Data Source: from January 1986 to December 2021
Last Update: 31 December 2021
The Aggressive Global Income Portfolio is exposed for 80% on the Stock Market.
It's a Very High Risk portfolio and it can be replicated with 4 ETFs.
In the last 10 years, the portfolio obtained a 8.37% compound annual return, with a 11.62% standard deviation.
In the last 25 years, a 9.25% compound annual return, with a 14.83% standard deviation.
Asset Allocation and ETFs
The Aggressive Global Income Portfolio has the following asset allocation:
The Aggressive Global Income Portfolio can be replicated with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 30.00 % | VYM | Vanguard High Dividend Yield | Equity, U.S., Large Cap | |
| 30.00 % | DWX | SPDR S&P International Dividend ETF | Equity, Developed Markets | |
| 20.00 % | DES | WisdomTree US SmallCap Dividend ETF | Equity, U.S., Micro Cap | |
| 20.00 % | HYG | iShares iBoxx $ High Yield Corporate Bond | Bond, U.S., Intermediate-Term |
Portfolio and ETF Returns
The Aggressive Global Income Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | 20Y(*) | 25Y(*) | |
|---|---|---|---|---|---|---|---|---|---|
| Aggressive Global Income Portfolio | +5.03 | +5.76 | +4.22 | +17.07 | +11.56 | +7.70 | +8.37 | +8.02 | +9.25 |
| --- Inflation Adjusted return | +4.54 | +3.48 | +0.79 | +9.28 | +7.76 | +4.65 | +6.12 | +5.58 | +6.81 |
| Components | |||||||||
|
VYM Vanguard High Dividend Yield |
+6.75 | +9.42 | +8.72 | +26.21 | +16.56 | +11.65 | +12.98 | +8.81 | +9.22 |
|
DWX SPDR S&P International Dividend ETF |
+4.25 | +3.59 | +0.90 | +10.56 | +7.87 | +5.83 | +3.29 | +6.83 | +8.74 |
|
DES WisdomTree US SmallCap Dividend ETF |
+5.86 | +7.71 | +4.86 | +26.44 | +13.33 | +6.63 | +11.51 | +8.80 | +8.86 |
|
HYG iShares iBoxx $ High Yield Corporate Bond |
+2.28 | +0.77 | +1.12 | +3.75 | +7.34 | +5.14 | +5.23 | +5.81 | +5.51 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92% , 10Y: 2.12% , 20Y: 2.31% , 25Y: 2.29%
In 2021, the portfolio granted a 3.67% dividend yield. If you are interested in getting periodic income, please refer to the Aggressive Global Income Portfolio: Dividend Yield page.
Historical Returns
Historical returns and stats of Aggressive Global Income Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.
| Period | Return Dec 2021 update |
Return Inflation Adjusted |
Standard Deviation(*) |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|---|
|
1M
Dec 2021
|
+5.03%
|
+4.54%
|
0.00%
|
1 - 0
|
|
|
3M
|
+5.76%
|
+3.48%
|
-2.24%
Nov 2021 - Nov 2021
|
2 - 1
|
|
|
6M
|
+4.22%
|
+0.79%
|
-3.13%
Sep 2021 - Sep 2021
|
4 - 2
|
|
|
YTD
|
+17.07%
|
+9.28%
|
8.79%
|
-3.13%
Sep 2021 - Sep 2021
|
8 - 4
67% pos
|
|
1Y
|
+17.07%
|
+9.28%
|
8.79%
|
-3.13%
Sep 2021 - Sep 2021
|
8 - 4
67% pos
|
|
3Y
|
+11.56%
annualized
|
+7.76%
annualized
|
15.41%
|
-23.84%
Jan 2020 - Mar 2020
|
24 - 12
67% pos
|
|
5Y
|
+7.70%
annualized
|
+4.65%
annualized
|
12.98%
|
-23.84%
Jan 2020 - Mar 2020
|
42 - 18
70% pos
|
|
10Y
|
+8.37%
annualized
|
+6.12%
annualized
|
11.62%
|
-23.84%
Jan 2020 - Mar 2020
|
79 - 41
66% pos
|
|
20Y
|
+8.02%
annualized
|
+5.58%
annualized
|
14.31%
|
-52.63%
Nov 2007 - Feb 2009
|
156 - 84
65% pos
|
|
25Y
|
+9.25%
annualized
|
+6.81%
annualized
|
14.83%
|
-52.63%
Nov 2007 - Feb 2009
|
194 - 106
65% pos
|
|
MAX
01 Jan 1986
|
+10.37%
annualized
|
+7.52%
annualized
|
13.97%
|
-52.63%
Nov 2007 - Feb 2009
|
288 - 144
67% pos
|
Portfolio efficiency
Is the Aggressive Global Income Portfolio actually efficient, compared to other Lazy Portfolios?
