Andrew Tobias Portfolio: ETF allocation and returns

Last Update: 31 May 2020

The Andrew Tobias Portfolio is exposed for 66.67% on the Stock Market.

It's a High Risk portfolio and it can be replicated with 3 ETFs.

In the last 10 years, the portfolio obtained a 6.64% compound annual return, with a 9.20% standard deviation.

In 2019, the portfolio granted a 2.72% dividend yield. If you are interested in getting periodic income, please refer to the Andrew Tobias Portfolio: Dividend Yield page.

Asset Allocation and ETFs

The Andrew Tobias Portfolio has the following asset allocation:

        66.67% Stocks
      
        33.33% Fixed Income
      
        0% Commodities

The Andrew Tobias Portfolio can be replicated with the following ETFs:

Weight	Ticker	ETF Name	Investment Themes
33.34 %	VTI	Vanguard Total Stock Market	Equity, U.S., Large Cap
33.33 %	EFA	iShares MSCI EAFE	Equity, EAFE, Large Cap
33.33 %	SHY	iShares 1-3 Year Treasury Bond	Bond, U.S., Short Term

Portfolio and ETF Returns

The Andrew Tobias Portfolio guaranteed the following returns.

ANDREW TOBIAS PORTFOLIO RETURNS (%)

Last Update: 31 May 2020

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	1M	3M	6M	1Y	*3Y^()**	*5Y^()**	*10Y^()**
Andrew Tobias Portfolio	+3.35	+0.06	-3.64	+4.85	+4.24	+4.10	+6.64
*Components*
VTI - Vanguard Total Stock Market	+5.40	+2.65	-2.97	+11.28	+9.52	+9.14	+12.78
EFA - iShares MSCI EAFE	+5.43	-4.18	-11.55	-2.83	-0.42	+0.70	+5.24
SHY - iShares 1-3 Year Treasury Bond	-0.08	+1.44	+3.08	+4.44	+2.52	+1.72	+1.24

(*) 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

If you are interested in getting periodic income, please refer to the Andrew Tobias Portfolio: Dividend Yield page.

Historical Returns

Andrew Tobias Portfolio - Historical returns and stats.

ANDREW TOBIAS PORTFOLIO

Last Update: 31 May 2020

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Period	Returns May 2020	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+3.35%		0.00%	1 - 0
3M	+0.06%		-8.54% Mar 2020 - Mar 2020	2 - 1
6M	-3.64%		-13.71% Jan 2020 - Mar 2020	3 - 3
YTD	-5.60%		-13.71% Jan 2020 - Mar 2020	2 - 3
1Y	+4.85%	13.30%	-13.71% Jan 2020 - Mar 2020	7 - 5
3Y	+4.24% annualized	10.17%	-13.71% Jan 2020 - Mar 2020	25 - 11
5Y	+4.10% annualized	9.19%	-13.71% Jan 2020 - Mar 2020	40 - 20
10Y	+6.64% annualized	9.20%	-13.71% Jan 2020 - Mar 2020	76 - 44
MAX 01 Jan 2002	+5.63% annualized	9.89%	-36.42% Nov 2007 - Feb 2009	137 - 84

* Annualized St.Dev. of monthly returns

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

Portfolio	10Y Return ▾	#ETF	Stocks	Bonds
Simple Path to Wealth JL Collins	+10.68%	2	75	25	Compare
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Yale Endowment David Swensen	+8.78%	6	70	30	Compare
Talmud Portfolio Roger Gibson	+8.72%	3	66.67	33.33	Compare
Edge Select Moderately Aggressive Merrill Lynch	+8.50%	12	69	31	Compare

