Data Source: from January 1985 to October 2022 (~38 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.08%
1 Day
Nov 29 2022, 04:00PM Eastern Time
4.28%
Current Month
November 2022

The All Country World 40/60 Portfolio is a Medium Risk portfolio and can be implemented with 4 ETFs.

It's exposed for 40% on the Stock Market.

In the last 30 Years, the All Country World 40/60 Portfolio obtained a 6.23% compound annual return, with a 7.40% standard deviation.

Asset Allocation and ETFs

The All Country World 40/60 Portfolio has the following asset allocation:

40% Stocks
60% Fixed Income
0% Commodities

The All Country World 40/60 Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
40.00 %
VT Vanguard Total World Stock Equity, Global, Large Cap
30.00 %
BND Vanguard Total Bond Market Bond, U.S., All-Term
21.00 %
BNDX Vanguard Total International Bond Bond, Developed Markets, All-Term
9.00 %
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 as of Oct 31, 2022

The All Country World 40/60 Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: November 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
ALL COUNTRY WORLD 40/60 PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Oct 31, 2022
  1 Day Time ET(*) Nov 2022 1M 6M 1Y 5Y 10Y 30Y MAX
(~38Y)
All Country World 40/60 Portfolio 0.08 4.28 2.10 -7.51 -17.38 1.88 4.04 6.23 7.59
US Inflation Adjusted return 1.69 -10.28 -23.32 -1.91 1.44 3.63 4.67
Components
VT
Vanguard Total World Stock 		0.22 03:59PM
Nov 29 2022 		5.42 6.38 -8.80 -19.90 5.30 8.26 6.41 6.08
BND
Vanguard Total Bond Market 		-0.37 04:00PM
Nov 29 2022 		2.87 -1.16 -6.55 -15.59 -0.50 0.65 4.32 6.25
BNDX
Vanguard Total International Bond 		0.29 04:00PM
Nov 29 2022 		2.16 0.54 -5.17 -12.15 -0.04 1.61 5.17 6.62
EMB
iShares JP Morgan USD Em Mkts Bd 		0.46 04:00PM
Nov 29 2022 		8.84 -0.17 -11.06 -24.88 -3.17 0.23 9.06 8.96
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Oct 2022. Current inflation (annualized) is 1Y: 7.75% , 5Y: 3.85% , 10Y: 2.57% , 30Y: 2.51%

Live update: World Markets and Indexes

Portfolio Metrics as of Oct 31, 2022

Metrics of All Country World 40/60 Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
ALL COUNTRY WORLD 40/60 PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 October 2022 (~38 years)
Swipe left to see all data
Metrics as of Oct 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~38Y)
Portfolio
Return (%)		 2.10 -7.49 -7.51 -17.38 -0.43 1.88 4.04 5.61 6.23 7.59
US Inflation (%) 0.41 0.59 3.08 7.75 5.01 3.85 2.57 2.52 2.51 2.79
Infl. Adjusted
Return (%)		 1.69 -8.03 -10.28 -23.32 -5.18 -1.91 1.44 3.02 3.63 4.67
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 10.82 10.45 8.91 7.18 7.61 7.40 7.81
Sharpe Ratio -1.67 -0.08 0.10 0.49 0.60 0.55 0.46
Sortino Ratio -2.45 -0.10 0.13 0.63 0.77 0.71 0.61
MAXIMUM DRAWDOWN
Drawdown Depth (%) -19.51 -19.51 -19.51 -19.51 -25.16 -25.16 -25.16
Start (yyyy mm) 2022 01 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Start to Bottom (# months) 9 9 9 9 16 16 16
Start to Recovery (# months) in progress
> 10
> 10
> 10
> 10
29
29
29
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 38.52 21.62 17.87 11.91 10.21 8.77
Worst Return (%) -22.54 -4.15 0.40 3.15 4.98 6.09
% Positive Periods 86% 97% 100% 100% 100% 100%
MONTHS
Positive 1 1 3 4 21 37 80 159 240 305
Negative 0 2 3 8 15 23 40 81 120 149
% Positive 100% 33% 50% 33% 58% 62% 67% 66% 67% 67%
WITHDRAWAL RATES (WR)
Safe WR (%) 36.06 21.63 12.21 7.73 6.57 8.56
Perpetual WR (%) 0.00 0.00 1.42 2.93 3.50 4.46
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 October 2022
Swipe left to see all data
 
 
 
 
Asset VT BND BNDX EMB
VT
1.00
0.70
0.71
0.91
BND
0.70
1.00
0.89
0.78
BNDX
0.71
0.89
1.00
0.69
EMB
0.91
0.78
0.69
1.00
 
 
 
