Data Source: from January 1995 to December 2021
Last Update: 31 December 2021
The All Country World 80/20 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 10.43% compound annual return, with a 10.82% standard deviation.
In the last 25 years, a 6.72% compound annual return, with a 12.90% standard deviation.
Asset Allocation and ETFs
The All Country World 80/20 Portfolio has the following asset allocation:
The All Country World 80/20 Portfolio can be replicated with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 80.00 % | VT | Vanguard Total World Stock | Equity, Global, Large Cap | |
| 10.00 % | BND | Vanguard Total Bond Market | Bond, U.S., All-Term | |
| 7.00 % | BNDX | Vanguard Total International Bond | Bond, Developed Markets, All-Term | |
| 3.00 % | EMB | iShares JP Morgan USD Em Mkts Bd | Bond, Emerging Markets, All-Term |
Portfolio and ETF Returns
The All Country World 80/20 Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | 20Y(*) | 25Y(*) | |
|---|---|---|---|---|---|---|---|---|---|
| All Country World 80/20 Portfolio | +3.12 | +5.16 | +3.98 | +14.21 | +17.29 | +12.37 | +10.43 | +7.20 | +6.72 |
| --- Inflation Adjusted return | +2.64 | +2.89 | +0.56 | +6.61 | +13.29 | +9.19 | +8.14 | +4.78 | +4.33 |
| Components | |||||||||
|
VT Vanguard Total World Stock |
+3.81 | +6.30 | +4.89 | +18.27 | +20.48 | +14.46 | +12.06 | +7.32 | +6.55 |
|
BND Vanguard Total Bond Market |
-0.31 | -0.04 | -0.08 | -1.86 | +4.78 | +3.54 | +2.75 | +4.09 | +4.73 |
|
BNDX Vanguard Total International Bond |
-0.74 | -0.14 | -0.17 | -2.28 | +3.32 | +3.03 | +3.80 | +4.96 | +5.22 |
|
EMB iShares JP Morgan USD Em Mkts Bd |
+2.16 | +0.40 | -0.82 | -2.24 | +5.98 | +4.41 | +4.59 | +7.91 | +9.09 |
- 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 2.27% dividend yield. If you are interested in getting periodic income, please refer to the All Country World 80/20 Portfolio: Dividend Yield page.
Historical Returns
Historical returns and stats of All Country World 80/20 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
|
+3.12%
|
+2.64%
|
0.00%
|
1 - 0
|
|
|
3M
|
+5.16%
|
+2.89%
|
-2.13%
Nov 2021 - Nov 2021
|
2 - 1
|
|
|
6M
|
+3.98%
|
+0.56%
|
-3.60%
Sep 2021 - Sep 2021
|
4 - 2
|
|
|
YTD
|
+14.21%
|
+6.61%
|
7.51%
|
-3.60%
Sep 2021 - Sep 2021
|
9 - 3
75% pos
|
|
1Y
|
+14.21%
|
+6.61%
|
7.51%
|
-3.60%
Sep 2021 - Sep 2021
|
9 - 3
75% pos
|
|
3Y
|
+17.29%
annualized
|
+13.29%
annualized
|
13.94%
|
-17.97%
Jan 2020 - Mar 2020
|
26 - 10
72% pos
|
|
5Y
|
+12.37%
annualized
|
+9.19%
annualized
|
12.14%
|
-17.97%
Jan 2020 - Mar 2020
|
45 - 15
75% pos
|
|
10Y
|
+10.43%
annualized
|
+8.14%
annualized
|
10.82%
|
-17.97%
Jan 2020 - Mar 2020
|
84 - 36
70% pos
|
|
20Y
|
+7.20%
annualized
|
+4.78%
annualized
|
12.76%
|
-47.32%
Nov 2007 - Feb 2009
|
151 - 89
63% pos
|
|
25Y
|
+6.72%
annualized
|
+4.33%
annualized
|
12.90%
|
-47.32%
Nov 2007 - Feb 2009
|
186 - 114
62% pos
|
|
MAX
01 Jan 1995
|
+7.24%
annualized
|
+4.79%
annualized
|
12.55%
|
-47.32%
Nov 2007 - Feb 2009
|
202 - 122
62% pos
|
Portfolio efficiency
Is the All Country World 80/20 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 | Compare | |
| Stocks/Bonds 80/20 |
+9.17% | -41.09% | 80 | 20 | 0 | Compare | |
Our overall ratings, assigned to the All Country World 80/20 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) |
+6.72%
(+4.33%) |
Poor : 1 / 5
|
Average : 2.8 / 5
|
| Standard Deviation over 25 Years |
12.90% |
Excellent : 4.6 / 5
|
Average : 2.7 / 5
|
| Maximum Drawdown over 25 Years |
-47.32% |
Excellent : 4.4 / 5
|
Bad : 1.9 / 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$, since January 1997, now would be worth 5079.91$, with a total return of 407.99% (6.72% annualized).
The Inflation Adjusted Capital now would be 2884.50$, with a net total return of 188.45% (4.33% annualized).
