Data Source: from January 1988 to September 2021
Last Update: 30 September 2021
The All Country World Stocks Portfolio is exposed for 100% on the Stock Market.
It's a Very High Risk portfolio and it can be replicated with 1 ETF.
In the last 10 years, the portfolio obtained a 12.32% compound annual return, with a 13.56% standard deviation.
In the last 25 years, a 6.45% compound annual return, with a 15.95% standard deviation.
In 2020, the portfolio granted a 1.91% dividend yield. If you are interested in getting periodic income, please refer to the All Country World Stocks Portfolio: Dividend Yield page.
Asset Allocation and ETFs
The All Country World Stocks Portfolio has the following asset allocation:
The All Country World Stocks Portfolio can be replicated with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 100.00 % | VT | Vanguard Total World Stock | Equity, Global, Large Cap |
Portfolio and ETF Returns
The All Country World Stocks Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | 20Y(*) | 25Y(*) | |
|---|---|---|---|---|---|---|---|---|---|
| All Country World Stocks Portfolio | -4.10 | -1.32 | +5.60 | +28.51 | +12.70 | +13.30 | +12.32 | +7.46 | +6.45 |
| Components | |||||||||
|
VT Vanguard Total World Stock |
-4.10 | -1.32 | +5.60 | +28.51 | +12.70 | +13.30 | +12.32 | +7.46 | +6.45 |
- 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 Stocks Portfolio: Dividend Yield page.
Historical Returns
All Country World Stocks Portfolio - Historical returns and stats.
| Period | Returns Sep 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-4.10%
|
-4.10%
Sep 2021 - Sep 2021
|
0 - 1 | |
|
3M
|
-1.32%
|
-4.10%
Sep 2021 - Sep 2021
|
2 - 1 | |
|
6M
|
+5.60%
|
-4.10%
Sep 2021 - Sep 2021
|
5 - 1 | |
|
YTD
|
+11.26%
|
-4.10%
Sep 2021 - Sep 2021
|
7 - 2 | |
|
1Y
|
+28.51%
|
13.52%
|
-4.10%
Sep 2021 - Sep 2021
|
9 - 3 |
|
3Y
|
+12.70%
annualized
|
18.22%
|
-22.15%
Jan 2020 - Mar 2020
|
25 - 11 |
|
5Y
|
+13.30%
annualized
|
14.71%
|
-22.15%
Jan 2020 - Mar 2020
|
45 - 15 |
|
10Y
|
+12.32%
annualized
|
13.56%
|
-22.15%
Jan 2020 - Mar 2020
|
82 - 38 |
|
20Y
|
+7.46%
annualized
|
15.82%
|
-57.05%
Nov 2007 - Feb 2009
|
151 - 89 |
|
25Y
|
+6.45%
annualized
|
15.95%
|
-57.05%
Nov 2007 - Feb 2009
|
185 - 115 |
|
MAX
01 Jan 1988
|
+6.82%
annualized
|
15.27%
|
-57.05%
Nov 2007 - Feb 2009
|
249 - 156 |
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 Stocks Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+7.91% |
+59.32% Mar 2009 - Feb 2010 |
-50.42% Mar 2008 - Feb 2009 |
27.41% |
| 2 Years |
+6.69% |
+39.32% Mar 2009 - Feb 2011 |
-29.43% Mar 2007 - Feb 2009 |
20.16% |
| 3 Years |
+6.35% |
+23.87% Mar 2009 - Feb 2012 |
-19.43% Apr 2000 - Mar 2003 |
22.16% |
| 5 Years |
+6.22% |
+20.02% Mar 2009 - Feb 2014 |
-6.95% Apr 1998 - Mar 2003 |
19.65% |
| 7 Years |
+5.98% |
+15.59% Jan 1993 - Dec 1999 |
-3.24% Mar 2002 - Feb 2009 |
2.80% |
| 10 Years |
+5.63% |
+13.05% Mar 2009 - Feb 2019 |
-3.82% Mar 1999 - Feb 2009 |
8.04% |
| 15 Years |
+5.06% |
+8.84% Feb 2003 - Jan 2018 |
+0.99% Mar 1994 - Feb 2009 |
0.00% |
| 20 Years |
+4.91% |
+7.46% Oct 2001 - Sep 2021 |
+1.97% Mar 1989 - Feb 2009 |
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 Stocks Portfolio: Rolling Returns page.
