60/40 משופר
תשואה חודשית
אלוקציה עדכנית
| MDY | SHY | TLT | |
|---|---|---|---|
| 2023-04-28 | 0 | 0.6 | 0.4 |
גרף ביצועים מתחילת השנה
גרף התשואה מתחילת השנה מול אינדקס ההשוואה
ביצועי תעודות הסל
רשימת ה- Trades
| symbol | weight | entry.date | exit.date | entry.price | exit.price | return | |
|---|---|---|---|---|---|---|---|
| 1 | SHY | 60 | 2003-01-31 | 2003-02-28 | 59.08 | 59.31 | 0.24 |
| 2 | TLT | 40 | 2003-01-31 | 2003-02-28 | 44.98 | 46.37 | 1.24 |
| 3 | SHY | 60 | 2003-02-28 | 2003-03-31 | 59.31 | 59.41 | 0.11 |
| 4 | TLT | 40 | 2003-02-28 | 2003-03-31 | 46.37 | 45.74 | -0.55 |
| 5 | SHY | 60 | 2003-03-31 | 2003-04-30 | 59.41 | 59.51 | 0.10 |
| 6 | TLT | 40 | 2003-03-31 | 2003-04-30 | 45.74 | 46.22 | 0.42 |
| 7 | MDY | 60 | 2003-04-30 | 2003-05-30 | 62.86 | 68.28 | 5.18 |
| 8 | TLT | 40 | 2003-04-30 | 2003-05-30 | 46.22 | 49.14 | 2.53 |
| 9 | MDY | 60 | 2003-05-30 | 2003-06-30 | 68.28 | 68.90 | 0.54 |
| 10 | TLT | 40 | 2003-05-30 | 2003-06-30 | 49.14 | 48.26 | -0.72 |
| 11 | MDY | 60 | 2003-06-30 | 2003-07-31 | 68.90 | 71.36 | 2.14 |
| 12 | TLT | 40 | 2003-06-30 | 2003-07-31 | 48.26 | 43.44 | -3.99 |
| 13 | MDY | 60 | 2003-07-31 | 2003-08-29 | 71.36 | 74.54 | 2.67 |
| 14 | SHY | 40 | 2003-07-31 | 2003-08-29 | 59.52 | 59.50 | -0.02 |
| 15 | MDY | 60 | 2003-08-29 | 2003-09-30 | 74.54 | 73.48 | -0.86 |
| 16 | SHY | 40 | 2003-08-29 | 2003-09-30 | 59.50 | 60.07 | 0.38 |
| 17 | MDY | 60 | 2003-09-30 | 2003-10-31 | 73.48 | 79.10 | 4.60 |
| 18 | TLT | 40 | 2003-09-30 | 2003-10-31 | 46.62 | 45.21 | -1.21 |
| 19 | MDY | 60 | 2003-10-31 | 2003-11-28 | 79.10 | 81.98 | 2.18 |
| 20 | SHY | 40 | 2003-10-31 | 2003-11-28 | 59.82 | 59.78 | -0.02 |
| 21 | MDY | 60 | 2003-11-28 | 2003-12-31 | 81.98 | 83.15 | 0.86 |
| 22 | SHY | 40 | 2003-11-28 | 2003-12-31 | 59.78 | 60.19 | 0.27 |
| 23 | MDY | 60 | 2003-12-31 | 2004-01-30 | 83.15 | 84.96 | 1.31 |
| 24 | TLT | 40 | 2003-12-31 | 2004-01-30 | 45.97 | 46.83 | 0.74 |
| 25 | MDY | 60 | 2004-01-30 | 2004-02-27 | 84.96 | 87.01 | 1.45 |
| 26 | TLT | 40 | 2004-01-30 | 2004-02-27 | 46.83 | 47.90 | 0.91 |
| 27 | MDY | 60 | 2004-02-27 | 2004-03-31 | 87.01 | 87.37 | 0.25 |
| 28 | TLT | 40 | 2004-02-27 | 2004-03-31 | 47.90 | 48.57 | 0.56 |
| 29 | MDY | 60 | 2004-03-31 | 2004-04-30 | 87.37 | 84.21 | -2.17 |
| 30 | TLT | 40 | 2004-03-31 | 2004-04-30 | 48.57 | 45.55 | -2.49 |
| 31 | SHY | 100 | 2004-04-30 | 2004-05-28 | 60.08 | 60.08 | 0.00 |
| 32 | MDY | 60 | 2004-05-28 | 2004-06-30 | 86.34 | 88.06 | 1.20 |
| 33 | SHY | 40 | 2004-05-28 | 2004-06-30 | 60.08 | 60.06 | -0.01 |
| 34 | MDY | 60 | 2004-06-30 | 2004-07-30 | 88.06 | 84.02 | -2.75 |
| 35 | SHY | 40 | 2004-06-30 | 2004-07-30 | 60.06 | 60.23 | 0.11 |
| 36 | SHY | 60 | 2004-07-30 | 2004-08-31 | 60.23 | 60.68 | 0.44 |
| 37 | TLT | 40 | 2004-07-30 | 2004-08-31 | 46.61 | 48.55 | 1.67 |
| 38 | SHY | 60 | 2004-08-31 | 2004-09-30 | 60.68 | 60.62 | -0.06 |
| 39 | TLT | 40 | 2004-08-31 | 2004-09-30 | 48.55 | 49.01 | 0.38 |
| 40 | MDY | 60 | 2004-09-30 | 2004-10-29 | 86.07 | 87.54 | 1.02 |
| 41 | TLT | 40 | 2004-09-30 | 2004-10-29 | 49.01 | 49.88 | 0.71 |
| 42 | MDY | 60 | 2004-10-29 | 2004-11-30 | 87.54 | 92.88 | 3.66 |
| 43 | TLT | 40 | 2004-10-29 | 2004-11-30 | 49.88 | 48.69 | -0.96 |
| 44 | MDY | 60 | 2004-11-30 | 2004-12-31 | 92.88 | 96.37 | 2.25 |
| 45 | TLT | 40 | 2004-11-30 | 2004-12-31 | 48.69 | 49.98 | 1.06 |
| 46 | MDY | 60 | 2004-12-31 | 2005-01-31 | 96.37 | 94.06 | -1.44 |
| 47 | TLT | 40 | 2004-12-31 | 2005-01-31 | 49.98 | 51.76 | 1.43 |
| 48 | MDY | 60 | 2005-01-31 | 2005-02-28 | 94.06 | 97.48 | 2.18 |
| 49 | TLT | 40 | 2005-01-31 | 2005-02-28 | 51.76 | 51.00 | -0.59 |
| 50 | MDY | 60 | 2005-02-28 | 2005-03-31 | 97.48 | 96.07 | -0.87 |
| 51 | TLT | 40 | 2005-02-28 | 2005-03-31 | 51.00 | 50.77 | -0.18 |
| 52 | MDY | 60 | 2005-03-31 | 2005-04-29 | 96.07 | 92.50 | -2.23 |
| 53 | TLT | 40 | 2005-03-31 | 2005-04-29 | 50.77 | 52.73 | 1.55 |
| 54 | SHY | 60 | 2005-04-29 | 2005-05-31 | 60.73 | 60.97 | 0.24 |
| 55 | TLT | 40 | 2005-04-29 | 2005-05-31 | 52.73 | 54.38 | 1.26 |
| 56 | MDY | 60 | 2005-05-31 | 2005-06-30 | 97.79 | 100.33 | 1.56 |
| 57 | TLT | 40 | 2005-05-31 | 2005-06-30 | 54.38 | 55.56 | 0.86 |
