| Year | Real Cumulative Growth | Est. Return (SD 0) | Est. Return (+1σ) | Est. Return (+2σ) | Est. Return (+3σ) | Est. Return (−1σ) | Est. Return (−2σ) | Est. Return (−3σ) | Diff. to Mean |
|---|---|---|---|---|---|---|---|---|---|
| 1970 | 102.51% | 90.07% | 94.37% | 98.87% | 103.58% | 85.97% | 82.06% | 78.33% | -12.13% |
| 1971 | 103.47% | 91.11% | 95.45% | 100.00% | 104.77% | 86.96% | 83.01% | 79.23% | -11.95% |
| 1972 | 103.04% | 92.16% | 96.55% | 101.15% | 105.98% | 87.96% | 83.96% | 80.14% | -10.56% |
| 1973 | 98.03% | 93.22% | 97.66% | 102.32% | 107.20% | 88.98% | 84.93% | 81.06% | -4.91% |
| 1974 | 96.05% | 94.29% | 98.79% | 103.50% | 108.43% | 90.00% | 85.90% | 81.99% | -1.83% |
| 1975 | 95.90% | 95.37% | 99.92% | 104.69% | 109.68% | 91.03% | 86.89% | 82.94% | -0.54% |
| 1976 | 99.45% | 96.47% | 101.07% | 105.89% | 110.94% | 92.08% | 87.89% | 83.89% | -3.00% |
| 1977 | 106.41% | 97.58% | 102.23% | 107.11% | 112.22% | 93.14% | 88.90% | 84.86% | -8.29% |
| 1978 | 110.85% | 98.70% | 103.41% | 108.34% | 113.51% | 94.21% | 89.93% | 85.83% | -10.95% |
| 1979 | 110.10% | 99.84% | 104.60% | 109.59% | 114.81% | 95.30% | 90.96% | 86.82% | -9.32% |
| 1980 | 104.70% | 100.99% | 105.80% | 110.85% | 116.13% | 96.39% | 92.01% | 87.82% | -3.55% |
| 1981 | 96.78% | 102.15% | 107.02% | 112.12% | 117.47% | 97.50% | 93.07% | 88.83% | 5.55% |
| 1982 | 97.53% | 103.33% | 108.25% | 113.41% | 118.82% | 98.62% | 94.14% | 89.85% | 5.95% |
| 1983 | 99.83% | 104.52% | 109.50% | 114.72% | 120.19% | 99.76% | 95.22% | 90.89% | 4.69% |
| 1984 | 100.48% | 105.72% | 110.76% | 116.04% | 121.57% | 100.91% | 96.31% | 91.93% | 5.21% |
| 1985 | 102.27% | 106.93% | 112.03% | 117.37% | 122.97% | 102.07% | 97.42% | 92.99% | 4.56% |
| 1986 | 108.54% | 108.16% | 113.32% | 118.72% | 124.38% | 103.24% | 98.54% | 94.06% | -0.35% |
| 1987 | 110.13% | 109.41% | 114.62% | 120.09% | 125.82% | 104.43% | 99.68% | 95.14% | -0.66% |
| 1988 | 112.36% | 110.67% | 115.94% | 121.47% | 127.26% | 105.63% | 100.82% | 96.24% | -1.51% |
| 1989 | 114.58% | 111.94% | 117.28% | 122.87% | 128.73% | 106.85% | 101.98% | 97.34% | -2.31% |
| 1990 | 109.25% | 113.23% | 118.63% | 124.28% | 130.21% | 108.08% | 103.16% | 98.46% | 3.64% |
| 1991 | 107.28% | 114.53% | 119.99% | 125.71% | 131.71% | 109.32% | 104.34% | 99.60% | 6.76% |
| 1992 | 105.74% | 115.85% | 121.37% | 127.16% | 133.22% | 110.58% | 105.55% | 100.74% | 9.56% |
