Data Source: from January 1985 to March 2023 (~38 years)
Consolidated Returns as of 31 March 2023
Consolidated Returns as of 31 March 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
2.48%
March 2023
The All Country World Bonds Portfolio is a Low Risk portfolio and can be implemented with 3 ETFs.
It's exposed for 0% on the Stock Market.
In the last 30 Years, the All Country World Bonds Portfolio obtained a 5.35% compound annual return, with a 4.54% standard deviation.
Asset Allocation and ETFs
The All Country World Bonds Portfolio has the following asset allocation:
The All Country World Bonds Portfolio can be implemented with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 50.00 % | BND | Vanguard Total Bond Market | Bond, U.S., All-Term | |
| 35.00 % | BNDX | Vanguard Total International Bond | Bond, Developed Markets, All-Term | |
| 15.00 % | 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 as of Mar 31, 2023
The All Country World Bonds 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
ALL COUNTRY WORLD BONDS PORTFOLIO RETURNS
Consolidated returns as of 31 March 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Mar 31, 2023 |
||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Apr 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~38Y) |
|
| All Country World Bonds Portfolio | n.a. | n.a. | 2.48 | 5.13 | -5.46 | 0.44 | 1.48 | 5.35 | 6.73 | |
| US Inflation Adjusted return | 2.48 | 3.72 | -9.65 | -3.25 | -1.09 | 2.78 | 3.84 | |||
| Components | ||||||||||
|
BND Vanguard Total Bond Market |
n.a. | - | n.a. | 2.68 | 4.69 | -4.95 | 0.89 | 1.31 | 4.33 | 4.51 |
|
BNDX Vanguard Total International Bond |
n.a. | - | n.a. | 2.56 | 3.57 | -5.25 | 0.29 | 1.69 | 4.95 | 6.63 |
|
EMB iShares JP Morgan USD Em Mkts Bd |
n.a. | - | n.a. | 1.68 | 11.04 | -7.68 | -0.82 | 1.47 | 9.06 | 9.46 |
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2023. Waiting for updates, inflation of Mar 2023 is set to 0%. Current inflation (annualized) is 1Y: 4.64% , 5Y: 3.81% , 10Y: 2.60% , 30Y: 2.50%
Live update: World Markets and Indexes
Portfolio Metrics as of Mar 31, 2023
Metrics of All Country World Bonds Portfolio, updated as of 31 March 2023.
Portfolio metrics are calculated based on monthly returns, 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
ALL COUNTRY WORLD BONDS PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 March 2023 (~38 years)
Swipe left to see all data
| Metrics as of Mar 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~38Y) |
|
| Portfolio Return (%) |
2.48 | 3.06 | 5.13 | -5.46 | -2.15 | 0.44 | 1.48 | 3.78 | 5.35 | 6.73 |
| US Inflation (%) | 0.00 | 1.36 | 1.36 | 4.64 | 5.24 | 3.81 | 2.60 | 2.48 | 2.50 | 2.78 |
| Infl. Adjusted Return (%) |
2.48 | 1.68 | 3.72 | -9.65 | -7.02 | -3.25 | -1.09 | 1.26 | 2.78 | 3.84 |
| Waiting for updates, inflation of Mar 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 9.70 | 6.63 | 5.90 | 4.78 | 4.67 | 4.54 | 4.86 | |||
| Sharpe Ratio | -0.81 | -0.44 | -0.13 | 0.16 | 0.56 | 0.70 | 0.56 | |||