| 58 | MDY | 60 | 2005-06-30 | 2005-07-29 | 100.33 | 105.48 | 3.08 |
| 59 | TLT | 40 | 2005-06-30 | 2005-07-29 | 55.56 | 53.68 | -1.35 |
| 60 | MDY | 60 | 2005-07-29 | 2005-08-31 | 105.48 | 104.46 | -0.58 |
| 61 | TLT | 40 | 2005-07-29 | 2005-08-31 | 53.68 | 55.55 | 1.39 |
| 62 | MDY | 60 | 2005-08-31 | 2005-09-30 | 104.46 | 105.12 | 0.38 |
| 63 | TLT | 40 | 2005-08-31 | 2005-09-30 | 55.55 | 53.54 | -1.44 |
| 64 | MDY | 60 | 2005-09-30 | 2005-10-31 | 105.12 | 101.98 | -1.80 |
| 65 | SHY | 40 | 2005-09-30 | 2005-10-31 | 61.11 | 61.06 | -0.03 |
| 66 | MDY | 60 | 2005-10-31 | 2005-11-30 | 101.98 | 107.76 | 3.40 |
| 67 | SHY | 40 | 2005-10-31 | 2005-11-30 | 61.06 | 61.30 | 0.16 |
| 68 | MDY | 60 | 2005-11-30 | 2005-12-30 | 107.76 | 108.44 | 0.38 |
| 69 | SHY | 40 | 2005-11-30 | 2005-12-30 | 61.30 | 61.51 | 0.14 |
| 70 | MDY | 60 | 2005-12-30 | 2006-01-31 | 108.44 | 114.22 | 3.20 |
| 71 | TLT | 40 | 2005-12-30 | 2006-01-31 | 54.28 | 53.36 | -0.68 |
| 72 | MDY | 60 | 2006-01-31 | 2006-02-28 | 114.22 | 113.90 | -0.17 |
| 73 | SHY | 40 | 2006-01-31 | 2006-02-28 | 61.62 | 61.64 | 0.01 |
| 74 | MDY | 60 | 2006-02-28 | 2006-03-31 | 113.90 | 116.86 | 1.56 |
| 75 | TLT | 40 | 2006-02-28 | 2006-03-31 | 53.96 | 51.48 | -1.84 |
| 76 | MDY | 60 | 2006-03-31 | 2006-04-28 | 116.86 | 118.43 | 0.81 |
| 77 | SHY | 40 | 2006-03-31 | 2006-04-28 | 61.75 | 61.89 | 0.09 |
| 78 | MDY | 60 | 2006-04-28 | 2006-05-31 | 118.43 | 113.30 | -2.60 |
| 79 | SHY | 40 | 2006-04-28 | 2006-05-31 | 61.89 | 61.99 | 0.07 |
| 80 | SHY | 100 | 2006-05-31 | 2006-06-30 | 61.99 | 62.14 | 0.24 |
| 81 | SHY | 100 | 2006-06-30 | 2006-07-31 | 62.14 | 62.55 | 0.66 |
| 82 | SHY | 60 | 2006-07-31 | 2006-08-31 | 62.55 | 63.02 | 0.45 |
| 83 | TLT | 40 | 2006-07-31 | 2006-08-31 | 51.85 | 53.43 | 1.22 |
| 84 | SHY | 60 | 2006-08-31 | 2006-09-29 | 63.02 | 63.30 | 0.26 |
| 85 | TLT | 40 | 2006-08-31 | 2006-09-29 | 53.43 | 54.45 | 0.77 |
| 86 | SHY | 60 | 2006-09-29 | 2006-10-31 | 63.30 | 63.56 | 0.25 |
| 87 | TLT | 40 | 2006-09-29 | 2006-10-31 | 54.45 | 54.70 | 0.18 |
| 88 | MDY | 60 | 2006-10-31 | 2006-11-30 | 116.28 | 119.90 | 1.87 |
| 89 | TLT | 40 | 2006-10-31 | 2006-11-30 | 54.70 | 55.96 | 0.93 |
| 90 | MDY | 60 | 2006-11-30 | 2006-12-29 | 119.90 | 119.48 | -0.21 |
| 91 | TLT | 40 | 2006-11-30 | 2006-12-29 | 55.96 | 54.67 | -0.93 |
| 92 | MDY | 60 | 2006-12-29 | 2007-01-31 | 119.48 | 123.49 | 2.01 |
| 93 | TLT | 40 | 2006-12-29 | 2007-01-31 | 54.67 | 53.90 | -0.56 |
| 94 | MDY | 60 | 2007-01-31 | 2007-02-28 | 123.49 | 124.81 | 0.65 |
| 95 | SHY | 40 | 2007-01-31 | 2007-02-28 | 64.01 | 64.48 | 0.29 |
| 96 | MDY | 60 | 2007-02-28 | 2007-03-30 | 124.81 | 126.49 | 0.80 |
| 97 | TLT | 40 | 2007-02-28 | 2007-03-30 | 55.96 | 55.00 | -0.68 |
| 98 | MDY | 60 | 2007-03-30 | 2007-04-30 | 126.49 | 129.99 | 1.66 |
| 99 | TLT | 40 | 2007-03-30 | 2007-04-30 | 55.00 | 55.30 | 0.21 |
| 100 | MDY | 60 | 2007-04-30 | 2007-05-31 | 129.99 | 136.66 | 3.08 |
| 101 | TLT | 40 | 2007-04-30 | 2007-05-31 | 55.30 | 54.22 | -0.78 |
| 102 | MDY | 60 | 2007-05-31 | 2007-06-29 | 136.66 | 133.69 | -1.31 |
| 103 | SHY | 40 | 2007-05-31 | 2007-06-29 | 64.92 | 65.23 | 0.19 |
| 104 | MDY | 60 | 2007-06-29 | 2007-07-31 | 133.69 | 127.41 | -2.82 |
| 105 | SHY | 40 | 2007-06-29 | 2007-07-31 | 65.23 | 65.82 | 0.36 |
| 106 | SHY | 60 | 2007-07-31 | 2007-08-31 | 65.82 | 66.62 | 0.73 |
| 107 | TLT | 40 | 2007-07-31 | 2007-08-31 | 55.45 | 56.44 | 0.72 |
| 108 | SHY | 60 | 2007-08-31 | 2007-09-28 | 66.62 | 66.88 | 0.23 |
| 109 | TLT | 40 | 2007-08-31 | 2007-09-28 | 56.44 | 56.57 | 0.09 |
| 110 | MDY | 60 | 2007-09-28 | 2007-10-31 | 132.25 | 135.66 | 1.54 |
| 111 | TLT | 40 | 2007-09-28 | 2007-10-31 | 56.57 | 57.60 | 0.73 |
| 112 | MDY | 60 | 2007-10-31 | 2007-11-30 | 135.66 | 128.97 | -2.96 |
| 113 | TLT | 40 | 2007-10-31 | 2007-11-30 | 57.60 | 60.67 | 2.14 |
| 114 | SHY | 60 | 2007-11-30 | 2007-12-31 | 68.40 | 68.61 | 0.18 |
| 115 | TLT | 40 | 2007-11-30 | 2007-12-31 | 60.67 | 60.29 | -0.25 |
| 116 | SHY | 60 | 2007-12-31 | 2008-01-31 | 68.61 | 69.74 | 0.99 |
| 117 | TLT | 40 | 2007-12-31 | 2008-01-31 | 60.29 | 61.55 | 0.84 |
| 118 | SHY | 60 | 2008-01-31 | 2008-02-29 | 69.74 | 70.46 | 0.62 |