| 1993 | 104.09% | 117.18% | 122.77% | 128.62% | 134.75% | 111.85% | 106.76% | 101.90% | 12.58% |
| 1994 | 104.15% | 118.53% | 124.18% | 130.10% | 136.30% | 113.14% | 107.99% | 103.07% | 13.81% |
| 1995 | 103.09% | 119.89% | 125.61% | 131.60% | 137.87% | 114.44% | 109.23% | 104.26% | 16.30% |
| 1996 | 102.64% | 121.27% | 127.06% | 133.11% | 139.46% | 115.75% | 110.49% | 105.46% | 18.15% |
| 1997 | 104.74% | 122.67% | 128.52% | 134.64% | 141.06% | 117.09% | 111.76% | 106.67% | 17.12% |
| 1998 | 109.44% | 124.08% | 130.00% | 136.19% | 142.69% | 118.43% | 113.04% | 107.90% | 13.37% |
| 1999 | 114.65% | 125.51% | 131.49% | 137.76% | 144.33% | 119.80% | 114.34% | 109.14% | 9.47% |
| 2000 | 119.81% | 126.95% | 133.00% | 139.35% | 145.99% | 121.17% | 115.66% | 110.40% | 5.96% |
| 2001 | 126.42% | 128.41% | 134.53% | 140.95% | 147.67% | 122.57% | 116.99% | 111.67% | 1.58% |
| 2002 | 135.41% | 129.89% | 136.08% | 142.57% | 149.37% | 123.98% | 118.34% | 112.95% | -4.07% |
| 2003 | 145.11% | 131.38% | 137.65% | 144.21% | 151.09% | 125.41% | 119.70% | 114.25% | -9.46% |
| 2004 | 158.01% | 132.90% | 139.23% | 145.87% | 152.82% | 126.85% | 121.08% | 115.57% | -15.89% |
| 2005 | 170.86% | 134.43% | 140.83% | 147.55% | 154.58% | 128.31% | 122.47% | 116.90% | -21.32% |
| 2006 | 168.53% | 135.97% | 142.45% | 149.25% | 156.36% | 129.78% | 123.88% | 118.24% | -19.32% |
| 2007 | 153.57% | 137.54% | 144.09% | 150.96% | 158.16% | 131.28% | 125.30% | 119.60% | -10.44% |
| 2008 | 134.48% | 139.12% | 145.75% | 152.70% | 159.98% | 132.79% | 126.75% | 120.98% | 3.45% |
| 2009 | 126.78% | 140.72% | 147.43% | 154.46% | 161.82% | 134.32% | 128.20% | 122.37% | 10.99% |
| 2010 | 118.89% | 142.34% | 149.12% | 156.23% | 163.68% | 135.86% | 129.68% | 123.78% | 19.73% |
| 2011 | 112.24% | 143.98% | 150.84% | 158.03% | 165.57% | 137.42% | 131.17% | 125.20% | 28.28% |
| 2012 | 117.33% | 145.63% | 152.58% | 159.85% | 167.47% | 139.01% | 132.68% | 126.64% | 24.12% |
| 2013 | 126.53% | 147.31% | 154.33% | 161.69% | 169.40% | 140.60% | 134.21% | 128.10% | 16.42% |
| 2014 | 131.82% | 149.00% | 156.11% | 163.55% | 171.35% | 142.22% | 135.75% | 129.57% | 13.03% |
| 2015 | 138.60% | 150.72% | 157.90% | 165.43% | 173.32% | 143.86% | 137.31% | 131.06% | 8.74% |
| 2016 | 143.91% | 152.45% | 159.72% | 167.33% | 175.31% | 145.51% | 138.89% | 132.57% | 5.94% |
