The All Country World 60/40 Portfolio is a High Risk portfolio and can be implemented with 4 ETFs.
It's exposed for 60% on the Stock Market.
In the last 30 Years, the All Country World 60/40 Portfolio obtained a 6.54% compound annual return, with a 9.69% standard deviation.
Asset Allocation and ETFs
The All Country World 60/40 Portfolio has the following asset allocation:
The All Country World 60/40 Portfolio can be implemented with the following ETFs:
Weight | Ticker | ETF Name | Investment Themes | |
---|---|---|---|---|
60.00 % | VT | Vanguard Total World Stock | Equity, Global, Large Cap | |
20.00 % | BND | Vanguard Total Bond Market | Bond, U.S., All-Term | |
14.00 % | BNDX | Vanguard Total International Bond | Bond, Developed Markets, All-Term | |
6.00 % | EMB | iShares JP Morgan USD Em Mkts Bd | Bond, Emerging Markets, All-Term |
Portfolio and ETF Returns
The All Country World 60/40 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 60/40 Portfolio | -0.64 | 0.06 | -5.76 | -16.54 | -14.03 | 4.69 | 6.29 | 6.54 | |
US Inflation Adjusted return | -5.76 | -19.79 | -20.08 | 1.05 | 3.74 | 3.97 | |||
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 |
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 60/40 Portfolio granted a 2.41% dividend yield. If you are interested in getting periodic income, please refer to the All Country World 60/40 Portfolio: Dividend Yield page.
Historical Returns as of Jun 30, 2022
Historical returns and stats of All Country World 60/40 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
|
-5.76
|
-5.76
|
-5.76
Jun 2022 - Jun 2022
|
0 - 1
|
|
3M
|
-11.49
|
-12.64
|
-11.49
Apr 2022 - Jun 2022
|
1 - 2
|
|
6M
|
-16.54
|
-19.79
|
-16.54
Jan 2022 - Jun 2022
|
2 - 4
|
|
YTD
|
-16.54
|
-19.79
|
-16.54
Jan 2022 - Jun 2022
|
2 - 4
|
|
1Y
|
-14.03
|
-20.08
|
10.33
|
-16.54
Jan 2022 - Jun 2022
|
6 - 6
50% pos
|
3Y(*)
|
3.30
|
-1.15
|
11.94
|
-16.54
Jan 2022 - Jun 2022
|
23 - 13
64% pos
|
5Y(*)
|
4.69
|
1.05
|
10.62
|
-16.54
Jan 2022 - Jun 2022
|
40 - 20
67% pos
|
10Y(*)
|
6.29
|
3.74
|
8.79
|
-16.54
Jan 2022 - Jun 2022
|
81 - 39
68% pos
|
15Y(*)
|
4.74
|
2.39
|
10.87
|
-36.70
Nov 2007 - Feb 2009
|
113 - 67
63% pos
|
20Y(*)
|
6.16
|
3.62
|
10.08
|
-36.70
Nov 2007 - Feb 2009
|
157 - 83
65% pos
|
25Y(*)
|
5.52
|
3.02
|
10.17
|
-36.70
Nov 2007 - Feb 2009
|
192 - 108
64% pos
|
30Y(*)
|
6.54
|
3.97
|
9.69
|
-36.70
Nov 2007 - Feb 2009
|
235 - 125
65% pos
|
MAX(*)
01 Jan 1992
|
6.32
|
3.75
|
9.66
|
-36.70
Nov 2007 - Feb 2009
|
237 - 129
65% 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 3217.22$, with a net total return of 221.72% (3.97% annualized).