| 119 | TLT | 40 | 2008-01-31 | 2008-02-29 | 61.55 | 61.27 | -0.18 |
| 120 | SHY | 60 | 2008-02-29 | 2008-03-31 | 70.46 | 70.64 | 0.15 |
| 121 | TLT | 40 | 2008-02-29 | 2008-03-31 | 61.27 | 62.58 | 0.86 |
| 122 | SHY | 60 | 2008-03-31 | 2008-04-30 | 70.64 | 70.05 | -0.50 |
| 123 | TLT | 40 | 2008-03-31 | 2008-04-30 | 62.58 | 61.03 | -0.99 |
| 124 | MDY | 60 | 2008-04-30 | 2008-05-30 | 125.97 | 132.81 | 3.26 |
| 125 | TLT | 40 | 2008-04-30 | 2008-05-30 | 61.03 | 59.39 | -1.08 |
| 126 | MDY | 60 | 2008-05-30 | 2008-06-30 | 132.81 | 123.38 | -4.26 |
| 127 | SHY | 40 | 2008-05-30 | 2008-06-30 | 69.81 | 69.98 | 0.10 |
| 128 | MDY | 60 | 2008-06-30 | 2008-07-31 | 123.38 | 121.14 | -1.09 |
| 129 | TLT | 40 | 2008-06-30 | 2008-07-31 | 60.96 | 60.74 | -0.15 |
| 130 | SHY | 60 | 2008-07-31 | 2008-08-29 | 70.28 | 70.61 | 0.28 |
| 131 | TLT | 40 | 2008-07-31 | 2008-08-29 | 60.74 | 62.40 | 1.10 |
| 132 | SHY | 60 | 2008-08-29 | 2008-09-30 | 70.61 | 71.16 | 0.47 |
| 133 | TLT | 40 | 2008-08-29 | 2008-09-30 | 62.40 | 63.32 | 0.59 |
| 134 | SHY | 60 | 2008-09-30 | 2008-10-31 | 71.16 | 71.94 | 0.66 |
| 135 | TLT | 40 | 2008-09-30 | 2008-10-31 | 63.32 | 62.14 | -0.75 |
| 136 | SHY | 60 | 2008-10-31 | 2008-11-28 | 71.94 | 72.74 | 0.66 |
| 137 | TLT | 40 | 2008-10-31 | 2008-11-28 | 62.14 | 71.05 | 5.74 |
| 138 | SHY | 60 | 2008-11-28 | 2008-12-31 | 72.74 | 73.14 | 0.34 |
| 139 | TLT | 40 | 2008-11-28 | 2008-12-31 | 71.05 | 80.74 | 5.46 |
| 140 | SHY | 60 | 2008-12-31 | 2009-01-30 | 73.14 | 72.83 | -0.26 |
| 141 | TLT | 40 | 2008-12-31 | 2009-01-30 | 80.74 | 70.19 | -5.23 |
| 142 | SHY | 60 | 2009-01-30 | 2009-02-27 | 72.83 | 72.72 | -0.09 |
| 143 | TLT | 40 | 2009-01-30 | 2009-02-27 | 70.19 | 69.11 | -0.61 |
| 144 | SHY | 100 | 2009-02-27 | 2009-03-31 | 72.72 | 73.08 | 0.50 |
| 145 | SHY | 60 | 2009-03-31 | 2009-04-30 | 73.08 | 72.96 | -0.10 |
| 146 | TLT | 40 | 2009-03-31 | 2009-04-30 | 71.91 | 66.91 | -2.78 |
| 147 | MDY | 60 | 2009-04-30 | 2009-05-29 | 85.40 | 87.91 | 1.76 |
| 148 | SHY | 40 | 2009-04-30 | 2009-05-29 | 72.96 | 73.00 | 0.02 |
| 149 | MDY | 60 | 2009-05-29 | 2009-06-30 | 87.91 | 88.69 | 0.53 |
| 150 | SHY | 40 | 2009-05-29 | 2009-06-30 | 73.00 | 72.94 | -0.04 |
| 151 | MDY | 60 | 2009-06-30 | 2009-07-31 | 88.69 | 96.07 | 5.00 |
| 152 | SHY | 40 | 2009-06-30 | 2009-07-31 | 72.94 | 73.02 | 0.04 |
| 153 | MDY | 60 | 2009-07-31 | 2009-08-31 | 96.07 | 100.26 | 2.62 |
| 154 | SHY | 40 | 2009-07-31 | 2009-08-31 | 73.02 | 73.31 | 0.16 |
| 155 | MDY | 60 | 2009-08-31 | 2009-09-30 | 100.26 | 105.93 | 3.39 |
| 156 | TLT | 40 | 2009-08-31 | 2009-09-30 | 66.76 | 68.40 | 0.98 |
| 157 | MDY | 60 | 2009-09-30 | 2009-10-30 | 105.93 | 101.15 | -2.71 |
| 158 | TLT | 40 | 2009-09-30 | 2009-10-30 | 68.40 | 66.61 | -1.05 |
| 159 | MDY | 60 | 2009-10-30 | 2009-11-30 | 101.15 | 105.40 | 2.52 |
| 160 | TLT | 40 | 2009-10-30 | 2009-11-30 | 66.61 | 67.42 | 0.49 |
| 161 | MDY | 60 | 2009-11-30 | 2009-12-31 | 105.40 | 111.82 | 3.66 |
| 162 | TLT | 40 | 2009-11-30 | 2009-12-31 | 67.42 | 63.14 | -2.54 |
| 163 | MDY | 60 | 2009-12-31 | 2010-01-29 | 111.82 | 108.22 | -1.93 |
| 164 | SHY | 40 | 2009-12-31 | 2010-01-29 | 73.40 | 73.99 | 0.32 |
| 165 | MDY | 60 | 2010-01-29 | 2010-02-26 | 108.22 | 113.70 | 3.04 |
| 166 | SHY | 40 | 2010-01-29 | 2010-02-26 | 73.99 | 74.11 | 0.06 |
| 167 | MDY | 60 | 2010-02-26 | 2010-03-31 | 113.70 | 121.85 | 4.30 |
| 168 | SHY | 40 | 2010-02-26 | 2010-03-31 | 74.11 | 73.91 | -0.11 |
| 169 | MDY | 60 | 2010-03-31 | 2010-04-30 | 121.85 | 126.93 | 2.50 |
| 170 | SHY | 40 | 2010-03-31 | 2010-04-30 | 73.91 | 74.13 | 0.12 |
| 171 | MDY | 60 | 2010-04-30 | 2010-05-28 | 126.93 | 117.98 | -4.23 |
| 172 | TLT | 40 | 2010-04-30 | 2010-05-28 | 65.39 | 68.74 | 2.04 |
| 173 | MDY | 60 | 2010-05-28 | 2010-06-30 | 117.98 | 110.23 | -3.94 |
| 174 | TLT | 40 | 2010-05-28 | 2010-06-30 | 68.74 | 72.72 | 2.32 |
| 175 | SHY | 60 | 2010-06-30 | 2010-07-30 | 74.78 | 74.92 | 0.12 |
| 176 | TLT | 40 | 2010-06-30 | 2010-07-30 | 72.72 | 72.03 | -0.38 |
| 177 | SHY | 60 | 2010-07-30 | 2010-08-31 | 74.92 | 75.10 | 0.14 |
| 178 | TLT | 40 | 2010-07-30 | 2010-08-31 | 72.03 | 78.08 | 3.36 |
| 179 | SHY | 60 | 2010-08-31 | 2010-09-30 | 75.10 | 75.19 | 0.07 |
