Data Source: from January 1996 to September 2021
Last Update: 30 September 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 10.64% compound annual return, with a 11.02% standard deviation.
In the last 25 years, a 6.66% compound annual return, with a 12.89% standard deviation.
In 2020, the portfolio granted a 1.98% dividend yield. If you are interested in getting periodic income, please refer to the All Country World 80/20 Portfolio: Dividend Yield page.
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 | -3.60 | -1.13 | +4.83 | +22.34 | +11.26 | +11.29 | +10.64 | +7.31 | +6.66 |
| Components | |||||||||
|
VT Vanguard Total World Stock |
-4.10 | -1.32 | +5.60 | +28.51 | +12.70 | +13.30 | +12.32 | +7.46 | +6.45 |
|
BND Vanguard Total Bond Market |
-1.01 | -0.05 | +1.88 | -1.04 | +5.36 | +2.88 | +2.88 | +4.09 | +4.86 |
|
BNDX Vanguard Total International Bond |
-1.08 | -0.03 | +0.15 | -1.08 | +3.98 | +2.63 | +4.08 | +5.06 | +5.33 |
|
EMB iShares JP Morgan USD Em Mkts Bd |
-2.64 | -1.22 | +3.01 | +3.20 | +5.43 | +3.36 | +5.14 | +8.56 | +9.45 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
If you are interested in getting periodic income, please refer to the All Country World 80/20 Portfolio: Dividend Yield page.
Historical Returns
All Country World 80/20 Portfolio - Historical returns and stats.
| Period | Returns Sep 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-3.60%
|
-3.60%
Sep 2021 - Sep 2021
|
0 - 1 | |
|
3M
|
-1.13%
|
-3.60%
Sep 2021 - Sep 2021
|
2 - 1 | |
|
6M
|
+4.83%
|
-3.60%
Sep 2021 - Sep 2021
|
5 - 1 | |
|
YTD
|
+8.60%
|
-3.60%
Sep 2021 - Sep 2021
|
7 - 2 | |
|
1Y
|
+22.34%
|
11.15%
|
-3.60%
Sep 2021 - Sep 2021
|
9 - 3 |
|
3Y
|
+11.26%
annualized
|
14.86%
|
-17.98%
Jan 2020 - Mar 2020
|
25 - 11 |
|
5Y
|
+11.29%
annualized
|
12.01%
|
-17.98%
Jan 2020 - Mar 2020
|
45 - 15 |
|
10Y
|
+10.64%
annualized
|
11.02%
|
-17.98%
Jan 2020 - Mar 2020
|
83 - 37 |
|
20Y
|
+7.31%
annualized
|
12.74%
|
-47.32%
Nov 2007 - Feb 2009
|
152 - 88 |
|
25Y
|
+6.66%
annualized
|
12.89%
|
-47.32%
Nov 2007 - Feb 2009
|
186 - 114 |
|
MAX
01 Jan 1996
|
+6.72%
annualized
|
12.74%
|
-47.32%
Nov 2007 - Feb 2009
|
192 - 117 |
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 |
+9.79% | -50.84% | 100 | 0 | 0 | Compare | |
| Warren Buffett |
+9.32% | -45.53% | 90 | 10 | 0 | Compare | |
| Aggressive Global Income |
+9.18% | -52.62% | 80 | 20 | 0 | Compare | |
| Stocks/Bonds 80/20 |
+9.12% | -41.09% | 80 | 20 | 0 | Compare | |
Capital Growth
Drawdowns
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 |
+7.61% |
+49.26% Mar 2009 - Feb 2010 |
-41.36% Mar 2008 - Feb 2009 |
25.17% |
| 2 Years |
+6.59% |
+33.02% Mar 2009 - Feb 2011 |
-22.72% Mar 2007 - Feb 2009 |
19.58% |
| 3 Years |
+6.09% |
+21.09% Mar 2009 - Feb 2012 |
-13.44% Apr 2000 - Mar 2003 |
20.07% |
| 5 Years |
+5.50% |
+17.47% Mar 2009 - Feb 2014 |
