Data Source: from January 1992 to June 2022
Consolidated Returns as of 30 June 2022
Live Update: Jul 05 2022, 02:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
2.34%
1 Day
Jul 05 2022, 02:00PM Eastern Time
1.42%
Current Month
July 2022

The Alpha Architect Robust Portfolio is a Very High Risk portfolio and can be implemented with 8 ETFs.

It's exposed for 70% on the Stock Market and for 10% on Commodities.

In the last 30 Years, the Alpha Architect Robust Portfolio obtained a 8.23% compound annual return, with a 10.98% standard deviation.

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 implemented 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.

According to the available data source, let's assume we built the portfolio on January 1992.

Portfolio returns are calculated in USD, assuming: July 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
ALPHA ARCHITECT ROBUST PORTFOLIO RETURNS
Consolidated returns as of 30 June 2022
Live Update: Jul 05 2022, 02:00PM 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(*)
Alpha Architect Robust Portfolio -2.34 -1.42 -7.46 -12.32 -8.42 6.33 7.04 8.23
US Inflation Adjusted return -7.46 -15.73 -14.87 2.63 4.46 5.62
Components
PDP
Invesco DWA Momentum ETF
-2.31 01:59PM
Jul 05 2022
-1.44 -11.18 -27.95 -24.01 7.95 10.30 9.27
VNQ
Vanguard Real Estate
-1.65 01:59PM
Jul 05 2022
0.12 -7.46 -20.54 -8.02 5.69 7.49 9.57
DLS
WisdomTree International SmallCp Div
-2.73 01:59PM
Jul 05 2022
-2.49 -7.84 -18.35 -18.26 -0.02 6.32 6.96
IJS
iShares S&P Small-Cap 600 Value
-1.71 02:00PM
Jul 05 2022
-0.63 -8.96 -14.31 -14.23 6.57 10.79 11.03
VTV
Vanguard Value
-2.33 01:59PM
Jul 05 2022
-1.35 -7.89 -9.29 -1.75 9.23 11.77 9.47
EFV
iShares MSCI EAFE Value
-3.82 01:59PM
Jul 05 2022
-3.51 -9.59 -11.33 -11.79 0.42 4.05 5.30
IEI
iShares 3-7 Year Treasury Bond
0.19 02:00PM
Jul 05 2022
1.02 -0.73 -6.91 -7.85 0.73 0.98 4.68
GSG
iShares S&P GSCI Commodity Indexed Trust
-7.23 02:00PM
Jul 05 2022
-6.10 -7.75 35.01 43.57 10.50 -2.72 1.69
(*) 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%

Portfolio Dividends

In 2021, the Alpha Architect Robust Portfolio granted a 1.43% dividend yield. If you are interested in getting periodic income, please refer to the Alpha Architect Robust Portfolio: Dividend Yield page.

Historical Returns as of Jun 30, 2022

Historical returns and stats of Alpha Architect Robust Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

ALPHA ARCHITECT ROBUST 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
-7.46
-7.46
-7.46
Jun 2022 - Jun 2022
0 - 1
3M
-9.40
-10.57
-9.40
Apr 2022 - Jun 2022
1 - 2
6M
-12.32
-15.73
-12.32
Jan 2022 - Jun 2022
2 - 4
YTD
-12.32
-15.73
-12.32
Jan 2022 - Jun 2022
2 - 4
1Y
-8.42
-14.87
12.27
-12.65
Nov 2021 - Jun 2022
6 - 6
50% pos
3Y(*)
5.70
1.14
14.36
-19.45
Jan 2020 - Mar 2020
23 - 13
64% pos
5Y(*)
6.33
2.63
12.98
-19.45
Jan 2020 - Mar 2020
42 - 18
70% pos
10Y(*)
7.04
4.46
10.46
-19.45
Jan 2020 - Mar 2020
81 - 39
68% pos
15Y(*)
4.95
2.59
13.05
-45.15
Nov 2007 - Feb 2009
115 - 65
64% pos
20Y(*)
7.16
4.60
11.96
-45.15
Nov 2007 - Feb 2009
160 - 80
67% pos
25Y(*)
6.96
4.42
11.61
-45.15
Nov 2007 - Feb 2009
194 - 106
65% pos
30Y(*)
8.23
5.62
10.98
-45.15
Nov 2007 - Feb 2009
241 - 119
67% pos
MAX(*)
01 Jan 1992
8.16
5.55
10.91
-45.15
Nov 2007 - Feb 2009
245 - 121
67% 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$, since July 1992, now would be worth 10739.75$, with a total return of 973.97% (8.23% annualized).

The Inflation Adjusted Capital now would be 5162.17$, with a net total return of 416.22% (5.62% annualized).
An investment of 1000$, since January 1992, now would be worth 10942.64$, with a total return of 994.26% (8.16% annualized).

