Last Update: 30 September 2020

The Alpha Architect Robust Portfolio is exposed for 70% on the Stock Market and for 10% on Commodities.

It's a Very High Risk portfolio and it can be replicated with 8 ETFs.

In the last 10 years, the portfolio obtained a 7.2% compound annual return, with a 10.41% standard deviation.

In 2019, the portfolio granted a 2.02% dividend yield. If you are interested in getting periodic income, please refer to the Alpha Architect Robust Portfolio: Dividend Yield page.

Asset Allocation and ETFs

The Alpha Architect Robust Portfolio has the following asset allocation:

70% Stocks
20% Fixed Income
10% Commodities

The Alpha Architect Robust Portfolio can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
30.00 % PDP Invesco DWA Momentum ETF Equity, U.S., Growth
10.00 % VNQ Vanguard Real Estate Real Estate, U.S.
7.50 % DLS WisdomTree International SmallCp Div Equity, Developed Markets, Small Cap, Value
7.50 % IJS iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
7.50 % VTV Vanguard Value Equity, U.S., Large Cap, Value
7.50 % EFV iShares MSCI EAFE Value Equity, EAFE, Large Cap, Value
20.00 % IEI iShares 3-7 Year Treasury Bond Bond, U.S., Intermediate-Term
10.00 % GSG iShares S&P GSCI Commodity Indexed Trust Commodity, Broad Diversified
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 Alpha Architect Robust Portfolio guaranteed the following returns.

ALPHA ARCHITECT ROBUST PORTFOLIO RETURNS (%)
Last Update: 30 September 2020
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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*)
Alpha Architect Robust Portfolio -1.85 +6.17 +21.14 +2.66 +4.78 +6.52 +7.20
Components
PDP - Invesco DWA Momentum ETF -1.57 +13.51 +41.73 +25.86 +16.53 +14.14 +14.22
VNQ - Vanguard Real Estate -2.68 +1.31 +15.01 -12.28 +2.33 +5.19 +8.48
DLS - WisdomTree International SmallCp Div -0.35 +8.24 +26.75 -2.64 -3.69 +4.96 +5.92
IJS - iShares S&P Small-Cap 600 Value -5.18 +2.19 +23.62 -16.76 -4.57 +4.83 +8.70
VTV - Vanguard Value -2.22 +5.67 +19.09 -3.46 +4.35 +9.25 +10.79
EFV - iShares MSCI EAFE Value -3.93 +0.95 +14.47 -12.15 -6.05 +0.90 +1.94
IEI - iShares 3-7 Year Treasury Bond +0.08 +0.19 +0.75 +6.89 +4.51 +3.06 +2.68
GSG - iShares S&P GSCI Commodity Indexed Trust -4.44 +3.66 +15.59 -28.57 -10.31 -8.84 -9.76
(*) 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

If you are interested in getting periodic income, please refer to the Alpha Architect Robust Portfolio: Dividend Yield page.

Historical Returns

Alpha Architect Robust Portfolio - Historical returns and stats.

ALPHA ARCHITECT ROBUST PORTFOLIO
Last Update: 30 September 2020
Swipe left to see all data
Period Returns
Sep 2020
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-1.85%
-1.85%
Sep 2020 - Sep 2020
0 - 1
3M
+6.17%
-1.85%
Sep 2020 - Sep 2020
2 - 1
6M
+21.14%
-1.85%
Sep 2020 - Sep 2020
5 - 1
YTD
-2.42%
-19.46%
Jan 2020 - Mar 2020
5 - 4
1Y
+2.66%
18.29%
-19.46%
Jan 2020 - Mar 2020
8 - 4
3Y
+4.78%
annualized
13.61%
-19.46%
Jan 2020 - Mar 2020
26 - 10
5Y
+6.52%
annualized
11.40%
-19.46%
Jan 2020 - Mar 2020
43 - 17
10Y
+7.20%
annualized
10.41%
-19.46%
Jan 2020 - Mar 2020
80 - 40
MAX
01 Jan 2008
+4.74%
annualized
13.25%
-44.65%
Jun 2008 - Feb 2009
99 - 54