| Sortino Ratio | -1.22 | -0.62 | -0.18 | 0.22 | 0.75 | 0.94 | 0.78 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -10.44 | -17.60 | -17.60 | -17.60 | -17.60 | -17.60 | -17.60 | |||
| Start (yyyy mm) | 2022 04 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | 2021 01 | |||
| Bottom (yyyy mm) | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | |||
| Start to Bottom (# months) | 7 | 22 | 22 | 22 | 22 | 22 | 22 | |||
| Start to Recovery (# months) in progress |
> 12
|
> 27
|
> 27
|
> 27
|
> 27
|
> 27
|
> 27
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 29.37 | 15.28 | 12.41 | 10.41 | 9.77 | 8.34 | ||||
| Worst Return (%) | -15.78 | -4.33 | -0.70 | 0.96 | 3.67 | 5.28 | ||||
| % Positive Periods | 89% | 97% | 99% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 1 | 2 | 3 | 5 | 16 | 33 | 71 | 157 | 243 | 318 |
| Negative | 0 | 1 | 3 | 7 | 20 | 27 | 49 | 83 | 117 | 141 |
| % Positive | 100% | 67% | 50% | 42% | 44% | 55% | 59% | 65% | 68% | 69% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 31.28 | 20.19 | 10.49 | 6.64 | 6.27 | 7.24 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.00 | 1.25 | 2.71 | 3.70 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 March 2023
Swipe left to see all data
|
|
|
|
||
|---|---|---|---|---|
| Asset | BND | BNDX | EMB | |
| BND |
1.00
|
0.90
|
0.91
|
|
| BNDX |
0.90
|
1.00
|
0.82
|
|
| EMB |
0.91
|
0.82
|
1.00
|
|
|
|
|
||
|---|---|---|---|---|
| Asset | BND | BNDX | EMB | |
| BND |
1.00
|
0.88
|
0.70
|
|
| BNDX |
0.88
|
1.00
|
0.69
|
|
| EMB |
0.70
|
0.69
|
1.00
|
|
|
|
|
||
|---|---|---|---|---|
| Asset | BND | BNDX | EMB | |
| BND |
1.00
|
0.87
|
0.70
|
|
| BNDX |
0.87
|
1.00
|
0.67
|
|
| EMB |
0.70
|
0.67
|
1.00
|
|
|
|
|
||
|---|---|---|---|---|
| Asset | BND | BNDX | EMB | |
| BND |
1.00
|
0.66
|
0.49
|
|
| BNDX |
0.66
|
1.00
|
0.36
|
|
| EMB |
0.49
|
0.36
|
1.00
|
|
|
|
|
||
|---|---|---|---|---|
| Asset | BND | BNDX | EMB | |
| BND |
1.00
|
0.74
|
0.51
|
|
| BNDX |
0.74
|
1.00
|
0.42
|
|
| EMB |
0.51
|
0.42
|
1.00
|
Portfolio Dividends
In 2022, the All Country World Bonds Portfolio granted a 2.17% dividend yield. If you are interested in getting periodic income, please refer to the All Country World Bonds Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Mar 31, 2023
An investment of 1000$, since April 1993,
now would be worth 4772.86$, with a total return of 377.29% (5.35% annualized).
The Inflation Adjusted Capital now would be 2278.23$, with a net total return of 127.82% (2.78% annualized).
The Inflation Adjusted Capital now would be 2278.23$, with a net total return of 127.82% (2.78% annualized).
An investment of 1000$, since January 1985,
now would be worth 12069.17$, with a total return of 1106.92% (6.73% annualized).
The Inflation Adjusted Capital now would be 4224.45$, with a net total return of 322.45% (3.84% annualized).
The Inflation Adjusted Capital now would be 4224.45$, with a net total return of 322.45% (3.84% annualized).
