Data Source: from January 1995 to December 2021

Last Update: 31 December 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 9.08% compound annual return, with a 10.20% standard deviation.

In the last 25 years, a 7.91% compound annual return, with a 11.46% 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 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: 31 December 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
Alpha Architect Robust Portfolio +3.25 +4.43 +4.44 +15.71 +15.68 +10.36 +9.08 +7.96 +7.91
--- Inflation Adjusted return +2.77 +2.18 +1.00 +8.01 +11.73 +7.23 +6.81 +5.52 +5.50
Components
PDP
Invesco DWA Momentum ETF
-0.91 +5.66 +5.47 +7.72 +25.12 +17.83 +15.17 +8.55 +8.94
VNQ
Vanguard Real Estate
+9.69 +15.03 +15.74 +40.52 +19.96 +11.22 +11.50 +10.89 +9.94
DLS
WisdomTree International SmallCp Div
+5.39 +0.07 +0.12 +11.70 +10.44 +7.56 +8.95 +10.52 +7.85
IJS
iShares S&P Small-Cap 600 Value
+4.12 +4.30 +0.09 +30.53 +18.47 +10.04 +13.33 +9.82 +10.48
VTV
Vanguard Value
+6.95 +9.34 +8.31 +26.51 +17.58 +12.48 +13.74 +8.48 +8.66
EFV
iShares MSCI EAFE Value
+5.23 +1.26 -0.52 +10.87 +7.59 +5.21 +5.57 +6.09 +5.22
IEI
iShares 3-7 Year Treasury Bond
-0.40 -0.91 -1.01 -2.54 +3.28 +2.48 +1.84 +3.90 +4.58
GSG
iShares S&P GSCI Commodity Indexed Trust
+7.21 +1.48 +6.34 +38.77 +6.86 +1.77 -6.35 +0.36 -0.64
(*) 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

Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92% , 10Y: 2.12% , 20Y: 2.31% , 25Y: 2.29%

In 2021, the 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

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

ALPHA ARCHITECT ROBUST PORTFOLIO
Last Update: 31 December 2021
Swipe left to see all data
Period Return
Dec 2021
update
Return
Inflation
Adjusted
Standard
Deviation(*)
Max
Drawdown
Months
Pos - Neg
1M
Dec 2021
+3.25%
+2.77%
0.00%
1 - 0
3M
+4.43%
+2.18%
-3.52%
Nov 2021 - Nov 2021
2 - 1
6M
+4.44%
+1.00%
-3.52%
Nov 2021 - Nov 2021
4 - 2
YTD
+15.71%
+8.01%
8.04%
-3.52%
Nov 2021 - Nov 2021
9 - 3
75% pos
1Y
+15.71%
+8.01%
8.04%
-3.52%
Nov 2021 - Nov 2021
9 - 3
75% pos
3Y
+15.68%
annualized
+11.73%
annualized
13.73%
-19.45%
Jan 2020 - Mar 2020
26 - 10
72% pos
5Y
+10.36%
annualized
+7.23%
annualized
12.03%
-19.45%
Jan 2020 - Mar 2020
45 - 15
75% pos
10Y
+9.08%
annualized
+6.81%
annualized
10.20%
-19.45%
Jan 2020 - Mar 2020
84 - 36
70% pos
20Y
+7.96%
annualized
+5.52%
annualized
11.76%
-45.15%
Nov 2007 - Feb 2009
161 - 79
67% pos
25Y
+7.91%
annualized
+5.50%
annualized
11.46%
-45.15%
Nov 2007 - Feb 2009
196 - 104
65% pos
MAX
01 Jan 1995
+8.85%
annualized
+6.36%
annualized
11.16%
-45.15%
Nov 2007 - Feb 2009
217 - 107
67% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

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

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
+9.88% -50.84% 100 0 0 Compare
Warren Buffett Portfolio
Warren Buffett
+9.38% -45.53% 90 10 0 Compare
Aggressive Global Income
+9.25% -52.62% 80 20 0 Compare
Stocks/Bonds 80/20
+9.17% -41.09% 80 20 0 Compare

See all portfolios

Our overall ratings, assigned to the Alpha Architect Robust Portfolio. The 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)
+7.91%
(+5.50%)
Average : 2 / 5
Good : 3.5 / 5
Standard Deviation
over 25 Years
11.46%
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

Capital Growth

Time Range:

An investment of 1000$, since January 1997, now would be worth 6714.01$, with a total return of 571.40% (7.91% annualized).

The Inflation Adjusted Capital now would be 3812.38$, with a net total return of 281.24% (5.50% annualized).

Drawdowns

Time Range:

Worst drawdowns since January 1997 - Chart and Data

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
-12.38% Apr 1998 Aug 1998 5 Jan 1999 5 10
-10.26% Jun 2015 Feb 2016 9 Dec 2016 10 19
-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% Nov 2021 Nov 2021 1 in progress 1 2
-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
-2.78% Oct 2005 Oct 2005 1 Dec 2005 2 3
-2.76% Aug 1997 Aug 1997 1 Sep 1997 1 2
-2.50% May 2013 Jun 2013 2 Jul 2013 1 3
-2.43% Sep 2021 Sep 2021 1 Oct 2021 1 2
-2.36% May 2006 May 2006 1 Aug 2006 3 4

Rolling Returns ( more details)

Alpha Architect Robust Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+9.38% +46.11%
Mar 2009 - Feb 2010
-40.87%
Mar 2008 - Feb 2009
18.85%
2 Years
+8.37% +33.95%
Mar 2009 - Feb 2011
-22.91%
Mar 2007 - Feb 2009
14.62%
3 Years
+7.93% +22.83%
Mar 2009 - Feb 2012
-12.22%
Mar 2006 - Feb 2009
9.69%
5 Years
+7.58% +18.90%
Mar 2009 - Feb 2014
-3.35%
Mar 2004 - Feb 2009
1.51%
7 Years
+7.35% +12.17%
Mar 2009 - Feb 2016
+1.74%
Mar 2002 - Feb 2009
0.00%
10 Years
+7.43% +12.18%
Jan 1995 - Dec 2004
+3.04%
Mar 1999 - Feb 2009
0.00%
15 Years
+7.13% +8.76%
May 1995 - Apr 2010
+4.69%
Apr 2005 - Mar 2020
0.00%
20 Years
+7.34% +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

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.

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 %
0.28
56%
0.50
63%
1.01
70%
2.07
81%
0.69
70%
0.49
70%
0.74
59%
0.18
63%
0.08
59%
0.47
63%
1.26
74%
1.39
74%
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 - Dec 2021

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

Monthly/Yearly Returns

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

MONTHLY RETURNS HISTOGRAM
217 Positive Months (67%) - 107 Negative Months (33%)
Jan 1995 - Dec 2021
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
2021
+15.71 +8.01 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 +8.15 -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 +11.88 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

* 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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