| 2017 | 150.42% | 154.21% | 161.56% | 169.26% | 177.33% | 147.19% | 140.49% | 134.10% | 2.52% |
| 2018 | 155.13% | 155.98% | 163.42% | 171.21% | 179.37% | 148.88% | 142.11% | 135.64% | 0.55% |
| 2019 | 158.22% | 157.77% | 165.30% | 173.18% | 181.43% | 150.59% | 143.74% | 137.20% | -0.28% |
| 2020 | 173.82% | 159.59% | 167.20% | 175.17% | 183.52% | 152.33% | 145.40% | 138.78% | -8.19% |
| 2021 | 191.14% | 161.43% | 169.12% | 177.18% | 185.63% | 154.08% | 147.07% | 140.38% | -15.55% |
| 2022 | 187.93% | 163.28% | 171.07% | 179.22% | 187.77% | 155.85% | 148.76% | 141.99% | -13.11% |
| 2023 | 193.88% | 165.16% | 173.04% | 181.29% | 189.93% | 157.65% | 150.47% | 143.62% | -14.81% |
| 2024 | 196.31% | 167.06% | 175.03% | 183.37% | 192.11% | 159.46% | 152.20% | 145.28% | -14.90% |
| 2025 | 192.46% | 168.98% | 177.04% | 185.48% | 194.32% | 161.29% | 153.95% | 146.95% | -12.20% |
| 2026 | 189.29% | 170.93% | 179.08% | 187.61% | 196.56% | 163.15% | 155.73% | 148.64% | -9.70% |
| 2027 | 172.89% | 181.14% | 189.77% | 198.82% | 165.03% | 157.52% | 150.35% | -8.66% | |
| 2028 | 174.88% | 183.22% | 191.96% | 201.11% | 166.93% | 159.33% | 152.08% | -3.88% | |
| 2029 | 176.90% | 185.33% | 194.17% | 203.42% | 168.85% | 161.16% | 153.83% | -2.23% | |
| 2030 | 178.93% | 187.46% | 196.40% | 205.76% | 170.79% | 163.02% | 155.60% | -1.40% | |
| 2031 | 180.99% | 189.62% | 198.66% | 208.13% | 172.75% | 164.89% | 157.39% | -0.89% | |
| 2032 | 183.07% | 191.80% | 200.94% | 210.52% | 174.74% | 166.79% | 159.20% | -0.55% | |
| 2033 | 185.18% | 194.01% | 203.26% | 212.95% | 176.75% | 168.71% | 161.03% | -0.31% | |
| 2034 | 187.31% | 196.24% | 205.60% | 215.40% | 178.79% | 170.65% | 162.88% | -0.13% | |
| 2035 | 189.46% | 198.50% | 207.96% | 217.88% | 180.84% | 172.61% | 164.76% | 0.01% | |
| 2036 | 191.64% | 200.78% | 210.35% | 220.38% | 182.92% | 174.60% | 166.65% | 0.12% | |
| 2037 | 193.85% | 203.09% | 212.77% | 222.92% | 185.03% | 176.61% | 168.57% | 0.22% | |
| 2038 | 196.08% | 205.43% | 215.22% | 225.48% | 187.16% | 178.64% | 170.51% | 0.29% | |
| 2039 | 198.34% | 207.79% | 217.70% | 228.08% | 189.31% | 180.69% | 172.47% | 0.36% | |
| 2040 | 200.62% | 210.18% | 220.20% | 230.70% | 191.49% | 182.77% | 174.46% | 0.42% | |
| 2041 | 202.93% | 212.60% | 222.74% | 233.36% | 193.69% | 184.88% | 176.46% | 0.46% | |
