Data Source: from January 1992 to June 2022
Consolidated Returns as of 30 June 2022
Live Update: Jul 05 2022, 02:59PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.05%
1 Day
Jul 05 2022, 02:59PM Eastern Time
0.78%
Current Month
July 2022
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 5.69% compound annual return, with a 4.32% 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
The All Country World Bonds Portfolio guaranteed the following returns.
According to the available data source, let's assume we built the portfolio on January 1992.
Portfolio returns are calculated in USD, assuming:
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 30 June 2022
Live Update: Jul 05 2022, 02:59PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Jun 30, 2022 |
|||||||
|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Jul 2022 | 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | |
| All Country World Bonds Portfolio | -0.05 | 0.78 | -2.32 | -11.66 | -11.86 | 0.53 | 1.79 | 5.69 | |
| US Inflation Adjusted return | -2.32 | -15.10 | -18.06 | -2.96 | -0.65 | 3.14 | |||
| Components | |||||||||
|
BND Vanguard Total Bond Market |
0.23 |
02:59PM Jul 05 2022 |
1.03 | -1.66 | -10.35 | -10.42 | 0.84 | 1.40 | 4.63 |
|
BNDX Vanguard Total International Bond |
-0.13 |
02:59PM Jul 05 2022 |
0.50 | -1.72 | -9.84 | -10.00 | 0.81 | 2.34 | 5.36 |
|
EMB iShares JP Morgan USD Em Mkts Bd |
-0.79 |
02:59PM Jul 05 2022 |
0.60 | -6.15 | -20.28 | -20.94 | -1.34 | 1.59 | 9.35 |
(*) Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
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%
Live update: World Markets and Indexes
Portfolio Dividends
In 2021, the All Country World Bonds Portfolio granted a 2.83% 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
Historical Returns as of Jun 30, 2022
Historical returns and stats of All Country World Bonds Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.
ALL COUNTRY WORLD BONDS PORTFOLIO
Consolidated returns as of 30 June 2022
Data Source: from January 1992 to June 2022
Swipe left to see all data
| Period | Return (%) as of Jun 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
|---|---|---|---|---|---|
|
1M
Jun 2022
|
-2.32
|
-2.32
|
-2.32
Jun 2022 - Jun 2022
|
0 - 1
|
|
|
3M
|
-5.97
|
-7.18
|
-5.97
Apr 2022 - Jun 2022
|
1 - 2
|
|
|
6M
|
-11.66
|
-15.10
|
-11.66
Jan 2022 - Jun 2022
|
1 - 5
|
|
|
YTD
|
-11.66
|
-15.10
|
-11.66
Jan 2022 - Jun 2022
|
1 - 5
|
|
|
1Y
|
-11.86
|
-18.06
|
4.97
|
-12.90
Aug 2021 - Jun 2022
|
3 - 9
25% pos
|
|
3Y(*)
|
-1.98
|
-6.20
|
5.27
|
-13.49
Jan 2021 - Jun 2022
|
18 - 18
50% pos
|
|
5Y(*)
|
0.53
|
-2.96
|
4.54
|
-13.49
Jan 2021 - Jun 2022
|
34 - 26
57% pos
|
|
10Y(*)
|
1.79
|
-0.65
|
3.99
|
-13.49
Jan 2021 - Jun 2022
|
74 - 46
62% pos
|
|
15Y(*)
|
3.61
|
1.28
|
4.49
|
-13.49
Jan 2021 - Jun 2022
|
119 - 61
66% pos
|
|
20Y(*)
|
4.24
|
1.75
|
4.31
|
-13.49
Jan 2021 - Jun 2022
|
161 - 79
67% pos
|
|
25Y(*)
|
5.02
|
2.54
|
4.25
|
-13.49
Jan 2021 - Jun 2022
|
203 - 97
68% pos
|
|
30Y(*)
|
5.69
|
3.14
|
4.32
|
-13.49
Jan 2021 - Jun 2022
|
247 - 113
69% pos
|
|
MAX(*)
01 Jan 1992
|
5.68
|
3.13
|
4.33
|
-13.49
Jan 2021 - Jun 2022
|
251 - 115
69% pos
|
(*) Returns over 1 year are annualized
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
An investment of 1000$, since July 1992,
now would be worth 5258.47$, with a total return of 425.85% (5.69% annualized).
The Inflation Adjusted Capital now would be 2527.54$, with a net total return of 152.75% (3.14% annualized).
The Inflation Adjusted Capital now would be 2527.54$, with a net total return of 152.75% (3.14% annualized).
An investment of 1000$, since January 1992,
now would be worth 5398.57$, with a total return of 439.86% (5.68% annualized).
The Inflation Adjusted Capital now would be 2559.69$, with a net total return of 155.97% (3.13% annualized).
The Inflation Adjusted Capital now would be 2559.69$, with a net total return of 155.97% (3.13% annualized).