Drawdowns
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -17.60% | Jan 2021 | Oct 2022 | 22 | in progress | 5 | 27 |
| -8.82% | Mar 2008 | Oct 2008 | 8 | Dec 2008 | 2 | 10 |
| -6.85% | Feb 1994 | Jun 1994 | 5 | May 1995 | 11 | 16 |
| -5.16% | May 2013 | Aug 2013 | 4 | May 2014 | 9 | 13 |
| -3.92% | Mar 2020 | Mar 2020 | 1 | Jun 2020 | 3 | 4 |
| -3.54% | Oct 2016 | Nov 2016 | 2 | Aug 2017 | 9 | 11 |
| -3.22% | Jun 2003 | Jul 2003 | 2 | Sep 2003 | 2 | 4 |
| -3.02% | Apr 2004 | May 2004 | 2 | Aug 2004 | 3 | 5 |
| -3.00% | Jan 2009 | Feb 2009 | 2 | Apr 2009 | 2 | 4 |
| -2.69% | May 1999 | Aug 1999 | 4 | Nov 1999 | 3 | 7 |
| -2.40% | Dec 1996 | Mar 1997 | 4 | May 1997 | 2 | 6 |
| -2.23% | Feb 2015 | Jun 2015 | 5 | Feb 2016 | 8 | 13 |
| -2.17% | Nov 2010 | Dec 2010 | 2 | May 2011 | 5 | 7 |
| -2.13% | Aug 1998 | Aug 1998 | 1 | Sep 1998 | 1 | 2 |
| -2.00% | Feb 1996 | Mar 1996 | 2 | Jul 1996 | 4 | 6 |
| -1.92% | Jan 2018 | Oct 2018 | 10 | Dec 2018 | 2 | 12 |
| -1.46% | Mar 2006 | May 2006 | 3 | Jul 2006 | 2 | 5 |
| -1.42% | May 2007 | Jun 2007 | 2 | Aug 2007 | 2 | 4 |
| -1.32% | Sep 2005 | Oct 2005 | 2 | Dec 2005 | 2 | 4 |
| -1.13% | Feb 1999 | Feb 1999 | 1 | Mar 1999 | 1 | 2 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -17.60% | Jan 2021 | Oct 2022 | 22 | in progress | 5 | 27 |
| -8.82% | Mar 2008 | Oct 2008 | 8 | Dec 2008 | 2 | 10 |
| -6.85% | Feb 1994 | Jun 1994 | 5 | May 1995 | 11 | 16 |
| -5.71% | Mar 1987 | Sep 1987 | 7 | Jan 1988 | 4 | 11 |
| -5.16% | May 2013 | Aug 2013 | 4 | May 2014 | 9 | 13 |
| -3.92% | Mar 2020 | Mar 2020 | 1 | Jun 2020 | 3 | 4 |
| -3.54% | Oct 2016 | Nov 2016 | 2 | Aug 2017 | 9 | 11 |
| -3.22% | Jun 2003 | Jul 2003 | 2 | Sep 2003 | 2 | 4 |
| -3.02% | Apr 2004 | May 2004 | 2 | Aug 2004 | 3 | 5 |
| -3.00% | Jan 2009 | Feb 2009 | 2 | Apr 2009 | 2 | 4 |
| -2.97% | Jan 1990 | Apr 1990 | 4 | May 1990 | 1 | 5 |
| -2.83% | Feb 1985 | Feb 1985 | 1 | Apr 1985 | 2 | 3 |
| -2.69% | May 1999 | Aug 1999 | 4 | Nov 1999 | 3 | 7 |
| -2.62% | May 1986 | May 1986 | 1 | Jun 1986 | 1 | 2 |
| -2.40% | Dec 1996 | Mar 1997 | 4 | May 1997 | 2 | 6 |
| -2.31% | Aug 1990 | Aug 1990 | 1 | Nov 1990 | 3 | 4 |
| -2.23% | Feb 2015 | Jun 2015 | 5 | Feb 2016 | 8 | 13 |
| -2.17% | Nov 2010 | Dec 2010 | 2 | May 2011 | 5 | 7 |
| -2.13% | Aug 1998 | Aug 1998 | 1 | Sep 1998 | 1 | 2 |
| -2.11% | Mar 1988 | May 1988 | 3 | Jun 1988 | 1 | 4 |
Rolling Returns ( more details)
All Country World Bonds Portfolio: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
6.83 |
29.37 Apr 1985 - Mar 1986 |
-15.78 Nov 2021 - Oct 2022 |
11.16% |
| 2 Years |
6.80 |
20.57 Mar 1985 - Feb 1987 |
-8.37 Nov 2020 - Oct 2022 |
3.67% |
| 3 Years |
6.87 |
15.28 Oct 1990 - Sep 1993 |
-4.33 Nov 2019 - Oct 2022 |
2.83% |
| 5 Years |
6.94 |
12.41 Sep 1988 - Aug 1993 |
-0.70 Nov 2017 - Oct 2022 |
0.75% |
