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 6.39% compound annual return, with a 7.24% standard deviation.
Asset Allocation and ETFs
The All Country World 40/60 Portfolio has the following asset allocation:
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 |
Portfolio and ETF Returns
The All Country World 40/60 Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Chg (%) | Return (%) | Return (%) as of Jun 30, 2022 |
|||||||
---|---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Jul 2022 | 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | |
All Country World 40/60 Portfolio | -0.66 | 0.08 | -4.59 | -14.92 | -13.22 | 3.38 | 4.85 | 6.39 | |
US Inflation Adjusted return | -4.59 | -18.23 | -19.33 | -0.22 | 2.33 | 3.82 | |||
Components | |||||||||
VT Vanguard Total World Stock |
-1.60 |
01:59PM Jul 05 2022 |
-0.98 | -8.14 | -19.80 | -15.87 | 7.09 | 9.01 | 6.39 |
BND Vanguard Total Bond Market |
0.26 |
02:00PM Jul 05 2022 |
1.06 | -1.66 | -10.35 | -10.42 | 0.84 | 1.40 | 4.63 |
BNDX Vanguard Total International Bond |
-0.10 |
01:59PM Jul 05 2022 |
0.54 | -1.72 | -9.84 | -10.00 | 0.81 | 2.34 | 5.36 |
EMB iShares JP Morgan USD Em Mkts Bd |
-0.95 |
02:00PM Jul 05 2022 |
0.44 | -6.15 | -20.28 | -20.94 | -1.34 | 1.59 | 9.35 |
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 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.
Historical Returns as of Jun 30, 2022
Historical returns and stats of All Country World 40/60 Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.
Period | Return (%) as of Jun 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
---|---|---|---|---|---|
1M
Jun 2022
|
-4.59
|
-4.59
|
-4.59
Jun 2022 - Jun 2022
|
0 - 1
|
|
3M
|
-9.66
|
-10.82
|
-9.66
Apr 2022 - Jun 2022
|
1 - 2
|
|
6M
|
-14.92
|
-18.23
|
-14.92
Jan 2022 - Jun 2022
|
1 - 5
|
|
YTD
|
-14.92
|
-18.23
|
-14.92
Jan 2022 - Jun 2022
|
1 - 5
|
|
1Y
|
-13.22
|
-19.33
|
8.27
|
-14.92
Jan 2022 - Jun 2022
|
5 - 7
42% pos
|
3Y(*)
|
1.61
|
-2.77
|
9.23
|
-14.92
Jan 2022 - Jun 2022
|
23 - 13
64% pos
|
5Y(*)
|
3.38
|
-0.22
|
8.05
|
-14.92
Jan 2022 - Jun 2022
|
39 - 21
65% pos
|
10Y(*)
|
4.85
|
2.33
|
6.66
|
-14.92
Jan 2022 - Jun 2022
|
81 - 39
68% pos
|
15Y(*)
|
4.51
|
2.16
|
8.08
|
-25.16
Nov 2007 - Feb 2009
|
115 - 65
64% pos
|
20Y(*)
|
5.66
|
3.13
|
7.48
|
-25.16
Nov 2007 - Feb 2009
|
159 - 81
66% pos
|
25Y(*)
|
5.50
|
3.00
|
7.52
|
-25.16
Nov 2007 - Feb 2009
|
196 - 104
65% pos
|
30Y(*)
|
6.39
|
3.82
|
7.24
|
-25.16
Nov 2007 - Feb 2009
|
241 - 119
67% pos
|
MAX(*)
01 Jan 1992
|
6.23
|
3.67
|
7.23
|
-25.16
Nov 2007 - Feb 2009
|
243 - 123
66% pos
|
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
The Inflation Adjusted Capital now would be 3079.71$, with a net total return of 207.97% (3.82% annualized).