 
Asset VT BND BNDX EMB
VT
1.00
0.39
0.41
0.77
BND
0.39
1.00
0.87
0.66
BNDX
0.41
0.87
1.00
0.67
EMB
0.77
0.66
0.67
1.00
 
 
 
 
Asset VT BND BNDX EMB
VT
1.00
0.30
0.33
0.70
BND
0.30
1.00
0.86
0.67
BNDX
0.33
0.86
1.00
0.65
EMB
0.70
0.67
0.65
1.00
 
 
 
 
Asset VT BND BNDX EMB
VT
1.00
0.12
0.14
0.59
BND
0.12
1.00
0.65
0.48
BNDX
0.14
0.65
1.00
0.35
EMB
0.59
0.48
0.35
1.00
 
 
 
 
Asset VT BND BNDX EMB
VT
1.00
0.17
0.19
0.56
BND
0.17
1.00
0.74
0.50
BNDX
0.19
0.74
1.00
0.41
EMB
0.56
0.50
0.41
1.00

Portfolio Dividends

In 2021, the All Country World 40/60 Portfolio granted a 2.55% dividend yield. If you are interested in getting periodic income, please refer to the All Country World 40/60 Portfolio: Dividend Yield page.

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Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 1992, now would be worth 6127.29$, with a total return of 512.73% (6.23% annualized).

The Inflation Adjusted Capital now would be 2915.48$, with a net total return of 191.55% (3.63% annualized).
An investment of 1000$, since January 1985, now would be worth 15909.54$, with a total return of 1490.95% (7.59% annualized).

The Inflation Adjusted Capital now would be 5621.50$, with a net total return of 462.15% (4.67% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-25.16% Nov 2007 Feb 2009 16 Mar 2010 13 29
-19.51% Jan 2022 Sep 2022 9 in progress 1 10
-10.07% Feb 2020 Mar 2020 2 Jul 2020 4 6
-9.09% Feb 2001 Sep 2002 20 May 2003 8 28
-7.33% May 1998 Aug 1998 4 Oct 1998 2 6
-6.92% May 2011 Sep 2011 5 Jan 2012 4 9
-5.70% Feb 1994 Jun 1994 5 Apr 1995 10 15
-5.40% Feb 2018 Dec 2018 11 Mar 2019 3 14
-5.18% May 2015 Sep 2015 5 Jun 2016 9 14
-4.01% May 2013 Jun 2013 2 Oct 2013 4 6
-3.78% Sep 2000 Nov 2000 3 Jan 2001 2 5
-3.62% May 2010 Jun 2010 2 Jul 2010 1 3
-3.61% May 2012 May 2012 1 Jul 2012 2 3
-3.35% Aug 1997 Aug 1997 1 Feb 1998 6 7
-3.27% Apr 2000 May 2000 2 Aug 2000 3 5
-2.66% May 1999 May 1999 1 Oct 1999 5 6
-2.61% Apr 2004 May 2004 2 Sep 2004 4 6
-2.54% Jan 2000 Jan 2000 1 Mar 2000 2 3
-2.52% Sep 2021 Sep 2021 1 Dec 2021 3 4
-2.48% Nov 1993 Nov 1993 1 Dec 1993 1 2
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-25.16% Nov 2007 Feb 2009 16 Mar 2010 13 29
-19.51% Jan 2022 Sep 2022 9 in progress 1 10
-12.43% Sep 1987 Nov 1987 3 Oct 1988 11 14
-10.07% Feb 2020 Mar 2020 2 Jul 2020 4 6
-9.41% Jan 1990 Sep 1990 9 Feb 1991 5 14
-9.09% Feb 2001 Sep 2002 20 May 2003 8 28
-7.33% May 1998 Aug 1998 4 Oct 1998 2 6
-6.92% May 2011 Sep 2011 5 Jan 2012 4 9
-5.70% Feb 1994 Jun 1994 5 Apr 1995 10 15
-5.40% Feb 2018 Dec 2018 11 Mar 2019 3 14
-5.18% May 2015 Sep 2015 5 Jun 2016 9 14
-4.16% Jan 1992 Mar 1992 3 Jul 1992 4 7
-4.01% May 2013 Jun 2013 2 Oct 2013 4 6
-3.78% Sep 2000 Nov 2000 3 Jan 2001 2 5
-3.68% Sep 1986 Sep 1986 1 Nov 1986 2 3
-3.62% May 2010 Jun 2010 2 Jul 2010 1 3
-3.61% May 2012 May 2012 1 Jul 2012 2 3
-3.35% Aug 1997 Aug 1997 1 Feb 1998 6 7
-3.27% Apr 2000 May 2000 2 Aug 2000 3 5
-2.86% Jun 1991 Jun 1991 1 Aug 1991 2 3