| 7 Years |
7.00 |
12.09 Jan 1985 - Dec 1991 |
0.53 Nov 2015 - Oct 2022 |
0.00% |
| 10 Years |
7.01 |
10.41 Mar 1985 - Feb 1995 |
0.96 Nov 2012 - Oct 2022 |
0.00% |
| 15 Years |
7.07 |
9.97 Mar 1985 - Feb 2000 |
2.96 Mar 2008 - Feb 2023 |
0.00% |
| 20 Years |
7.07 |
9.77 Mar 1985 - Feb 2005 |
3.67 Mar 2003 - Feb 2023 |
0.00% |
| 30 Years |
6.98 |
8.34 Mar 1985 - Feb 2015 |
5.28 Mar 1993 - Feb 2023 |
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 Bonds Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in All Country World Bonds Portfolio?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
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 Gain Frequency |
0.72
60% |
-1.02
40% |
-0.54
40% |
-0.27
60% |
0.68
100% |
0.20
60% |
1.33
100% |
-0.29
40% |
-1.21
0% |
-0.29
20% |
1.14
80% |
0.15
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.72
|
99.69
|
99.15
|
98.89
|
99.56
|
99.76
|
101.09
|
100.80
|
99.57
|
99.29
|
100.42
|
100.58
|
| Best |
3.1 2023 |
0.9 2020 |
2.5 2023 |
2.7 2020 |
1.4 2019 |
1.7 2019 |
2.8 2022 |
2.3 2019 |
-0.1 2020 |
0.1 2019 |
4.1 2022 |
1.6 2018 |
| Worst |
-2.0 2022 |
-2.4 2023 |
-3.9 2020 |
-4.0 2022 |
0.1 2018 |
-2.3 2022 |
0.4 2018 |
-3.1 2022 |
-4.0 2022 |
-0.8 2018 |
-0.3 2019 |
-1.6 2022 |
Monthly Seasonality over the period Apr 2018 - Mar 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.70
70% |
-0.35
50% |
0.00
70% |
0.17
70% |
0.27
80% |
-0.01
50% |
0.92
90% |
-0.06
50% |
-0.53
30% |
0.02
50% |
0.36
50% |
0.11
50% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.70
|
100.35
|
100.35
|
100.52
|
100.79
|
100.77
|
101.70
|
101.64
|
101.11
|
101.12
|
101.48
|
101.59
|
| Best |
3.1 2023 |
1.1 2016 |
2.5 2023 |
2.7 2020 |
1.4 2019 |
2.3 2016 |
2.8 2022 |
2.3 2019 |
1.2 2013 |
1.1 2013 |
4.1 2022 |
1.6 2018 |
| Worst |
-2.0 2022 |
-2.4 2023 |
-3.9 2020 |
-4.0 2022 |
-2.5 2013 |
-2.3 2022 |
0.0 2014 |
-3.1 2022 |
-4.0 2022 |
-1.2 2016 |
-2.4 2016 |
-1.6 2022 |
Monthly Seasonality over the period Apr 2013 - Mar 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.63
74% |
0.24
69% |
0.17
59% |
0.40
68% |
0.59
68% |
0.59
63% |
0.86
82% |
0.64
68% |
0.37
66% |
0.52
74% |
0.64
68% |
1.02
71% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.63
|
100.87
|
101.05
|
101.45
|
102.05
|
102.65
|
103.54
|
104.20
|
104.58
|
105.12
|
105.79
|
106.87
|
| Best |
3.5 1988 |
3.9 1986 |
3.4 1986 |
2.7 2020 |
5.1 1985 |
2.8 1986 |
2.8 2022 |
3.2 1986 |
4.2 1998 |
2.9 1987 |
4.1 2022 |
6.5 2008 |
| Worst |
-2.1 1990 |
-2.8 1985 |
-3.9 2020 |
-4.0 2022 |
-2.6 1986 |
-2.3 2022 |
-3.0 2003 |
-3.1 2022 |
-4.0 2022 |
-5.4 2008 |
-2.4 2016 |
-1.6 2022 |
Monthly Seasonality over the period Jan 1985 - Mar 2023
Monthly/Yearly Returns
All Country World Bonds Portfolio data source starts from January 1985: let's focus on monthly and yearly returns.