The Inflation Adjusted Capital now would be 3071.14$, with a net total return of 207.11% (3.75% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-36.70% | Nov 2007 | Feb 2009 | 16 | Jan 2011 | 23 | 39 |
-23.34% | Apr 2000 | Sep 2002 | 30 | Jan 2004 | 16 | 46 |
-16.54% | Jan 2022 | Jun 2022 | 6 | in progress | 6 | |
-13.80% | Jan 2020 | Mar 2020 | 3 | Jul 2020 | 4 | 7 |
-12.04% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 |
-9.85% | May 1998 | Aug 1998 | 4 | Nov 1998 | 3 | 7 |
-8.49% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 |
-7.73% | Jun 2015 | Feb 2016 | 9 | Jul 2016 | 5 | 14 |
-5.70% | Apr 2012 | May 2012 | 2 | Aug 2012 | 3 | 5 |
-5.55% | Feb 1994 | Mar 1994 | 2 | Apr 1995 | 13 | 15 |
-4.76% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 |
-3.73% | May 2013 | Jun 2013 | 2 | Sep 2013 | 3 | 5 |
-3.53% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
-3.47% | Nov 1993 | Nov 1993 | 1 | Dec 1993 | 1 | 2 |
-3.21% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
-3.08% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-3.06% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
-3.00% | May 1999 | May 1999 | 1 | Oct 1999 | 5 | 6 |
-2.85% | May 2006 | Jun 2006 | 2 | Aug 2006 | 2 | 4 |
-2.77% | Mar 2004 | Jul 2004 | 5 | Oct 2004 | 3 | 8 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-36.70% | Nov 2007 | Feb 2009 | 16 | Jan 2011 | 23 | 39 |
-23.34% | Apr 2000 | Sep 2002 | 30 | Jan 2004 | 16 | 46 |
-16.54% | Jan 2022 | Jun 2022 | 6 | in progress | 6 | |
-13.80% | Jan 2020 | Mar 2020 | 3 | Jul 2020 | 4 | 7 |
-12.04% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 |
-9.85% | May 1998 | Aug 1998 | 4 | Nov 1998 | 3 | 7 |
-8.49% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 |
-7.73% | Jun 2015 | Feb 2016 | 9 | Jul 2016 | 5 | 14 |
-5.70% | Apr 2012 | May 2012 | 2 | Aug 2012 | 3 | 5 |
-5.55% | Feb 1994 | Mar 1994 | 2 | Apr 1995 | 13 | 15 |
-5.40% | Jan 1992 | Mar 1992 | 3 | Jan 1993 | 10 | 13 |
-4.76% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 |
-3.73% | May 2013 | Jun 2013 | 2 | Sep 2013 | 3 | 5 |
-3.53% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
-3.47% | Nov 1993 | Nov 1993 | 1 | Dec 1993 | 1 | 2 |
-3.21% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
-3.08% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-3.06% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
-3.00% | May 1999 | May 1999 | 1 | Oct 1999 | 5 | 6 |
-2.85% | May 2006 | Jun 2006 | 2 | Aug 2006 | 2 | 4 |
Rolling Returns ( more details)
All Country World 60/40 Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
7.58 |
39.85 Mar 2009 - Feb 2010 |
-32.06 Mar 2008 - Feb 2009 |
20.28% |
2 Years |
7.20 |
27.00 Mar 2009 - Feb 2011 |
-16.26 Mar 2007 - Feb 2009 |
13.70% |
3 Years |
6.95 |
18.31 Mar 2009 - Feb 2012 |
-8.15 Mar 2006 - Feb 2009 |
12.39% |
5 Years |
6.74 |
14.90 Mar 2009 - Feb 2014 |
-1.65 Mar 2004 - Feb 2009 |
1.30% |
7 Years |
6.45 |
12.51 Jan 1993 - Dec 1999 |
0.97 Mar 2002 - Feb 2009 |
0.00% |
10 Years |
6.20 |
9.98 Mar 2009 - Feb 2019 |
1.11 Mar 1999 - Feb 2009 |
0.00% |
15 Years |
6.09 |
8.77 Nov 1992 - Oct 2007 |
3.95 Mar 1994 - Feb 2009 |
0.00% |
20 Years |
6.17 |
7.08 Mar 1995 - Feb 2015 |
4.33 Apr 2000 - Mar 2020 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the All Country World 60/40 Portfolio: Rolling Returns page.
