The All Country World 80/20 Portfolio is a Very High Risk portfolio and can be implemented with 4 ETFs.
It's exposed for 80% on the Stock Market.
In the last 30 Years, the All Country World 80/20 Portfolio obtained a 6.55% compound annual return, with a 12.38% 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 implemented 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.
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 80/20 Portfolio | -1.29 | -0.63 | -6.94 | -18.17 | -14.92 | 5.92 | 7.68 | 6.55 | |
US Inflation Adjusted return | -6.94 | -21.36 | -20.91 | 2.24 | 5.09 | 3.98 | |||
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 80/20 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 as of Jun 30, 2022
Historical returns and stats of All Country World 80/20 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
|
-6.94
|
-6.94
|
-6.94
Jun 2022 - Jun 2022
|
0 - 1
|
|
3M
|
-13.33
|
-14.45
|
-13.33
Apr 2022 - Jun 2022
|
1 - 2
|
|
6M
|
-18.17
|
-21.36
|
-18.17
Jan 2022 - Jun 2022
|
2 - 4
|
|
YTD
|
-18.17
|
-21.36
|
-18.17
Jan 2022 - Jun 2022
|
2 - 4
|
|
1Y
|
-14.92
|
-20.91
|
12.45
|
-18.17
Jan 2022 - Jun 2022
|
6 - 6
50% pos
|
3Y(*)
|
4.93
|
0.41
|
14.85
|
-18.17
Jan 2022 - Jun 2022
|
23 - 13
64% pos
|
5Y(*)
|
5.92
|
2.24
|
13.35
|
-18.17
Jan 2022 - Jun 2022
|
41 - 19
68% pos
|
10Y(*)
|
7.68
|
5.09
|
11.08
|
-18.17
Jan 2022 - Jun 2022
|
82 - 38
68% pos
|
15Y(*)
|
4.80
|
2.44
|
13.90
|
-47.32
Nov 2007 - Feb 2009
|
110 - 70
61% pos
|
20Y(*)
|
6.50
|
3.95
|
12.95
|
-47.32
Nov 2007 - Feb 2009
|
152 - 88
63% pos
|
25Y(*)
|
5.37
|
2.88
|
13.06
|
-47.32
Nov 2007 - Feb 2009
|
183 - 117
61% pos
|
30Y(*)
|
6.55
|
3.98
|
12.38
|
-47.32
Nov 2007 - Feb 2009
|
224 - 136
62% pos
|
MAX(*)
01 Jan 1992
|
6.25
|
3.69
|
12.34
|
-47.32
Nov 2007 - Feb 2009
|
226 - 140
62% 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 3225.13$, with a net total return of 222.51% (3.98% annualized).
The Inflation Adjusted Capital now would be 3016.21$, with a net total return of 201.62% (3.69% annualized).
Drawdowns
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 |
-18.17% | Jan 2022 | Jun 2022 | 6 | in progress | 6 | |
-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 |
-5.88% | Feb 1994 | Mar 1994 | 2 | Apr 1995 | 13 | 15 |
-4.62% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
-4.51% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
-4.44% | Nov 1993 | Nov 1993 | 1 | Jan 1994 | 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 |
-2.98% | Sep 1992 | Oct 1992 | 2 | Feb 1993 | 4 | 6 |
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 |
-18.17% | Jan 2022 | Jun 2022 | 6 | in progress | 6 | |
-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 |
-6.64% | Jan 1992 | Mar 1992 | 3 | Mar 1993 | 12 | 15 |
-6.57% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 |
-5.88% | Feb 1994 | Mar 1994 | 2 | Apr 1995 | 13 | 15 |
-4.62% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
-4.51% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
-4.44% | Nov 1993 | Nov 1993 | 1 | Jan 1994 | 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 |
Rolling Returns ( more details)
All Country World 80/20 Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
8.01 |
49.26 Mar 2009 - Feb 2010 |
-41.36 Mar 2008 - Feb 2009 |
23.10% |
2 Years |
7.40 |
33.02 Mar 2009 - Feb 2011 |
-22.72 Mar 2007 - Feb 2009 |
16.33% |
3 Years |
6.97 |
21.08 Mar 2009 - Feb 2012 |
-13.44 Apr 2000 - Mar 2003 |
16.62% |
5 Years |
6.64 |
17.47 Mar 2009 - Feb 2014 |
-3.99 Mar 2004 - Feb 2009 |
10.42% |
7 Years |
6.21 |
14.06 Jan 1993 - Dec 1999 |
-0.96 Mar 2002 - Feb 2009 |
0.71% |
10 Years |
5.81 |
11.54 Mar 2009 - Feb 2019 |
-1.21 Mar 1999 - Feb 2009 |
1.62% |
15 Years |
5.67 |
8.83 Nov 1992 - Oct 2007 |
2.59 Mar 1994 - Feb 2009 |
0.00% |
20 Years |
5.76 |
7.41 Nov 2001 - Oct 2021 |
3.49 Apr 2000 - Mar 2020 |
0.00% |
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: 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 % |
-0.14 52% |
0.11 52% |
0.70 61% |
1.90 77% |
0.24 61% |
-0.06 48% |
1.01 63% |
-0.29 60% |
-0.28 57% |
0.88 63% |
1.15 70% |
1.65 77% |
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 |
-7.3 2022 |
-7.8 2010 |
-6.9 2022 |
-6.7 2002 |
-11.9 1998 |
-10.4 2008 |
-16.2 2008 |
-4.5 2000 |
-5.4 2018 |
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 |
2022 |
-18.17 | -21.36 | -4.1 | -2.6 | 1.0 | -7.3 | 0.5 | -6.9 | ||||||
2021 |
+14.21 | +6.64 | -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 | +13.10 | -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 | +17.91 | 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 |
1994 |
+1.26 | -1.31 | 5.3 | -1.8 | -4.2 | 1.9 | 0.2 | -0.7 | 1.9 | 2.7 | -2.2 | 2.0 | -3.6 | 0.1 |
1993 |
+20.51 | +17.21 | 0.4 | 2.1 | 4.5 | 3.6 | 1.8 | -0.3 | 1.7 | 4.1 | -1.4 | 2.5 | -4.4 | 4.6 |
1992 |
-3.52 | -6.30 | -1.7 | -1.2 | -3.8 | 1.0 | 3.4 | -2.7 | 0.6 | 1.7 | -0.6 | -2.4 | 1.2 | 1.3 |
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 80/20 Portfolio actually efficient, compared to other Lazy Portfolios?
Overall Ratings
The All Country World 80/20 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) |
+5.37%
(+2.88%) |
Poor : 1 / 5
|
Bad : 1.8 / 5
|
Standard Deviation over 25 Years |
13.06% |
Excellent : 4.5 / 5
|
Average : 2.6 / 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 |
Best Classic Portfolios, with Very High Risk
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
Technology |
+1.22 | +13.42 | -81.08 | 100 | 0 | 0 | ||
US Stocks |
+0.21 | +9.81 | -50.84 | 100 | 0 | 0 | ||
Warren Buffett Portfolio Warren Buffett |
+0.23 | +9.38 | -45.52 | 90 | 10 | 0 | ||
Aggressive Global Income |
-0.99 | +9.37 | -52.63 | 80 | 20 | 0 | ||
Stocks/Bonds 80/20 |
+0.38 | +9.06 | -41.09 | 80 | 20 | 0 |
Last update: Jul 05 2022, 02:00PM Eastern Time.