Drawdowns
Worst drawdowns since January 1997 - Chart and Data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -47.32% | Nov 2007 | Feb 2009 | 16 | Jan 2013 | 47 | 63 |
| -36.69% | Apr 2000 | Sep 2002 | 30 | Sep 2005 | 36 | 66 |
| -17.97% | Jan 2020 | Mar 2020 | 3 | Aug 2020 | 5 | 8 |
| -12.27% | May 1998 | Aug 1998 | 4 | Nov 1998 | 3 | 7 |
| -11.51% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 |
| -10.78% | Jun 2015 | Feb 2016 | 9 | Jul 2016 | 5 | 14 |
| -6.57% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 |
| -4.62% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
| -4.51% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
| -3.98% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
| -3.66% | May 2006 | Jun 2006 | 2 | Sep 2006 | 3 | 5 |
| -3.60% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
| -3.46% | May 2013 | Jun 2013 | 2 | Jul 2013 | 1 | 3 |
| -3.34% | May 1999 | May 1999 | 1 | Jun 1999 | 1 | 2 |
| -3.32% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
| -3.23% | Sep 2014 | Jan 2015 | 5 | Feb 2015 | 1 | 6 |
| -2.40% | Oct 2005 | Oct 2005 | 1 | Nov 2005 | 1 | 2 |
| -2.34% | Feb 1999 | Feb 1999 | 1 | Mar 1999 | 1 | 2 |
| -2.19% | Aug 2013 | Aug 2013 | 1 | Sep 2013 | 1 | 2 |
| -2.13% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 |
Rolling Returns ( more details)
All Country World 80/20 Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+8.01% |
+49.26% Mar 2009 - Feb 2010 |
-41.36% Mar 2008 - Feb 2009 |
23.96% |
| 2 Years |
+6.97% |
+33.02% Mar 2009 - Feb 2011 |
-22.72% Mar 2007 - Feb 2009 |
18.60% |
| 3 Years |
+6.49% |
+21.08% Mar 2009 - Feb 2012 |
-13.44% Apr 2000 - Mar 2003 |
19.03% |
| 5 Years |
+5.93% |
+17.47% Mar 2009 - Feb 2014 |
-3.99% Mar 2004 - Feb 2009 |
12.08% |
| 7 Years |
+5.54% |
+11.68% Mar 2009 - Feb 2016 |
-0.96% Mar 2002 - Feb 2009 |
0.83% |
| 10 Years |
+5.72% |
+11.54% Mar 2009 - Feb 2019 |
-1.21% Mar 1999 - Feb 2009 |
1.95% |
| 15 Years |
+5.50% |
+8.43% Feb 2003 - Jan 2018 |
+3.48% Sep 2000 - Aug 2015 |
0.00% |
| 20 Years |
+5.52% |
+7.41% Nov 2001 - Oct 2021 |
+3.49% 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 All Country World 80/20 Portfolio: Rolling Returns page.
Seasonality
All Country World 80/20 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 % |
-0.16 52% |
0.25 56% |
0.89 63% |
2.22 78% |
0.06 56% |
0.32 56% |
0.96 59% |
-0.63 56% |
-0.15 63% |
0.91 63% |
1.53 74% |
1.61 74% |
| Best Year |
6.7 2019 |
5.6 1998 |
7.1 2009 |
9.8 2009 |
8.7 2009 |
5.5 2019 |
8.6 2009 |
4.6 2020 |
7.9 2010 |
8.8 2011 |
10.1 2020 |
6.9 1999 |
| Worst Year |
-9.0 2009 |
-7.8 2009 |
-12.4 2020 |
-3.8 2000 |
-7.8 2010 |
-6.7 2008 |
-6.7 2002 |
-11.9 1998 |
-10.4 2008 |
-16.2 2008 |
-4.5 2000 |
-5.4 2018 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly/Yearly Returns
All Country World 80/20 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 |