-3.99% Mar 2004 - Feb 2009 |
12.80% |
| 7 Years |
+5.51% |
+11.68% Mar 2009 - Feb 2016 |
-0.96% Mar 2002 - Feb 2009 |
0.88% |
| 10 Years |
+5.59% |
+11.54% Mar 2009 - Feb 2019 |
-1.21% Mar 1999 - Feb 2009 |
2.11% |
| 15 Years |
+5.50% |
+8.43% Feb 2003 - Jan 2018 |
+3.48% Sep 2000 - Aug 2015 |
0.00% |
| 20 Years |
+5.34% |
+7.31% Oct 2001 - Sep 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 and Yearly/Monthly Returns
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 % |
-0.10 54% |
0.23 54% |
0.80 62% |
2.18 77% |
0.00 54% |
0.34 58% |
0.85 58% |
-0.60 58% |
-0.24 62% |
0.86 64% |
1.62 76% |
1.50 72% |
| 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 Returns of All Country World 80/20 Portfolio
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+8.60% | -0.4 | 1.8 | 2.2 | 3.5 | 1.3 | 1.1 | 0.7 | 1.8 | -3.6 | |||
| 2020 |
+14.55% | -0.9 | -5.6 | -12.4 | 8.5 | 4.3 | 2.6 | 4.5 | 4.6 | -2.4 | -1.7 | 10.1 | 4.1 |
| 2019 |
+23.35% | 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% | 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% | 2.4 | 2.3 | 1.2 | 1.5 | 1.7 | 0.5 | 2.2 | 0.5 | 1.7 | 1.8 | 1.6 | 1.4 |
| 2016 |
+7.66% | -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% | -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% | -3.3 | 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% | 3.0 | -0.1 | 1.9 | 2.4 | -0.9 | -2.6 | 4.3 | -2.2 | 4.8 | 3.3 | 1.2 | 1.8 |
| 2012 |
+15.19% | 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% | 1.1 | 2.4 | 0.0 | 3.8 | -1.6 | -1.1 | -1.4 | -5.6 | -8.4 | 8.8 | -1.1 | -0.4 |
| 2010 |
+12.00% | -3.8 | 1.8 | 5.4 | -0.1 | -7.8 | -1.8 | 7.4 | -2.7 | 7.9 | 3.1 | -2.4 | 5.9 |
| 2009 |
+28.02% | -9.0 | -7.8 | 7.1 | 9.8 | 8.7 | -1.2 | 8.6 | 2.5 | 4.6 | -2.0 | 4.6 | 1.2 |
| 2008 |
-34.37% | -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% | 0.7 | -0.2 | 1.5 | 3.5 | 2.0 | -0.5 | -1.2 | -0.2 | 4.4 | 3.3 | -3.5 | -0.9 |
| 2006 |
+15.95% | 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% | -1.6 | 2.6 | -2.0 | -1.7 | 1.5 | 0.9 | 2.7 | 0.7 | 2.2 | -2.4 | 2.9 | 2.2 |
| 2004 |
+11.86% | 1.5 | 1.5 | -0.5 | -2.6 | 0.4 | 1.6 | -2.4 | 0.8 | 1.6 | 2.1 | 4.2 | 3.3 |
| 2003 |
+26.95% | -2.3 | -1.2 | -0.5 | 7.1 | 4.8 | 1.3 | 1.1 | 1.9 | 0.9 | 4.7 | 1.2 | 5.4 |
| 2002 |
-14.55% | -2.1 | -0.4 | 3.2 | -2.4 | 0.0 | -5.1 | -6.7 | 0.6 | -8.3 | 5.6 | 4.2 | -3.1 |
| 2001 |
-11.36% | 2.4 | -6.7 | -5.2 | 5.4 | -0.9 | -2.4 | -0.8 | -3.3 | -7.0 | 2.2 | 4.4 | 0.7 |
| 2000 |
-9.84% | -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% | 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% | 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% | 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% | 1.8 | -0.2 | 1.1 | 1.9 | 0.0 | 0.5 | -2.9 | 1.0 | 3.2 | 0.6 | 4.6 | -1.4 |
* 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