Rolling Returns ( more details)

All Country World 40/60 Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period		 Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
 8.10 38.52
Apr 1985 - Mar 1986 		-22.54
Mar 2008 - Feb 2009 		14.45%
2 Years
 7.76 31.42
Mar 1985 - Feb 1987 		-10.01
Mar 2007 - Feb 2009 		6.73%
3 Years
 7.47 21.62
Mar 1985 - Feb 1988 		-4.15
Mar 2006 - Feb 2009 		2.86%
5 Years
 7.28 17.87
Jan 1985 - Dec 1989 		0.40
Mar 2004 - Feb 2009 		0.00%
7 Years
 7.22 14.65
Jan 1985 - Dec 1991 		2.60
Mar 2002 - Feb 2009 		0.00%
10 Years
 7.19 11.91
Jan 1985 - Dec 1994 		3.15
Mar 1999 - Feb 2009 		0.00%
15 Years
 6.99 12.09
Jan 1985 - Dec 1999 		3.92
Nov 2007 - Oct 2022 		0.00%
20 Years
 6.98 10.21
Jan 1985 - Dec 2004 		4.98
Apr 2000 - Mar 2020 		0.00%
30 Years
 7.20 8.77
Jan 1985 - Dec 2014 		6.09
Oct 1992 - Sep 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 40/60 Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in All Country World 40/60 Portfolio?

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
Gain Frequency
0.52
60%
-1.11
20%
-1.29
40%
0.60
60%
0.49
80%
0.28
60%
2.02
100%
0.04
80%
-1.86
20%
0.17
60%
1.44
80%
0.95
80%
 Capital Growth on monthly avg returns
100
100.52
99.40
98.12
98.72
99.20
99.48
101.49
101.54
99.65
99.82
101.26
102.21
Best 4.2
2019 		1.2
2019 		1.5
2019 		5.3
2020 		2.7
2020 		3.6
2019 		4.4
2022 		1.9
2020 		0.6
2019 		2.2
2021 		5.6
2020 		2.3
2020
Worst -3.0
2022 		-2.3
2020 		-8.0
2020 		-5.7
2022 		-1.7
2019 		-4.6
2022 		0.4
2019 		-3.5
2022 		-6.2
2022 		-3.7
2018 		-1.1
2021 		-1.9
2018
Monthly Seasonality over the period Nov 2017 - Oct 2022
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
Gain Frequency
0.27
60%
0.11
60%
-0.09
60%
0.83
80%
0.39
70%
-0.02
60%
1.60
90%
-0.17
70%
-0.80
40%
0.67
70%
0.86
70%
0.58
70%
 Capital Growth on monthly avg returns
100
100.27
100.38
100.29
101.12
101.51
101.49
103.12
102.95
102.12
102.80
103.68
104.29
Best 4.2
2019 		2.6
2014 		3.8
2016 		5.3
2020 		2.7
2020 		3.6
2019 		4.4
2022 		1.9
2020 		3.1
2013 		3.1
2015 		5.6
2020 		2.3
2020
Worst -3.0
2022 		-2.3
2020 		-8.0
2020 		-5.7
2022 		-1.7
2019 		-4.6
2022 		-0.7
2014 		-3.5
2022 		-6.2
2022 		-3.7
2018 		-1.1
2021 		-1.9
2018
Monthly Seasonality over the period Nov 2012 - Oct 2022
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
Gain Frequency
0.56
63%
0.50
66%
0.41
63%
1.00
79%
0.65
63%
0.34
61%
1.14
71%
0.12
63%
-0.11
55%
0.69
68%
0.82
70%
1.55
84%
 Capital Growth on monthly avg returns
100
100.56
101.06
101.47
102.49
103.15
103.50
104.68
104.81
104.69
105.42
106.28
107.93
Best 6.7
1987 		6.1
1986 		5.0
1986 		5.7
2009 		5.8
1990 		3.6
2019 		5.5
1989 		5.4
1986 		3.8
2010 		4.6
1998 		5.6
2020 		5.7
2008
Worst -5.3
2009 		-4.4
2009 		-8.0
2020 		-5.7
2022 		-3.6
2012 		-4.6
2022 		-3.4
2002 		-7.2
1998 		-6.4
2008 		-10.2
2008 		-2.6
1987 		-1.9
2018
Monthly Seasonality over the period Jan 1985 - Oct 2022

