582.70 €
1994-11-01 13.31 -3.62% 561.60 €
1994-12-01 13.49 1.35% 569.20 €
1995-01-01 13.78 2.15% 581.43 €
1995-02-01 14.33 3.99% 604.64 €
1995-03-01 14.71 2.65% 620.68 €
1995-04-01 15.07 2.45% 635.86 €
1995-05-01 15.58 3.38% 657.38 €
1995-06-01 16.08 3.21% 678.48 €
1995-07-01 16.74 4.10% 706.33 €
1995-08-01 16.90 0.96% 713.08 €
1995-09-01 17.55 3.85% 740.51 €
1995-10-01 17.37 -1.03% 732.91 €
1995-11-01 18.11 4.26% 764.14 €
1995-12-01 18.40 1.60% 776.37 €
1996-01-01 18.90 2.72% 797.47 €
1996-02-01 19.23 1.75% 811.39 €
1996-03-01 19.44 1.09% 820.25 €
1996-04-01 19.92 2.47% 840.51 €
1996-05-01 20.46 2.71% 863.29 €
1996-06-01 20.29 -0.83% 856.12 €
1996-07-01 19.20 -5.37% 810.13 €
1996-08-01 19.81 3.18% 835.86 €
1996-09-01 20.87 5.35% 880.59 €
1996-10-01 21.16 1.39% 892.83 €
1996-11-01 22.56 6.62% 951.90 €
1996-12-01 22.31 -1.11% 941.35 €
1997-01-01 23.50 5.33% 991.56 €
1997-02-01 23.49 -0.04% 991.14 €
1997-03-01 22.45 -4.43% 947.26 €
1997-04-01 23.43 4.37% 988.61 €
1997-05-01 25.09 7.08% 1,058.65 €
1997-06-01 26.24 4.58% 1,107.17 €
1997-07-01 28.26 7.70% 1,192.41 €
1997-08-01 27.20 -3.75% 1,147.68 €
1997-09-01 28.80 5.88% 1,215.19 €
1997-10-01 27.85 -3.30% 1,175.11 €
1997-11-01 28.76 3.27% 1,213.50 €
1997-12-01 29.29 1.84% 1,235.86 €
1998-01-01 29.45 0.55% 1,242.62 €
1998-02-01 31.59 7.27% 1,332.91 €
1998-03-01 33.17 5.00% 1,399.58 €
1998-04-01 33.57 1.21% 1,416.46 €
1998-05-01 32.67 -2.68% 1,378.48 €
1998-06-01 33.82 3.52% 1,427.00 €
1998-07-01 33.08 -2.19% 1,395.78 €
1998-08-01 27.93 -15.57% 1,178.48 €
1998-09-01 29.75 6.52% 1,255.27 €
1998-10-01 31.96 7.43% 1,348.52 €
1998-11-01 33.98 6.32% 1,433.76 €
1998-12-01 36.15 6.39% 1,525.32 €
1999-01-01 37.48 3.68% 1,581.43 €
1999-02-01 36.12 -3.63% 1,524.05 €
1999-03-01 37.52 3.88% 1,583.12 €
1999-04-01 39.31 4.77% 1,658.65 €
1999-05-01 38.45 -2.19% 1,622.36 €
1999-06-01 40.44 5.18% 1,706.33 €
1999-07-01 39.15 -3.19% 1,651.90 €
1999-08-01 38.78 -0.95% 1,636.29 €
1999-09-01 37.77 -2.60% 1,593.67 €
1999-10-01 40.17 6.35% 1,694.94 €
1999-11-01 41.52 3.36% 1,751.90 €
1999-12-01 44.67 7.59% 1,884.81 €
2000-01-01 42.81 -4.16% 1,806.33 €
2000-02-01 43.77 2.24% 1,846.84 €
2000-03-01 46.37 5.94% 1,956.54 €
2000-04-01 43.96 -5.20% 1,854.85 €
2000-05-01 42.42 -3.50% 1,789.87 €
2000-06-01 44.29 4.41% 1,868.78 €
2000-07-01 43.39 -2.03% 1,830.80 €
2000-08-01 46.54 7.26% 1,963.71 €
2000-09-01 44.37 -4.66% 1,872.15 €
2000-10-01 43.42 -2.14% 1,832.07 €
2000-11-01 39.10 -9.95% 1,649.79 €
2000-12-01 39.80 1.79% 1,679.32 €
2001-01-01 41.33 3.84% 1,743.88 €
2001-02-01 37.41 -9.48% 1,578.48 €
2001-03-01 34.89 -6.74% 1,472.15 €
2001-04-01 37.76 8.23% 1,593.25 €
2001-05-01 38.14 1.01% 1,609.28 €
2001-06-01 37.50 -1.68% 1,582.28 €
2001-07-01 36.88 -1.65% 1,556.12 €
2001-08-01 34.65 -6.05% 1,462.03 €
2001-09-01 31.53 -9.00% 1,330.38 €
2001-10-01 32.34 2.57% 1,364.56 €
2001-11-01 34.81 7.64% 1,468.78 €
2001-12-01 35.43 1.78% 1,494.94 €
2002-01-01 34.99 -1.24% 1,476.37 €
2002-02-01 34.27 -2.06% 1,445.99 €
2002-03-01 35.77 4.38% 1,509.28 €
2002-04-01 34.03 -4.86% 1,435.86 €
2002-05-01 33.63 -1.18% 1,418.99 €
2002-06-01 31.26 -7.05% 1,318.99 €
2002-07-01 28.74 -8.06% 1,212.66 €
2002-08-01 28.91 0.59% 1,219.83 €
2002-09-01 26.01 -10.03% 1,097.47 €
2002-10-01 28.00 7.65% 1,181.43 €
2002-11-01 29.69 6.04% 1,252.74 €
2002-12-01 28.04 -5.56% 1,183.12 €
2003-01-01 27.34 -2.50% 1,153.59 €
2003-02-01 26.87 -1.72% 1,133.76 €
2003-03-01 27.18 1.15% 1,146.84 €
2003-04-01 29.41 8.20% 1,240.93 €
2003-05-01 31.20 6.09% 1,316.46 €
2003-06-01 31.66 1.47% 1,335.86 €
2003-07-01 32.43 2.43% 1,368.35 €
2003-08-01 33.20 2.37% 1,400.84 €
2003-09-01 32.84 -1.08% 1,385.65 €
2003-10-01 34.84 6.09% 1,470.04 €
2003-11-01 35.33 1.41% 1,490.72 €
2003-12-01 36.92 4.50% 1,557.81 €
2004-01-01 37.74 2.22% 1,592.41 €
2004-02-01 38.29 1.46% 1,615.61 €
2004-03-01 37.88 -1.07% 1,598.31 €
2004-04-01 37.07 -2.14% 1,564.14 €
2004-05-01 37.58 1.38% 1,585.65 €
2004-06-01 38.39 2.16% 1,619.83 €
2004-07-01 36.96 -3.72% 1,559.49 €
2004-08-01 37.08 0.32% 1,564.56 €
2004-09-01 37.68 1.62% 1,589.87 €
2004-10-01 38.29 1.62% 1,615.61 €
2004-11-01 40.08 4.67% 1,691.14 €
2004-12-01 41.52 3.59% 1,751.90 €
2005-01-01 40.43 -2.63% 1,705.91 €
2005-02-01 41.32 2.20% 1,743.46 €
2005-03-01 40.60 -1.74% 1,713.08 €
2005-04-01 39.70 -2.22% 1,675.11 €
2005-05-01 41.21 3.80% 1,738.82 €
2005-06-01 41.54 0.80% 1,752.74 €
2005-07-01 43.26 4.14% 1,825.32 €
2005-08-01 42.87 -0.90% 1,808.86 €
2005-09-01 43.21 0.79% 1,823.21 €
2005-10-01 42.42 -1.83% 1,789.87 €
2005-11-01 44.11 3.98% 1,861.18 €
2005-12-01 44.17 0.14% 1,863.71 €
2006-01-01 45.74 3.55% 1,929.96 €
2006-02-01 45.73 -0.02% 1,929.54 €
2006-03-01 46.57 1.84% 1,964.98 €
2006-04-01 47.09 1.12% 1,986.92 €
2006-05-01 45.58 -3.21% 1,923.21 €
2006-06-01 45.66 0.18% 1,926.58 €
2006-07-01 45.61 -0.11% 1,924.47 €
2006-08-01 46.68 2.35% 1,969.62 €
2006-09-01 47.70 2.19% 2,012.66 €
2006-10-01 49.43 3.63% 2,085.65 €
2006-11-01 50.55 2.27% 2,132.91 €
2006-12-01 51.14 1.17% 2,157.81 €
2007-01-01 52.11 1.90% 2,198.73 €
2007-02-01 51.29 -1.57% 2,164.14 €
2007-03-01 51.85 1.09% 2,187.76 €
2007-04-01 53.93 4.01% 2,275.53 €
2007-05-01 55.90 3.65% 2,358.65 €
2007-06-01 55.00 -1.61% 2,320.68 €
2007-07-01 53.13 -3.40% 2,241.77 €
2007-08-01 53.87 1.39% 2,273.00 €
2007-09-01 55.81 3.60% 2,354.85 €
2007-10-01 56.87 1.90% 2,399.58 €
2007-11-01 54.34 -4.45% 2,292.83 €
2007-12-01 54.01 -0.61% 2,278.90 €
2008-01-01 50.74 -6.05% 2,140.93 €
2008-02-01 49.21 -3.02% 2,076.37 €
2008-03-01 48.87 -0.69% 2,062.03 €
2008-04-01 51.30 4.97% 2,164.56 €
2008-05-01 52.37 2.09% 2,209.70 €
2008-06-01 48.11 -8.13% 2,029.96 €
