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

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 ETF: Ticker - Name Investment Themes
30.00 % MTUM -
iShares Edge MSCI USA Momentum Fctr
Equity, U.S., Large Cap, Growth
10.00 % VNQ -
Vanguard Real Estate
Real Estate, U.S.
7.50 % IJS -
iShares S&P Small-Cap 600 Value
Equity, U.S., Micro Cap
7.50 % DLS -
WisdomTree International SmallCp Div
Equity, Developed Markets
7.50 % VTV -
Vanguard Value
Equity, U.S., Large Cap
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

Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at each January 1st).

Last Update: June 2019.

Capital Growth and Historical Returns

An investment of 1000$, since January 2014, now would be worth 1424.74$, with a total return of 42.47% (6.65% annualized).

Capital Growth:
Swipe left to see all data
Range Returns
Jun 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+4.38%
0.00%
1 - 0
YTD
+13.36%
-3.33%
May 2019 - May 2019
5 - 1
1Y
+3.69%
12.81%
-11.72%
Oct 2018 - Dec 2018
9 - 3
3Y
+9.06%
annualized
8.45%
-11.72%
Oct 2018 - Dec 2018
29 - 7
5Y
+6.07%
annualized
8.33%
-11.72%
Oct 2018 - Dec 2018
41 - 19
MAX
Dec 2013
+6.65%
annualized
8.21%
-11.72%
Oct 2018 - Dec 2018
45 - 21

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

Alpha Architect Robust Portfolio: annualized rolling and average returns

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Return (*)
Rolling Period Average Best Worst
1 Year
+6.50% +20.89%
Feb 2017 - Jan 2018
-7.09%
Mar 2015 - Feb 2016
2 Years
+7.32% +17.04%
Feb 2016 - Jan 2018
-1.38%
Mar 2014 - Feb 2016
3 Years
+7.57% +11.91%
Oct 2015 - Sep 2018
+4.15%
Jan 2014 - Dec 2016
5 Years
+5.88% +6.60%
May 2014 - Apr 2019
+4.68%
Jan 2014 - Dec 2018

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

Swipe left to see all data
Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2019
+13.36% 6.6 2.2 1.2 1.9 -3.3 4.4
2018
-6.10% 3.4 -3.0 -0.6 0.9 1.8 0.3 1.0 2.3 0.3 -6.4 0.3 -6.0
2017
+18.49% 1.3 2.1 0.3 1.2 1.7 0.6 2.4 0.3 2.3 2.2 1.9 0.8
2016
+8.13% -3.3 -0.7 5.5 1.1 1.2 1.5 1.6 -0.5 0.8 -2.0 0.9 2.2
2015
-0.63% -0.6 3.3 -0.8 0.7 0.9 -1.3 0.5 -4.3 -1.7 4.6 -0.6 -1.2
2014
+5.13% -1.3 4.5 -0.8 0.3 1.9 1.5 -1.7 2.3 -2.9 2.0 0.7 -1.3