| 180 | TLT | 40 | 2010-08-31 | 2010-09-30 | 78.08 | 76.12 | -1.01 |
| 181 | MDY | 60 | 2010-09-30 | 2010-10-29 | 124.49 | 128.72 | 2.04 |
| 182 | TLT | 40 | 2010-09-30 | 2010-10-29 | 76.12 | 72.72 | -1.79 |
| 183 | MDY | 60 | 2010-10-29 | 2010-11-30 | 128.72 | 132.53 | 1.78 |
| 184 | TLT | 40 | 2010-10-29 | 2010-11-30 | 72.72 | 71.49 | -0.68 |
| 185 | MDY | 60 | 2010-11-30 | 2010-12-31 | 132.53 | 141.21 | 3.93 |
| 186 | SHY | 40 | 2010-11-30 | 2010-12-31 | 75.20 | 75.07 | -0.07 |
| 187 | MDY | 60 | 2010-12-31 | 2011-01-31 | 141.21 | 143.93 | 1.15 |
| 188 | SHY | 40 | 2010-12-31 | 2011-01-31 | 75.07 | 75.17 | 0.05 |
| 189 | MDY | 60 | 2011-01-31 | 2011-02-28 | 143.93 | 150.46 | 2.72 |
| 190 | SHY | 40 | 2011-01-31 | 2011-02-28 | 75.17 | 75.08 | -0.05 |
| 191 | MDY | 60 | 2011-02-28 | 2011-03-31 | 150.46 | 154.36 | 1.55 |
| 192 | SHY | 40 | 2011-02-28 | 2011-03-31 | 75.08 | 74.98 | -0.05 |
| 193 | MDY | 60 | 2011-03-31 | 2011-04-29 | 154.36 | 158.42 | 1.58 |
| 194 | SHY | 40 | 2011-03-31 | 2011-04-29 | 74.98 | 75.38 | 0.21 |
| 195 | MDY | 60 | 2011-04-29 | 2011-05-31 | 158.42 | 156.97 | -0.55 |
| 196 | TLT | 40 | 2011-04-29 | 2011-05-31 | 69.44 | 71.82 | 1.37 |
| 197 | MDY | 60 | 2011-05-31 | 2011-06-30 | 156.97 | 152.98 | -1.52 |
| 198 | TLT | 40 | 2011-05-31 | 2011-06-30 | 71.82 | 70.14 | -0.93 |
| 199 | MDY | 60 | 2011-06-30 | 2011-07-29 | 152.98 | 147.68 | -2.08 |
| 200 | TLT | 40 | 2011-06-30 | 2011-07-29 | 70.14 | 73.24 | 1.77 |
| 201 | SHY | 60 | 2011-07-29 | 2011-08-31 | 75.87 | 76.13 | 0.21 |
| 202 | TLT | 40 | 2011-07-29 | 2011-08-31 | 73.24 | 80.32 | 3.87 |
| 203 | SHY | 60 | 2011-08-31 | 2011-09-30 | 76.13 | 76.06 | -0.06 |
| 204 | TLT | 40 | 2011-08-31 | 2011-09-30 | 80.32 | 90.92 | 5.28 |
| 205 | SHY | 60 | 2011-09-30 | 2011-10-31 | 76.06 | 76.08 | 0.02 |
| 206 | TLT | 40 | 2011-09-30 | 2011-10-31 | 90.92 | 87.43 | -1.53 |
| 207 | SHY | 60 | 2011-10-31 | 2011-11-30 | 76.08 | 76.12 | 0.03 |
| 208 | TLT | 40 | 2011-10-31 | 2011-11-30 | 87.43 | 89.16 | 0.79 |
| 209 | MDY | 60 | 2011-11-30 | 2011-12-30 | 139.05 | 138.20 | -0.36 |
| 210 | TLT | 40 | 2011-11-30 | 2011-12-30 | 89.16 | 92.24 | 1.38 |
| 211 | MDY | 60 | 2011-12-30 | 2012-01-31 | 138.20 | 147.31 | 3.95 |
| 212 | TLT | 40 | 2011-12-30 | 2012-01-31 | 92.24 | 91.93 | -0.13 |
| 213 | MDY | 60 | 2012-01-31 | 2012-02-29 | 147.31 | 153.96 | 2.71 |
| 214 | TLT | 40 | 2012-01-31 | 2012-02-29 | 91.93 | 89.55 | -1.04 |
| 215 | MDY | 60 | 2012-02-29 | 2012-03-30 | 153.96 | 156.92 | 1.16 |
| 216 | TLT | 40 | 2012-02-29 | 2012-03-30 | 89.55 | 85.76 | -1.69 |
| 217 | MDY | 60 | 2012-03-30 | 2012-04-30 | 156.92 | 156.48 | -0.17 |
| 218 | SHY | 40 | 2012-03-30 | 2012-04-30 | 76.05 | 76.21 | 0.08 |
| 219 | MDY | 60 | 2012-04-30 | 2012-05-31 | 156.48 | 146.38 | -3.87 |
| 220 | TLT | 40 | 2012-04-30 | 2012-05-31 | 89.90 | 98.01 | 3.61 |
| 221 | SHY | 60 | 2012-05-31 | 2012-06-29 | 76.25 | 76.18 | -0.06 |
| 222 | TLT | 40 | 2012-05-31 | 2012-06-29 | 98.01 | 96.37 | -0.67 |
| 223 | SHY | 60 | 2012-06-29 | 2012-07-31 | 76.18 | 76.34 | 0.13 |
| 224 | TLT | 40 | 2012-06-29 | 2012-07-31 | 96.37 | 100.04 | 1.53 |
| 225 | SHY | 60 | 2012-07-31 | 2012-08-31 | 76.34 | 76.35 | 0.00 |
| 226 | TLT | 40 | 2012-07-31 | 2012-08-31 | 100.04 | 98.72 | -0.53 |
| 227 | MDY | 60 | 2012-08-31 | 2012-09-28 | 154.46 | 157.06 | 1.01 |
| 228 | TLT | 40 | 2012-08-31 | 2012-09-28 | 98.72 | 96.22 | -1.01 |
| 229 | MDY | 60 | 2012-09-28 | 2012-10-31 | 157.06 | 155.61 | -0.56 |
| 230 | TLT | 40 | 2012-09-28 | 2012-10-31 | 96.22 | 95.76 | -0.19 |
| 231 | MDY | 60 | 2012-10-31 | 2012-11-30 | 155.61 | 159.18 | 1.38 |
| 232 | SHY | 40 | 2012-10-31 | 2012-11-30 | 76.31 | 76.35 | 0.02 |
| 233 | MDY | 60 | 2012-11-30 | 2012-12-31 | 159.18 | 162.83 | 1.37 |
| 234 | TLT | 40 | 2012-11-30 | 2012-12-31 | 97.08 | 94.66 | -1.00 |
| 235 | MDY | 60 | 2012-12-31 | 2013-01-31 | 162.83 | 174.36 | 4.25 |
| 236 | SHY | 40 | 2012-12-31 | 2013-01-31 | 76.37 | 76.38 | 0.00 |
| 237 | MDY | 60 | 2013-01-31 | 2013-02-28 | 174.36 | 175.80 | 0.50 |
| 238 | SHY | 40 | 2013-01-31 | 2013-02-28 | 76.38 | 76.42 | 0.02 |
| 239 | MDY | 60 | 2013-02-28 | 2013-03-28 | 175.80 | 184.32 | 2.91 |