Best Classic Portfolios, with Very High Risk, ordered by 25 Years annualized return.
25 Years Stats |
% Allocation |
||||||
|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Drawdown | Stocks | Bonds | Comm. | ||
| Technology |
+13.30% | -81.08% | 100 | 0 | 0 | Compare | |
| US Stocks |
+9.88% | -50.84% | 100 | 0 | 0 | Compare | |
| Warren Buffett Portfolio Warren Buffett |
+9.38% | -45.53% | 90 | 10 | 0 | Compare | |
| Aggressive Global Income |
+9.25% | -52.62% | 80 | 20 | 0 | ||
| Stocks/Bonds 80/20 |
+9.17% | -41.09% | 80 | 20 | 0 | Compare | |
Our overall ratings, assigned to the Aggressive Global Income Portfolio. The portfolio is classified as Very High Risk.
Less than 25%
25% - 49.99%
50% - 74.99%
At least 75%
| Very High Risk Portfolios |
All Portfolios |
||
|---|---|---|---|
| 25 Years Ann. Return (Inflation Adjusted) |
+9.25%
(+6.81%) |
Good : 3.8 / 5
|
Excellent : 4.4 / 5
|
| Standard Deviation over 25 Years |
14.83% |
Good : 3.6 / 5
|
Average : 2.2 / 5
|
| Maximum Drawdown over 25 Years |
-52.63% |
Average : 3 / 5
|
Bad : 1.5 / 5
|
| Easy to manage | 4 ETFs |
Good : 3.5 / 5
|
Good : 3.5 / 5
|
| Rating assigned considering all the Very High Risk Portfolios | Rating assigned considering all the Portfolios in the database |
Capital Growth
An investment of 1000$, since January 1997, now would be worth 9140.27$, with a total return of 814.03% (9.25% annualized).
The Inflation Adjusted Capital now would be 5190.07$, with a net total return of 419.01% (6.81% annualized).