Seasonality
All Country World 60/40 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 % |
0.00 52% |
0.15 65% |
0.51 65% |
1.53 77% |
0.29 65% |
0.05 55% |
0.96 70% |
-0.02 63% |
-0.04 57% |
0.73 63% |
0.98 67% |
1.49 80% |
Best Year |
5.4 2019 |
4.4 1998 |
5.5 2009 |
7.7 2009 |
6.9 2009 |
4.5 2019 |
7.0 2009 |
3.6 1993 |
5.8 2010 |
6.6 2011 |
7.8 2020 |
5.4 1999 |
Worst Year |
-7.2 2009 |
-6.1 2009 |
-10.1 2020 |
-6.5 2022 |
-5.7 2010 |
-5.8 2022 |
-5.0 2002 |
-9.6 1998 |
-8.3 2008 |
-13.0 2008 |
-3.5 1993 |
-3.7 2018 |
Monthly/Yearly Returns
All Country World 60/40 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 |
-16.54 | -19.79 | -3.6 | -2.4 | 0.2 | -6.5 | 0.4 | -5.8 | ||||||
2021 |
+10.14 | +2.84 | -0.5 | 0.9 | 1.5 | 2.8 | 1.1 | 1.0 | 0.8 | 1.4 | -3.1 | 3.2 | -1.6 | 2.4 |
2020 |
+12.48 | +11.06 | -0.2 | -3.9 | -10.1 | 6.8 | 3.5 | 2.2 | 3.7 | 3.2 | -1.8 | -1.3 | 7.8 | 3.2 |
2019 |
+19.89 | +17.23 | 5.4 | 1.8 | 1.3 | 2.2 | -3.2 | 4.5 | 0.2 | -0.4 | 1.1 | 1.7 | 1.5 | 2.3 |
2018 |
-5.81 | -7.58 | 2.9 | -3.0 | -0.5 | -0.1 | 0.4 | -0.4 | 1.9 | 0.5 | 0.0 | -5.1 | 1.2 | -3.7 |
2017 |
+16.36 | +13.93 | 1.8 | 2.0 | 0.9 | 1.3 | 1.5 | 0.3 | 1.8 | 0.7 | 1.2 | 1.4 | 1.2 | 1.2 |
2016 |
+6.82 | +4.67 | -3.1 | -0.2 | 5.1 | 0.7 | 0.5 | 0.8 | 2.8 | 0.2 | 0.5 | -1.7 | -0.2 | 1.3 |
2015 |
-0.78 | -1.41 | -0.1 | 3.3 | -0.6 | 1.4 | 0.0 | -1.9 | 0.7 | -4.2 | -2.0 | 4.5 | -0.1 | -1.5 |
2014 |
+4.95 | +4.27 | -2.2 | 3.4 | 0.4 | 0.8 | 1.8 | 1.4 | -1.1 | 2.1 | -2.3 | 0.9 | 1.0 | -1.2 |
2013 |
+12.77 | +11.09 | 2.0 | 0.0 | 1.5 | 2.2 | -1.3 | -2.5 | 3.4 | -1.9 | 4.0 | 2.8 | 0.9 | 1.3 |
2012 |
+13.25 | +11.30 | 3.7 | 3.1 | 0.7 | -0.3 | -5.4 | 3.4 | 1.2 | 1.7 | 2.2 | -0.3 | 1.2 | 1.8 |
2011 |
-1.26 | -4.19 | 0.8 | 1.9 | 0.0 | 3.2 | -1.0 | -0.9 | -0.6 | -3.9 | -6.2 | 6.6 | -0.9 | 0.2 |
2010 |
+10.93 | +9.36 | -2.6 | 1.4 | 4.1 | 0.2 | -5.7 | -0.9 | 5.7 | -1.4 | 5.8 | 2.4 | -2.1 | 4.2 |
2009 |
+23.38 | +20.01 | -7.2 | -6.1 | 5.5 | 7.7 | 6.9 | -0.7 | 7.0 | 2.3 | 4.0 | -1.5 | 3.7 | 0.7 |
2008 |
-25.21 | -25.19 | -4.3 | 0.3 | -1.1 | 2.9 | 0.3 | -5.1 | -1.4 | -1.0 | -8.3 | -13.0 | -1.7 | 5.1 |
2007 |
+8.21 | +3.93 | 0.5 | 0.2 | 1.1 | 2.7 | 1.3 | -0.5 | -0.7 | 0.1 | 3.6 | 2.8 | -2.4 | -0.5 |
2006 |
+13.12 | +10.34 | 2.9 | 0.1 | 0.7 | 1.9 | -2.8 | -0.1 | 1.0 | 2.1 | 0.9 | 2.5 | 2.1 | 1.2 |
2005 |
+7.18 | +3.71 | -1.0 | 1.8 | -1.6 | -0.9 | 1.5 | 0.8 | 1.9 | 0.9 | 1.6 | -2.0 | 2.3 | 1.9 |
2004 |
+10.41 | +6.84 | 1.3 | 1.4 | -0.1 | -2.6 | 0.2 | 1.3 | -1.6 | 1.1 | 1.3 | 1.8 | 3.2 | 2.8 |