| 240 | SHY | 40 | 2013-02-28 | 2013-03-28 | 76.42 | 76.45 | 0.01 |
| 241 | MDY | 60 | 2013-03-28 | 2013-04-30 | 184.32 | 185.42 | 0.36 |
| 242 | SHY | 40 | 2013-03-28 | 2013-04-30 | 76.45 | 76.50 | 0.03 |
| 243 | MDY | 60 | 2013-04-30 | 2013-05-31 | 185.42 | 189.66 | 1.37 |
| 244 | TLT | 40 | 2013-04-30 | 2013-05-31 | 96.72 | 90.18 | -2.71 |
| 245 | MDY | 60 | 2013-05-31 | 2013-06-28 | 189.66 | 185.31 | -1.38 |
| 246 | SHY | 40 | 2013-05-31 | 2013-06-28 | 76.40 | 76.32 | -0.04 |
| 247 | MDY | 60 | 2013-06-28 | 2013-07-31 | 185.31 | 197.67 | 4.00 |
| 248 | SHY | 40 | 2013-06-28 | 2013-07-31 | 76.32 | 76.45 | 0.07 |
| 249 | MDY | 60 | 2013-07-31 | 2013-08-30 | 197.67 | 190.03 | -2.32 |
| 250 | SHY | 40 | 2013-07-31 | 2013-08-30 | 76.45 | 76.37 | -0.04 |
| 251 | MDY | 60 | 2013-08-30 | 2013-09-30 | 190.03 | 200.21 | 3.21 |
| 252 | SHY | 40 | 2013-08-30 | 2013-09-30 | 76.37 | 76.54 | 0.09 |
| 253 | MDY | 60 | 2013-09-30 | 2013-10-31 | 200.21 | 207.45 | 2.17 |
| 254 | SHY | 40 | 2013-09-30 | 2013-10-31 | 76.54 | 76.60 | 0.03 |
| 255 | MDY | 60 | 2013-10-31 | 2013-11-29 | 207.45 | 210.03 | 0.74 |
| 256 | SHY | 40 | 2013-10-31 | 2013-11-29 | 76.60 | 76.67 | 0.04 |
| 257 | MDY | 60 | 2013-11-29 | 2013-12-31 | 210.03 | 216.66 | 1.89 |
| 258 | SHY | 40 | 2013-11-29 | 2013-12-31 | 76.67 | 76.53 | -0.07 |
| 259 | MDY | 60 | 2013-12-31 | 2014-01-31 | 216.66 | 211.85 | -1.33 |
| 260 | SHY | 40 | 2013-12-31 | 2014-01-31 | 76.53 | 76.68 | 0.08 |
| 261 | MDY | 60 | 2014-01-31 | 2014-02-28 | 211.85 | 222.15 | 2.92 |
| 262 | TLT | 40 | 2014-01-31 | 2014-02-28 | 87.17 | 87.63 | 0.21 |
| 263 | MDY | 60 | 2014-02-28 | 2014-03-31 | 222.15 | 222.92 | 0.21 |
| 264 | TLT | 40 | 2014-02-28 | 2014-03-31 | 87.63 | 88.27 | 0.29 |
| 265 | MDY | 60 | 2014-03-31 | 2014-04-30 | 222.92 | 219.60 | -0.89 |
| 266 | TLT | 40 | 2014-03-31 | 2014-04-30 | 88.27 | 90.12 | 0.84 |
| 267 | MDY | 60 | 2014-04-30 | 2014-05-30 | 219.60 | 223.19 | 0.98 |
| 268 | TLT | 40 | 2014-04-30 | 2014-05-30 | 90.12 | 92.78 | 1.18 |
| 269 | MDY | 60 | 2014-05-30 | 2014-06-30 | 223.19 | 232.50 | 2.50 |
| 270 | TLT | 40 | 2014-05-30 | 2014-06-30 | 92.78 | 92.54 | -0.10 |
| 271 | MDY | 60 | 2014-06-30 | 2014-07-31 | 232.50 | 222.30 | -2.63 |
| 272 | TLT | 40 | 2014-06-30 | 2014-07-31 | 92.54 | 93.16 | 0.27 |
| 273 | SHY | 60 | 2014-07-31 | 2014-08-29 | 76.70 | 76.85 | 0.11 |
| 274 | TLT | 40 | 2014-07-31 | 2014-08-29 | 93.16 | 97.56 | 1.89 |
| 275 | MDY | 60 | 2014-08-29 | 2014-09-30 | 233.55 | 222.95 | -2.72 |
| 276 | TLT | 40 | 2014-08-29 | 2014-09-30 | 97.56 | 95.50 | -0.84 |
| 277 | SHY | 60 | 2014-09-30 | 2014-10-31 | 76.82 | 76.99 | 0.14 |
| 278 | TLT | 40 | 2014-09-30 | 2014-10-31 | 95.50 | 98.19 | 1.13 |
| 279 | MDY | 60 | 2014-10-31 | 2014-11-28 | 230.82 | 235.06 | 1.10 |
| 280 | TLT | 40 | 2014-10-31 | 2014-11-28 | 98.19 | 101.10 | 1.19 |
| 281 | MDY | 60 | 2014-11-28 | 2014-12-31 | 235.06 | 237.02 | 0.50 |
| 282 | TLT | 40 | 2014-11-28 | 2014-12-31 | 101.10 | 104.39 | 1.30 |
| 283 | MDY | 60 | 2014-12-31 | 2015-01-30 | 237.02 | 234.41 | -0.66 |
| 284 | TLT | 40 | 2014-12-31 | 2015-01-30 | 104.39 | 114.64 | 3.93 |
| 285 | MDY | 60 | 2015-01-30 | 2015-02-27 | 234.41 | 246.20 | 3.02 |
| 286 | TLT | 40 | 2015-01-30 | 2015-02-27 | 114.64 | 107.60 | -2.46 |
| 287 | MDY | 60 | 2015-02-27 | 2015-03-31 | 246.20 | 249.48 | 0.80 |
| 288 | TLT | 40 | 2015-02-27 | 2015-03-31 | 107.60 | 108.78 | 0.44 |
| 289 | MDY | 60 | 2015-03-31 | 2015-04-30 | 249.48 | 245.80 | -0.89 |
| 290 | TLT | 40 | 2015-03-31 | 2015-04-30 | 108.78 | 105.05 | -1.37 |
| 291 | MDY | 60 | 2015-04-30 | 2015-05-29 | 245.80 | 249.88 | 1.00 |
| 292 | SHY | 40 | 2015-04-30 | 2015-05-29 | 77.35 | 77.38 | 0.02 |
| 293 | MDY | 60 | 2015-05-29 | 2015-06-30 | 249.88 | 246.65 | -0.78 |
| 294 | SHY | 40 | 2015-05-29 | 2015-06-30 | 77.38 | 77.40 | 0.01 |
| 295 | MDY | 60 | 2015-06-30 | 2015-07-31 | 246.65 | 246.91 | 0.06 |
| 296 | SHY | 40 | 2015-06-30 | 2015-07-31 | 77.40 | 77.44 | 0.02 |
| 297 | SHY | 100 | 2015-07-31 | 2015-08-31 | 77.44 | 77.40 | -0.05 |
| 298 | SHY | 100 | 2015-08-31 | 2015-09-30 | 77.40 | 77.63 | 0.29 |
| 299 | SHY | 60 | 2015-09-30 | 2015-10-30 | 77.63 | 77.52 | -0.08 |
| 300 | TLT | 40 | 2015-09-30 | 2015-10-30 | 104.16 | 103.73 | -0.16 |
