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 8.62% compound annual return, with a 9.93% standard deviation (Last Update: October 2019).

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 % IJS iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
7.50 % DLS WisdomTree International SmallCp Div Equity, Developed Markets, 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

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
Oct 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+1.16%
0.00%
1 - 0
YTD
+17.41%
-3.60%
May 2019 - May 2019
8 - 2
1Y
+9.86%
11.56%
-6.48%
Dec 2018 - Dec 2018
9 - 3
3Y
+8.80%
annualized
8.79%
-12.88%
Sep 2018 - Dec 2018
29 - 7
5Y
+5.07%
annualized
8.50%
-12.88%
Sep 2018 - Dec 2018
41 - 19
10Y
+8.62%
annualized
9.93%
-14.59%
May 2011 - Sep 2011
80 - 40
MAX
Dec 2007
+4.99%
annualized
12.69%
-44.65%
Jun 2008 - Feb 2009
92 - 50

* Annualized St.Dev. of monthly returns

Best Very High Risk Porftolios, ordered by 10Y annualized return.

Portfolio 10Y Return ▾ #ETF Stocks Bonds Comm.
US Stocks
+13.64% 1 100 0 0
Warren Buffett
+12.48% 2 90 10 0
Second Grader's Starter
Paul Farrell
+10.24% 3 90 10 0
Ultimate Buy and Hold Strategy
Paul Merriman
+10.18% 10 100 0 0
Core Four
Rick Ferri
+9.81% 4 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 (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+6.85% +46.11%
Mar 2009 - Feb 2010
-40.87%
Mar 2008 - Feb 2009
19.85%
2 Years
+8.03% +33.95%
Mar 2009 - Feb 2011
-9.66%
Jun 2008 - May 2010
12.61%
3 Years
+8.00% +22.83%
Mar 2009 - Feb 2012
-0.79%
Jan 2008 - Dec 2010
0.93%
5 Years
+7.89% +18.90%
Mar 2009 - Feb 2014
+2.18%
Jan 2008 - Dec 2012
0.00%
7 Years
+7.82% +12.17%
Mar 2009 - Feb 2016
+4.66%
Jan 2008 - Dec 2014
0.00%
10 Years
+7.74% +11.30%
Mar 2009 - Feb 2019
+4.97%
Jun 2008 - May 2018
0.00%

* 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
+17.41% 7.1 2.7 1.5 2.4 -3.6 4.4 0.6 -0.5 0.8 1.2
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
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