Total Returns

What is this?

The Total Returns Calculator shows how an initial investment of $10,000 would have grown over time, accounting for:

• Dividend reinvestment — dividends are reinvested into additional shares on the payment date.
• Taxes — a 20% withholding tax is applied to each dividend before reinvestment.
• Transaction costs — a 0.2% execution cost is deducted on each reinvestment purchase.

Each ticker page includes an interactive chart, yearly and market-regime return breakdowns, and a full dividend history table. You can customize the initial investment, tax rate, and transaction cost on each page.

Dividend Reinvestment

• Dividends are reinvested at the next trading day’s close price after the ex-dividend date. This is an approximation — actual reinvestment timing and price may differ.
• Dividend yield (%) shown per event uses the previous day’s close as a proxy for the ex-date price.
• Prices and dividends from are split-adjusted: historical values are retroactively adjusted for stock splits.

Risk Metrics

• Sortino Ratio and Calmar Ratio use a risk-free rate of 0%. This is a common simplification; actual risk-adjusted performance relative to a risk-free benchmark (e.g. T-bills) would be slightly lower.
• Sortino Ratio = annualized mean return / annualized downside deviation. Only negative daily returns contribute to downside deviation.
• Calmar Ratio = annualized mean return / |maximum drawdown|.
• CVaR (5%) = average of the worst 5% of daily returns (Conditional Value at Risk).
• Maximum Drawdown Duration measures the trading days from peak to recovery (or to end of series if unrecovered) for the drawdown that produced the deepest percentage loss.

Inflation Adjustment

• Real returns use three region-specific inflation indices from FRED, selected by ticker currency: U.S. CPI-U (CPIAUCSL) for USD-denominated tickers, Euro Area HICP (CP00MI15EA20M086NEST) for EUR-denominated tickers, and UK CPI All Items (GBRCPIALLMINMEI) for GBP-denominated tickers. The inflation source used is shown in each ticker’s footnote.
• Each dividend is individually deflated by its own payment date’s CPI when computing real total dividends.
• If CPI data for a specific month is not yet available, the most recent prior month’s value is used.

Yearly & Regime Returns

• Dividend amounts, taxes, and transaction costs shown in yearly and regime tables are scaled proportionally to match the rebased investment amount. This is an approximation — actual compounding for a sub-period starting from a different date would produce slightly different results.
• Partial-year returns show an annualized (CAGR) figure in parentheses, computed from the actual number of trading days in the partial period.