| 301 | SHY | 60 | 2015-10-30 | 2015-11-30 | 77.52 | 77.32 | -0.15 |
| 302 | TLT | 40 | 2015-10-30 | 2015-11-30 | 103.73 | 102.83 | -0.35 |
| 303 | MDY | 60 | 2015-11-30 | 2015-12-31 | 241.19 | 231.08 | -2.52 |
| 304 | TLT | 40 | 2015-11-30 | 2015-12-31 | 102.83 | 102.52 | -0.12 |
| 305 | SHY | 100 | 2015-12-31 | 2016-01-29 | 77.20 | 77.71 | 0.65 |
| 306 | SHY | 60 | 2016-01-29 | 2016-02-29 | 77.71 | 77.79 | 0.07 |
| 307 | TLT | 40 | 2016-01-29 | 2016-02-29 | 108.24 | 111.58 | 1.23 |
| 308 | SHY | 60 | 2016-02-29 | 2016-03-31 | 77.79 | 77.90 | 0.08 |
| 309 | TLT | 40 | 2016-02-29 | 2016-03-31 | 111.58 | 111.48 | -0.04 |
| 310 | MDY | 60 | 2016-03-31 | 2016-04-29 | 239.73 | 242.59 | 0.71 |
| 311 | TLT | 40 | 2016-03-31 | 2016-04-29 | 111.48 | 110.66 | -0.29 |
| 312 | MDY | 60 | 2016-04-29 | 2016-05-31 | 242.59 | 248.03 | 1.35 |
| 313 | TLT | 40 | 2016-04-29 | 2016-05-31 | 110.66 | 111.55 | 0.32 |
| 314 | MDY | 60 | 2016-05-31 | 2016-06-30 | 248.03 | 249.19 | 0.28 |
| 315 | TLT | 40 | 2016-05-31 | 2016-06-30 | 111.55 | 119.29 | 2.77 |
| 316 | MDY | 60 | 2016-06-30 | 2016-07-29 | 249.19 | 259.76 | 2.55 |
| 317 | TLT | 40 | 2016-06-30 | 2016-07-29 | 119.29 | 121.79 | 0.84 |
| 318 | MDY | 60 | 2016-07-29 | 2016-08-31 | 259.76 | 260.95 | 0.27 |
| 319 | TLT | 40 | 2016-07-29 | 2016-08-31 | 121.79 | 120.56 | -0.40 |
| 320 | MDY | 60 | 2016-08-31 | 2016-09-30 | 260.95 | 259.42 | -0.35 |
| 321 | TLT | 40 | 2016-08-31 | 2016-09-30 | 120.56 | 118.74 | -0.60 |
| 322 | MDY | 60 | 2016-09-30 | 2016-10-31 | 259.42 | 252.53 | -1.59 |
| 323 | TLT | 40 | 2016-09-30 | 2016-10-31 | 118.74 | 113.54 | -1.75 |
| 324 | SHY | 100 | 2016-10-31 | 2016-11-30 | 78.15 | 77.78 | -0.47 |
| 325 | MDY | 60 | 2016-11-30 | 2016-12-30 | 272.44 | 278.37 | 1.31 |
| 326 | SHY | 40 | 2016-11-30 | 2016-12-30 | 77.78 | 77.84 | 0.03 |
| 327 | MDY | 60 | 2016-12-30 | 2017-01-31 | 278.37 | 282.96 | 0.99 |
| 328 | SHY | 40 | 2016-12-30 | 2017-01-31 | 77.84 | 77.92 | 0.04 |
| 329 | MDY | 60 | 2017-01-31 | 2017-02-28 | 282.96 | 290.30 | 1.56 |
| 330 | SHY | 40 | 2017-01-31 | 2017-02-28 | 77.92 | 77.95 | 0.01 |
| 331 | MDY | 60 | 2017-02-28 | 2017-03-31 | 290.30 | 288.99 | -0.27 |
| 332 | SHY | 40 | 2017-02-28 | 2017-03-31 | 77.95 | 78.00 | 0.03 |
| 333 | MDY | 60 | 2017-03-31 | 2017-04-28 | 288.99 | 291.24 | 0.47 |
| 334 | SHY | 40 | 2017-03-31 | 2017-04-28 | 78.00 | 78.14 | 0.08 |
| 335 | MDY | 60 | 2017-04-28 | 2017-05-31 | 291.24 | 289.87 | -0.28 |
| 336 | TLT | 40 | 2017-04-28 | 2017-05-31 | 107.20 | 109.23 | 0.76 |
| 337 | MDY | 60 | 2017-05-31 | 2017-06-30 | 289.87 | 294.28 | 0.91 |
| 338 | TLT | 40 | 2017-05-31 | 2017-06-30 | 109.23 | 110.09 | 0.32 |
| 339 | MDY | 60 | 2017-06-30 | 2017-07-31 | 294.28 | 296.95 | 0.54 |
| 340 | TLT | 40 | 2017-06-30 | 2017-07-31 | 110.09 | 109.37 | -0.26 |
| 341 | MDY | 60 | 2017-07-31 | 2017-08-31 | 296.95 | 292.39 | -0.92 |
| 342 | TLT | 40 | 2017-07-31 | 2017-08-31 | 109.37 | 113.09 | 1.36 |
| 343 | MDY | 60 | 2017-08-31 | 2017-09-29 | 292.39 | 303.73 | 2.33 |
| 344 | TLT | 40 | 2017-08-31 | 2017-09-29 | 113.09 | 110.47 | -0.93 |
| 345 | MDY | 60 | 2017-09-29 | 2017-10-31 | 303.73 | 310.51 | 1.34 |
| 346 | TLT | 40 | 2017-09-29 | 2017-10-31 | 110.47 | 110.43 | -0.02 |
| 347 | MDY | 60 | 2017-10-31 | 2017-11-30 | 310.51 | 321.95 | 2.21 |
| 348 | TLT | 40 | 2017-10-31 | 2017-11-30 | 110.43 | 111.25 | 0.30 |
| 349 | MDY | 60 | 2017-11-30 | 2017-12-29 | 321.95 | 322.70 | 0.14 |
| 350 | TLT | 40 | 2017-11-30 | 2017-12-29 | 111.25 | 113.26 | 0.72 |
| 351 | MDY | 60 | 2017-12-29 | 2018-01-31 | 322.70 | 331.66 | 1.67 |
| 352 | TLT | 40 | 2017-12-29 | 2018-01-31 | 113.26 | 109.57 | -1.30 |
| 353 | MDY | 60 | 2018-01-31 | 2018-02-28 | 331.66 | 316.96 | -2.66 |
| 354 | SHY | 40 | 2018-01-31 | 2018-02-28 | 77.82 | 77.74 | -0.04 |
| 355 | MDY | 60 | 2018-02-28 | 2018-03-29 | 316.96 | 320.05 | 0.58 |
| 356 | SHY | 40 | 2018-02-28 | 2018-03-29 | 77.74 | 77.93 | 0.10 |
| 357 | MDY | 60 | 2018-03-29 | 2018-04-30 | 320.05 | 318.90 | -0.21 |
| 358 | SHY | 40 | 2018-03-29 | 2018-04-30 | 77.93 | 77.75 | -0.09 |
| 359 | SHY | 100 | 2018-04-30 | 2018-05-31 | 77.75 | 78.02 | 0.35 |