2008-07-01 47.70 -0.85% 2,012.66 €
2008-08-01 48.44 1.55% 2,043.88 €
2008-09-01 43.94 -9.29% 1,854.01 €
2008-10-01 36.22 -17.57% 1,528.27 €
2008-11-01 33.32 -8.01% 1,405.91 €
2008-12-01 33.90 1.74% 1,430.38 €
2009-01-01 31.13 -8.17% 1,313.50 €
2009-02-01 27.89 -10.41% 1,176.79 €
2009-03-01 30.32 8.71% 1,279.32 €
2009-04-01 33.51 10.52% 1,413.92 €
2009-05-01 35.28 5.28% 1,488.61 €
2009-06-01 35.41 0.37% 1,494.09 €
2009-07-01 38.14 7.71% 1,609.28 €
2009-08-01 39.51 3.59% 1,667.09 €
2009-09-01 41.11 4.05% 1,734.60 €
2009-10-01 40.10 -2.46% 1,691.98 €
2009-11-01 42.35 5.61% 1,786.92 €
2009-12-01 43.49 2.69% 1,835.02 €
2010-01-01 42.00 -3.43% 1,772.15 €
2010-02-01 43.41 3.36% 1,831.65 €
2010-03-01 46.12 6.24% 1,945.99 €
2010-04-01 47.09 2.10% 1,986.92 €
2010-05-01 43.36 -7.92% 1,829.54 €
2010-06-01 40.96 -5.54% 1,728.27 €
2010-07-01 43.81 6.96% 1,848.52 €
2010-08-01 41.78 -4.63% 1,762.87 €
2010-09-01 45.67 9.31% 1,927.00 €
2010-10-01 47.44 3.88% 2,001.69 €
2010-11-01 47.69 0.53% 2,012.24 €
2010-12-01 50.96 6.86% 2,150.21 €
2011-01-01 52.05 2.14% 2,196.20 €
2011-02-01 53.91 3.57% 2,274.68 €
2011-03-01 54.11 0.37% 2,283.12 €
2011-04-01 55.68 2.90% 2,349.37 €
2011-05-01 55.03 -1.17% 2,321.94 €
2011-06-01 54.06 -1.76% 2,281.01 €
2011-07-01 52.89 -2.16% 2,231.65 €
2011-08-01 49.74 -5.96% 2,098.73 €
2011-09-01 45.93 -7.66% 1,937.97 €
2011-10-01 51.16 11.39% 2,158.65 €
2011-11-01 50.99 -0.33% 2,151.48 €
2011-12-01 51.46 0.92% 2,171.31 €
2012-01-01 53.99 4.92% 2,278.06 €
2012-02-01 56.28 4.24% 2,374.68 €
2012-03-01 58.02 3.09% 2,448.10 €
2012-04-01 57.61 -0.71% 2,430.80 €
2012-05-01 54.07 -6.14% 2,281.43 €
2012-06-01 56.20 3.94% 2,371.31 €
2012-07-01 56.79 1.05% 2,396.20 €
2012-08-01 58.16 2.41% 2,454.01 €
2012-09-01 59.66 2.58% 2,517.30 €
2012-10-01 58.62 -1.74% 2,473.42 €
2012-11-01 59.01 0.67% 2,489.87 €
2012-12-01 59.72 1.20% 2,519.83 €
2013-01-01 62.95 5.41% 2,656.12 €
2013-02-01 63.77 1.30% 2,690.72 €
2013-03-01 66.23 3.86% 2,794.51 €
2013-04-01 67.39 1.75% 2,843.46 €
2013-05-01 68.94 2.30% 2,908.86 €
2013-06-01 68.06 -1.28% 2,871.73 €
2013-07-01 71.76 5.44% 3,027.85 €
2013-08-01 69.69 -2.88% 2,940.51 €
2013-09-01 72.17 3.56% 3,045.15 €
2013-10-01 75.28 4.31% 3,176.37 €
2013-11-01 77.46 2.90% 3,268.35 €
2013-12-01 79.46 2.58% 3,352.74 €
2014-01-01 76.96 -3.15% 3,247.26 €
2014-02-01 80.52 4.63% 3,397.47 €
2014-03-01 81.08 0.70% 3,421.10 €
2014-04-01 81.22 0.17% 3,427.00 €
2014-05-01 83.00 2.19% 3,502.11 €
2014-06-01 85.03 2.45% 3,587.76 €
2014-07-01 83.45 -1.86% 3,521.10 €
2014-08-01 86.85 4.07% 3,664.56 €
2014-09-01 85.09 -2.03% 3,590.30 €
2014-10-01 87.44 2.76% 3,689.45 €
2014-11-01 89.61 2.48% 3,781.01 €
2014-12-01 89.56 -0.06% 3,778.90 €
2015-01-01 87.08 -2.77% 3,674.26 €
2015-02-01 92.04 5.70% 3,883.54 €
2015-03-01 91.00 -1.13% 3,839.66 €
2015-04-01 91.50 0.55% 3,860.76 €
2015-05-01 92.68 1.29% 3,910.55 €
2015-06-01 91.06 -1.75% 3,842.19 €
2015-07-01 92.64 1.74% 3,908.86 €
2015-08-01 87.13 -5.95% 3,676.37 €
2015-09-01 84.76 -2.72% 3,576.37 €
2015-10-01 91.55 8.01% 3,862.87 €
2015-11-01 91.97 0.46% 3,880.59 €
2015-12-01 90.16 -1.97% 3,804.22 €
2016-01-01 85.24 -5.46% 3,596.62 €
2016-02-01 85.20 -0.05% 3,594.94 €
2016-03-01 91.22 7.07% 3,848.95 €
2016-04-01 91.80 0.64% 3,873.42 €
2016-05-01 93.46 1.81% 3,943.46 €
2016-06-01 93.75 0.31% 3,955.70 €
2016-07-01 97.43 3.93% 4,110.97 €
2016-08-01 97.68 0.26% 4,121.52 €
2016-09-01 97.77 0.09% 4,125.32 €
2016-10-01 95.79 -2.03% 4,041.77 €
2016-11-01 100.15 4.55% 4,225.74 €
2016-12-01 102.21 2.06% 4,312.66 €
2017-01-01 104.03 1.78% 4,389.45 €
2017-02-01 107.90 3.72% 4,552.74 €
2017-03-01 107.95 0.05% 4,554.85 €
2017-04-01 109.08 1.05% 4,602.53 €
2017-05-01 110.18 1.01% 4,648.95 €
2017-06-01 111.14 0.87% 4,689.45 €
2017-07-01 113.23 1.88% 4,777.64 €
2017-08-01 113.50 0.24% 4,789.03 €
2017-09-01 116.24 2.41% 4,904.64 €
2017-10-01 118.74 2.15% 5,010.13 €
2017-11-01 122.35 3.04% 5,162.45 €
2017-12-01 123.67 1.08% 5,218.14 €
2018-01-01 130.16 5.25% 5,491.98 €
2018-02-01 125.36 -3.69% 5,289.45 €
2018-03-01 122.73 -2.10% 5,178.48 €
2018-04-01 123.21 0.39% 5,198.73 €
2018-05-01 126.60 2.75% 5,341.77 €
2018-06-01 127.43 0.66% 5,376.79 €
2018-07-01 131.85 3.47% 5,563.29 €
2018-08-01 136.47 3.50% 5,758.23 €
2018-09-01 136.69 0.16% 5,767.51 €
2018-10-01 126.72 -7.29% 5,346.84 €
2018-11-01 129.17 1.93% 5,450.21 €
2018-12-01 117.16 -9.30% 4,943.46 €
2019-01-01 127.29 8.65% 5,370.89 €
2019-02-01 131.71 3.47% 5,557.38 €
2019-03-01 133.69 1.50% 5,640.93 €
2019-04-01 139.04 4.00% 5,866.67 €
2019-05-01 129.97 -6.52% 5,483.97 €
2019-06-01 139.02 6.96% 5,865.82 €
2019-07-01 141.09 1.49% 5,953.16 €
2019-08-01 138.20 -2.05% 5,831.22 €
2019-09-01 140.72 1.82% 5,937.55 €
2019-10-01 143.80 2.19% 6,067.51 €
2019-11-01 149.13 3.71% 6,292.41 €
2019-12-01 153.50 2.93% 6,476.79 €
2020-01-01 153.51 0.01% 6,477.22 €
2020-02-01 140.93 -8.19% 5,946.41 €
2020-03-01 121.73 -13.62% 5,136.29 €
2020-04-01 137.87 13.26% 5,817.30 €
2020-05-01 145.04 5.20% 6,119.83 €
2020-06-01 148.44 2.34% 6,263.29 €
2020-07-01 156.84 5.66% 6,617.72 €
2020-08-01 168.31 7.31% 7,101.69 €
2020-09-01 162.00 -3.75% 6,835.44 €
2020-10-01 158.44 -2.20% 6,685.23 €
2020-11-01 177.50 12.03% 7,489.45 €
2020-12-01 185.45 4.48% 7,824.89 €
2021-01-01 184.84 -0.33% 7,799.16 €
2021-02-01 190.48 3.05% 8,037.13 €
2021-03-01 197.48 3.67% 8,332.49 €
2021-04-01 207.91 5.28% 8,772.57 €
2021-05-01 208.87 0.46% 8,813.08 €
2021-06-01 214.11 2.51% 9,034.18 €
2021-07-01 217.95 1.79% 9,196.20 €
2021-08-01 224.37 2.95% 9,467.09 €
2021-09-01 216.61 -3.46% 9,139.66 €
rket, based in U.S. Dollars, U.S. Dollars per Troy Ounce, Monthly, Not Seasonally Adjusted

