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:

80% Stocks
20% Fixed Income
0% Commodities

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
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns

The All Country World 80/20 Portfolio guaranteed the following returns.

ALL COUNTRY WORLD 80/20 PORTFOLIO RETURNS (%)
Last Update: 31 December 2021
Swipe left to see all data
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
(*) annualized
Portfolio returns are calculated assuming:
  • 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.

ALL COUNTRY WORLD 80/20 PORTFOLIO
Last Update: 31 December 2021
Swipe left to see all data
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
(*)Annualized St.Dev. of monthly returns

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

See all portfolios

Our overall ratings, assigned to the All Country World 80/20 Portfolio. The portfolio is classified as Very High Risk.

Very High Risk
Bond weight:
Less than 25%
High Risk
Bond weight:
25% - 49.99%
Medium Risk
Bond weight:
50% - 74.99%
Low Risk
Bond weight:
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

Time Range:

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

Time Range:

Worst drawdowns since January 1997 - Chart and Data

Swipe left to see all 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

Swipe left to see all data
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.

Swipe left to see all data
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
Statistics calculated for the period Jan 1995 - Dec 2021

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?

MONTHLY RETURNS HISTOGRAM
202 Positive Months (62%) - 122 Negative Months (38%)
Jan 1995 - Dec 2021
Swipe left to see all data
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
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