We are providing two different views:
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1985 - Mar 2023
318 Positive Months (69%) - 141 Negative Months (31%)
MONTHLY RETURNS TABLE
Jan 1985 - Mar 2023
(Scroll down to see all data)
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Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2023 |
+3.06 | +1.68 | 3.1 | -2.4 | 2.5 | |||||||||
| 2022 |
-13.82 | -19.04 | -2.0 | -1.8 | -2.3 | -4.0 | 0.3 | -2.3 | 2.8 | -3.1 | -4.0 | -0.4 | 4.1 | -1.6 |
| 2021 |
-2.06 | -8.50 | -0.9 | -1.8 | -0.7 | 0.7 | 0.2 | 0.7 | 1.2 | -0.1 | -1.3 | -0.1 | 0.2 | -0.1 |
| 2020 |
+6.30 | +4.87 | 1.8 | 0.9 | -3.9 | 2.7 | 1.3 | 0.9 | 1.6 | -0.6 | -0.1 | -0.2 | 1.4 | 0.5 |
| 2019 |
+9.49 | +7.05 | 1.6 | 0.1 | 1.8 | 0.1 | 1.4 | 1.7 | 0.6 | 2.3 | -0.6 | 0.1 | -0.3 | 0.3 |
| 2018 |
+0.10 | -1.77 | -0.9 | -0.8 | 0.8 | -0.8 | 0.1 | 0.0 | 0.4 | 0.0 | -0.1 | -0.8 | 0.4 | 1.6 |
| 2017 |
+4.16 | +2.01 | 0.0 | 0.9 | 0.1 | 0.8 | 0.7 | -0.3 | 0.4 | 1.1 | -0.4 | 0.2 | 0.0 | 0.6 |
| 2016 |
+4.27 | +2.15 | 1.1 | 1.1 | 1.2 | 0.3 | 0.2 | 2.3 | 0.8 | 0.1 | 0.1 | -1.2 | -2.4 | 0.5 |
| 2015 |
+0.85 | +0.12 | 2.1 | -0.6 | 0.4 | -0.3 | -0.5 | -1.3 | 0.9 | -0.5 | 0.5 | 0.6 | -0.1 | -0.4 |
| 2014 |
+6.88 | +6.07 | 1.2 | 0.9 | 0.2 | 0.8 | 1.3 | 0.3 | 0.0 | 1.2 | -0.7 | 0.9 | 0.7 | 0.0 |
| 2013 |
-2.50 | -3.95 | -0.9 | 0.6 | 0.1 | 1.4 | -2.5 | -2.2 | 0.4 | -1.0 | 1.2 | 1.1 | -0.3 | -0.4 |
| 2012 |
+7.45 | +5.62 | 1.0 | 0.4 | -0.1 | 1.2 | 0.2 | 0.8 | 1.8 | 0.6 | 0.9 | 0.1 | 0.6 | -0.2 |
| 2011 |
+8.12 | +5.01 | 0.0 | 0.3 | 0.2 | 1.3 | 1.1 | -0.2 | 1.8 | 1.1 | -0.2 | 1.0 | -0.4 | 1.8 |
| 2010 |
+7.71 | +6.12 | 1.3 | 0.5 | 0.5 | 1.1 | 0.6 | 1.6 | 1.2 | 2.2 | 0.3 | 0.5 | -1.4 | -0.8 |
| 2009 |
+9.48 | +6.58 | -1.7 | -1.4 | 1.4 | 1.8 | 1.3 | 1.1 | 2.2 | 1.7 | 1.9 | 0.3 | 1.0 | -0.8 |
| 2008 |
+2.29 | +2.19 | 1.7 | 0.5 | -0.2 | -0.3 | -0.8 | -0.5 | 0.4 | 0.7 | -3.0 | -5.4 | 3.1 | 6.5 |