WILL5000IND All time high 1-year high willy WILL5000IND Drawndown WILLY 1Y DD
2.37 0.00
2.37 -0.05
2.37 -0.06
2.37 -0.03
2.37 -0.05
2.37 -0.08
2.37 -0.09
2.40 0.00
2.44 0.00
2.73 0.00
2.86 0.00
2.90 0.00
3.02 3.02 0.00 0.00
3.11 3.11 0.00 0.00
3.23 3.23 0.00 0.00
3.47 3.47 0.00 0.00
3.51 3.51 0.00 0.00
3.65 3.65 0.00 0.00
3.65 3.65 -0.03 -0.03
3.65 3.65 -0.02 -0.02
3.65 3.65 -0.01 -0.01
3.65 3.65 -0.04 -0.04
3.65 3.65 -0.01 -0.01
3.65 3.65 -0.02 -0.02
3.65 3.65 -0.04 -0.04
3.65 3.65 -0.07 -0.07
3.65 3.65 -0.06 -0.06
3.65 3.65 -0.06 -0.06
3.65 3.65 -0.11 -0.11
3.65 3.65 -0.09 -0.09
3.65 3.62 -0.10 -0.10
3.65 3.64 0.00 0.00
3.65 3.64 0.00 0.00
3.65 3.64 0.00 0.00
3.65 3.64 -0.01 -0.01
3.69 3.69 0.00 0.00
4.01 4.01 0.00 0.00
4.07 4.07 0.00 0.00
4.07 4.07 0.00 0.00
4.07 4.07 0.00 0.00
4.29 4.29 0.00 0.00
4.37 4.37 0.00 0.00
4.37 4.37 0.00 0.00
4.37 4.37 0.00 0.00
4.37 4.37 -0.04 -0.04
4.37 4.37 0.00 0.00
4.67 4.67 0.00 0.00
4.89 4.89 0.00 0.00
4.94 4.94 0.00 0.00
5.30 5.30 0.00 0.00
5.59 5.59 0.00 0.00
5.59 5.59 -0.01 -0.01
5.83 5.83 0.00 0.00
5.91 5.91 0.00 0.00
5.91 5.91 -0.06 -0.06
5.93 5.93 0.00 0.00
5.93 5.93 -0.08 -0.08
5.93 5.93 -0.03 -0.03
5.93 5.93 -0.02 -0.02
5.93 5.93 -0.04 -0.04
6.40 6.40 0.00 0.00
6.71 6.71 0.00 0.00
6.87 6.87 0.00 0.00
6.87 6.87 -0.02 -0.02
6.87 6.87 -0.01 -0.01
7.10 7.10 0.00 0.00
7.42 7.42 0.00 0.00
7.70 7.70 0.00 0.00
7.70 7.70 -0.02 -0.02
7.70 7.70 -0.24 -0.24
7.70 7.70 -0.30 -0.30
7.70 7.70 -0.25 -0.25
7.70 7.70 -0.21 -0.21
7.70 7.70 -0.17 -0.17
7.70 7.70 -0.19 -0.19
7.70 7.70 -0.18 -0.18
7.70 7.70 -0.18 -0.18
7.70 7.70 -0.13 -0.13
7.70 7.70 -0.14 -0.14
7.70 7.70 -0.16 -0.16
7.70 7.54 -0.13 -0.11
7.70 6.82 -0.11 0.00
7.70 6.82 -0.13 -0.02
7.70 6.84 -0.11 0.00
7.70 7.31 -0.05 0.00
7.70 7.31 -0.07 -0.02
7.70 7.35 -0.05 0.00
7.71 7.71 0.00 0.00
8.03 8.03 0.00 0.00
8.03 8.03 -0.01 -0.01
8.61 8.61 0.00 0.00
8.80 8.80 0.00 0.00
 8.80 8.80 0.00 0.00
8.80 8.80 -0.03 -0.03
8.80 8.80 -0.01 -0.01
8.84 8.84 0.00 0.00
8.84 8.84 -0.07 -0.07
8.84 8.84 -0.06 -0.06
8.84 8.84 -0.04 -0.04
8.84 8.84 -0.06 -0.06
9.04 9.04 0.00 0.00
9.04 9.04 0.00 0.00
9.04 9.04 -0.01 -0.01
9.04 9.04 -0.11 -0.11
9.04 9.04 -0.16 -0.16
9.04 9.04 -0.17 -0.17
9.04 9.04 -0.11 -0.11
9.04 9.04 -0.08 -0.08
9.04 9.04 -0.04 -0.04
9.37 9.37 0.00 0.00
9.66 9.66 0.00 0.00
9.69 9.69 0.00 0.00
10.08 10.08 0.00 0.00
10.08 10.08 -0.04 -0.04
10.08 10.08 0.00 0.00
10.36 10.36 0.00 0.00
10.36 10.36 -0.01 -0.01
10.43 10.43 0.00 0.00
10.43 10.43 -0.04 -0.04
11.13 11.13 0.00 0.00
11.13 11.13 0.00 0.00
11.26 11.26 0.00 0.00
11.26 11.26 -0.02 -0.02
11.26 11.26 -0.01 -0.01
11.26 11.26 -0.01 -0.01
11.26 11.26 -0.03 -0.03
11.41 11.41 0.00 0.00
11.41 11.41 -0.02 -0.02
11.41 11.41 -0.01 -0.01
11.44 11.44 0.00 0.00
11.92 11.92 0.00 0.00
12.13 12.13 0.00 0.00
12.28 12.28 0.00 0.00
12.33 12.33 0.00 0.00
12.64 12.64 0.00 0.00
12.64 12.64 -0.03 -0.03
12.68 12.68 0.00 0.00
12.74 12.74 0.00 0.00
12.74 12.74 0.00 0.00
13.23 13.23 0.00 0.00
13.26 13.26 0.00 0.00
13.48 13.48 0.00 0.00
13.48 13.48 -0.02 -0.02
13.50 13.50 0.00 0.00
13.92 13.92 0.00 0.00
13.92 13.92 -0.02 -0.02
13.92 13.92 -0.07 -0.07
13.92 13.92 -0.06 -0.06
13.92 13.92 -0.05 -0.05
13.92 13.92 -0.07 -0.07
13.92 13.92 -0.05 -0.05
13.92 13.92 0.00 0.00
13.92 13.92 -0.02 -0.02
13.92 13.92 -0.01 -0.01
13.92 13.92 -0.04 -0.04
13.92 13.92 -0.03 -0.03
13.92 13.92 -0.01 -0.01
14.33 14.33 0.00 0.00
14.71 14.71 0.00 0.00
15.07 15.07 0.00 0.00
15.58 15.58 0.00 0.00
16.08 16.08 0.00 0.00
16.74 16.74 0.00 0.00
16.90 16.90 0.00 0.00
17.55 17.55 0.00 0.00
17.55 17.55 -0.01 -0.01
18.11 18.11 0.00 0.00
18.40 18.40 0.00 0.00
18.90 18.90 0.00 0.00
19.23 19.23 0.00 0.00
19.44 19.44 0.00 0.00
19.92 19.92 0.00 0.00
20.46 20.46 0.00 0.00
20.46 20.46 -0.01 -0.01
20.46 20.46 -0.06 -0.06
20.46 20.46 -0.03 -0.03
20.87 20.87 0.00 0.00
21.16 21.16 0.00 0.00
22.56 22.56 0.00 0.00
22.56 22.56 -0.01 -0.01
23.50 23.50 0.00 0.00
23.50 23.50 0.00 0.00
23.50 23.50 -0.04 -0.04
23.50 23.50 0.00 0.00
25.09 25.09 0.00 0.00
26.24 26.24 0.00 0.00
28.26 28.26 0.00 0.00
28.26 28.26 -0.04 -0.04
28.80 28.80 0.00 0.00
28.80 28.80 -0.03 -0.03
28.80 28.80 0.00 0.00
29.29 29.29 0.00 0.00
29.45 29.45 0.00 0.00
31.59 31.59 0.00 0.00
33.17 33.17 0.00 0.00
33.57 33.57 0.00 0.00
33.57 33.57 -0.03 -0.03
33.82 33.82 0.00 0.00
33.82 33.82 -0.02 -0.02
33.82 33.82 -0.17 -0.17
33.82 33.82 -0.12 -0.12
33.82 33.82 -0.05 -0.05
33.98 33.98 0.00 0.00
36.15 36.15 0.00 0.00
37.48 37.48 0.00 0.00
37.48 37.48 -0.04 -0.04
37.52 37.52 0.00 0.00
39.31 39.31 0.00 0.00
39.31 39.31 -0.02 -0.02
40.44 40.44 0.00 0.00
40.44 40.44 -0.03 -0.03
40.44 40.44 -0.04 -0.04
40.44 40.44 -0.07 -0.07
40.44 40.44 -0.01 -0.01
41.52 41.52 0.00 0.00
44.67 44.67 0.00 0.00
44.67 44.67 -0.04 -0.04
44.67 44.67 -0.02 -0.02
46.37 46.37 0.00 0.00
46.37 46.37 -0.05 -0.05
46.37 46.37 -0.09 -0.09
46.37 46.37 -0.04 -0.04
46.37 46.37 -0.06 -0.06
46.54 46.54 0.00 0.00
46.54 46.54 -0.05 -0.05
46.54 46.54 -0.07 -0.07
46.54 46.54 -0.16 -0.16
46.54 46.54 -0.14 -0.14
46.54 46.54 -0.11 -0.11
46.54 46.54 -0.20 -0.20
46.54 46.54 -0.25 -0.25
46.54 46.54 -0.19 -0.19
46.54 46.54 -0.18 -0.18
46.54 46.54 -0.19 -0.19
46.54 46.54 -0.21 -0.21
46.54 46.54 -0.26 -0.26
46.54 44.37 -0.32 -0.29
46.54 43.42 -0.31 -0.26
46.54 41.33 -0.25 -0.16
46.54 41.33 -0.24 -0.14
46.54 41.33 -0.25 -0.15
46.54 38.14 -0.26 -0.10
46.54 38.14 -0.23 -0.06
46.54 38.14 -0.27 -0.11
46.54 38.14 -0.28 -0.12
46.54 37.50 -0.33 -0.17
46.54 36.88 -0.38 -0.22
46.54 35.77 -0.38 -0.19
46.54 35.77 -0.44 -0.27
46.54 35.77 -0.40 -0.22
46.54 35.77 -0.36 -0.17
46.54 35.77 -0.40 -0.22
46.54 35.77 -0.41 -0.24
46.54 35.77 -0.42 -0.25
46.54 35.77 -0.42 -0.24
46.54 34.03 -0.37 -0.14
46.54 33.63 -0.33 -0.07
46.54 31.66 -0.32 0.00
46.54 32.43 -0.30 0.00
46.54 33.20 -0.29 0.00
46.54 33.20 -0.29 -0.01
46.54 34.84 -0.25 0.00
46.54 35.33 -0.24 0.00
46.54 36.92 -0.21 0.00
46.54 37.74 -0.19 0.00
46.54 38.29 -0.18 0.00
46.54 38.29 -0.19 -0.01
46.54 38.29 -0.20 -0.03