| 2042 | 205.26% | 215.05% | 225.30% | 236.04% | 195.92% | 187.00% | 178.49% | 0.51% | |
| 2043 | 207.62% | 217.52% | 227.89% | 238.76% | 198.17% | 189.16% | 180.55% | 0.55% | |
| 2044 | 210.01% | 220.02% | 230.51% | 241.50% | 200.45% | 191.33% | 182.62% | 0.58% | |
| 2045 | 212.43% | 222.55% | 233.17% | 244.28% | 202.76% | 193.53% | 184.73% | 0.61% | |
| 2046 | 214.87% | 225.12% | 235.85% | 247.09% | 205.09% | 195.76% | 186.85% | 0.64% | |
| 2047 | 217.34% | 227.71% | 238.56% | 249.93% | 207.45% | 198.01% | 189.00% | 0.66% | |
| 2048 | 219.84% | 230.33% | 241.31% | 252.81% | 209.84% | 200.29% | 191.18% | 0.68% | |
| 2049 | 222.37% | 232.98% | 244.08% | 255.72% | 212.25% | 202.59% | 193.38% | 0.70% | |
| 2050 | 224.93% | 235.66% | 246.89% | 258.66% | 214.70% | 204.93% | 195.60% | 0.72% | |
| 2051 | 227.52% | 238.37% | 249.73% | 261.64% | 217.17% | 207.28% | 197.85% | 0.74% | |
| 2052 | 230.14% | 241.11% | 252.60% | 264.65% | 219.66% | 209.67% | 200.13% | 0.75% | |
| 2053 | 232.79% | 243.88% | 255.51% | 267.69% | 222.19% | 212.08% | 202.43% | 0.77% | |
| 2054 | 235.46% | 246.69% | 258.45% | 270.77% | 224.75% | 214.52% | 204.76% | 0.78% | |
| 2055 | 238.17% | 249.53% | 261.42% | 273.89% | 227.33% | 216.99% | 207.11% | 0.80% | |
| 2056 | 240.91% | 252.40% | 264.43% | 277.04% | 229.95% | 219.49% | 209.50% | 0.81% |
| Year | Nominal Drawdown | Real Drawdown |
|---|---|---|
| 1970 | -0.00% | -0.00% |
| 1971 | -0.00% | -0.00% |
| 1972 | -0.00% | -0.42% |
| 1973 | -0.00% | -5.26% |
| 1974 | -0.00% | -7.18% |
| 1975 | -0.00% | -7.32% |
| 1976 | -0.00% | -3.89% |
| 1977 | -0.00% | -0.00% |
| 1978 | -0.00% | -0.00% |
| 1979 | -0.00% | -0.67% |
| 1980 | -0.00% | -5.54% |
| 1981 | -0.00% | -12.69% |
| 1982 | -0.00% | -12.02% |
| 1983 | -0.00% | -9.94% |
| 1984 | -0.00% | -9.35% |
| 1985 | -0.00% | -7.74% |
| 1986 | -0.00% | -2.08% |
| 1987 | -0.00% | -0.64% |
| 1988 | -0.00% | -0.00% |
| 1989 | -0.00% | -0.00% |
| 1990 | -0.00% | -4.66% |
| 1991 | -0.00% | -6.38% |
| 1992 | -0.00% | -7.71% |
| 1993 | -0.00% | -9.16% |
| 1994 | -0.00% | -9.11% |
| 1995 | -0.00% | -10.03% |
| 1996 | -0.00% | -10.42% |
| 1997 | -0.00% | -8.59% |
| 1998 | -0.00% | -4.49% |
| 1999 | -0.00% | -0.00% |
| 2000 | -0.00% | -0.00% |
| 2001 | -0.00% | -0.00% |
| 2002 | -0.00% | -0.00% |
| 2003 | -0.00% | -0.00% |
| 2004 | -0.00% | -0.00% |
| 2005 | -0.00% | -0.00% |
| 2006 | -0.00% | -1.37% |