Drawdowns
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -13.49% | Jan 2021 | Jun 2022 | 18 | in progress | 18 | |
| -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 |
| -1.37% | Oct 1992 | Oct 1992 | 1 | Dec 1992 | 2 | 3 |
| -1.32% | Sep 2005 | Oct 2005 | 2 | Dec 2005 | 2 | 4 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -13.49% | Jan 2021 | Jun 2022 | 18 | in progress | 18 | |
| -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 |
| -1.73% | Jan 1992 | Jan 1992 | 1 | May 1992 | 4 | 5 |
| -1.46% | Mar 2006 | May 2006 | 3 | Jul 2006 | 2 | 5 |
| -1.42% | May 2007 | Jun 2007 | 2 | Aug 2007 | 2 | 4 |
| -1.37% | Oct 1992 | Oct 1992 | 1 | Dec 1992 | 2 | 3 |
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 |
6.23 |
20.40 Jan 1995 - Dec 1995 |
-11.86 Jul 2021 - Jun 2022 |
11.27% |
| 2 Years |
6.20 |
15.03 Nov 2008 - Oct 2010 |
-5.80 Jul 2020 - Jun 2022 |
2.04% |
| 3 Years |
6.28 |
12.57 Jun 2000 - May 2003 |
-1.98 Jul 2019 - Jun 2022 |
0.91% |
| 5 Years |
6.27 |
9.77 Jun 1998 - May 2003 |
0.53 Jul 2017 - Jun 2022 |
0.00% |
| 7 Years |
6.29 |
10.02 Nov 1994 - Oct 2001 |
1.45 Jul 2015 - Jun 2022 |
0.00% |
| 10 Years |
6.38 |
9.32 Jan 1995 - Dec 2004 |
1.79 Jul 2012 - Jun 2022 |
0.00% |
| 15 Years |
6.31 |
8.19 Apr 1992 - Mar 2007 |
3.61 Jul 2007 - Jun 2022 |
0.00% |
| 20 Years |
6.37 |
7.84 May 1992 - Apr 2012 |
4.24 Jul 2002 - Jun 2022 |
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
All Country World Bonds Portfolio: in which months is it better to invest?
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 Win % |
0.43 71% |
0.24 71% |
-0.05 55% |
0.49 71% |
0.48 71% |
0.34 58% |
0.82 83% |
0.77 73% |
0.55 67% |
0.24 70% |
0.46 67% |
0.89 67% |
| Best Year |
2.3 2001 |
2.1 1993 |
1.8 2019 |
2.7 2020 |
4.4 1995 |
2.3 2016 |
2.3 1992 |
2.3 2019 |
4.2 1998 |
2.6 2001 |
3.1 2008 |
6.5 2008 |
| Worst Year |
-2.0 2022 |
-2.4 1994 |
-3.9 2020 |
-4.0 2022 |
-2.5 2013 |
-2.3 2022 |
-3.0 2003 |
-2.1 1998 |
-3.0 2008 |
-5.4 2008 |
-2.4 2016 |
-0.8 2010 |
Statistics calculated for the period Jan 1992 - Jun 2022
Monthly/Yearly Returns
All Country World Bonds Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?
MONTHLY RETURNS HISTOGRAM
251 Positive Months (69%) - 115 Negative Months (31%)
Jan 1992 - Jun 2022
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 |
| 2022 |
-11.66 | -15.10 | -2.0 | -1.8 | -2.3 | -4.0 | 0.3 | -2.3 | ||||||
| 2021 |
-2.06 | -8.55 | -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 | +4.96 | 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 | +7.07 | 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 | -1.78 | -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 | +1.99 | 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 | +2.17 | 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 | +0.21 | 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 | +6.18 | 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 | -3.96 | -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 | +5.60 | 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 | +4.90 | 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 | +6.18 | 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 | +6.48 | -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 | +2.31 | 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 | +1.86 | -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 | +2.06 | 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 | +1.32 | 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 | +2.66 | 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 | +6.09 | 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 | +6.66 | 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 | +10.46 | 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 | +7.41 | -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 | +1.01 | 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 | +6.80 | 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 | +5.38 | 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 | +17.43 | 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 | -7.54 | 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 | +10.97 | 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 | +6.05 | -1.7 | 0.6 | -0.6 | 0.5 | 2.4 | 1.4 | 2.3 | 0.7 | 1.0 | -1.4 | 0.4 | 3.2 |
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
Is the All Country World Bonds Portfolio actually efficient, compared to other Lazy Portfolios?
Overall Ratings
The All Country World Bonds Portfolio is classified as Low Risk.
Bond weight:
Less than 25%
Less than 25%
Bond weight:
25% - 49.99%
25% - 49.99%
Bond weight:
50% - 74.99%
50% - 74.99%
Bond weight:
At least 75%
At least 75%
| Low Risk Portfolios |
All Portfolios |
||
|---|---|---|---|
| 25 Years Ann. Return (Inflation Adjusted) |
+5.02%
(+2.54%) |
Average : 2.7 / 5
|
Bad : 1.6 / 5
|
| Standard Deviation over 25 Years |
4.25% |
Average : 2.5 / 5
|
Excellent : 4.7 / 5
|
| Maximum Drawdown over 25 Years |
-13.49% |
Bad : 1.6 / 5
|
Excellent : 4.4 / 5
|
| Easy to manage | 3 ETFs |
Good : 4 / 5
|
Good : 4 / 5
|
| Rating assigned considering all the Low Risk Portfolios | Rating assigned considering all the Portfolios in the database |
Best Classic Portfolios, with Low Risk
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
|
High Yield Bonds Income |
+0.80 | +6.91 | -23.97 | 0 | 100 | 0 | ||
|
All Country World 20/80 |
+0.54 | +6.10 | -14.04 | 20 | 80 | 0 | ||
|
Stocks/Bonds 20/80 |
+1.00 | +5.93 | -12.54 | 20 | 80 | 0 | ||
|
US Inflation Protection |
+1.31 | +5.80 | -11.79 | 0 | 100 | 0 | ||
|
Dimensional Retirement Income Fund DFA |
+0.89 | +5.79 | -12.91 | 20.4 | 79.6 | 0 | ||
Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 03:00PM Eastern Time.
Last update: Jul 05 2022, 03:00PM Eastern Time.