46.54 38.29 -0.19 -0.02
46.54 38.39 -0.18 0.00
46.54 38.39 -0.21 -0.04
46.54 38.39 -0.20 -0.03
46.54 38.39 -0.19 -0.02
46.54 38.39 -0.18 0.00
46.54 40.08 -0.14 0.00
46.54 41.52 -0.11 0.00
46.54 41.52 -0.13 -0.03
46.54 41.52 -0.11 0.00
46.54 41.52 -0.13 -0.02
46.54 41.52 -0.15 -0.04
46.54 41.52 -0.11 -0.01
46.54 41.54 -0.11 0.00
46.54 43.26 -0.07 0.00
46.54 43.26 -0.08 -0.01
46.54 43.26 -0.07 0.00
46.54 43.26 -0.09 -0.02
46.54 44.11 -0.05 0.00
46.54 44.17 -0.05 0.00
46.54 45.74 -0.02 0.00
46.54 45.74 -0.02 0.00
46.57 46.57 0.00 0.00
47.09 47.09 0.00 0.00
47.09 47.09 -0.03 -0.03
47.09 47.09 -0.03 -0.03
47.09 47.09 -0.03 -0.03
47.09 47.09 -0.01 -0.01
47.70 47.70 0.00 0.00
49.43 49.43 0.00 0.00
50.55 50.55 0.00 0.00
51.14 51.14 0.00 0.00
52.11 52.11 0.00 0.00
52.11 52.11 -0.02 -0.02
52.11 52.11 0.00 0.00
53.93 53.93 0.00 0.00
55.90 55.90 0.00 0.00
55.90 55.90 -0.02 -0.02
55.90 55.90 -0.05 -0.05
55.90 55.90 -0.04 -0.04
55.90 55.90 0.00 0.00
56.87 56.87 0.00 0.00
56.87 56.87 -0.04 -0.04
56.87 56.87 -0.05 -0.05
56.87 56.87 -0.11 -0.11
56.87 56.87 -0.13 -0.13
56.87 56.87 -0.14 -0.14
56.87 56.87 -0.10 -0.10
56.87 56.87 -0.08 -0.08
56.87 56.87 -0.15 -0.15
56.87 56.87 -0.16 -0.16
56.87 56.87 -0.15 -0.15
56.87 56.87 -0.23 -0.23
56.87 56.87 -0.36 -0.36
56.87 54.34 -0.41 -0.39
56.87 54.01 -0.40 -0.37
56.87 52.37 -0.45 -0.41
56.87 52.37 -0.51 -0.47
56.87 52.37 -0.47 -0.42
56.87 52.37 -0.41 -0.36
56.87 52.37 -0.38 -0.33
56.87 48.44 -0.38 -0.27
56.87 48.44 -0.33 -0.21
56.87 48.44 -0.31 -0.18
56.87 43.94 -0.28 -0.06
56.87 41.11 -0.29 -0.02
56.87 42.35 -0.26 0.00
56.87 43.49 -0.24 0.00
56.87 43.49 -0.26 -0.03
56.87 43.49 -0.24 0.00
56.87 46.12 -0.19 0.00
56.87 47.09 -0.17 0.00
56.87 47.09 -0.24 -0.08
56.87 47.09 -0.28 -0.13
56.87 47.09 -0.23 -0.07
56.87 47.09 -0.27 -0.11
56.87 47.09 -0.20 -0.03
56.87 47.44 -0.17 0.00
56.87 47.69 -0.16 0.00
56.87 50.96 -0.10 0.00
56.87 52.05 -0.08 0.00
56.87 53.91 -0.05 0.00
56.87 54.11 -0.05 0.00
56.87 55.68 -0.02 0.00
56.87 55.68 -0.03 -0.01
56.87 55.68 -0.05 -0.03
56.87 55.68 -0.07 -0.05
56.87 55.68 -0.13 -0.11
56.87 55.68 -0.19 -0.18
56.87 55.68 -0.10 -0.08
56.87 55.68 -0.10 -0.08
56.87 55.68 -0.10 -0.08
56.87 55.68 -0.05 -0.03
56.87 56.28 -0.01 0.00
58.02 58.02 0.00 0.00
58.02 58.02 -0.01 -0.01
58.02 58.02 -0.07 -0.07
58.02 58.02 -0.03 -0.03
58.02 58.02 -0.02 -0.02
58.16 58.16 0.00 0.00
59.66 59.66 0.00 0.00
59.66 59.66 -0.02 -0.02
59.66 59.66 -0.01 -0.01
59.72 59.72 0.00 0.00
62.95 62.95 0.00 0.00
63.77 63.77 0.00 0.00
66.23 66.23 0.00 0.00
67.39 67.39 0.00 0.00
68.94 68.94 0.00 0.00
68.94 68.94 -0.01 -0.01
71.76 71.76 0.00 0.00
71.76 71.76 -0.03 -0.03
72.17 72.17 0.00 0.00
75.28 75.28 0.00 0.00
77.46 77.46 0.00 0.00
79.46 79.46 0.00 0.00
79.46 79.46 -0.03 -0.03
80.52 80.52 0.00 0.00
81.08 81.08 0.00 0.00
81.22 81.22 0.00 0.00
83.00 83.00 0.00 0.00
85.03 85.03 0.00 0.00
85.03 85.03 -0.02 -0.02
86.85 86.85 0.00 0.00
86.85 86.85 -0.02 -0.02
87.44 87.44 0.00 0.00
89.61 89.61 0.00 0.00
89.61 89.61 0.00 0.00
89.61 89.61 -0.03 -0.03
92.04 92.04 0.00 0.00
92.04 92.04 -0.01 -0.01
92.04 92.04 -0.01 -0.01
92.68 92.68 0.00 0.00
92.68 92.68 -0.02 -0.02
92.68 92.68 0.00 0.00
92.68 92.68 -0.06 -0.06
 92.68 92.68 -0.09 -0.09
92.68 92.68 -0.01 -0.01
92.68 92.68 -0.01 -0.01
92.68 92.68 -0.03 -0.03
92.68 92.68 -0.08 -0.08
92.68 92.68 -0.08 -0.08
92.68 92.68 -0.02 -0.02
92.68 92.68 -0.01 -0.01
93.46 93.46 0.00 0.00
93.75 93.75 0.00 0.00
97.43 97.43 0.00 0.00
97.68 97.68 0.00 0.00
97.77 97.77 0.00 0.00
97.77 97.77 -0.02 -0.02
100.15 100.15 0.00 0.00
102.21 102.21 0.00 0.00
104.03 104.03 0.00 0.00
107.90 107.90 0.00 0.00
107.95 107.95 0.00 0.00
109.08 109.08 0.00 0.00
110.18 110.18 0.00 0.00
111.14 111.14 0.00 0.00
113.23 113.23 0.00 0.00
113.50 113.50 0.00 0.00
116.24 116.24 0.00 0.00
118.74 118.74 0.00 0.00
122.35 122.35 0.00 0.00
123.67 123.67 0.00 0.00
130.16 130.16 0.00 0.00
130.16 130.16 -0.04 -0.04
130.16 130.16 -0.06 -0.06
130.16 130.16 -0.05 -0.05
130.16 130.16 -0.03 -0.03
130.16 130.16 -0.02 -0.02
131.85 131.85 0.00 0.00
136.47 136.47 0.00 0.00
136.69 136.69 0.00 0.00
136.69 136.69 -0.07 -0.07
136.69 136.69 -0.06 -0.06
136.69 136.69 -0.14 -0.14
136.69 136.69 -0.07 -0.07
136.69 136.69 -0.04 -0.04
136.69 136.69 -0.02 -0.02
139.04 139.04 0.00 0.00
139.04 139.04 -0.07 -0.07
139.04 139.04 0.00 0.00
141.09 141.09 0.00 0.00
141.09 141.09 -0.02 -0.02
141.09 141.09 0.00 0.00
143.80 143.80 0.00 0.00
149.13 149.13 0.00 0.00
153.50 153.50 0.00 0.00
153.51 153.51 0.00 0.00
153.51 153.51 -0.08 -0.08
153.51 153.51 -0.21 -0.21
153.51 153.51 -0.10 -0.10
153.51 153.51 -0.06 -0.06
153.51 153.51 -0.03 -0.03
156.84 156.84 0.00 0.00
168.31 168.31 0.00 0.00
168.31 168.31 -0.04 -0.04
168.31 168.31 -0.06 -0.06
177.50 177.50 0.00 0.00
185.45 185.45 0.00 0.00
185.45 185.45 0.00 0.00
190.48 190.48 0.00 0.00
197.48 197.48 0.00 0.00
207.91 207.91 0.00 0.00
208.87 208.87 0.00 0.00
214.11 214.11 0.00 0.00
217.95 217.95 0.00 0.00
224.37 224.37 0.00 0.00
224.37 224.37 -0.03 -0.03
WILLT Time under water WILL5000IND Max drawdown GOLDAMGBD228NLBM
-50.96% 384.163
1.00 374.458
2.00 WILL5000IND Max drawdown Y 329.977
3.00 -46.74% 350.335
4.00 334.505
5.00 314.961
6.00 337.895
0.00 363.413
0.00 438.150
0.00 422.786
0.00 415.114
0.00 444.776
0.00 481.838
0.00 493.488
0.00 420.707
0.00 433.171
0.00 437.393
0.00 413.148
1.00 422.645
2.00 416.205
3.00 412.245
4.00 394.245
5.00 381.016
6.00 388.060
7.00 370.735
8.00 386.038
9.00 394.743
10.00 381.371
11.00 376.957
12.00 378.314
13.00 347.607
14.00 347.677
15.00 340.945
16.00 340.217
17.00 341.286
0.00 319.622
0.00 302.852
0.00 300.333
0.00 303.205
1.00 324.883
 0.00 316.395
0.00 316.298
0.00 317.202
1.00 330.131
2.00 323.764
0.00 326.093
0.00 325.548
0.00 321.985
0.00 345.561
0.00 339.053
0.00 346.095
1.00 340.716
0.00 342.325
0.00 342.798
1.00 348.554
0.00 376.290
1.00 418.152
2.00 423.863
3.00 396.983
4.00 391.595
0.00 408.524
0.00 401.045
0.00 408.848
1.00 439.665
2.00 461.650
0.00 449.277
0.00 450.330
0.00 460.988
