Data Source: from January 1992 to June 2022
Consolidated Returns as of 30 June 2022
Live Update: Jul 05 2022, 02:59PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.25%
1 Day
Jul 05 2022, 02:59PM Eastern Time
0.54%
Current Month
July 2022

The All Country World 20/80 Portfolio is a Low Risk portfolio and can be implemented with 4 ETFs.

It's exposed for 20% on the Stock Market.

In the last 30 Years, the All Country World 20/80 Portfolio obtained a 6.10% compound annual return, with a 5.26% standard deviation.

Asset Allocation and ETFs

The All Country World 20/80 Portfolio has the following asset allocation:

20% Stocks
80% Fixed Income
0% Commodities

The All Country World 20/80 Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
20.00 % VT Vanguard Total World Stock Equity, Global, Large Cap
40.00 % BND Vanguard Total Bond Market Bond, U.S., All-Term
28.00 % BNDX Vanguard Total International Bond Bond, Developed Markets, All-Term
12.00 % EMB iShares JP Morgan USD Em Mkts Bd Bond, Emerging Markets, All-Term
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns

The All Country World 20/80 Portfolio guaranteed the following returns.

According to the available data source, let's assume we built the portfolio on January 1992.

Portfolio returns are calculated in USD, assuming: July 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
ALL COUNTRY WORLD 20/80 PORTFOLIO RETURNS
Consolidated returns as of 30 June 2022
Live Update: Jul 05 2022, 02:59PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Jun 30, 2022
  1 Day Time ET(*) Jul 2022 1M 6M 1Y 5Y(*) 10Y(*) 30Y(*)
All Country World 20/80 Portfolio -0.25 0.54 -3.45 -13.29 -12.49 2.00 3.35 6.10
US Inflation Adjusted return -3.45 -16.67 -18.65 -1.55 0.87 3.54
Components
VT
Vanguard Total World Stock
-1.04 02:59PM
Jul 05 2022
-0.42 -8.14 -19.80 -15.87 7.09 9.01 6.39
BND
Vanguard Total Bond Market
0.23 02:59PM
Jul 05 2022
1.03 -1.66 -10.35 -10.42 0.84 1.40 4.63
BNDX
Vanguard Total International Bond
-0.13 02:59PM
Jul 05 2022
0.50 -1.72 -9.84 -10.00 0.81 2.34 5.36
EMB
iShares JP Morgan USD Em Mkts Bd
-0.79 02:59PM
Jul 05 2022
0.60 -6.15 -20.28 -20.94 -1.34 1.59 9.35
(*) Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)

US Inflation is updated to May 2022. Waiting for updates, inflation of Jun 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.57% , 5Y: 3.61% , 10Y: 2.46% , 30Y: 2.47%

Portfolio Dividends

In 2021, the All Country World 20/80 Portfolio granted a 2.69% dividend yield. If you are interested in getting periodic income, please refer to the All Country World 20/80 Portfolio: Dividend Yield page.

Historical Returns as of Jun 30, 2022

Historical returns and stats of All Country World 20/80 Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

ALL COUNTRY WORLD 20/80 PORTFOLIO
Consolidated returns as of 30 June 2022
Data Source: from January 1992 to June 2022
Swipe left to see all data
Period Return (%)
as of Jun 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jun 2022
-3.45
-3.45
-3.45
Jun 2022 - Jun 2022
0 - 1
3M
-7.81
-9.01
-7.81
Apr 2022 - Jun 2022
1 - 2
6M
-13.29
-16.67
-13.29
Jan 2022 - Jun 2022
1 - 5
YTD
-13.29
-16.67
-13.29
Jan 2022 - Jun 2022
1 - 5
1Y
-12.49
-18.65
6.39
-13.77
Sep 2021 - Jun 2022
5 - 7
42% pos
3Y(*)
-0.15
-4.46
6.87
-13.77
Sep 2021 - Jun 2022
22 - 14
61% pos
5Y(*)
2.00
-1.55
5.85
-13.77
Sep 2021 - Jun 2022
39 - 21
65% pos
10Y(*)
3.35
0.87
4.89
-13.77
Sep 2021 - Jun 2022
82 - 38
68% pos
15Y(*)
4.13
1.79
5.75
-14.04
May 2008 - Oct 2008
122 - 58
68% pos
20Y(*)
5.02
2.51
5.35
-14.04
May 2008 - Oct 2008
169 - 71
70% pos
25Y(*)
5.33
2.84
5.33
-14.04
May 2008 - Oct 2008
209 - 91
70% pos
30Y(*)
6.10
3.54
5.26
-14.04
May 2008 - Oct 2008
255 - 105
71% pos
MAX(*)
01 Jan 1992
6.02
3.46
5.25
-14.04
May 2008 - Oct 2008
259 - 107
71% pos
(*) Returns over 1 year are annualized

Returns and stats are calculated assuming a yearly rebalancing of the components weight. How do returns change with different rebalancing strategies?