The Inflation Adjusted Capital now would be 5188.36$, with a net total return of 418.84% (5.55% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-45.15% Nov 2007 Feb 2009 16 Apr 2011 26 42
-19.45% Jan 2020 Mar 2020 3 Nov 2020 8 11
-14.59% May 2011 Sep 2011 5 Mar 2012 6 11
-13.06% Feb 2001 Sep 2002 20 May 2003 8 28
-12.88% Sep 2018 Dec 2018 4 Jun 2019 6 10
-12.65% Nov 2021 Jun 2022 8 in progress 8
-12.38% Apr 1998 Aug 1998 5 Jan 1999 5 10
-10.26% Jun 2015 Feb 2016 9 Dec 2016 10 19
-6.32% Feb 1994 Nov 1994 10 Mar 1995 4 14
-5.92% May 2012 May 2012 1 Sep 2012 4 5
-4.34% Apr 2004 Apr 2004 1 Sep 2004 5 6
-3.65% Feb 2018 Feb 2018 1 Jul 2018 5 6
-3.52% Jun 2007 Jul 2007 2 Sep 2007 2 4
-3.34% Sep 2000 Nov 2000 3 Jan 2001 2 5
-3.28% Sep 2014 Sep 2014 1 Feb 2015 5 6
-3.25% Feb 1999 Feb 1999 1 Mar 1999 1 2
-3.13% Jul 1996 Jul 1996 1 Sep 1996 2 3
-2.96% Nov 1993 Nov 1993 1 Jan 1994 2 3
-2.78% Oct 2005 Oct 2005 1 Dec 2005 2 3
-2.76% Aug 1997 Aug 1997 1 Sep 1997 1 2
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-45.15% Nov 2007 Feb 2009 16 Apr 2011 26 42
-19.45% Jan 2020 Mar 2020 3 Nov 2020 8 11
-14.59% May 2011 Sep 2011 5 Mar 2012 6 11
-13.06% Feb 2001 Sep 2002 20 May 2003 8 28
-12.88% Sep 2018 Dec 2018 4 Jun 2019 6 10
-12.65% Nov 2021 Jun 2022 8 in progress 8
-12.38% Apr 1998 Aug 1998 5 Jan 1999 5 10
-10.26% Jun 2015 Feb 2016 9 Dec 2016 10 19
-6.32% Feb 1994 Nov 1994 10 Mar 1995 4 14
-5.92% May 2012 May 2012 1 Sep 2012 4 5
-4.34% Apr 2004 Apr 2004 1 Sep 2004 5 6
-3.65% Feb 2018 Feb 2018 1 Jul 2018 5 6
-3.52% Jun 2007 Jul 2007 2 Sep 2007 2 4
-3.34% Sep 2000 Nov 2000 3 Jan 2001 2 5
-3.28% Sep 2014 Sep 2014 1 Feb 2015 5 6
-3.25% Feb 1999 Feb 1999 1 Mar 1999 1 2
-3.13% Jul 1996 Jul 1996 1 Sep 1996 2 3
-2.96% Nov 1993 Nov 1993 1 Jan 1994 2 3
-2.78% Oct 2005 Oct 2005 1 Dec 2005 2 3
-2.76% Aug 1997 Aug 1997 1 Sep 1997 1 2

Rolling Returns ( more details)

Alpha Architect Robust Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
9.43 46.11
Mar 2009 - Feb 2010
-40.87
Mar 2008 - Feb 2009
18.59%
2 Years
8.80 33.95
Mar 2009 - Feb 2011
-22.91
Mar 2007 - Feb 2009
12.83%
3 Years
8.49 22.83
Mar 2009 - Feb 2012
-12.22
Mar 2006 - Feb 2009
8.46%
5 Years
8.30 18.90
Mar 2009 - Feb 2014
-3.35
Mar 2004 - Feb 2009
1.30%
7 Years
7.97 13.77
Jul 1992 - Jun 1999
1.74
Mar 2002 - Feb 2009
0.00%
10 Years
7.82 12.18
Jan 1995 - Dec 2004
3.04
Mar 1999 - Feb 2009
0.00%
15 Years
7.54 11.75
Nov 1992 - Oct 2007
4.69
Apr 2005 - Mar 2020
0.00%
20 Years
7.79 9.35
Dec 1994 - Nov 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

Alpha Architect Robust 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.
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 %
0.34
58%
0.45
61%
0.89
68%
1.68
77%
0.79
74%
0.14
65%
0.86
63%
0.31
63%
0.09
60%
0.48
67%
1.00
70%
1.46
77%
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
-7.5
2022
-4.9
2002
-9.7
1998
-8.4
2008
-17.4
2008
-7.1
2008
-6.5
2018
Statistics calculated for the period Jan 1992 - Jun 2022