| 360 | MDY | 60 | 2018-05-31 | 2018-06-29 | 332.04 | 333.42 | 0.25 |
| 361 | TLT | 40 | 2018-05-31 | 2018-06-29 | 109.14 | 109.85 | 0.26 |
| 362 | MDY | 60 | 2018-06-29 | 2018-07-31 | 333.42 | 339.10 | 1.02 |
| 363 | TLT | 40 | 2018-06-29 | 2018-07-31 | 109.85 | 108.27 | -0.57 |
| 364 | MDY | 60 | 2018-07-31 | 2018-08-31 | 339.10 | 349.83 | 1.90 |
| 365 | TLT | 40 | 2018-07-31 | 2018-08-31 | 108.27 | 109.69 | 0.53 |
| 366 | MDY | 60 | 2018-08-31 | 2018-09-28 | 349.83 | 346.09 | -0.64 |
| 367 | TLT | 40 | 2018-08-31 | 2018-09-28 | 109.69 | 106.55 | -1.15 |
| 368 | MDY | 60 | 2018-09-28 | 2018-10-31 | 346.09 | 312.83 | -5.77 |
| 369 | SHY | 40 | 2018-09-28 | 2018-10-31 | 78.17 | 78.29 | 0.06 |
| 370 | SHY | 100 | 2018-10-31 | 2018-11-30 | 78.29 | 78.59 | 0.38 |
| 371 | SHY | 100 | 2018-11-30 | 2018-12-31 | 78.59 | 79.18 | 0.76 |
| 372 | SHY | 60 | 2018-12-31 | 2019-01-31 | 79.18 | 79.38 | 0.15 |
| 373 | TLT | 40 | 2018-12-31 | 2019-01-31 | 111.44 | 111.86 | 0.15 |
| 374 | SHY | 60 | 2019-01-31 | 2019-02-28 | 79.38 | 79.45 | 0.05 |
| 375 | TLT | 40 | 2019-01-31 | 2019-02-28 | 111.86 | 110.32 | -0.55 |
| 376 | MDY | 60 | 2019-02-28 | 2019-03-29 | 329.39 | 327.56 | -0.33 |
| 377 | TLT | 40 | 2019-02-28 | 2019-03-29 | 110.32 | 116.47 | 2.23 |
| 378 | MDY | 60 | 2019-03-29 | 2019-04-30 | 327.56 | 340.55 | 2.38 |
| 379 | TLT | 40 | 2019-03-29 | 2019-04-30 | 116.47 | 114.15 | -0.80 |
| 380 | MDY | 60 | 2019-04-30 | 2019-05-31 | 340.55 | 313.08 | -4.84 |
| 381 | TLT | 40 | 2019-04-30 | 2019-05-31 | 114.15 | 121.96 | 2.74 |
| 382 | SHY | 60 | 2019-05-31 | 2019-06-28 | 80.67 | 81.04 | 0.28 |
| 383 | TLT | 40 | 2019-05-31 | 2019-06-28 | 121.96 | 123.12 | 0.38 |
| 384 | MDY | 60 | 2019-06-28 | 2019-07-31 | 337.55 | 340.72 | 0.56 |
| 385 | TLT | 40 | 2019-06-28 | 2019-07-31 | 123.12 | 123.43 | 0.10 |
| 386 | MDY | 60 | 2019-07-31 | 2019-08-30 | 340.72 | 326.65 | -2.48 |
| 387 | TLT | 40 | 2019-07-31 | 2019-08-30 | 123.43 | 137.07 | 4.42 |
| 388 | SHY | 60 | 2019-08-30 | 2019-09-30 | 81.63 | 81.52 | -0.08 |
| 389 | TLT | 40 | 2019-08-30 | 2019-09-30 | 137.07 | 133.39 | -1.07 |
| 390 | MDY | 60 | 2019-09-30 | 2019-10-31 | 336.84 | 340.43 | 0.64 |
| 391 | TLT | 40 | 2019-09-30 | 2019-10-31 | 133.39 | 131.91 | -0.45 |
| 392 | MDY | 60 | 2019-10-31 | 2019-11-29 | 340.43 | 350.38 | 1.75 |
| 393 | TLT | 40 | 2019-10-31 | 2019-11-29 | 131.91 | 131.37 | -0.16 |
| 394 | MDY | 60 | 2019-11-29 | 2019-12-31 | 350.38 | 360.12 | 1.67 |
| 395 | TLT | 40 | 2019-11-29 | 2019-12-31 | 131.37 | 127.17 | -1.28 |
| 396 | MDY | 60 | 2019-12-31 | 2020-01-31 | 360.12 | 350.60 | -1.59 |
| 397 | SHY | 40 | 2019-12-31 | 2020-01-31 | 81.86 | 82.33 | 0.23 |
| 398 | MDY | 60 | 2020-01-31 | 2020-02-28 | 350.60 | 317.63 | -5.64 |
| 399 | TLT | 40 | 2020-01-31 | 2020-02-28 | 136.95 | 146.03 | 2.65 |
| 400 | SHY | 60 | 2020-02-28 | 2020-03-31 | 83.05 | 84.09 | 0.75 |
| 401 | TLT | 40 | 2020-02-28 | 2020-03-31 | 146.03 | 155.34 | 2.55 |
| 402 | SHY | 60 | 2020-03-31 | 2020-04-30 | 84.09 | 84.32 | 0.16 |
| 403 | TLT | 40 | 2020-03-31 | 2020-04-30 | 155.34 | 157.23 | 0.49 |
| 404 | SHY | 60 | 2020-04-30 | 2020-05-29 | 84.32 | 84.25 | -0.05 |
| 405 | TLT | 40 | 2020-04-30 | 2020-05-29 | 157.23 | 154.46 | -0.71 |
| 406 | SHY | 60 | 2020-05-29 | 2020-06-30 | 84.25 | 84.27 | 0.01 |
| 407 | TLT | 40 | 2020-05-29 | 2020-06-30 | 154.46 | 154.98 | 0.14 |
| 408 | MDY | 60 | 2020-06-30 | 2020-07-31 | 313.88 | 328.52 | 2.80 |
| 409 | TLT | 40 | 2020-06-30 | 2020-07-31 | 154.98 | 161.86 | 1.77 |
| 410 | MDY | 60 | 2020-07-31 | 2020-08-31 | 328.52 | 339.91 | 2.08 |
| 411 | TLT | 40 | 2020-07-31 | 2020-08-31 | 161.86 | 153.69 | -2.02 |
| 412 | MDY | 60 | 2020-08-31 | 2020-09-30 | 339.91 | 328.75 | -1.97 |
| 413 | SHY | 40 | 2020-08-31 | 2020-09-30 | 84.33 | 84.33 | 0.00 |
| 414 | MDY | 60 | 2020-09-30 | 2020-10-30 | 328.75 | 335.97 | 1.32 |
| 415 | SHY | 40 | 2020-09-30 | 2020-10-30 | 84.33 | 84.29 | -0.02 |
| 416 | MDY | 60 | 2020-10-30 | 2020-11-30 | 335.97 | 384.01 | 8.58 |
| 417 | SHY | 40 | 2020-10-30 | 2020-11-30 | 84.29 | 84.31 | 0.01 |
| 418 | MDY | 60 | 2020-11-30 | 2020-12-31 | 384.01 | 408.85 | 3.88 |
| 419 | SHY | 40 | 2020-11-30 | 2020-12-31 | 84.31 | 84.34 | 0.02 |