Capital Growth as of Jun 30, 2022

An investment of 1000$, since July 1992, now would be worth 5907.30$, with a total return of 490.73% (6.10% annualized).

The Inflation Adjusted Capital now would be 2839.41$, with a net total return of 183.94% (3.54% annualized).
An investment of 1000$, since January 1992, now would be worth 5948.66$, with a total return of 494.87% (6.02% annualized).

The Inflation Adjusted Capital now would be 2820.51$, with a net total return of 182.05% (3.46% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-14.04% May 2008 Oct 2008 6 Aug 2009 10 16
-13.77% Sep 2021 Jun 2022 10 in progress 10
-6.55% Feb 2020 Mar 2020 2 Jun 2020 3 5
-6.27% Feb 1994 Jun 1994 5 May 1995 11 16
-4.73% Aug 1998 Aug 1998 1 Oct 1998 2 3
-4.30% May 2013 Jun 2013 2 Feb 2014 8 10
-3.57% Jun 2002 Jul 2002 2 Nov 2002 4 6
-3.05% May 2015 Sep 2015 5 Mar 2016 6 11
-2.99% Oct 2016 Nov 2016 2 Apr 2017 5 7
-2.82% Apr 2004 May 2004 2 Sep 2004 4 6
-2.77% Feb 2018 Oct 2018 9 Jan 2019 3 12
-2.61% Aug 2011 Sep 2011 2 Oct 2011 1 3
-2.31% May 1999 May 1999 1 Oct 1999 5 6
-2.14% Dec 1996 Mar 1997 4 May 1997 2 6
-1.99% Apr 2000 May 2000 2 Jun 2000 1 3
-1.93% Jul 2003 Jul 2003 1 Sep 2003 2 3
-1.93% Aug 1997 Aug 1997 1 Sep 1997 1 2
-1.73% May 2012 May 2012 1 Jul 2012 2 3
-1.68% Jan 2021 Feb 2021 2 May 2021 3 5
-1.65% Feb 2001 Mar 2001 2 Jul 2001 4 6
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-14.04% May 2008 Oct 2008 6 Aug 2009 10 16
-13.77% Sep 2021 Jun 2022 10 in progress 10
-6.55% Feb 2020 Mar 2020 2 Jun 2020 3 5
-6.27% Feb 1994 Jun 1994 5 May 1995 11 16
-4.73% Aug 1998 Aug 1998 1 Oct 1998 2 3
-4.30% May 2013 Jun 2013 2 Feb 2014 8 10
-3.57% Jun 2002 Jul 2002 2 Nov 2002 4 6
-3.05% May 2015 Sep 2015 5 Mar 2016 6 11
-2.99% Oct 2016 Nov 2016 2 Apr 2017 5 7
-2.92% Jan 1992 Mar 1992 3 May 1992 2 5
-2.82% Apr 2004 May 2004 2 Sep 2004 4 6
-2.77% Feb 2018 Oct 2018 9 Jan 2019 3 12
-2.61% Aug 2011 Sep 2011 2 Oct 2011 1 3
-2.31% May 1999 May 1999 1 Oct 1999 5 6
-2.14% Dec 1996 Mar 1997 4 May 1997 2 6
-1.99% Apr 2000 May 2000 2 Jun 2000 1 3
-1.93% Jul 2003 Jul 2003 1 Sep 2003 2 3
-1.93% Aug 1997 Aug 1997 1 Sep 1997 1 2
-1.73% May 2012 May 2012 1 Jul 2012 2 3
-1.68% Jan 2021 Feb 2021 2 May 2021 3 5

Rolling Returns ( more details)