Monthly/Yearly Returns

Alpha Architect Robust Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
245 Positive Months (67%) - 121 Negative Months (33%)
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
-12.32 -15.73 -4.6 -0.4 1.9 -4.0 2.0 -7.5
2021
+15.71 +8.04 0.0 3.5 1.1 3.4 1.2 1.3 1.2 1.3 -2.4 4.8 -3.5 3.3
2020
+9.55 +8.17 -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 +19.41 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 -9.14 2.8 -3.7 0.4 0.7 2.3 0.3 0.9 2.5 -0.2 -6.7 0.0 -6.5
2017
+14.23 +11.85 1.0 2.6 -0.2 0.8 0.8 0.6 2.0 0.1 1.5 1.9 1.7 0.5
2016
+7.34 +5.18 -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 -3.59 -0.5 3.4 -0.3 0.3 0.5 -1.3 0.0 -4.2 -2.1 4.4 -1.0 -1.9
2014
+4.41 +3.73 -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 +16.47 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 +11.29 4.3 3.1 1.7 0.5 -5.9 2.4 0.9 2.8 0.7 -0.6 1.3 1.7
2011
+0.76 -2.24 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 +15.86 -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 +16.99 -9.2 -8.9 5.6 8.4 5.0 0.1 7.0 4.5 4.0 -2.7 3.9 2.7
2008
-30.92 -30.91 -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 +1.12 1.5 -0.2 1.1 2.6 1.6 -1.6 -2.0 0.8 3.3 2.3 -3.1 -0.9
2006
+16.14 +13.28 3.4 -0.2 1.9 1.5 -2.4 0.4 1.2 1.9 1.0 3.4 2.9 0.2
2005
+9.03 +5.51 -1.6 2.5 -1.0 -1.0 2.0 1.5 3.0 1.0 1.1 -2.8 2.7 1.4
2004
+16.21 +12.45 2.4 2.5 1.3 -4.3 1.6 1.7 -1.5 1.6 1.9 2.2 3.6 2.4
2003
+29.60 +27.02 -1.1 0.3 -1.2 5.7 6.4 1.1 1.1 2.5 1.4 4.2 1.5 4.6
2002
-1.83 -4.21 -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 -6.97 2.2 -4.0 -3.3 4.9 0.1 -1.0 -0.4 -1.2 -6.8 0.7 3.1 0.7
2000
+9.35 +5.72 -2.1 -0.2 5.1 -1.2 1.1 3.1 -0.6 4.6 -1.7 -0.7 -1.0 2.9
1999
+12.94 +10.00 0.7 -3.3 4.1 5.1 -1.6 3.7 -0.8 0.1 -0.7 1.1 0.8 3.3
1998
+7.93 +6.22 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 +13.34 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 +13.95 1.7 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 +21.67 0.7 2.5 2.2 2.3 2.8 1.0 2.6 0.5 2.1 -0.7 3.2 3.3
1994
-1.20 -3.70 3.7 -2.2 -3.6 0.9 0.6 -1.4 2.4 1.7 -2.2 0.8 -3.2 1.7
1993
+16.81 +13.62 3.0 2.1 3.7 -1.6 1.4 1.3 1.0 3.8 1.4 0.4 -3.0 2.2
1992
+9.58 +6.43 0.9 1.2 -1.6 0.8 2.1 -1.5 2.4 -1.3 1.3 0.3 2.3 2.3

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

Portfolio efficiency

Is the Alpha Architect Robust Portfolio actually efficient, compared to other Lazy Portfolios?

Overall Ratings

The Alpha Architect Robust Portfolio is classified as Very High Risk.

Very High Risk
Bond weight:
Less than 25%
High Risk
Bond weight:
25% - 49.99%
Medium Risk
Bond weight:
50% - 74.99%
Low Risk
Bond weight:
At least 75%
Very High Risk
Portfolios
All
Portfolios
25 Years Ann. Return
(Inflation Adjusted)
+6.96%
(+4.42%)
Poor : 1 / 5
Average : 2.8 / 5
Standard Deviation
over 25 Years
11.61%
Excellent : 5 / 5
Average : 3 / 5
Maximum Drawdown
over 25 Years
-45.15%
Excellent : 5 / 5
Average : 2.1 / 5
Easy to manage 8 ETFs
Bad : 1.5 / 5
Bad : 1.5 / 5
Rating assigned considering all the Very High Risk Portfolios Rating assigned considering all the Portfolios in the database

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% Allocation
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+1.22 +13.42 -81.08 100 0 0
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+0.21 +9.81 -50.84 100 0 0
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-0.99 +9.37 -52.63 80 20 0
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Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 02:00PM Eastern Time.
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