Data Source: from January 1995 to September 2021

Last Update: 30 September 2021

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 9.41% compound annual return, with a 10.27% standard deviation.

In the last 25 years, a 8.03% compound annual return, with a 11.43% standard deviation.

In 2020, the portfolio granted a 1.27% 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 2021
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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
Alpha Architect Robust Portfolio -2.43 0.00 +5.91 +24.39 +8.95 +9.70 +9.41 +7.96 +8.03
Components
PDP
Invesco DWA Momentum ETF
-5.09 -0.18 +5.09 +17.02 +14.71 +16.42 +15.49 +8.76 +9.04
VNQ
Vanguard Real Estate
-5.68 +0.62 +12.29 +33.49 +11.96 +7.52 +11.52 +10.37 +10.07
DLS
WisdomTree International SmallCp Div
-3.63 +0.05 +4.92 +27.79 +4.78 +7.24 +9.06 +10.62 +7.72
IJS
iShares S&P Small-Cap 600 Value
-1.46 -4.03 +0.66 +66.24 +8.16 +11.74 +14.78 +10.60 +10.64
VTV
Vanguard Value
-3.94 -0.95 +4.14 +32.59 +9.86 +12.14 +14.05 +8.41 +8.67
EFV
iShares MSCI EAFE Value
-2.14 -1.76 +1.40 +29.84 +2.80 +5.65 +5.92 +6.26 +5.25
IEI
iShares 3-7 Year Treasury Bond
-0.82 -0.10 +0.57 -1.82 +4.52 +2.09 +2.02 +3.87 +4.74
GSG
iShares S&P GSCI Commodity Indexed Trust
+5.97 +4.79 +20.69 +56.84 -2.36 +2.61 -5.66 -0.31 -0.35
(*) 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 2021
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Period Returns
Sep 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-2.43%
-2.43%
Sep 2021 - Sep 2021
0 - 1
3M
0.00%
-2.43%
Sep 2021 - Sep 2021
2 - 1
6M
+5.91%
-2.43%
Sep 2021 - Sep 2021
5 - 1
YTD
+10.79%
-2.43%
Sep 2021 - Sep 2021
7 - 2
1Y
+24.39%
10.15%
-2.43%
Sep 2021 - Sep 2021
9 - 3
3Y
+8.95%
annualized
14.65%
-19.46%
Jan 2020 - Mar 2020
25 - 11
5Y
+9.70%
annualized
11.79%
-19.46%
Jan 2020 - Mar 2020
45 - 15
10Y
+9.41%
annualized
10.27%
-19.46%
Jan 2020 - Mar 2020
83 - 37
20Y
+7.96%
annualized
11.69%
-45.15%
Nov 2007 - Feb 2009
162 - 78
25Y
+8.03%
annualized
11.43%
-45.15%
Nov 2007 - Feb 2009
197 - 103
MAX
01 Jan 1995
+8.76%
annualized
11.15%
-45.15%
Nov 2007 - Feb 2009
216 - 105
* Annualized St.Dev. of monthly returns

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

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns ( more details)

Alpha Architect Robust Portfolio: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+9.26% +46.11%
Mar 2009 - Feb 2010
-40.87%
Mar 2008 - Feb 2009
19.03%
2 Years
+8.33% +33.95%
Mar 2009 - Feb 2011
-22.91%
Mar 2007 - Feb 2009
14.77%
3 Years
+7.87% +22.83%
Mar 2009 - Feb 2012
-12.22%
Mar 2006 - Feb 2009
9.79%
5 Years
+7.54% +18.90%
Mar 2009 - Feb 2014
-3.35%
Mar 2004 - Feb 2009
1.53%
7 Years
+7.35% +12.17%
Mar 2009 - Feb 2016
+1.74%
Mar 2002 - Feb 2009
0.00%
10 Years
+7.41% +12.18%
Jan 1995 - Dec 2004
+3.04%
Mar 1999 - Feb 2009
0.00%
15 Years
+7.14% +8.76%
May 1995 - Apr 2010
+4.69%
Apr 2005 - Mar 2020
0.00%
20 Years
+7.31% +9.17%
Jan 1995 - Dec 2014
+5.57%
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 Alpha Architect Robust Portfolio: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

Alpha Architect Robust 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.