All Country World 20/80 Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
6.69 22.72
Mar 2009 - Feb 2010
-13.69
Nov 2007 - Oct 2008
7.89%
2 Years
6.60 16.24
Nov 2008 - Oct 2010
-3.94
Mar 2007 - Feb 2009
2.92%
3 Years
6.59 12.79
Mar 2009 - Feb 2012
-0.43
Mar 2006 - Feb 2009
0.60%
5 Years
6.55 10.95
Apr 1995 - Mar 2000
2.00
Jul 2017 - Jun 2022
0.00%
7 Years
6.48 10.03
May 1992 - Apr 1999
2.70
Jul 2015 - Jun 2022
0.00%
10 Years
6.47 9.00
Jan 1995 - Dec 2004
3.35
Jul 2012 - Jun 2022
0.00%
15 Years
6.40 8.37
May 1992 - Apr 2007
4.13
Jul 2007 - Jun 2022
0.00%
20 Years
6.46 7.67
May 1992 - Apr 2012
5.02
Jul 2002 - Jun 2022
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 All Country World 20/80 Portfolio: Rolling Returns page.

Seasonality

All Country World 20/80 Portfolio: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.29
65%
0.21
71%
0.14
68%
0.83
84%
0.41
58%
0.25
65%
0.87
83%
0.51
80%
0.37
57%
0.40
67%
0.64
70%
1.11
83%
Best
Year
2.9
2019
2.1
1998
2.7
2009
3.9
2020
3.7
1995
2.7
2019
3.9
2009
2.6
1993
3.7
1998
3.2
1998
3.5
2020
6.1
2008
Worst
Year
-3.5
2009
-2.9
2009
-5.9
2020
-4.8
2022
-2.3
1999
-3.4
2022
-1.9
2003
-4.7
1998
-4.6
2008
-7.6
2008
-1.7
2016
-0.7
2015
Statistics calculated for the period Jan 1992 - Jun 2022

Monthly/Yearly Returns

All Country World 20/80 Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
259 Positive Months (71%) - 107 Negative Months (29%)
Jan 1992 - Jun 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-13.29 -16.67 -2.5 -2.0 -1.5 -4.8 0.3 -3.4
2021
+2.00 -4.76 -0.8 -0.9 0.0 1.4 0.5 0.8 1.1 0.4 -1.9 1.1 -0.5 0.8
2020
+8.36 +6.99 1.2 -0.7 -5.9 3.9 2.0 1.3 2.3 0.6 -0.6 -0.6 3.5 1.4
2019
+12.96 +10.46 2.9 0.7 1.7 0.8 -0.2 2.7 0.5 1.4 0.0 0.6 0.3 1.0
2018
-1.87 -3.71 0.4 -1.5 0.4 -0.5 0.2 -0.1 0.9 0.2 0.0 -2.2 0.7 -0.1
2017
+8.23 +5.97 0.6 1.2 0.3 1.0 1.0 -0.1 0.9 0.9 0.1 0.7 0.4 0.8
2016
+5.12 +3.00 -0.3 0.7 2.5 0.5 0.3 1.8 1.4 0.1 0.3 -1.3 -1.7 0.8
2015
+0.31 -0.33 1.4 0.7 0.1 0.2 -0.3 -1.5 0.8 -1.8 -0.3 1.8 -0.1 -0.7
2014
+6.24 +5.55 0.0 1.7 0.3 0.8 1.5 0.6 -0.4 1.5 -1.2 0.9 0.8 -0.4
2013
+2.59 +1.06 0.1 0.4 0.6 1.7 -2.1 -2.3 1.4 -1.3 2.2 1.7 0.1 0.2
2012
+9.39 +7.50 1.9 1.3 0.1 0.7 -1.7 1.6 1.6 1.0 1.3 0.0 0.8 0.5
2011
+4.99 +1.87 0.3 0.9 0.1 2.0 0.4 -0.4 1.0 -0.5 -2.1 2.7 -0.6 1.3
2010
+8.78 +7.24 0.0 0.8 1.7 0.8 -1.5 0.8 2.6 1.0 2.0 1.1 -1.6 0.9
2009
+14.11 +10.99 -3.5 -2.9 2.7 3.7 3.2 0.5 3.9 2.0 2.7 -0.3 2.0 -0.2
2008
-6.88 -6.86 -0.3 0.4 -0.5 0.7 -0.4 -2.0 -0.1 0.2 -4.6 -7.6 1.8 6.1
2007
+6.77 +2.55 0.0 1.0 0.5 1.2 -0.1 -0.6 0.3 0.6 2.0 1.6 0.0 0.1
2006
+7.46 +4.82 1.0 0.4 -0.4 0.5 -1.2 0.0 1.3 1.8 0.7 1.3 1.4 0.2
2005
+5.53 +2.12 0.1 0.4 -0.8 0.6 1.3 0.8 0.2 1.2 0.3 -1.3 1.2 1.5
2004
+7.53 +4.05 0.9 1.0 0.6 -2.6 -0.2 0.8 0.1 1.8 0.7 1.2 1.1 1.7
2003
+12.92 +10.67 0.0 1.1 0.2 2.9 2.8 0.1 -1.9 1.1 2.1 0.8 0.7 2.4
2002
+3.34 +0.84 0.1 0.9 0.0 0.6 0.2 -1.7 -1.9 2.0 -1.3 1.8 1.5 1.2
2001
+6.33 +4.66 2.3 -1.1 -0.5 0.9 0.4 -0.1 1.6 0.6 -1.4 2.5 0.8 0.2
2000
+5.87 +2.35 -1.5 1.6 2.5 -1.3 -0.7 2.4 0.3 1.6 -0.6 -0.3 0.0 1.8
1999
+7.97 +5.15 0.9 -1.4 2.1 2.3 -2.3 0.8 -0.4 -0.2 1.0 1.7 1.0 2.4
1998
+10.80 +9.05 1.1 2.1 0.8 1.0 -0.4 0.2 0.2 -4.7 3.7 3.2 1.4 1.8
1997
+7.03 +5.24 -0.4 0.5 -1.6 1.1 2.9 2.3 1.9 -1.9 2.8 -1.6 0.1 0.8
1996
+9.34 +5.77 1.0 -1.4 0.2 0.9 0.1 1.1 0.3 0.8 2.3 1.6 2.9 -0.6
1995
+19.70 +16.75 0.6 0.9 0.7 2.8 3.7 0.3 1.3 0.8 1.6 0.7 2.6 2.3
1994
-3.54 -5.98 2.0 -2.2 -2.7 -0.1 -0.4 -0.9 1.5 0.5 -1.1 0.7 -0.6 0.0
1993
+15.69 +12.53 1.2 2.1 1.5 1.2 0.8 1.6 1.3 2.6 -0.1 1.4 -1.4 2.5
1992
+6.02 +2.96 -1.7 0.2 -1.4 0.6 2.7 0.4 1.9 0.9 0.6 -1.6 0.6 2.8