Monthly/Yearly Returns

All Country World 40/60 Portfolio data source starts from January 1985: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1985 - Oct 2022
305 Positive Months (67%) - 149 Negative Months (33%)
MONTHLY RETURNS TABLE
Jan 1985 - Oct 2022
(Scroll down to see all data)
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
 -17.82 -23.12 -3.0 -2.2 -0.7 -5.7 0.4 -4.6 4.4 -3.5 -6.2 2.1
2021
 +6.07 -0.90 -0.6 0.0 0.7 2.2 0.8 0.9 0.9 0.9 -2.5 2.2 -1.1 1.6
2020
 +10.42 +8.94 0.5 -2.3 -8.0 5.3 2.7 1.7 3.0 1.9 -1.2 -0.9 5.6 2.3
2019
 +16.42 +13.82 4.2 1.2 1.5 1.5 -1.7 3.6 0.4 0.5 0.6 1.2 0.9 1.7
2018
 -3.84 -5.64 1.6 -2.3 0.0 -0.3 0.3 -0.3 1.4 0.4 0.0 -3.7 0.9 -1.9
2017
 +12.29 +9.98 1.2 1.6 0.6 1.2 1.2 0.1 1.4 0.8 0.7 1.0 0.8 1.0
2016
 +5.97 +3.81 -1.7 0.3 3.8 0.6 0.4 1.3 2.1 0.2 0.4 -1.5 -1.0 1.1
2015
 -0.23 -0.96 0.6 2.0 -0.2 0.8 -0.1 -1.7 0.7 -3.0 -1.1 3.1 -0.1 -1.1
2014
 +5.59 +4.80 -1.1 2.6 0.3 0.8 1.6 1.0 -0.7 1.8 -1.7 0.9 0.9 -0.8
2013
 +7.68 +6.08 1.1 0.2 1.0 1.9 -1.7 -2.4 2.4 -1.6 3.1 2.2 0.5 0.8
2012
 +11.32 +9.42 2.8 2.2 0.4 0.2 -3.6 2.5 1.4 1.3 1.8 -0.2 1.0 1.2
2011
 +1.87 -1.06 0.6 1.4 0.1 2.6 -0.3 -0.7 0.2 -2.2 -4.1 4.6 -0.7 0.8
2010
 +9.86 +8.24 -1.3 1.1 2.9 0.5 -3.6 0.0 4.1 -0.2 3.8 1.8 -1.9 2.5
2009
 +18.75 +15.60 -5.3 -4.4 4.1 5.7 5.0 -0.1 5.5 2.1 3.4 -0.9 2.9 0.3
2008
 -16.04 -16.12 -2.3 0.3 -0.8 1.8 -0.1 -3.6 -0.7 -0.4 -6.4 -10.2 0.2 5.7
2007
 +7.49 +3.27 0.2 0.6 0.8 2.0 0.6 -0.5 -0.2 0.3 2.8 2.2 -1.2 -0.2
2006
 +10.29 +7.56 2.0 0.2 0.2 1.2 -2.0 0.0 1.1 1.9 0.8 2.0 1.8 0.7
2005
 +6.35 +2.84 -0.5 1.1 -1.2 -0.1 1.4 0.8 1.0 1.0 0.9 -1.7 1.8 1.7
2004
 +8.97 +5.54 1.1 1.2 0.3 -2.6 0.0 1.1 -0.7 1.5 1.0 1.5 2.1 2.2
2003
 +17.60 +15.43 -0.8 0.4 0.0 4.3 3.5 0.5 -0.9 1.4 1.7 2.1 0.9 3.5
2002
 -2.62 -4.88 -0.6 0.4 1.0 -0.4 0.1 -2.8 -3.4 1.5 -3.4 2.9 2.3 -0.1
2001
 +0.44 -1.10 2.3 -3.0 -2.0 2.3 0.0 -0.8 0.8 -0.6 -3.1 2.4 1.9 0.3
2000
 +0.63 -2.67 -2.5 1.2 3.5 -2.1 -1.2 2.6 -0.5 2.0 -1.7 -0.7 -1.4 1.8
1999
 +12.23 +9.29 1.2 -1.7 2.7 2.8 -2.7 1.8 -0.4 -0.2 0.4 2.5 1.5 3.9
1998
 +13.08 +11.29 1.4 3.3 1.7 0.9 -0.8 0.6 0.1 -7.2 3.3 4.6 2.6 2.5
1997
 +8.51 +6.69 0.1 0.6 -1.7 1.6 3.7 3.0 2.6 -3.4 3.4 -2.8 0.5 0.9
1996
 +9.74 +6.21 1.2 -1.0 0.5 1.2 0.1 0.9 -0.8 0.9 2.6 1.2 3.5 -0.9
1995
 +19.00 +16.06 -0.1 0.9 1.6 2.9 3.0 0.2 2.1 0.0 1.9 0.0 2.7 2.5
1994
 -1.94 -4.49 3.1 -2.1 -3.2 0.6 -0.2 -0.9 1.6 1.3 -1.5 1.1 -1.7 0.1
1993
 +17.30 +14.16 1.0 2.1 2.5 2.0 1.1 0.9 1.5 3.1 -0.6 1.8 -2.5 3.2
1992
 +2.84 -0.06 -1.7 -0.3 -2.2 0.8 2.9 -0.6 1.5 1.2 0.2 -1.8 0.8 2.3
1991
 +18.05 +14.54 2.1 4.5 -0.8 1.0 1.3 -2.9 2.7 1.4 2.4 1.2 -1.5 5.6
1990
 -3.06 -8.64 -3.1 -1.6 -2.3 -1.4 5.8 0.8 1.2 -5.0 -3.7 4.1 1.0 1.7
1989
 +13.76 +8.71 2.1 -0.5 -0.1 2.0 0.4 1.0 5.5 -1.9 1.3 -0.1 2.0 1.5
1988
 +13.22 +8.43 3.0 2.9 0.6 0.2 -1.3 1.3 0.5 -2.3 2.8 3.4 1.0 0.5
1987
 +7.38 +2.82 6.7 2.4 1.3 -1.8 0.5 3.3 2.7 1.8 -1.9 -8.4 -2.6 4.0
1986
 +26.10 +24.73 1.2 6.1 5.0 0.5 1.4 3.0 -0.9 5.4 -3.7 3.7 1.6 0.6
1985
 +30.46 +25.68 4.9 -0.8 1.9 1.0 5.7 1.6 -0.2 1.5 -0.4 3.2 4.5 4.1