* Annualized St.Dev. of monthly returns

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Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns

Alpha Architect Robust Portfolio: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+6.58% +46.11%
Mar 2009 - Feb 2010
-40.87%
Mar 2008 - Feb 2009
20.42%
2 Years
+7.51% +33.95%
Mar 2009 - Feb 2011
-9.66%
Jun 2008 - May 2010
13.85%
3 Years
+7.73% +22.83%
Mar 2009 - Feb 2012
-0.79%
Jan 2008 - Dec 2010
0.85%
5 Years
+7.50% +18.90%
Mar 2009 - Feb 2014
+1.11%
Apr 2015 - Mar 2020
0.00%
7 Years
+7.48% +12.17%
Mar 2009 - Feb 2016
+3.30%
Apr 2013 - Mar 2020
0.00%
10 Years
+7.64% +11.30%
Mar 2009 - Feb 2019
+4.97%
Jun 2008 - May 2018
0.00%

* Annualized rolling and average returns over full calendar month periods

Seasonality and Yearly/Monthly Returns

Alpha Architect Robust Portfolio Seasonality

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Months
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average -0.2 0.4 0.7 2.6 0.1 0.0 1.7 0.1 -0.4 -0.5 0.3 0.8
Best 7.1
2019
4.3
2014
5.6
2009
8.4
2009
5.5
2020
4.4
2019
7.0
2009
4.5
2009
7.4
2010
8.1
2011
3.9
2009
4.8
2010
Worst -9.2
2009
-8.9
2009
-13.4
2020
0.3
2015
-6.8
2010
-3.9
2008
-3.5
2008
-4.2
2015
-8.4
2008
-17.4
2008
-7.1
2008
-6.5
2018
Gain
Frequency
46 69 69 100 62 62 77 46 54 58 67 67

Detail of Monthly Returns

Swipe left to see all data
Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
-2.42% -1.2 -5.9 -13.4 6.5 5.5 1.5 4.3 3.7 -1.9
2019
+22.11% 7.1 2.7 1.5 2.4 -3.6 4.4 0.6 -0.5 0.8 1.2 1.8 2.2
2018
-7.40% 2.8 -3.7 0.4 0.7 2.3 0.3 0.9 2.5 -0.2 -6.7 0.1 -6.5
2017
+14.23% 1.0 2.6 -0.2 0.8 0.8 0.6 2.0 0.2 1.5 2.0 1.7 0.5
2016
+7.34% -4.3 0.0 5.4 1.1 1.3 1.0 1.4 -0.3 0.4 -2.3 1.6 2.1
2015
-2.97% -0.5 3.4 -0.3 0.3 0.5 -1.3 0.0 -4.2 -2.1 4.4 -1.0 -2.0
2014
+4.41% -1.2 4.3 -0.5 0.3 1.9 1.4 -2.1 2.6 -3.3 2.1 0.4 -1.4
2013
+18.23% 3.7 0.2 2.5 2.1 -0.9 -1.6 4.1 -1.9 4.0 2.4 1.2 1.3
2012
+13.25% 4.3 3.2 1.7 0.5 -5.9 2.4 0.9 2.8 0.7 -0.6 1.3 1.7
2011
+0.76% 2.2 2.7 0.8 3.5 -1.2 -1.7 -0.4 -4.2 -7.8 8.1 -0.3 0.0
2010
+17.52% -3.5 4.1 5.0 3.1 -6.8 -3.5 6.6 -3.2 7.4 3.6 -0.2 4.8
2009
+20.28% -9.2 -8.9 5.6 8.4 5.0 0.1 7.0 4.5 4.0 -2.8 3.9 2.7
2008
-30.92% -4.0 0.6 0.5 3.8 2.4 -3.9 -3.5 -1.2 -8.4 -17.4 -7.1 3.8
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