1.00 460.120
2.00 465.764
3.00 468.140
4.00 487.079
5.00 477.758
6.00 442.124
7.00 443.491
8.00 451.558
9.00 451.320
10.00 451.657
11.00 437.452
12.00 431.064
13.00 413.439
14.00 406.390
15.00 419.966
16.00 419.248
17.00 404.445
18.00 387.973
19.00 390.274
0.00 384.720
0.00 371.350
1.00 367.727
0.00 375.210
0.00 365.548
1.00 361.798
2.00 366.800
3.00 394.361
0.00 409.655
1.00 410.118
2.00 416.543
3.00 393.661
4.00 374.929
0.00 368.855
1.00 352.657
2.00 361.820
3.00 394.861
4.00 389.560
5.00 381.333
6.00 381.866
7.00 378.161
8.00 384.591
0.00 363.748
0.00 363.390
0.00 358.055
0.00 357.117
1.00 366.360
0.00 368.013
0.00 356.721
1.00 348.460
0.00 358.826
1.00 359.960
0.00 361.875
1.00 354.436
0.00 353.853
1.00 344.641
2.00 338.728
3.00 337.039
4.00 340.784
0.00 352.452
1.00 343.603
2.00 345.300
0.00 344.277
0.00 334.924
0.00 334.657
0.00 328.993
0.00 329.310
0.00 329.974
1.00 341.948
0.00 367.045
0.00 371.914
0.00 392.034
0.00 379.795
0.00 355.561
0.00 364.005
1.00 373.939
0.00 383.243
 0.00 387.110
1.00 381.658
2.00 384.000
3.00 377.908
4.00 381.343
5.00 385.714
6.00 385.450
7.00 380.207
8.00 391.348
9.00 390.164
10.00 384.377
11.00 379.480
12.00 378.738
0.00 376.745
0.00 381.820
0.00 391.339
0.00 385.231
0.00 387.618
0.00 386.138
0.00 383.502
0.00 382.931
1.00 383.202
0.00 385.209
0.00 387.445
0.00 398.695
0.00 404.919
0.00 396.512
0.00 392.870
0.00 391.990
1.00 385.245
2.00 383.457
3.00 387.510
0.00 383.290
0.00 380.909
0.00 377.869
1.00 369.338
0.00 355.025
1.00 346.400
2.00 352.311
3.00 344.707
0.00 344.100
0.00 340.805
0.00 323.780
1.00 323.998
0.00 322.616
1.00 324.854
2.00 306.345
0.00 288.776
0.00 289.264
0.00 297.743
0.00 295.870
0.00 308.558
 1.00 298.971
0.00 292.223
1.00 292.874
2.00 284.228
3.00 288.661
4.00 296.595
0.00 294.243
0.00 291.357
0.00 287.333
1.00 287.495
0.00 286.243
0.00 282.620
1.00 276.932
0.00 261.402
1.00 256.198
2.00 256.936
3.00 264.470
4.00 311.562
0.00 293.650
0.00 283.743
1.00 284.590
2.00 300.855
0.00 286.704
1.00 279.961
2.00 275.293
3.00 285.368
4.00 282.152
0.00 274.523
1.00 273.676
2.00 270.405
3.00 265.989
4.00 271.892
5.00 265.934
6.00 262.018
7.00 263.273
8.00 260.750
9.00 272.057
10.00 270.738
11.00 267.707
12.00 272.657
13.00 282.478
14.00 283.322
15.00 276.248
16.00 275.992
17.00 281.764
18.00 295.683
19.00 294.353
20.00 302.862
21.00 314.480
22.00 321.536
23.00 313.567
24.00 310.045
25.00 318.800
26.00 316.748
27.00 319.255
28.00 333.300
29.00 356.864
30.00 359.575
31.00 341.564
32.00 328.208
33.00 355.405
34.00 356.912
35.00 350.765
36.00 358.993
37.00 378.859
38.00 379.093
39.00 390.200
40.00 407.674
41.00 414.495
42.00 404.730
43.00 405.976
44.00 404.850
45.00 383.953
46.00 391.780
47.00 398.441
48.00 400.133
49.00 405.402
50.00 420.210
51.00 439.059
52.00 442.974
53.00 424.080
54.00 423.430
55.00 434.355
56.00 429.140
57.00 422.903
58.00 430.302
59.00 424.745
60.00 437.773
61.00 455.936
62.00 470.107
63.00 476.668
64.00 509.423
65.00 549.433
66.00 555.518
0.00 557.215
0.00 611.853
1.00 676.769
2.00 597.898
3.00 633.093
4.00 631.557
0.00 600.150
0.00 586.648
0.00 626.825
0.00 629.513
 0.00 630.352
1.00 665.103
2.00 655.891
0.00 680.008
0.00 668.310
1.00 655.714
2.00 665.266
3.00 664.530
4.00 710.645
0.00 754.480
1.00 808.311
2.00 803.618
3.00 887.784
4.00 924.283
5.00 971.055
6.00 911.600
7.00 889.125
8.00 889.536
9.00 941.167
10.00 840.388
11.00 824.920
12.00 812.815
13.00 757.850
14.00 819.940
15.00 857.726
16.00 939.763
17.00 925.989
18.00 892.663
19.00 926.855
20.00 947.807
21.00 934.272
22.00 949.500
23.00 996.443
24.00 1043.511
25.00 1126.119
26.00 1135.012
27.00 1119.575
28.00 1095.800
29.00 1115.554
30.00 1148.475
31.00 1204.321
32.00 1232.382
33.00 1196.000
34.00 1213.464
35.00 1271.461
36.00 1343.190
37.00 1371.784
38.00 1393.512
39.00 1360.475
40.00 1371.313
41.00 1422.848
42.00 1474.431
43.00 1512.188
44.00 1528.380
45.00 1568.526
46.00 1759.500
47.00 1780.648
48.00 1667.893
49.00 1735.977
50.00 1652.725
51.00 1656.095
52.00 1743.095
0.00 1675.057
1.00 1648.539
2.00 1585.114
3.00 1595.632
4.00 1592.784
0.00 1625.682
0.00 1741.925
1.00 1746.348
2.00 1724.352
0.00 1687.342
0.00 1671.886
0.00 1630.688
0.00 1591.013
0.00 1485.905
0.00 1416.143
1.00 1342.700
0.00 1284.348
1.00 1345.048
0.00 1348.464
0.00 1314.402
0.00 1277.417
0.00 1221.588
1.00 1243.068
0.00 1298.713
0.00 1336.560
0.00 1299.175
0.00 1288.913
0.00 1277.857
1.00 1312.989
0.00 1297.005
1.00 1241.330
0.00 1223.565
0.00 1176.413
1.00 1200.440
2.00 1249.333
0.00 1231.100
1.00 1180.636
2.00 1198.253
0.00 1197.684
1.00 1182.248
2.00 1131.580
3.00 1117.525
 4.00 1124.905
5.00 1157.123
6.00 1088.388
7.00 1068.317
8.00 1095.655
9.00 1194.893
10.00 1246.312
11.00 1241.452
0.00 1259.755
0.00 1273.580
0.00 1337.429
0.00 1340.861
0.00 1326.618
1.00 1268.929
0.00 1240.293
0.00 1152.165
0.00 1192.648
0.00 1233.390
0.00 1231.063
0.00 1267.150
0.00 1245.250
0.00 1261.277
0.00 1235.100
0.00 1282.060
0.00 1317.045
0.00 1280.677
0.00 1283.189
0.00 1265.674
0.00 1332.809
1.00 1333.775
2.00 1325.562
3.00 1334.378
4.00 1303.612
5.00 1282.126
0.00 1238.064
0.00 1201.859
0.00 1199.198
1.00 1214.726
2.00 1221.275
3.00 1249.887
4.00 1291.630
5.00 1319.755
6.00 1302.286
0.00 1287.650
1.00 1283.105
2.00 1358.488
0.00 1414.611
1.00 1497.102
2.00 1510.336
0.00 1495.095
0.00 1471.921
0.00 1480.025
0.00 1560.668
1.00 1600.424
2.00 1593.764
3.00 1680.030
4.00 1715.697
5.00 1734.032
0.00 1840.807
0.00 1971.170
1.00 1923.477
2.00 1902.525
0.00 1869.502
0.00 1853.798
1.00 1869.675
0.00 1814.005
0.00 1721.557
0.00 1758.800
0.00 1847.561
0.00 1836.098
0.00 1805.873
0.00 1784.086
1.00 1785.415
GOLDAMGBD228NLBM ReturnsGoldman rebased GOLDAMGBD228NLBM - ATH
100 384.163
-2.53% 97.47 € 384.163
-11.88% 85.90 € 384.163
6.17% 91.19 € 384.163
-4.52% 87.07 € 384.163
-5.84% 81.99 € 384.163
7.28% 87.96 € 384.163
7.55% 94.60 € 384.163
20.57% 114.05 € 438.150
-3.51% 110.05 € 438.150
-1.81% 108.06 € 438.150
7.15% 115.78 € 444.776
8.33% 125.43 € 481.838