Drawdowns
Worst drawdowns since January 1997 - Chart and Data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -52.63% | Nov 2007 | Feb 2009 | 16 | Apr 2011 | 26 | 42 |
| -23.84% | Jan 2020 | Mar 2020 | 3 | Feb 2021 | 11 | 14 |
| -17.13% | May 2011 | Sep 2011 | 5 | Sep 2012 | 12 | 17 |
| -16.17% | May 2002 | Feb 2003 | 10 | Jul 2003 | 5 | 15 |
| -16.13% | Mar 2000 | Sep 2001 | 19 | Mar 2002 | 6 | 25 |
| -15.33% | May 1998 | Aug 1998 | 4 | Jun 1999 | 10 | 14 |
| -13.63% | May 2015 | Jan 2016 | 9 | Jul 2016 | 6 | 15 |
| -9.93% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 |
| -5.80% | Apr 2004 | Apr 2004 | 1 | Oct 2004 | 6 | 7 |
| -5.07% | Mar 2005 | Apr 2005 | 2 | Jun 2005 | 2 | 4 |
| -4.74% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
| -4.64% | Jul 2014 | Jan 2015 | 7 | Apr 2015 | 3 | 10 |
| -4.30% | Jun 2007 | Jul 2007 | 2 | Sep 2007 | 2 | 4 |
| -3.45% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
| -3.28% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
| -3.23% | May 2006 | Jun 2006 | 2 | Aug 2006 | 2 | 4 |
| -3.15% | Aug 2013 | Aug 2013 | 1 | Sep 2013 | 1 | 2 |
| -3.13% | Sep 2021 | Sep 2021 | 1 | Dec 2021 | 3 | 4 |
| -2.88% | May 2013 | Jun 2013 | 2 | Jul 2013 | 1 | 3 |
| -2.73% | Mar 1997 | Mar 1997 | 1 | May 1997 | 2 | 3 |
Rolling Returns ( more details)
Aggressive Global Income Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+11.05% |
+71.56% Mar 2009 - Feb 2010 |
-46.29% Mar 2008 - Feb 2009 |
20.19% |
| 2 Years |
+9.91% |
+43.53% Mar 2009 - Feb 2011 |
-27.70% Mar 2007 - Feb 2009 |
12.47% |
| 3 Years |
+9.80% |
+28.69% Mar 2009 - Feb 2012 |
-15.27% Mar 2006 - Feb 2009 |
8.56% |
| 5 Years |
+9.82% |
+23.01% Mar 1995 - Feb 2000 |
-3.87% Mar 2004 - Feb 2009 |
1.07% |
| 7 Years |
+9.91% |
+18.97% Mar 1993 - Feb 2000 |
+0.40% Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
+10.08% |
+16.86% Oct 1990 - Sep 2000 |
+4.41% Mar 2006 - Feb 2016 |
0.00% |
| 15 Years |
+10.03% |
+14.54% Nov 1992 - Oct 2007 |
+5.32% Apr 2005 - Mar 2020 |
0.00% |
| 20 Years |
+10.06% |
+13.44% Feb 1986 - Jan 2006 |
+5.76% Apr 2000 - Mar 2020 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the Aggressive Global Income Portfolio: Rolling Returns page.
Seasonality
Aggressive Global Income Portfolio Seasonality: in which months is it better to invest?
In the table below, the average monthly return is represented.
Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).
Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Win % |
0.99 67% |
1.18 69% |
0.93 69% |
2.19 83% |
0.65 64% |
0.45 56% |
1.04 64% |
0.06 67% |
-0.38 53% |
0.25 56% |
1.21 69% |
2.33 83% |
| Best Year |
10.4 1987 |
11.5 2000 |
8.6 2009 |
18.5 2009 |
7.8 1990 |
6.3 2012 |
9.6 2009 |
5.4 1986 |
8.0 2010 |
9.8 2011 |
14.6 1999 |
13.9 1999 |
| Worst Year |
-11.7 2009 |
-12.7 2009 |
-15.8 2020 |
-5.8 2004 |
-8.1 2010 |
-9.5 2008 |
-9.0 2002 |
-13.0 1998 |
-12.5 2001 |
-18.7 2008 |
-7.7 2008 |
-6.4 2018 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly/Yearly Returns
Aggressive Global Income Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+17.07 | +9.28 | -0.1 | 3.2 | 5.1 | 2.2 | 2.6 | -1.1 | 0.4 | 1.3 | -3.1 | 3.0 | -2.2 | 5.0 |
| 2020 |
-1.13 | -2.40 | -2.3 | -7.4 | -15.8 | 7.8 | 2.3 | 1.1 | 3.0 | 2.7 | -2.6 | -1.0 | 10.2 | 3.8 |
| 2019 |
+19.97 | +17.32 | 6.9 | 2.7 | 0.0 | 2.2 | -4.7 | 5.4 | -0.4 | -1.5 | 3.2 | 1.4 | 1.1 | 2.4 |
| 2018 |
-8.07 | -9.80 | 2.1 | -4.3 | -0.5 | 0.5 | 0.7 | 0.2 | 2.6 | 0.2 | -0.3 | -5.0 | 2.2 | -6.4 |
| 2017 |
+13.53 | +11.20 | 0.8 | 1.6 | 0.5 | 0.8 | 0.6 | 0.8 | 1.9 | -0.2 | 2.2 | 0.7 | 2.1 | 0.9 |
| 2016 |
+18.29 | +15.91 | -3.3 | 0.6 | 7.6 | 2.6 | -0.6 | 1.9 | 3.2 | 0.1 | 1.0 | -1.6 | 2.9 | 3.0 |
| 2015 |
-6.99 | -7.58 | -1.3 | 4.3 | -2.0 | 3.2 | -1.3 | -2.3 | -2.1 | -5.2 | -3.0 | 6.3 | -0.9 | -2.4 |
| 2014 |
+3.96 | +3.28 | -3.4 | 4.2 | 1.7 | 1.7 | 1.2 | 2.2 | -2.7 | 2.6 | -4.1 | 2.4 | 0.3 | -1.8 |
| 2013 |
+19.30 | +17.52 | 3.6 | 0.6 | 2.8 | 2.3 | -1.5 | -1.4 | 4.4 | -3.1 | 4.2 | 3.9 | 0.9 | 1.6 |
| 2012 |
+12.95 | +11.00 | 3.6 | 2.9 | 0.7 | -1.0 | -6.8 | 6.3 | -0.4 | 2.5 | 2.1 | -0.2 | 0.2 | 2.9 |
| 2011 |
+0.62 | -2.37 | 1.0 | 2.7 | 1.2 | 4.5 | -1.6 | -1.4 | -3.0 | -4.5 | -7.8 | 9.8 | -0.8 | 1.7 |
| 2010 |
+14.37 | +12.75 | -3.0 | 1.9 | 5.4 | 1.6 | -8.1 | -2.8 | 7.9 | -3.5 | 8.0 | 3.6 | -2.3 | 6.3 |
| 2009 |
+33.97 | +30.31 | -11.7 | -12.7 | 8.6 | 18.5 | 7.6 | 0.0 | 9.6 | 4.1 | 5.6 | -2.7 | 4.3 | 2.6 |
| 2008 |
-34.21 | -34.20 | -3.4 | -2.2 | 0.7 | 1.7 | -0.3 | -9.5 | 0.5 | 1.0 | -7.9 | -18.7 | -7.7 | 7.4 |
| 2007 |
+3.78 | -0.32 | 1.0 | -0.3 | 1.7 | 2.8 | 3.0 | -1.4 | -2.9 | 0.6 | 4.1 | 2.4 | -5.4 | -1.3 |
| 2006 |
+23.12 | +20.09 | 4.9 | 1.6 | 2.4 | 1.5 | -2.3 | -0.9 | 0.9 | 2.7 | 0.4 | 4.5 | 3.8 | 1.7 |
| 2005 |
+12.89 | +9.25 | 0.2 | 2.1 | -3.4 | -1.7 | 3.3 | 3.1 | 3.7 | 1.4 | 0.9 | -2.0 | 4.0 | 0.9 |
| 2004 |