| 2007 | -5.16% | -10.12% |
| 2008 | -16.87% | -21.29% |
| 2009 | -19.50% | -25.80% |
| 2010 | -23.38% | -30.42% |
| 2011 | -25.53% | -34.31% |
| 2012 | -20.79% | -31.33% |
| 2013 | -13.30% | -25.94% |
| 2014 | -8.99% | -22.85% |
| 2015 | -3.61% | -18.88% |
| 2016 | -0.00% | -15.77% |
| 2017 | -0.00% | -11.96% |
| 2018 | -0.00% | -9.21% |
| 2019 | -0.00% | -7.40% |
| 2020 | -0.00% | -0.00% |
| 2021 | -0.00% | -0.00% |
| 2022 | -0.00% | -1.68% |
| 2023 | -0.00% | -0.00% |
| 2024 | -0.00% | -0.00% |
| 2025 | -0.00% | -1.96% |
| 2026 | -0.00% | -3.58% |
| Year | Annualized Real Return | MWR 20yr | P-MWR 20yr |
|---|---|---|---|
| 1970 | 0.68% | 5.13% | 0.65% |
| 1971 | 0.32% | 5.04% | 0.31% |
| 1972 | 0.18% | 5.01% | 0.18% |
| 1973 | 0.13% | 5.04% | 0.13% |
| 1974 | 0.30% | 5.30% | 0.31% |
| 1975 | 0.41% | 5.43% | 0.42% |
| 1976 | 0.36% | 5.46% | 0.38% |
| 1977 | 0.16% | 5.29% | 0.16% |
| 1978 | -0.08% | 4.95% | -0.08% |
| 1979 | -0.06% | 4.75% | -0.06% |
| 1980 | 0.20% | 4.78% | 0.19% |
| 1981 | 0.68% | 5.03% | 0.63% |
| 1982 | 1.34% | 5.48% | 1.28% |
| 1983 | 1.65% | 5.51% | 1.54% |
| 1984 | 1.89% | 5.46% | 1.71% |
| 1985 | 2.29% | 5.52% | 2.01% |
| 1986 | 2.60% | 5.54% | 2.22% |
| 1987 | 2.22% | 5.34% | 1.90% |
| 1988 | 1.68% | 5.36% | 1.52% |
| 1989 | 0.90% | 5.34% | 0.88% |
| 1990 | 0.51% | 5.28% | 0.51% |
| 1991 | 0.42% | 5.57% | 0.45% |
| 1992 | 0.23% | 5.69% | 0.25% |
| 1993 | 0.52% | 5.79% | 0.57% |
| 1994 | 0.98% | 5.92% | 1.05% |
| 1995 | 1.19% | 5.98% | 1.25% |
| 1996 | 1.49% | 6.11% | 1.57% |
| 1997 | 1.70% | 6.24% | 1.79% |
| 1998 | 1.83% | 6.22% | 1.89% |
| 1999 | 1.76% | 6.07% | 1.79% |
| 2000 | 1.62% | 5.90% | 1.62% |
| 2001 | 1.88% | 5.74% | 1.78% |
| 2002 | 2.09% | 5.54% | 1.88% |
| 2003 | 1.65% | 5.27% | 1.47% |
| 2004 | 1.46% | 4.99% | 1.26% |
| 2005 | 1.09% | 4.64% | 0.91% |
| 2006 | 0.60% | 4.33% | 0.49% |
| 2007 | 0.58% | 4.41% | 0.48% |
| Year | Annualized Real Return | SWR 30yr | P-SWR 30yr |
|---|---|---|---|
| 1970 | 0.46% | 3.46% | 0.44% |
| 1971 | 0.52% | 3.39% | 0.49% |
| 1972 | 0.67% | 3.38% | 0.61% |
| 1973 | 0.91% | 3.41% | 0.82% |
| 1974 | 1.32% | 3.62% | 1.17% |
| 1975 | 1.67% | 3.74% | 1.46% |
| 1976 | 1.94% | 3.80% | 1.67% |
| 1977 | 1.77% | 3.72% | 1.53% |
| 1978 | 1.23% | 3.53% | 1.09% |
| 1979 | 0.65% | 3.43% | 0.60% |
| 1980 | 0.47% | 3.47% | 0.46% |
| 1981 | 0.42% | 3.67% | 0.44% |
| 1982 | 0.50% | 3.99% | 0.55% |