2.42% 128.46 € 493.488
-14.75% 109.51 € 493.488
2.96% 112.76 € 493.488
0.97% 113.86 € 493.488
-5.54% 107.55 € 493.488
2.30% 110.02 € 493.488
-1.52% 108.34 € 493.488
-0.95% 107.31 € 493.488
-4.37% 102.62 € 493.488
-3.36% 99.18 € 493.488
1.85% 101.01 € 493.488
-4.46% 96.50 € 493.488
4.13% 100.49 € 493.488
2.25% 102.75 € 493.488
-3.39% 99.27 € 493.488
-1.16% 98.12 € 493.488
0.36% 98.48 € 493.488
-8.12% 90.48 € 493.488
0.02% 90.50 € 493.488
-1.94% 88.75 € 493.488
-0.21% 88.56 € 493.488
0.31% 88.84 € 493.488
-6.35% 83.20 € 493.488
-5.25% 78.83 € 493.488
-0.83% 78.18 € 493.488
0.96% 78.93 € 493.488
7.15% 84.57 € 493.488
-2.61% 82.36 € 493.488
-0.03% 82.33 € 493.488
0.29% 82.57 € 493.488
4.08% 85.94 € 493.488
-1.93% 84.28 € 493.488
0.72% 84.88 € 493.488
-0.17% 84.74 € 493.488
-1.09% 83.81 € 493.488
7.32% 89.95 € 493.488
-1.88% 88.26 € 493.488
2.08% 90.09 € 493.488
-1.55% 88.69 € 493.488
0.47% 89.11 € 493.488
0.14% 89.23 € 493.488
1.68% 90.73 € 493.488
7.96% 97.95 € 493.488
11.13% 108.85 € 493.488
1.37% 110.33 € 493.488
-6.34% 103.34 € 493.488
-1.36% 101.93 € 493.488
4.32% 106.34 € 493.488
-1.83% 104.39 € 493.488
1.95% 106.43 € 493.488
7.54% 114.45 € 493.488
5.00% 120.17 € 493.488
-2.68% 116.95 € 493.488
0.23% 117.22 € 493.488
2.37% 120.00 € 493.488
-0.19% 119.77 € 493.488
1.23% 121.24 € 493.488
0.51% 121.86 € 493.488
4.05% 126.79 € 493.488
-1.91% 124.36 € 493.488
-7.46% 115.09 € 493.488
0.31% 115.44 € 493.488
1.82% 117.54 € 493.488
-0.05% 117.48 € 493.488
0.07% 117.57 € 493.488
-3.14% 113.87 € 493.488
-1.46% 112.21 € 493.488
-4.09% 107.62 € 493.488
-1.70% 105.79 € 493.488
3.34% 109.32 € 493.488
-0.17% 109.13 € 493.488
-3.53% 105.28 € 493.488
-4.07% 100.99 € 493.488
0.59% 101.59 € 493.488
-1.42% 100.15 € 493.488
-3.48% 96.66 € 493.488
-0.98% 95.72 € 493.488
2.03% 97.67 € 493.488
-2.58% 95.15 € 493.488
-1.03% 94.18 € 493.488
1.38% 95.48 € 493.488
7.51% 102.65 € 493.488
3.88% 106.64 € 493.488
0.11% 106.76 € 493.488
1.57% 108.43 € 493.488
-5.49% 102.47 € 493.488
-4.76% 97.60 € 493.488
-1.62% 96.02 € 493.488
-4.39% 91.80 € 493.488
2.60% 94.18 € 493.488
9.13% 102.78 € 493.488
-1.34% 101.41 € 493.488
-2.11% 99.26 € 493.488
0.14% 99.40 € 493.488
-0.97% 98.44 € 493.488
1.70% 100.11 € 493.488
-5.42% 94.69 € 493.488
-0.10% 94.59 € 493.488
-1.47% 93.20 € 493.488
-0.26% 92.96 € 493.488
2.59% 95.37 € 493.488
0.45% 95.80 € 493.488
-3.07% 92.86 € 493.488
-2.32% 90.71 € 493.488
2.97% 93.40 € 493.488
0.32% 93.70 € 493.488
0.53% 94.20 € 493.488
-2.06% 92.26 € 493.488
-0.16% 92.11 € 493.488
-2.60% 89.71 € 493.488
-1.72% 88.17 € 493.488
-0.50% 87.73 € 493.488
1.11% 88.71 € 493.488
3.42% 91.75 € 493.488
-2.51% 89.44 € 493.488
0.49% 89.88 € 493.488
-0.30% 89.62 € 493.488
-2.72% 87.18 € 493.488
-0.08% 87.11 € 493.488
-1.69% 85.64 € 493.488
0.10% 85.72 € 493.488
0.20% 85.89 € 493.488
3.63% 89.01 € 493.488
7.34% 95.54 € 493.488
1.33% 96.81 € 493.488
5.41% 102.05 € 493.488
-3.12% 98.86 € 493.488
-6.38% 92.55 € 493.488
2.37% 94.75 € 493.488
2.73% 97.34 € 493.488
2.49% 99.76 € 493.488
 1.01% 100.77 € 493.488
-1.41% 99.35 € 493.488
0.61% 99.96 € 493.488
-1.59% 98.37 € 493.488
0.91% 99.27 € 493.488
1.15% 100.40 € 493.488
-0.07% 100.34 € 493.488
-1.36% 98.97 € 493.488
2.93% 101.87 € 493.488
-0.30% 101.56 € 493.488
-1.48% 100.06 € 493.488
-1.27% 98.78 € 493.488
-0.20% 98.59 € 493.488
-0.53% 98.07 € 493.488
1.35% 99.39 € 493.488
2.49% 101.87 € 493.488
-1.56% 100.28 € 493.488
0.62% 100.90 € 493.488
-0.38% 100.51 € 493.488
-0.68% 99.83 € 493.488
-0.15% 99.68 € 493.488
0.07% 99.75 € 493.488
0.52% 100.27 € 493.488
0.58% 100.85 € 493.488
2.90% 103.78 € 493.488
1.56% 105.40 € 493.488
-2.08% 103.21 € 493.488
-0.92% 102.27 € 493.488
-0.22% 102.04 € 493.488
-1.72% 100.28 € 493.488
-0.46% 99.82 € 493.488
1.06% 100.87 € 493.488
-1.09% 99.77 € 493.488
-0.62% 99.15 € 493.488
-0.80% 98.36 € 493.488
-2.26% 96.14 € 493.488
-3.88% 92.42 € 493.488
-2.43% 90.17 € 493.488
1.71% 91.71 € 493.488
-2.16% 89.73 € 493.488
-0.18% 89.57 € 493.488
-0.96% 88.71 € 493.488
-5.00% 84.28 € 493.488
0.07% 84.34 € 493.488
-0.43% 83.98 € 493.488
0.69% 84.56 € 493.488
-5.70% 79.74 € 493.488
-5.73% 75.17 € 493.488
0.17% 75.30 € 493.488
2.93% 77.50 € 493.488
-0.63% 77.02 € 493.488
4.29% 80.32 € 493.488
-3.11% 77.82 € 493.488
-2.26% 76.07 € 493.488
0.22% 76.24 € 493.488
-2.95% 73.99 € 493.488
1.56% 75.14 € 493.488
2.75% 77.21 € 493.488
-0.79% 76.59 € 493.488
-0.98% 75.84 € 493.488
-1.38% 74.79 € 493.488
0.06% 74.84 € 493.488
-0.44% 74.51 € 493.488
-1.27% 73.57 € 493.488
-2.01% 72.09 € 493.488
-5.61% 68.04 € 493.488
-1.99% 66.69 € 493.488
0.29% 66.88 € 493.488
2.93% 68.84 € 493.488
17.81% 81.10 € 493.488
-5.75% 76.44 € 493.488
-3.37% 73.86 € 493.488
0.30% 74.08 € 493.488
5.72% 78.31 € 493.488
-4.70% 74.63 € 493.488
-2.35% 72.88 € 493.488
-1.67% 71.66 € 493.488
3.66% 74.28 € 493.488
-1.13% 73.45 € 493.488
-2.70% 71.46 € 493.488
-0.31% 71.24 € 493.488
-1.20% 70.39 € 493.488
-1.63% 69.24 € 493.488
2.22% 70.78 € 493.488
-2.19% 69.22 € 493.488
-1.47% 68.20 € 493.488
0.48% 68.53 € 493.488
-0.96% 67.87 € 493.488
4.34% 70.82 € 493.488
-0.48% 70.47 € 493.488
-1.12% 69.69 € 493.488
1.85% 70.97 € 493.488
3.60% 73.53 € 493.488
0.30% 73.75 € 493.488
-2.50% 71.91 € 493.488
-0.09% 71.84 € 493.488
2.09% 73.34 € 493.488
4.94% 76.97 € 493.488
-0.45% 76.62 € 493.488
2.89% 78.84 € 493.488
3.84% 81.86 € 493.488
2.24% 83.70 € 493.488
-2.48% 81.62 € 493.488
-1.12% 80.71 € 493.488
 2.82% 82.99 € 493.488
-0.64% 82.45 € 493.488
0.79% 83.10 € 493.488
4.40% 86.76 € 493.488
7.07% 92.89 € 493.488
0.76% 93.60 € 493.488
-5.01% 88.91 € 493.488
-3.91% 85.43 € 493.488
8.29% 92.51 € 493.488
0.42% 92.91 € 493.488
-1.72% 91.31 € 493.488
2.35% 93.45 € 493.488
5.53% 98.62 € 493.488
0.06% 98.68 € 493.488
2.93% 101.57 € 493.488
4.48% 106.12 € 493.488
1.67% 107.90 € 493.488
-2.36% 105.35 € 493.488
0.31% 105.68 € 493.488
-0.28% 105.39 € 493.488
-5.16% 99.95 € 493.488
2.04% 101.98 € 493.488
1.70% 103.72 € 493.488
0.42% 104.16 € 493.488