The Inflation Adjusted Capital now would be 2999.55$, with a net total return of 199.95% (3.67% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-25.16% | Nov 2007 | Feb 2009 | 16 | Mar 2010 | 13 | 29 |
-14.92% | Jan 2022 | Jun 2022 | 6 | in progress | 6 | |
-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 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-25.16% | Nov 2007 | Feb 2009 | 16 | Mar 2010 | 13 | 29 |
-14.92% | Jan 2022 | Jun 2022 | 6 | in progress | 6 | |
-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 |
-4.16% | 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 |
-3.62% | 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 |
Rolling Returns ( more details)
All Country World 40/60 Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
7.13 |
31.03 Mar 2009 - Feb 2010 |
-22.54 Mar 2008 - Feb 2009 |
14.93% |
2 Years |
6.94 |
21.25 Mar 2009 - Feb 2011 |
-10.01 Mar 2007 - Feb 2009 |
7.58% |
3 Years |
6.82 |
15.55 Mar 2009 - Feb 2012 |
-4.15 Mar 2006 - Feb 2009 |
3.02% |
5 Years |
6.71 |
12.45 Jan 1995 - Dec 1999 |
0.40 Mar 2004 - Feb 2009 |
0.00% |
7 Years |
6.54 |
10.94 Jan 1993 - Dec 1999 |
2.60 Mar 2002 - Feb 2009 |
0.00% |
10 Years |
6.41 |
8.53 Jan 1995 - Dec 2004 |
3.15 Mar 1999 - Feb 2009 |
0.00% |
15 Years |
6.33 |
8.59 Nov 1992 - Oct 2007 |
4.51 Jul 2007 - Jun 2022 |
0.00% |
20 Years |
6.40 |
7.38 Apr 1992 - Mar 2012 |
4.98 Apr 2000 - Mar 2020 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the All Country World 40/60 Portfolio: Rolling Returns page.
Seasonality
All Country World 40/60 Portfolio: in which months is it better to invest?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Win % |
0.15 58% |
0.18 68% |
0.32 65% |
1.18 81% |
0.35 58% |
0.15 55% |
0.92 70% |
0.24 67% |
0.18 60% |
0.57 67% |
0.81 70% |
1.31 80% |
Best Year |
4.2 2019 |
3.3 1998 |
4.1 2009 |
5.7 2009 |
5.0 2009 |
3.6 2019 |
5.5 2009 |
3.1 1993 |
3.8 2010 |
4.6 1998 |
5.6 2020 |
5.7 2008 |
Worst Year |
-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 |
-2.5 1993 |
-1.9 2018 |
Monthly/Yearly Returns
All Country World 40/60 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 |
2022 |
-14.92 | -18.23 | -3.0 | -2.2 | -0.7 | -5.7 | 0.4 | -4.6 | ||||||
2021 |
+6.07 | -0.96 | -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 | +9.03 | 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 | +13.85 | 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 | -5.65 | 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 | +9.95 | 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 | +3.84 | -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 | -0.87 | 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 | +4.91 | -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 | +6.07 | 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 | +9.40 | 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 | -1.16 | 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 | +8.30 | -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 | +15.50 | -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 | -16.02 | -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 | +3.24 | 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 | +7.58 | 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 | +2.92 | -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 | +5.45 | 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 | +15.25 | -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 | -4.98 | -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 | -1.15 | 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 | -2.71 | -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 | +9.30 | 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 | +6.70 | 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 | +6.15 | 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 | -4.42 | 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 | +14.09 | 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 | -0.12 | -1.7 | -0.3 | -2.2 | 0.8 | 2.9 | -0.6 | 1.5 | 1.2 | 0.2 | -1.8 | 0.8 | 2.3 |
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 40/60 Portfolio actually efficient, compared to other Lazy Portfolios?
Overall Ratings
The All Country World 40/60 Portfolio is classified as Medium Risk.
Less than 25%
25% - 49.99%
50% - 74.99%
At least 75%
Medium Risk Portfolios |
All Portfolios |
||
---|---|---|---|
25 Years Ann. Return (Inflation Adjusted) |
+5.50%
(+3.00%) |
Poor : 1 / 5
|
Bad : 1.9 / 5
|
Standard Deviation over 25 Years |
7.52% |
Bad : 2 / 5
|
Good : 3.9 / 5
|
Maximum Drawdown over 25 Years |
-25.16% |
Average : 2.3 / 5
|
Good : 3.5 / 5
|
Easy to manage | 4 ETFs |
Good : 3.5 / 5
|
Good : 3.5 / 5
|
Rating assigned considering all the Medium Risk Portfolios | Rating assigned considering all the Portfolios in the database |
Best Classic Portfolios, with Medium Risk
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
Couch Potato Scott Burns |
+0.85 | +8.25 | -27.04 | 50 | 50 | 0 | ||
Robo Advisor 50 Betterment |
-0.26 | +7.71 | -30.72 | 49.9 | 50.1 | 0 | ||
All Weather Portfolio Ray Dalio |
+0.64 | +7.67 | -13.67 | 30 | 55 | 15 | ||
Dynamic 40/60 Income |
+0.29 | +7.21 | -29.84 | 40 | 60 | 0 | ||
Simplified Permanent Portfolio |
+0.31 | +7.11 | -13.28 | 25 | 50 | 25 |
Last update: Jul 05 2022, 02:00PM Eastern Time.