Seasonality and Yearly/Monthly Returns
All Country World Stocks 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 % |
0.01 56% |
0.43 56% |
0.54 56% |
2.40 79% |
0.39 59% |
-0.19 41% |
1.46 68% |
-1.02 53% |
-0.52 59% |
1.20 64% |
1.29 70% |
1.89 79% |
| Best Year |
8.0 2019 |
9.2 1991 |
8.8 2009 |
12.1 2009 |
10.6 2009 |
6.4 2019 |
11.1 1989 |
6.0 2020 |
10.1 2010 |
11.3 2011 |
12.4 2020 |
8.2 1999 |
| Worst Year |
-10.9 2009 |
-9.5 2009 |
-14.8 2020 |
-4.6 2000 |
-9.9 2010 |
-8.3 2008 |
-8.5 2002 |
-14.2 1998 |
-12.7 2008 |
-19.9 2008 |
-6.8 2008 |
-7.2 2018 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns of All Country World Stocks Portfolio
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+11.26% | -0.2 | 2.7 | 2.9 | 4.1 | 1.6 | 1.2 | 0.6 | 2.3 | -4.1 | |||
| 2020 |
+16.61% | -1.6 | -7.2 | -14.8 | 10.4 | 5.2 | 3.1 | 5.3 | 6.0 | -2.9 | -2.1 | 12.4 | 4.9 |
| 2019 |
+26.82% | 8.0 | 2.8 | 1.1 | 3.5 | -6.0 | 6.4 | 0.0 | -2.1 | 2.3 | 2.8 | 2.6 | 3.5 |
| 2018 |
-9.76% | 5.5 | -4.4 | -1.3 | 0.4 | 0.6 | -0.6 | 2.9 | 0.9 | 0.1 | -7.8 | 1.7 | -7.2 |
| 2017 |
+24.49% | 3.0 | 2.7 | 1.5 | 1.6 | 2.0 | 0.6 | 2.7 | 0.4 | 2.1 | 2.1 | 1.9 | 1.6 |
| 2016 |
+8.51% | -5.9 | -1.1 | 8.0 | 1.0 | 0.7 | -0.2 | 4.2 | 0.4 | 0.8 | -2.0 | 1.2 | 1.8 |
| 2015 |
-1.86% | -1.6 | 6.0 | -1.2 | 2.6 | 0.3 | -2.2 | 0.5 | -6.6 | -3.7 | 7.3 | -0.1 | -2.2 |
| 2014 |
+3.67% | -4.4 | 5.2 | 0.5 | 0.7 | 2.1 | 2.2 | -1.8 | 2.7 | -3.3 | 0.9 | 1.3 | -2.0 |
| 2013 |
+22.95% | 4.0 | -0.3 | 2.4 | 2.7 | -0.6 | -2.7 | 5.2 | -2.5 | 5.6 | 3.7 | 1.5 | 2.2 |
| 2012 |
+17.12% | 5.5 | 4.8 | 1.2 | -1.2 | -8.9 | 5.1 | 0.7 | 2.5 | 3.1 | -0.6 | 1.5 | 3.1 |
| 2011 |
-7.50% | 1.4 | 2.9 | -0.1 | 4.4 | -2.3 | -1.3 | -2.2 | -7.3 | -10.7 | 11.3 | -1.2 | -1.0 |
| 2010 |
+13.08% | -5.1 | 2.1 | 6.7 | -0.5 | -9.9 | -2.8 | 9.2 | -4.0 | 10.1 | 3.8 | -2.7 | 7.7 |
| 2009 |
+32.65% | -10.9 | -9.5 | 8.8 | 12.1 | 10.6 | -1.7 | 10.1 | 2.7 | 5.2 | -2.5 | 5.3 | 1.6 |
| 2008 |
-43.54% | -8.3 | 0.1 | -1.7 | 5.3 | 1.2 | -8.3 | -2.7 | -2.4 | -12.7 | -19.9 | -6.8 | 3.5 |