1.32% 105.53 € 493.488
3.65% 109.38 € 493.488
4.49% 114.29 € 493.488
0.89% 115.31 € 493.488
-4.27% 110.39 € 493.488
-0.15% 110.22 € 493.488
2.58% 113.07 € 493.488
-1.20% 111.71 € 493.488
-1.45% 110.08 € 493.488
1.75% 112.01 € 493.488
-1.29% 110.56 € 493.488
3.07% 113.96 € 493.488
4.15% 118.68 € 493.488
3.11% 122.37 € 493.488
1.40% 124.08 € 493.488
6.87% 132.61 € 509.423
7.85% 143.02 € 549.433
1.11% 144.60 € 555.518
0.31% 145.05 € 557.215
9.81% 159.27 € 611.853
10.61% 176.17 € 676.769
-11.65% 155.64 € 676.769
5.89% 164.80 € 676.769
-0.24% 164.40 € 676.769
-4.97% 156.22 € 676.769
-2.25% 152.71 € 676.769
6.85% 163.17 € 676.769
0.43% 163.87 € 676.769
 0.13% 164.08 € 676.769
5.51% 173.13 € 676.769
-1.38% 170.73 € 676.769
3.68% 177.01 € 680.008
-1.72% 173.97 € 680.008
-1.88% 170.69 € 680.008
1.46% 173.17 € 680.008
-0.11% 172.98 € 680.008
6.94% 184.99 € 710.645
6.17% 196.40 € 754.480
7.13% 210.41 € 808.311
-0.58% 209.19 € 808.311
10.47% 231.10 € 887.784
4.11% 240.60 € 924.283
5.06% 252.77 € 971.055
-6.12% 237.30 € 971.055
-2.47% 231.45 € 971.055
0.05% 231.55 € 971.055
5.80% 244.99 € 971.055
-10.71% 218.76 € 971.055
-1.84% 214.73 € 971.055
-1.47% 211.58 € 971.055
-6.76% 197.27 € 971.055
8.19% 213.44 € 971.055
4.61% 223.27 € 971.055
9.56% 244.63 € 971.055
-1.47% 241.04 € 971.055
-3.60% 232.37 € 971.055
3.83% 241.27 € 971.055
2.26% 246.72 € 971.055
-1.43% 243.20 € 971.055
1.63% 247.16 € 971.055
4.94% 259.38 € 996.443
4.72% 271.63 € 1043.511
7.92% 293.14 € 1126.119
0.79% 295.45 € 1135.012
-1.36% 291.43 € 1135.012
-2.12% 285.24 € 1135.012
1.80% 290.39 € 1135.012
2.95% 298.96 € 1148.475
4.86% 313.49 € 1204.321
2.33% 320.80 € 1232.382
-2.95% 311.33 € 1232.382
1.46% 315.87 € 1232.382
4.78% 330.97 € 1271.461
5.64% 349.64 € 1343.190
2.13% 357.08 € 1371.784
1.58% 362.74 € 1393.512
-2.37% 354.14 € 1393.512
0.80% 356.96 € 1393.512
3.76% 370.38 € 1422.848
3.63% 383.80 € 1474.431
 2.56% 393.63 € 1512.188
1.07% 397.85 € 1528.380
2.63% 408.30 € 1568.526
12.18% 458.01 € 1759.500
1.20% 463.51 € 1780.648
-6.33% 434.16 € 1780.648
4.08% 451.89 € 1780.648
-4.80% 430.22 € 1780.648
0.20% 431.09 € 1780.648
5.25% 453.74 € 1780.648
-3.90% 436.03 € 1780.648
-1.58% 429.13 € 1780.648
-3.85% 412.62 € 1780.648
0.66% 415.35 € 1780.648
-0.18% 414.61 € 1780.648
2.07% 423.18 € 1780.648
7.15% 453.43 € 1780.648
0.25% 454.59 € 1780.648
-1.26% 448.86 € 1780.648
-2.15% 439.23 € 1780.648
-0.92% 435.20 € 1780.648
-2.46% 424.48 € 1780.648
-2.43% 414.15 € 1780.648
-6.61% 386.79 € 1780.648
-4.69% 368.63 € 1780.648
-5.19% 349.51 € 1780.648
-4.35% 334.32 € 1780.648
4.73% 350.12 € 1780.648
0.25% 351.01 € 1780.648
-2.53% 342.15 € 1780.648
-2.81% 332.52 € 1780.648
-4.37% 317.99 € 1780.648
1.76% 323.58 € 1780.648
4.48% 338.06 € 1780.648
2.91% 347.92 € 1780.648
-2.80% 338.18 € 1780.648
-0.79% 335.51 € 1780.648
-0.86% 332.63 € 1780.648
2.75% 341.78 € 1780.648
-1.22% 337.62 € 1780.648
-4.29% 323.13 € 1780.648
-1.43% 318.50 € 1780.648
-3.85% 306.23 € 1780.648
2.04% 312.48 € 1780.648
4.07% 325.21 € 1780.648
-1.46% 320.46 € 1780.648
-4.10% 307.33 € 1780.648
1.49% 311.91 € 1780.648
-0.05% 311.76 € 1780.648
-1.29% 307.75 € 1780.648
-4.29% 294.56 € 1780.648
-1.24% 290.90 € 1780.648
 0.66% 292.82 € 1780.648
2.86% 301.21 € 1780.648
-5.94% 283.31 € 1780.648
-1.84% 278.09 € 1780.648
2.56% 285.21 € 1780.648
9.06% 311.04 € 1780.648
4.30% 324.42 € 1780.648
-0.39% 323.16 € 1780.648
1.47% 327.92 € 1780.648
1.10% 331.52 € 1780.648
5.01% 348.14 € 1780.648
0.26% 349.03 € 1780.648
-1.06% 345.33 € 1780.648
-4.35% 330.31 € 1780.648
-2.26% 322.86 € 1780.648
-7.11% 299.92 € 1780.648
3.51% 310.45 € 1780.648
3.42% 321.06 € 1780.648
-0.19% 320.45 € 1780.648
2.93% 329.85 € 1780.648
-1.73% 324.15 € 1780.648
1.29% 328.32 € 1780.648
-2.08% 321.50 € 1780.648
3.80% 333.73 € 1780.648
2.73% 342.84 € 1780.648
-2.76% 333.37 € 1780.648
0.20% 334.02 € 1780.648
-1.36% 329.46 € 1780.648
5.30% 346.94 € 1780.648
0.07% 347.19 € 1780.648
-0.62% 345.05 € 1780.648
0.67% 347.35 € 1780.648
-2.31% 339.34 € 1780.648
-1.65% 333.75 € 1780.648
-3.44% 322.28 € 1780.648
-2.92% 312.85 € 1780.648
-0.22% 312.16 € 1780.648
1.29% 316.20 € 1780.648
0.54% 317.91 € 1780.648
2.34% 325.35 € 1780.648
3.34% 336.22 € 1780.648
2.18% 343.54 € 1780.648
-1.32% 338.99 € 1780.648
-1.12% 335.18 € 1780.648
-0.35% 334.00 € 1780.648
5.88% 353.62 € 1780.648
4.13% 368.23 € 1780.648
5.83% 389.71 € 1780.648
0.88% 393.15 € 1780.648
-1.01% 389.18 € 1780.648
-1.55% 383.15 € 1780.648
0.55% 385.26 € 1780.648
 5.45% 406.25 € 1780.648
2.55% 416.60 € 1780.648
-0.42% 414.87 € 1780.648
5.41% 437.32 € 1780.648
2.12% 446.61 € 1780.648
1.07% 451.38 € 1780.648
6.16% 479.17 € 1840.807
7.08% 513.11 € 1971.170
-2.42% 500.69 € 1971.170
-1.09% 495.24 € 1971.170
-1.74% 486.64 € 1971.170
-0.84% 482.56 € 1971.170
0.86% 486.69 € 1971.170
-2.98% 472.20 € 1971.170
-5.10% 448.13 € 1971.170
2.16% 457.83 € 1971.170
5.05% 480.93 € 1971.170
-0.62% 477.95 € 1971.170
-1.65% 470.08 € 1971.170
-1.21% 464.41 € 1971.170
0.07% 464.76 € 1971.170
GOLDAMGBD228NLBM - DD GOLDAMGBD228NLBM - Max DD GM TUM
0.00 -0.480842519268011
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-0.03 273
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-0.02 17
0.00 0
0.00 0
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0.00 0
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0.00 0
0.00 0
0.00 0
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-0.02 2
0.00 0
0.00 0
 0.00 0
0.00 0
0.00 0
0.00 0
0.00 0
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-0.03 2
-0.07 3
-0.07 4
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-0.06 6
-0.07 7
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0.00 0
0.00 0
-0.02 1
-0.03 2
-0.05 3
-0.06 4
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-0.09 13
i ) You have been given data on the Wilshire 5000 to compare the different bull markets in history.
A bear market (and hence the end of a bull market) will be defined as a fall of 20% from a 12-month high.
 
