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.

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 % 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

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

Historical Returns

Alpha Architect Robust Portfolio - Historical returns and stats:

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Range Returns
Aug 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-0.68%
-0.68%
Aug 2019 - Aug 2019
0 - 1
YTD
+13.08%
-3.33%
May 2019 - May 2019
6 - 2
1Y
+0.09%
12.65%
-11.72%
Oct 2018 - Dec 2018
8 - 4
3Y
+8.60%
annualized
8.44%
-11.72%
Oct 2018 - Dec 2018
29 - 7
5Y
+5.90%
annualized
8.25%
-11.72%
Oct 2018 - Dec 2018
41 - 19
MAX
Dec 2013
+6.40%
annualized
8.11%
-11.72%
Oct 2018 - Dec 2018
46 - 22

* Annualized St.Dev. of monthly returns

Best Very High Risk Porftolios, ordered by 5Y annualized return.

Portfolio 5Y Return ▾ #ETF Stocks Bonds Comm.
US Stocks
+9.58% 1 100 0 0
Warren Buffett
+9.11% 2 90 10 0
Edge Select Aggressive
Merrill Lynch
+6.49% 12 84 16 0
Core Four
Rick Ferri
+6.45% 4 80 20 0
Three Funds
Bogleheads
+6.05% 3 80 20 0

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns

Alpha Architect Robust Portfolio: annualized rolling and average returns

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Return (*)
Rolling Period Average Best Worst
1 Year
+6.33% +20.89%
Feb 2017 - Jan 2018
-7.09%
Mar 2015 - Feb 2016
2 Years
+7.30% +17.04%
Feb 2016 - Jan 2018
-1.38%
Mar 2014 - Feb 2016
3 Years
+7.63% +11.91%
Oct 2015 - Sep 2018
+4.15%
Jan 2014 - Dec 2016
5 Years
+5.96% +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

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2019
+13.08% 6.6 2.2 1.2 1.9 -3.3 4.4 0.4 -0.7
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