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

Compared to the All Country World 40/60 Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return▾ Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 40/60 Momentum
 +8.04 6.77 -21.11 40 60 0
Golden Butterfly
 +7.70 7.36 -17.79 40 40 20
All Weather Portfolio
Ray Dalio 		+7.29 7.01 -20.19 30 55 15
GAA Global Asset Allocation
Mebane Faber 		+7.01 7.74 -24.91 40.5 49.5 10
Stocks/Bonds 40/60
 +6.90 6.70 -19.17 40 60 0
Simplified Permanent Portfolio
 +6.80 6.61 -16.43 25 50 25
Rob Arnott Portfolio
Rob Arnott 		+6.75 6.96 -24.27 30 60 10
High Yield Bonds Income
 +6.71 8.58 -23.97 0 100 0
Edge Select Moderately Conservative
Merrill Lynch 		+6.61 6.58 -20.48 37 63 0
Desert Portfolio
Gyroscopic Investing 		+6.56 5.29 -14.72 30 60 10
Sheltered Sam 40/60
Bill Bernstein 		+6.54 6.35 -22.05 38.8 60 1.2
Lifepath Fund
iShares 		+6.51 6.75 -21.23 40.4 59.6 0
Paul Boyer Portfolio
Paul Boyer 		+6.41 7.24 -18.04 25 50 25
LifeStrategy Conservative Growth
Vanguard 		+6.39 6.65 -21.90 40 60 0
Permanent Portfolio
Harry Browne 		+6.38 6.29 -15.92 25 50 25
Larry Portfolio
Larry Swedroe 		+6.30 5.42 -15.96 30 70 0
Stocks/Bonds 20/80 Momentum
 +6.25 4.70 -17.91 20 80 0
All Country World 40/60
 +6.23 7.40 -25.16 40 60 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Medium Risk categorization.

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30 Years Stats (%)
% Allocation
Portfolio Return▾ Dev.Std Drawdown Stocks Bonds Comm
Couch Potato
Scott Burns 		+8.06 8.58 -27.04 50 50 0
Stocks/Bonds 40/60 Momentum
 +8.04 6.77 -21.11 40 60 0
Robo Advisor 50
Betterment 		+7.53 9.11 -30.72 49.9 50.1 0
All Weather Portfolio
Ray Dalio 		+7.29 7.01 -20.19 30 55 15
Global Market Portfolio
Credit Suisse 		+7.14 7.93 -25.90 45 55 0
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