| 2007 |
+6.05 | +1.89 | -0.3 | 1.4 | 0.2 | 0.5 | -0.8 | -0.6 | 0.8 | 0.9 | 1.2 | 1.0 | 1.2 | 0.5 |
| 2006 |
+4.63 | +2.04 | 0.1 | 0.6 | -1.0 | -0.1 | -0.3 | 0.1 | 1.5 | 1.6 | 0.7 | 0.7 | 1.1 | -0.4 |
| 2005 |
+4.71 | +1.25 | 0.7 | -0.3 | -0.4 | 1.4 | 1.3 | 0.8 | -0.6 | 1.3 | -0.4 | -1.0 | 0.6 | 1.2 |
| 2004 |
+6.09 | +2.75 | 0.8 | 0.8 | 1.0 | -2.7 | -0.4 | 0.6 | 1.0 | 2.2 | 0.4 | 1.0 | 0.1 | 1.2 |
| 2003 |
+8.25 | +6.25 | 0.8 | 1.8 | 0.4 | 1.6 | 2.1 | -0.3 | -3.0 | 0.8 | 2.5 | -0.6 | 0.5 | 1.3 |
| 2002 |
+9.30 | +6.76 | 0.9 | 1.3 | -1.0 | 1.6 | 0.3 | -0.6 | -0.4 | 2.3 | 0.7 | 0.8 | 0.8 | 2.4 |
| 2001 |
+12.23 | +10.52 | 2.3 | 0.7 | 0.9 | -0.4 | 0.8 | 0.6 | 2.2 | 1.7 | 0.1 | 2.6 | -0.1 | 0.1 |
| 2000 |
+11.10 | +7.46 | -0.6 | 1.9 | 1.6 | -0.5 | -0.2 | 2.2 | 1.1 | 1.3 | 0.6 | 0.1 | 1.3 | 1.9 |
| 1999 |
+3.71 | +1.00 | 0.7 | -1.1 | 1.5 | 1.8 | -2.0 | -0.2 | -0.3 | -0.2 | 1.5 | 0.8 | 0.4 | 0.8 |
| 1998 |
+8.51 | +6.79 | 0.9 | 1.0 | 0.0 | 1.0 | 0.0 | -0.2 | 0.3 | -2.1 | 4.2 | 1.8 | 0.3 | 1.1 |
| 1997 |
+5.56 | +3.79 | -0.9 | 0.3 | -1.4 | 0.7 | 2.2 | 1.5 | 1.3 | -0.4 | 2.2 | -0.4 | -0.2 | 0.7 |
| 1996 |
+8.94 | +5.44 | 0.7 | -1.9 | -0.1 | 0.5 | 0.1 | 1.2 | 1.4 | 0.7 | 2.0 | 1.9 | 2.4 | -0.3 |
| 1995 |
+20.40 | +17.42 | 1.3 | 0.9 | -0.2 | 2.6 | 4.4 | 0.4 | 0.5 | 1.6 | 1.4 | 1.3 | 2.5 | 2.2 |
| 1994 |
-5.13 | -7.61 | 0.9 | -2.4 | -2.2 | -0.8 | -0.7 | -1.0 | 1.3 | -0.2 | -0.7 | 0.2 | 0.5 | 0.0 |
| 1993 |
+14.09 | +11.03 | 1.5 | 2.1 | 0.5 | 0.4 | 0.4 | 2.2 | 1.2 | 2.1 | 0.4 | 1.1 | -0.4 | 1.8 |
| 1992 |
+9.20 | +6.12 | -1.7 | 0.6 | -0.6 | 0.5 | 2.4 | 1.4 | 2.3 | 0.7 | 1.0 | -1.4 | 0.4 | 3.2 |
| 1991 |
+18.81 | +15.28 | 1.2 | 1.3 | 0.7 | 1.3 | 0.8 | -0.4 | 1.5 | 2.6 | 2.4 | 1.0 | 0.5 | 4.5 |
| 1990 |
+7.31 | +1.14 | -2.1 | 0.2 | 0.1 | -1.3 | 3.2 | 1.8 | 1.4 | -2.3 | 0.1 | 1.7 | 2.6 | 1.6 |
| 1989 |