2003 |
+22.27 | +19.83 | -1.5 | -0.4 | -0.2 | 5.7 | 4.1 | 0.9 | 0.1 | 1.7 | 1.2 | 3.4 | 1.1 | 4.4 |
2002 |
-8.59 | -10.80 | -1.3 | 0.0 | 2.1 | -1.4 | 0.1 | -3.9 | -5.0 | 1.1 | -5.7 | 4.1 | 3.2 | -1.5 |
2001 |
-5.46 | -6.96 | 2.4 | -4.8 | -3.6 | 3.8 | -0.4 | -1.6 | 0.1 | -1.9 | -4.9 | 2.3 | 3.0 | 0.5 |
2000 |
-4.61 | -7.77 | -3.5 | 0.9 | 4.4 | -2.9 | -1.7 | 2.8 | -1.3 | 2.3 | -3.0 | -1.1 | -2.9 | 1.7 |
1999 |
+16.48 | +13.45 | 1.4 | -2.0 | 3.2 | 3.3 | -3.0 | 2.9 | -0.5 | -0.2 | -0.2 | 3.3 | 2.0 | 5.4 |
1998 |
+15.37 | +13.54 | 1.6 | 4.4 | 2.5 | 0.9 | -1.3 | 1.0 | 0.0 | -9.6 | 2.8 | 6.0 | 3.7 | 3.2 |
1997 |
+9.98 | +8.15 | 0.6 | 0.8 | -1.9 | 2.1 | 4.4 | 3.7 | 3.2 | -4.7 | 4.0 | -3.9 | 0.8 | 1.0 |
1996 |
+10.14 | +6.54 | 1.5 | -0.6 | 0.8 | 1.6 | 0.0 | 0.7 | -1.9 | 0.9 | 2.9 | 0.9 | 4.1 | -1.1 |
1995 |
+18.30 | +15.38 | -0.8 | 0.9 | 2.5 | 3.1 | 2.3 | 0.0 | 3.0 | -0.8 | 2.1 | -0.6 | 2.8 | 2.6 |
1994 |
-0.34 | -2.86 | 4.2 | -1.9 | -3.7 | 1.2 | 0.0 | -0.8 | 1.8 | 2.0 | -1.9 | 1.6 | -2.7 | 0.1 |
1993 |
+18.90 | +15.65 | 0.7 | 2.1 | 3.5 | 2.8 | 1.5 | 0.3 | 1.6 | 3.6 | -1.0 | 2.1 | -3.5 | 3.9 |
1992 |
-0.34 | -3.21 | -1.7 | -0.8 | -3.0 | 0.9 | 3.1 | -1.7 | 1.0 | 1.4 | -0.2 | -2.1 | 1.0 | 1.8 |
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 60/40 Portfolio actually efficient, compared to other Lazy Portfolios?
Overall Ratings
The All Country World 60/40 Portfolio is classified as High Risk.
Less than 25%
25% - 49.99%
50% - 74.99%
At least 75%
High Risk Portfolios |
All Portfolios |
||
---|---|---|---|
25 Years Ann. Return (Inflation Adjusted) |
+5.52%
(+3.02%) |
Poor : 1 / 5
|
Bad : 1.9 / 5
|
Standard Deviation over 25 Years |
10.17% |
Average : 2.8 / 5
|
Good : 3.3 / 5
|
Maximum Drawdown over 25 Years |
-36.70% |
Average : 2.3 / 5
|
Average : 2.7 / 5
|
Easy to manage | 4 ETFs |
Good : 3.5 / 5
|
Good : 3.5 / 5
|
Rating assigned considering all the High Risk Portfolios | Rating assigned considering all the Portfolios in the database |
Best Classic Portfolios, with High Risk
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
Simple Path to Wealth JL Collins |
+0.90 | +8.84 | -38.53 | 75 | 25 | 0 | ||
Yale Endowment David Swensen |
+0.54 | +8.66 | -39.48 | 70 | 30 | 0 | ||
Late Sixties and Beyond Burton Malkiel |
+0.07 | +8.59 | -41.80 | 71 | 29 | 0 | ||
Talmud Portfolio Roger Gibson |
+0.94 | +8.56 | -40.17 | 66.7 | 33.3 | 0 | ||
Lazy Portfolio David Swensen |
+0.36 | +8.28 | -40.89 | 70 | 30 | 0 |
Last update: Jul 05 2022, 03:00PM Eastern Time.