| 420 | MDY | 60 | 2020-12-31 | 2021-01-29 | 408.85 | 414.73 | 0.86 |
| 421 | SHY | 40 | 2020-12-31 | 2021-01-29 | 84.34 | 84.36 | 0.01 |
| 422 | MDY | 60 | 2021-01-29 | 2021-02-26 | 414.73 | 442.85 | 4.07 |
| 423 | SHY | 40 | 2021-01-29 | 2021-02-26 | 84.36 | 84.31 | -0.02 |
| 424 | MDY | 60 | 2021-02-26 | 2021-03-31 | 442.85 | 464.34 | 2.91 |
| 425 | SHY | 40 | 2021-02-26 | 2021-03-31 | 84.31 | 84.27 | -0.02 |
| 426 | MDY | 60 | 2021-03-31 | 2021-04-30 | 464.34 | 484.36 | 2.59 |
| 427 | SHY | 40 | 2021-03-31 | 2021-04-30 | 84.27 | 84.31 | 0.02 |
| 428 | MDY | 60 | 2021-04-30 | 2021-05-28 | 484.36 | 485.51 | 0.14 |
| 429 | SHY | 40 | 2021-04-30 | 2021-05-28 | 84.31 | 84.37 | 0.02 |
| 430 | MDY | 60 | 2021-05-28 | 2021-06-30 | 485.51 | 480.22 | -0.65 |
| 431 | SHY | 40 | 2021-05-28 | 2021-06-30 | 84.37 | 84.22 | -0.07 |
| 432 | MDY | 60 | 2021-06-30 | 2021-07-30 | 480.22 | 481.58 | 0.17 |
| 433 | TLT | 40 | 2021-06-30 | 2021-07-30 | 138.43 | 143.57 | 1.49 |
| 434 | MDY | 60 | 2021-07-30 | 2021-08-31 | 481.58 | 491.25 | 1.20 |
| 435 | TLT | 40 | 2021-07-30 | 2021-08-31 | 143.57 | 143.08 | -0.14 |
| 436 | MDY | 60 | 2021-08-31 | 2021-09-30 | 491.25 | 471.58 | -2.40 |
| 437 | TLT | 40 | 2021-08-31 | 2021-09-30 | 143.08 | 138.92 | -1.16 |
| 438 | SHY | 60 | 2021-09-30 | 2021-10-29 | 84.25 | 83.97 | -0.20 |
| 439 | TLT | 40 | 2021-09-30 | 2021-10-29 | 138.92 | 142.34 | 0.99 |
| 440 | MDY | 60 | 2021-10-29 | 2021-11-30 | 499.30 | 484.25 | -1.81 |
| 441 | TLT | 40 | 2021-10-29 | 2021-11-30 | 142.34 | 146.29 | 1.11 |
| 442 | SHY | 60 | 2021-11-30 | 2021-12-31 | 83.92 | 83.74 | -0.13 |
| 443 | TLT | 40 | 2021-11-30 | 2021-12-31 | 146.29 | 143.34 | -0.81 |
| 444 | MDY | 60 | 2021-12-31 | 2022-01-31 | 509.19 | 472.17 | -4.36 |
| 445 | TLT | 40 | 2021-12-31 | 2022-01-31 | 143.34 | 137.73 | -1.57 |
| 446 | SHY | 100 | 2022-01-31 | 2022-02-28 | 83.16 | 82.80 | -0.43 |
| 447 | SHY | 100 | 2022-02-28 | 2022-03-31 | 82.80 | 81.64 | -1.40 |
| 448 | SHY | 100 | 2022-03-31 | 2022-04-29 | 81.64 | 81.24 | -0.50 |
| 449 | SHY | 100 | 2022-04-29 | 2022-05-31 | 81.24 | 81.72 | 0.60 |
| 450 | SHY | 100 | 2022-05-31 | 2022-06-30 | 81.72 | 81.24 | -0.59 |
| 451 | SHY | 100 | 2022-06-30 | 2022-07-29 | 81.24 | 81.57 | 0.41 |
| 452 | MDY | 60 | 2022-07-29 | 2022-08-31 | 453.73 | 439.35 | -1.90 |
| 453 | SHY | 40 | 2022-07-29 | 2022-08-31 | 81.57 | 80.91 | -0.32 |
| 454 | SHY | 100 | 2022-08-31 | 2022-09-30 | 80.91 | 79.94 | -1.19 |
| 455 | SHY | 100 | 2022-09-30 | 2022-10-31 | 79.94 | 79.84 | -0.13 |
| 456 | MDY | 60 | 2022-10-31 | 2022-11-30 | 440.88 | 467.42 | 3.61 |
| 457 | SHY | 40 | 2022-10-31 | 2022-11-30 | 79.84 | 80.40 | 0.28 |
| 458 | MDY | 60 | 2022-11-30 | 2022-12-30 | 467.42 | 441.57 | -3.32 |
| 459 | SHY | 40 | 2022-11-30 | 2022-12-30 | 80.40 | 80.49 | 0.05 |
| 460 | MDY | 60 | 2022-12-30 | 2023-01-31 | 441.57 | 482.42 | 5.55 |
| 461 | SHY | 40 | 2022-12-30 | 2023-01-31 | 80.49 | 81.12 | 0.31 |
| 462 | MDY | 60 | 2023-01-31 | 2023-02-28 | 482.42 | 473.45 | -1.12 |
| 463 | TLT | 40 | 2023-01-31 | 2023-02-28 | 106.09 | 100.94 | -1.94 |
| 464 | MDY | 60 | 2023-02-28 | 2023-03-31 | 473.45 | 458.41 | -1.91 |
| 465 | SHY | 40 | 2023-02-28 | 2023-03-31 | 80.46 | 81.79 | 0.66 |
| 466 | MDY | 60 | 2023-03-31 | 2023-04-28 | 458.41 | 454.75 | -0.48 |
| 467 | TLT | 40 | 2023-03-31 | 2023-04-28 | 105.83 | 106.18 | 0.13 |
תיאור האסטרטגיה
המודל מציג גרסה אקטיבית יותר ומשופרת של מודל 60/40 הקלאסי
המודל הקלאסי בתקופות מסויימות סבל מירידות חדות MAXDD -30.45% אומנם הרבה פחות ממדד הייחוס MAXDD -55.33% אבל עדיין ירידות שלמשקיע הסביר יקשה להחזיק בתיק
כדי לצמצם את ה- MAXDD הוספנו פילטר הבודק האם הנכס מעל לממוצע הנע של 6 חודשים במידה והבדיקה חיובית אנו משקיעים בנכס בהתאם לאלוקציה 60% מניות , 40% אג"ח
אחרת אנו משקיעים את אותה אלוקציה במזומן.
התשואה השנתית CAGR ירדה קמעה למתחת – 10% אבל הירידה המקסימלית MAXDD צומצמה למתחת 11% כמו גם התנודתיות של התיק
תקופת האיזון מחדש מתבצעת באופן חודשי
תעודות סל
MDY – SPDR S&P MidCap 400 ETF – מניות
TLT- iShares 20+ Year Treasury Bond- אגרות חוב
SHY -iShares 1-3 Year Treasury Bond – אגרות חוב לטווח קצר מהווה תחליף למזומן
סטטיסטיקת ביצועים
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Categories: משופר