+12.84 | +7.82 | 1.1 | -0.3 | 0.3 | 1.8 | 2.3 | 2.7 | 2.0 | -1.5 | 0.3 | 2.2 | 0.9 | 0.4 |
| 1988 |
+7.90 | +3.33 | 3.5 | 1.2 | -1.0 | -0.4 | -0.7 | 2.4 | -0.4 | 0.2 | 1.9 | 1.4 | -0.6 | 0.4 |
| 1987 |
+1.20 | -3.10 | 1.7 | 0.7 | -0.5 | -3.2 | -0.7 | 1.3 | 0.2 | -0.6 | -2.2 | 2.9 | 0.5 | 1.3 |
| 1986 |
+15.08 | +13.83 | 0.3 | 3.9 | 3.4 | 0.5 | -2.6 | 2.8 | 1.3 | 3.2 | -1.9 | 1.7 | 0.0 | 1.8 |
| 1985 |
+22.99 | +18.49 | 2.6 | -2.8 | 2.7 | 1.4 | 5.1 | 1.2 | -0.6 | 2.6 | 0.9 | 2.0 | 2.5 | 3.5 |
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:
- 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
Compared to the All Country World Bonds Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Simplified Permanent Portfolio |
+6.90 | 6.79 | -16.43 | 25 | 50 | 25 | ||
|
Desert Portfolio Gyroscopic Investing |
+6.54 | 5.42 | -14.72 | 30 | 60 | 10 | ||
|
Permanent Portfolio Harry Browne |
+6.53 | 6.47 | -15.92 | 25 | 50 | 25 | ||
|
Larry Portfolio Larry Swedroe |
+6.12 | 5.50 | -15.96 | 30 | 70 | 0 | ||
|
Sheltered Sam 30/70 Bill Bernstein |
+5.79 | 5.16 | -16.58 | 29.1 | 70 | 0.9 | ||
|
Stocks/Bonds 20/80 |
+5.65 | 4.76 | -16.57 | 20 | 80 | 0 | ||
|
Dimensional Retirement Income Fund DFA |
+5.54 | 4.77 | -12.91 | 20.4 | 79.6 | 0 | ||
|
LifeStrategy Income Fund Vanguard |
+5.49 | 4.66 | -16.61 | 20 | 80 | 0 | ||
|
All Country World Bonds |
+5.35 | 4.54 | -17.60 | 0 | 100 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Low Risk categorization.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
High Yield Bonds Income |
+6.66 | 8.70 | -23.97 | 0 | 100 | 0 | ||
|
Stocks/Bonds 20/80 Momentum |
+6.16 | 4.80 | -17.91 | 20 | 80 | 0 | ||
|
All Country World 20/80 |
+5.83 | 5.54 | -17.97 | 20 | 80 | 0 | ||
|
Stocks/Bonds 20/80 |
+5.65 | 4.76 | -16.57 | 20 | 80 | 0 | ||
|
Dimensional Retirement Income Fund DFA |
+5.54 | 4.77 | -12.91 | 20.4 | 79.6 | 0 | ||