Compute the maximum drawdown and the time under water using the all-time high method.
How many bear markets do you count?
- see graphs below and i count 300 bear

0.00

01

01

01

01

01
01

01

01

01
-0

0
1-

1-

1-

1-

1-
1-

1-

1-

1-

1-

1
01
-0

-0

-0

-0

-0

-0

-0

-0

-0
-0

-0
-
82

94

00

03

06

09

12

15
85

88

91

97
19

20
19

19

19

19

19

20

20

20

20

20
-0.10

-0.20

-0.30

-0.40

-0.50

-0.60

WILLY
Bear market countif (DD data < 0 ) 300.00
Bear marrket 1Y 259

Now you want to compare the bull market that started in 1987 and ended with the dotcom
bubble with the bull market that started in 2009. Compute the rebased indices of these two bull mark
the same graph.
- > comparison chart of returns of both rebased prices
 0
1000
2000
3000
4000
5000
6000
7000
8000
9000
10000

observation_date
1982-10-01
1983-08-01
1984-06-01
1985-04-01
the same graph.

1986-02-01
1986-12-01
1987-10-01
1988-08-01
1989-06-01
1990-04-01
1991-02-01
1991-12-01
1992-10-01
1993-08-01
1994-06-01
1995-04-01
1996-02-01
1996-12-01
1997-10-01
1998-08-01
1999-06-01
- > comparison chart of returns of both rebased prices

2000-04-01
2001-02-01
2001-12-01
2002-10-01
2003-08-01
2004-06-01
2005-04-01
2006-02-01
2006-12-01
2007-10-01
2008-08-01
2009-06-01
2010-04-01
2011-02-01
2011-12-01
2012-10-01
2013-08-01
Now you want to compare the bull market that started in 1987 and ended with the dotcom

2014-06-01
2015-04-01
2016-02-01
2016-12-01
2017-10-01
bubble with the bull market that started in 2009. Compute the rebased indices of these two bull mark
 Goldman rebased
600

500

400

300

200

100
 0
100
200
300
400

1
16
31
46
61
76
91
106
121
136
151
166
181
196
211
226
241
256
271
286
301
316
331
346
361
376
391
406
421
436
451
466
n history.
a 12-month high.

hod.

Chart Title
01

01

01

01

01
0

300
1-

1-

1-

1-

1-
1-
-0

-0

-0

-0

-0

-0
06

09

12

15

18

21
20

20

20

20

20

20

250

200

150

100

50

WILLT Time under water

GM
439

ended with the dotcom

ased indices of these two bull markets (the “series”) and plot them together on
2005-04-01
2006-02-01
2006-12-01
2007-10-01
2008-08-01
2009-06-01
2010-04-01
2011-02-01
2011-12-01
2012-10-01
2013-08-01
ended with the dotcom

2014-06-01
2015-04-01
2016-02-01
2016-12-01
2017-10-01
2018-08-01
2019-06-01
2020-04-01
2021-02-01
ased indices of these two bull markets (the “series”) and plot them together on
346
361
376
391
406
421
436
451
466
 Chart Title

e under water GM TUM