+15.91 | +12.16 | 2.7 | 0.6 | 1.4 | -5.8 | 0.5 | 2.1 | -2.1 | 2.1 | 3.2 | 2.2 | 5.1 | 3.3 |
| 2003 |
+33.93 | +31.25 | 0.2 | -0.3 | 0.4 | 8.1 | 4.2 | 3.8 | 3.0 | -1.1 | -0.3 | 6.1 | 1.7 | 4.2 |
| 2002 |
-7.75 | -9.98 | 1.1 | 0.8 | 5.2 | 2.5 | -0.8 | -3.1 | -9.0 | 2.1 | -5.8 | -0.3 | 0.0 | 0.0 |
| 2001 |
+5.43 | +3.77 | 7.9 | -3.6 | -3.6 | 3.7 | 1.3 | 0.3 | 0.0 | 0.8 | -12.5 | 5.0 | 5.7 | 1.9 |
| 2000 |
+0.11 | -3.21 | -0.2 | 11.5 | -4.7 | -2.7 | -3.0 | 3.9 | 0.5 | 4.7 | -2.1 | -2.6 | -5.8 | 1.8 |
| 1999 |
+41.89 | +38.19 | -1.4 | -1.7 | -0.7 | 2.2 | 0.9 | 5.5 | 0.4 | -0.8 | -0.2 | 4.4 | 14.6 | 13.9 |
| 1998 |
+10.70 | +8.95 | 1.2 | 5.9 | 5.2 | 1.7 | -0.4 | 0.2 | -2.5 | -13.0 | 1.1 | 3.4 | 4.8 | 4.2 |
| 1997 |
+17.80 | +15.84 | 1.5 | 0.3 | -2.7 | 1.7 | 6.8 | 4.2 | 4.4 | -3.3 | 5.2 | -2.4 | 0.5 | 0.8 |
| 1996 |
+13.23 | +9.52 | 1.2 | 1.3 | 1.1 | 3.0 | 1.3 | -0.9 | -4.2 | 2.4 | 3.4 | -0.1 | 4.3 | -0.2 |
| 1995 |
+21.51 | +18.51 | -0.5 | 1.1 | 3.2 | 2.7 | 1.4 | 1.6 | 4.3 | 0.0 | 2.2 | -1.7 | 3.0 | 2.4 |
| 1994 |
+2.43 | -0.16 | 5.1 | -0.8 | -4.1 | 1.1 | 0.1 | -0.6 | 1.5 | 3.1 | -1.5 | 1.3 | -3.8 | 1.4 |
| 1993 |
+19.55 | +16.29 | 1.6 | 1.2 | 4.7 | 2.0 | 3.1 | -0.4 | 1.7 | 3.7 | -0.5 | 1.9 | -4.2 | 3.3 |
| 1992 |
+4.78 | +1.77 | 1.3 | 0.4 | -3.3 | -0.3 | 2.6 | -2.6 | 1.5 | 0.9 | 0.2 | -1.0 | 3.4 | 1.7 |
| 1991 |
+27.42 | +23.73 | 3.8 | 8.7 | 1.6 | 1.1 | 2.2 | -4.1 | 3.9 | 1.2 | 1.7 | 2.2 | -3.5 | 6.4 |
| 1990 |
-14.05 | -19.11 | -5.3 | -1.5 | -0.9 | -2.3 | 7.8 | 0.1 | -0.2 | -9.3 | -8.5 | 2.4 | 1.6 | 2.5 |
| 1989 |
+16.55 | +11.38 | 3.9 | -0.1 | 0.4 | 2.7 | 1.1 | -0.7 | 6.7 | 0.3 | 1.2 | -3.5 | 2.1 | 1.6 |
| 1988 |
+20.36 | +15.28 | 3.9 | 5.8 | 2.0 | 1.4 | -1.1 | 2.4 | 0.2 | -3.1 | 2.7 | 2.5 | 1.0 | 1.3 |
| 1987 |
+9.17 | +4.64 | 10.4 | 4.0 | 4.6 | 1.8 | 0.2 | 1.0 | 1.9 | 4.7 | -2.0 | -17.3 | -2.1 | 4.5 |
| 1986 |
+28.71 | +27.20 | 1.5 | 7.6 | 7.1 | 2.7 | 1.3 | 3.2 | -1.4 | 5.4 | -4.0 | -0.3 | 2.5 | 0.6 |
* Note: Portofolio Returns, up to February 2008, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, it has been used:
- VYM - Vanguard High Dividend Yield: simulated historical serie, up to December 2006
- DWX - SPDR S&P International Dividend ETF: simulated historical serie, up to February 2008
- DES - WisdomTree US SmallCap Dividend ETF: simulated historical serie, up to June 2006
- HYG - iShares iBoxx $ High Yield Corporate Bond: simulated historical serie, up to December 2007