| 2007 |
+9.64% | 0.9 | -0.7 | 1.8 | 4.2 | 2.6 | -0.4 | -1.6 | -0.5 | 5.2 | 3.8 | -4.6 | -1.2 |
| 2006 |
+18.78% | 4.9 | -0.3 | 1.9 | 3.2 | -4.3 | -0.2 | 0.6 | 2.4 | 1.0 | 3.7 | 2.7 | 2.2 |
| 2005 |
+8.83% | -2.2 | 3.3 | -2.4 | -2.4 | 1.6 | 0.9 | 3.6 | 0.6 | 2.9 | -2.8 | 3.5 | 2.4 |
| 2004 |
+13.30% | 1.6 | 1.7 | -0.8 | -2.5 | 0.5 | 1.8 | -3.3 | 0.4 | 2.0 | 2.4 | 5.3 | 3.8 |
| 2003 |
+31.62% | -3.0 | -2.0 | -0.7 | 8.6 | 5.5 | 1.7 | 2.1 | 2.2 | 0.5 | 5.9 | 1.4 | 6.2 |
| 2002 |
-20.51% | -2.8 | -0.9 | 4.3 | -3.3 | -0.1 | -6.3 | -8.5 | 0.1 | -11.1 | 7.2 | 5.3 | -4.9 |
| 2001 |
-17.26% | 2.5 | -8.5 | -6.9 | 7.1 | -1.4 | -3.2 | -1.7 | -4.8 | -9.3 | 2.1 | 6.0 | 0.9 |
| 2000 |
-15.08% | -5.5 | 0.2 | 6.5 | -4.6 | -2.7 | 3.3 | -3.0 | 3.0 | -5.6 | -2.1 | -6.3 | 1.6 |
| 1999 |
+25.00% | 1.9 | -2.6 | 4.4 | 4.2 | -3.7 | 4.9 | -0.5 | -0.2 | -1.2 | 4.9 | 3.0 | 8.2 |
| 1998 |
+19.93% | 2.1 | 6.7 | 4.1 | 0.8 | -2.0 | 1.7 | -0.1 | -14.2 | 1.8 | 9.0 | 5.9 | 4.5 |
| 1997 |
+12.93% | 1.5 | 1.2 | -2.2 | 3.0 | 5.8 | 5.0 | 4.4 | -7.2 | 5.2 | -6.1 | 1.4 | 1.2 |
| 1996 |
+10.93% | 2.1 | 0.2 | 1.4 | 2.3 | -0.1 | 0.4 | -3.9 | 1.1 | 3.5 | 0.2 | 5.2 | -1.6 |
| 1995 |
+16.90% | -2.2 | 0.9 | 4.4 | 3.5 | 0.9 | -0.2 | 4.7 | -2.4 | 2.6 | -1.8 | 3.0 | 2.8 |
| 1994 |
+2.85% | 6.5 | -1.6 | -4.7 | 2.5 | 0.4 | -0.7 | 2.0 | 3.4 | -2.5 | 2.4 | -4.5 | 0.2 |
| 1993 |
+22.12% | 0.2 | 2.2 | 5.5 | 4.3 | 2.2 | -0.8 | 1.9 | 4.6 | -1.9 | 2.8 | -5.4 | 5.2 |
| 1992 |
-6.70% | -1.7 | -1.7 | -4.7 | 1.1 | 3.6 | -3.8 | 0.1 | 2.0 | -1.1 | -2.7 | 1.5 | 0.7 |
| 1991 |
+16.92% | 3.5 | 9.2 | -3.0 | 0.6 | 2.2 | -6.3 | 4.6 | -0.4 | 2.3 | 1.5 | -4.5 | 7.2 |
| 1990 |
-18.63% | -4.8 | -4.4 | -6.4 | -1.5 | 10.2 | -0.9 | 0.8 | -9.6 | -10.7 | 9.0 | -1.9 | 1.9 |
| 1989 |
+15.15% | 3.4 | -0.8 | -0.7 | 2.3 | -2.5 | -1.6 | 11.1 | -2.5 | 2.9 | -3.4 | 3.8 | 3.1 |
| 1988 |
+21.20% | 2.3 | 5.6 | 2.9 | 1.1 | -2.1 | -0.3 | 1.7 | -5.7 | 4.1 | 6.4 | 3.2 | 0.7 |
* Note: Portofolio Returns, up to December 2008, 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