| 1983 | 0.62% | 3.98% | 0.67% |
| 1984 | 0.79% | 3.91% | 0.83% |
| 1985 | 0.91% | 3.92% | 0.93% |
| 1986 | 1.02% | 3.89% | 1.02% |
| 1987 | 0.94% | 3.70% | 0.91% |
| 1988 | 1.04% | 3.68% | 0.99% |
| 1989 | 1.08% | 3.64% | 1.00% |
| 1990 | 1.08% | 3.61% | 1.00% |
| 1991 | 1.56% | 3.82% | 1.42% |
| 1992 | 1.94% | 3.95% | 1.73% |
| 1993 | 1.94% | 4.08% | 1.78% |
| 1994 | 2.09% | 4.22% | 1.95% |
| 1995 | 2.14% | 4.30% | 2.02% |
| 1996 | 2.10% | 4.43% | 2.06% |
| 1997 | 2.06% | 4.55% | 2.08% |
| Year | HPRI-SA |
|---|---|
| 1970 | 100.00% |
| 1971 | 100.00% |
| 1972 | 100.00% |
| 1973 | 100.00% |
| 1974 | 100.00% |
| 1975 | 100.00% |
| 1976 | 100.00% |
| 1977 | 100.00% |
| 1978 | 100.00% |
| 1979 | 100.00% |
| 1980 | 100.00% |
| 1981 | 100.00% |
| 1982 | 100.00% |
| 1983 | 100.00% |
| 1984 | 100.00% |
| 1985 | 100.00% |
| 1986 | 100.00% |
| 1987 | 100.00% |
| 1988 | 100.00% |
| 1989 | 100.00% |
| 1990 | 100.00% |
| 1991 | 100.00% |
| 1992 | 100.00% |
| 1993 | 100.00% |
| 1994 | 100.00% |
| 1995 | 100.00% |
| 1996 | 100.00% |
| 1997 | 100.00% |
| 1998 | 100.00% |
| 1999 | 100.00% |
| 2000 | 100.00% |
| 2001 | 100.00% |
| 2002 | 100.00% |
| 2003 | 100.00% |
| 2004 | 100.00% |
| 2005 | 100.00% |
| 2006 | 100.00% |
| 2007 | 100.00% |
| 2008 | 100.00% |
| 2009 | 100.00% |
| 2010 | 100.00% |
| 2011 | 100.00% |
| 2012 | 100.00% |
| 2013 | 100.00% |
| 2014 | 100.00% |
| 2015 | 100.00% |
| 2016 | 100.00% |
| 2017 | 100.00% |
| 2018 | 100.00% |
| 2019 | 100.00% |
| 2020 | 100.00% |
| 2021 | 100.00% |
| 2022 | 100.00% |
| 2023 | 100.00% |
| 2024 | 100.00% |
| 2025 | 100.00% |
| 2026 | 100.00% |
Name:Housing Price Index Seasonally Adjusted
| Ticker | Weight | |
|---|---|---|
| HPRI-SA | 100.00% | |
| Total Weight | 100.00% |
100%
Total
HPRI-SAHouse Price Index Seasonally Adjusted100.00%
| Metric | Nominal | Real |
|---|---|---|
| Annual Return | 5.07% | 1.13% |
| StdDev | 5.11% | 4.77% |
Skewness | -0.0774 | -0.0617 |
Kurtosis | 1.9472 | 0.2231 |
| Sharpe Ratio | 0.1379 | |
| Estimated Return | 1.15% | |
| Max Draw Down | -25.53% | -34.31% |
+1StdDev
+2StdDev
+3StdDev
-1StdDev
-2StdDev
-3StdDev
Estimated Mean
Diff to Mean
Real Cumulative Growth
HPRI-SA
Nominal
Real
Rolling 20 year real return
Max Withdrawal Rate 20
Permanent Max Withdrawal Rate 20
Rolling 30 year real return
Max Withdrawal Rate 30
Permanent Max Withdrawal Rate 30