Portofolio Returns, up to December 2013, 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:

  • VT - Vanguard Total World Stock: simulated historical serie, up to December 2008
  • BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007
  • BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013
  • EMB - iShares JP Morgan USD Em Mkts Bd: simulated historical serie, up to December 2007

Portfolio efficiency

Is the All Country World 20/80 Portfolio actually efficient, compared to other Lazy Portfolios?

Overall Ratings

The All Country World 20/80 Portfolio is classified as Low Risk.

Very High Risk
Bond weight:
Less than 25%
High Risk
Bond weight:
25% - 49.99%
Medium Risk
Bond weight:
50% - 74.99%
Low Risk
Bond weight:
At least 75%
Low Risk
Portfolios
All
Portfolios
25 Years Ann. Return
(Inflation Adjusted)
+5.33%
(+2.84%)
Good : 3.3 / 5
Bad : 1.8 / 5
Standard Deviation
over 25 Years
5.33%
Poor : 1 / 5
Excellent : 4.4 / 5
Maximum Drawdown
over 25 Years
-14.04%
Bad : 1.4 / 5
Excellent : 4.4 / 5
Easy to manage 4 ETFs
Good : 3.5 / 5
Good : 3.5 / 5
Rating assigned considering all the Low Risk Portfolios Rating assigned considering all the Portfolios in the database

Best Classic Portfolios, with Low Risk

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30 Years Stats (%)
% Allocation
Portfolio Jul 2022 Return Drawdown Stocks Bonds Comm
High Yield Bonds Income
+0.80 +6.91 -23.97 0 100 0
All Country World 20/80
+0.54 +6.10 -14.04 20 80 0
Stocks/Bonds 20/80
+1.00 +5.93 -12.54 20 80 0
US Inflation Protection
+1.31 +5.80 -11.79 0 100 0
Dimensional Retirement Income Fund
DFA
+0.89 +5.79 -12.91 20.4 79.6 0

See all portfolios

Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 03:00PM Eastern Time.
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