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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.28
56%
0.50
63%
1.01
70%
2.07
85%
0.69
70%
0.49
70%
0.74
59%
0.18
63%
0.08
59%
0.30
62%
1.44
77%
1.31
73%
Best
Year
7.1
2019
4.3
2014
5.6
2009
8.4
2009
6.4
2003
4.4
2019
7.0
2009
4.6
2000
7.4
2010
8.1
2011
9.5
2020
4.8
2010
Worst
Year
-9.2
2009
-8.9
2009
-13.4
2020
-4.3
2004
-6.8
2010
-3.9
2008
-4.9
2002
-9.7
1998
-8.4
2008
-17.4
2008
-7.1
2008
-6.5
2018
Statistics calculated for the period Jan 1995 - Sep 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns of Alpha Architect Robust Portfolio

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+10.79% 0.0 3.5 1.1 3.4 1.2 1.3 1.2 1.3 -2.4
2020
+9.55% -1.2 -5.9 -13.4 6.5 5.5 1.5 4.3 3.7 -1.9 -1.4 9.5 4.0
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
2007
+5.28% 1.5 -0.2 1.1 2.6 1.6 -1.6 -2.0 0.9 3.3 2.4 -3.1 -0.9
2006
+16.14% 3.4 -0.2 1.9 1.5 -2.4 0.4 1.2 1.9 1.0 3.5 2.9 0.2
2005
+9.03% -1.6 2.5 -1.0 -1.0 2.0 1.5 3.1 1.0 1.1 -2.8 2.7 1.4
2004
+16.21% 2.4 2.5 1.3 -4.3 1.6 1.7 -1.5 1.7 1.9 2.2 3.6 2.4
2003
+29.60% -1.1 0.3 -1.2 5.7 6.4 1.2 1.1 2.5 1.4 4.2 1.5 4.6
2002
-1.83% -0.8 0.6 4.4 -0.5 0.2 -2.2 -4.9 1.6 -4.2 1.5 3.1 -0.3
2001
-5.48% 2.2 -4.0 -3.4 4.9 0.1 -1.0 -0.4 -1.2 -6.8 0.7 3.1 0.7
2000
+9.35% -2.1 -0.2 5.1 -1.2 1.1 3.2 -0.6 4.6 -1.7 -0.7 -1.0 2.9
1999
+12.94% 0.8 -3.3 4.1 5.1 -1.7 3.7 -0.8 0.1 -0.7 1.1 0.8 3.3
1998
+7.93% 1.2 3.6 3.0 0.0 -1.4 1.0 -2.5 -9.7 4.3 3.9 2.4 2.7
1997
+15.26% 1.8 -0.2 -2.0 2.3 4.7 2.7 4.7 -2.8 4.2 -1.7 0.2 0.7
1996
+17.80% 1.8 0.5 1.6 1.8 1.1 0.9 -3.1 1.8 3.3 1.8 5.4 -0.1
1995
+24.75% 0.7 2.5 2.2 2.3 2.8 1.0 2.6 0.5 2.1 -0.7 3.2 3.3

* Note:
Portofolio Returns, up to December 2007, 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:

  • PDP - Invesco DWA Momentum ETF: simulated historical serie, up to December 2007
  • VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
  • DLS - WisdomTree International SmallCp Div: simulated historical serie, up to December 2006
  • IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
  • VTV - Vanguard Value: simulated historical serie, up to December 2004
  • EFV - iShares MSCI EAFE Value: simulated historical serie, up to December 2005
  • IEI - iShares 3-7 Year Treasury Bond: simulated historical serie, up to December 2007
  • GSG - iShares S&P GSCI Commodity Indexed Trust: simulated historical serie, up to December 2006
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