+14.21 | +6.61 | -0.4 | 1.8 | 2.2 | 3.5 | 1.3 | 1.1 | 0.7 | 1.8 | -3.6 | 4.2 | -2.1 | 3.1 |
| 2020 |
+14.55 | +13.08 | -0.9 | -5.6 | -12.4 | 8.5 | 4.3 | 2.6 | 4.5 | 4.6 | -2.3 | -1.7 | 10.1 | 4.1 |
| 2019 |
+23.35 | +20.62 | 6.7 | 2.3 | 1.2 | 2.8 | -4.6 | 5.5 | 0.1 | -1.3 | 1.7 | 2.3 | 2.0 | 2.9 |
| 2018 |
-7.79 | -9.52 | 4.2 | -3.7 | -0.9 | 0.2 | 0.5 | -0.5 | 2.4 | 0.7 | 0.1 | -6.5 | 1.5 | -5.4 |
| 2017 |
+20.43 | +17.95 | 2.4 | 2.3 | 1.2 | 1.5 | 1.7 | 0.5 | 2.2 | 0.5 | 1.6 | 1.8 | 1.6 | 1.4 |
| 2016 |
+7.66 | +5.50 | -4.5 | -0.6 | 6.5 | 0.9 | 0.6 | 0.3 | 3.5 | 0.3 | 0.7 | -1.8 | 0.5 | 1.6 |
| 2015 |
-1.32 | -1.94 | -0.9 | 4.6 | -0.9 | 2.0 | 0.2 | -2.0 | 0.6 | -5.4 | -2.8 | 5.9 | -0.1 | -1.8 |
| 2014 |
+4.31 | +3.64 | -3.3 | 4.3 | 0.4 | 0.7 | 1.9 | 1.8 | -1.4 | 2.4 | -2.8 | 0.9 | 1.1 | -1.6 |
| 2013 |
+17.86 | +16.10 | 3.0 | -0.1 | 1.9 | 2.4 | -0.9 | -2.6 | 4.3 | -2.2 | 4.8 | 3.2 | 1.2 | 1.8 |
| 2012 |
+15.19 | +13.20 | 4.6 | 3.9 | 0.9 | -0.7 | -7.2 | 4.2 | 0.9 | 2.1 | 2.7 | -0.5 | 1.4 | 2.5 |
| 2011 |
-4.38 | -7.22 | 1.1 | 2.4 | 0.0 | 3.8 | -1.6 | -1.1 | -1.4 | -5.5 | -8.4 | 8.8 | -1.1 | -0.4 |
| 2010 |
+12.00 | +10.42 | -3.8 | 1.7 | 5.4 | -0.1 | -7.8 | -1.8 | 7.4 | -2.7 | 7.9 | 3.1 | -2.4 | 5.9 |
| 2009 |
+28.02 | +24.51 | -9.0 | -7.8 | 7.1 | 9.8 | 8.7 | -1.2 | 8.6 | 2.5 | 4.6 | -2.0 | 4.6 | 1.1 |
| 2008 |
-34.37 | -34.36 | -6.3 | 0.2 | -1.4 | 4.1 | 0.7 | -6.7 | -2.0 | -1.7 | -10.4 | -16.2 | -4.0 | 4.4 |
| 2007 |
+8.92 | +4.62 | 0.7 | -0.2 | 1.4 | 3.5 | 2.0 | -0.5 | -1.2 | -0.2 | 4.4 | 3.3 | -3.5 | -0.9 |
| 2006 |
+15.95 | +13.10 | 3.9 | -0.1 | 1.3 | 2.5 | -3.5 | -0.1 | 0.8 | 2.2 | 1.0 | 3.1 | 2.4 | 1.7 |
| 2005 |
+8.00 | +4.51 | -1.6 | 2.6 | -2.0 | -1.7 | 1.5 | 0.8 | 2.7 | 0.7 | 2.2 | -2.4 | 2.9 | 2.2 |
| 2004 |
+11.86 | +8.24 | 1.4 | 1.5 | -0.4 | -2.6 | 0.4 | 1.6 | -2.4 | 0.8 | 1.6 | 2.1 | 4.2 | 3.3 |
| 2003 |
+26.95 | +24.41 | -2.3 | -1.2 | -0.4 | 7.1 | 4.8 | 1.3 | 1.1 | 1.9 | 0.9 | 4.7 | 1.2 | 5.4 |
| 2002 |
-14.55 | -16.62 | -2.1 | -0.4 | 3.2 | -2.3 | 0.0 | -5.1 | -6.7 | 0.6 | -8.3 | 5.6 | 4.2 | -3.1 |
| 2001 |
-11.36 | -12.76 | 2.4 | -6.7 | -5.2 | 5.4 | -0.9 | -2.3 | -0.8 | -3.2 | -7.0 | 2.2 | 4.4 | 0.7 |
| 2000 |
-9.84 | -12.84 | -4.5 | 0.6 | 5.4 | -3.8 | -2.2 | 3.0 | -2.2 | 2.6 | -4.3 | -1.6 | -4.5 | 1.6 |
| 1999 |
+20.74 | +17.59 | 1.7 | -2.3 | 3.8 | 3.7 | -3.3 | 3.9 | -0.5 | -0.2 | -0.7 | 4.2 | 2.5 | 6.9 |
| 1998 |
+17.65 | +15.79 | 1.8 | 5.6 | 3.3 | 0.8 | -1.7 | 1.3 | 0.0 | -11.9 | 2.3 | 7.5 | 4.8 | 3.9 |
| 1997 |
+11.46 | +9.60 | 1.0 | 1.0 | -2.0 | 2.6 | 5.1 | 4.3 | 3.8 | -6.0 | 4.6 | -5.0 | 1.1 | 1.1 |
| 1996 |
+10.54 | +6.92 | 1.8 | -0.2 | 1.1 | 1.9 | 0.0 | 0.5 | -2.9 | 1.0 | 3.2 | 0.6 | 4.6 | -1.4 |
| 1995 |
+17.60 | +14.70 | -1.5 | 0.9 | 3.4 | 3.3 | 1.6 | -0.1 | 3.8 | -1.6 | 2.3 | -1.2 | 2.9 | 2.7 |
* Note: 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