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Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since May 2010.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-13.71%	Jan 2020	Mar 2020	3	in progress	2	5
-13.69%	May 2011	Sep 2011	5	Dec 2012	15	20
-8.87%	Feb 2018	Dec 2018	11	Apr 2019	4	15
-8.81%	Jun 2015	Feb 2016	9	Dec 2016	10	19
-3.79%	May 2019	May 2019	1	Jun 2019	1	2
-2.72%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-2.72%	Aug 2010	Aug 2010	1	Sep 2010	1	2
-2.50%	Jun 2010	Jun 2010	1	Jul 2010	1	2
-2.09%	Jul 2014	Sep 2014	3	Feb 2015	5	8
-1.78%	Aug 2013	Aug 2013	1	Sep 2013	1	2
-1.64%	May 2013	Jun 2013	2	Jul 2013	1	3
-1.49%	Nov 2010	Nov 2010	1	Dec 2010	1	2
-1.33%	Jul 2019	Aug 2019	2	Sep 2019	1	3
-0.80%	Mar 2015	Mar 2015	1	Apr 2015	1	2
-0.71%	Mar 2011	Mar 2011	1	Apr 2011	1	2
-0.02%	Mar 2014	Mar 2014	1	Apr 2014	1	2

Worst drawdowns since December 2001.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-36.42%	Nov 2007	Feb 2009	16	Apr 2011	26	42
-13.73%	Apr 2002	Sep 2002	6	Aug 2003	11	17
-13.71%	Jan 2020	Mar 2020	3	in progress	2	5
-13.69%	May 2011	Sep 2011	5	Dec 2012	15	20
-8.87%	Feb 2018	Dec 2018	11	Apr 2019	4	15
-8.81%	Jun 2015	Feb 2016	9	Dec 2016	10	19
-3.79%	May 2019	May 2019	1	Jun 2019	1	2
-2.72%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-2.57%	Mar 2005	Apr 2005	2	Jul 2005	3	5
-2.56%	Jul 2004	Jul 2004	1	Oct 2004	3	4
-2.46%	Mar 2004	Apr 2004	2	Jun 2004	2	4
-2.38%	May 2006	May 2006	1	Aug 2006	3	4
-2.24%	Jun 2007	Jul 2007	2	Sep 2007	2	4
-2.09%	Jul 2014	Sep 2014	3	Feb 2015	5	8
-2.07%	Jan 2002	Jan 2002	1	Mar 2002	2	3
-1.91%	Oct 2005	Oct 2005	1	Nov 2005	1	2
-1.78%	Aug 2013	Aug 2013	1	Sep 2013	1	2
-1.64%	May 2013	Jun 2013	2	Jul 2013	1	3
-1.48%	Jan 2005	Jan 2005	1	Feb 2005	1	2
-1.33%	Jul 2019	Aug 2019	2	Sep 2019	1	3

Rolling Returns

Andrew Tobias Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+6.83%	+35.65% Mar 2009 - Feb 2010	-30.85% Mar 2008 - Feb 2009	22.38%
2 Years	+6.68%	+24.93% Mar 2009 - Feb 2011	-16.21% Mar 2007 - Feb 2009	13.64%
3 Years	+6.45%	+17.26% Apr 2003 - Mar 2006	-7.49% Mar 2006 - Feb 2009	13.98%
5 Years	+5.94%	+14.17% Mar 2009 - Feb 2014	-1.21% Mar 2004 - Feb 2009	1.85%
7 Years	+5.70%	+9.41% Mar 2009 - Feb 2016	+1.55% Mar 2002 - Feb 2009	0.00%
10 Years	+5.83%	+9.20% Mar 2009 - Feb 2019	+3.86% Dec 2006 - Nov 2016	0.00%
15 Years	+6.23%	+7.68% Feb 2003 - Jan 2018	+4.83% Apr 2005 - Mar 2020	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
2020	-5.60%	-0.8	-4.9	-8.5	5.9	3.4
2019	+18.69%	5.1	2.1	1.0	2.4	-3.8	4.6	-0.2	-1.2	1.6	2.0	1.7	2.1
2018	-5.85%	3.3	-3.0	-0.9	0.6	0.4	-0.3	2.0	0.6	0.3	-5.2	1.0	-4.6
2017	+15.52%	1.8	1.7	1.1	1.3	1.6	0.4	1.6	0.1	1.6	1.3	1.2	0.9
2016	+5.01%	-3.5	-1.1	4.5	1.0	0.5	-0.5	2.6	0.2	0.6	-1.5	0.8	1.6
2015	-0.07%	-0.5	3.9	-0.8	1.5	0.5	-1.6	1.3	-4.6	-2.3	4.7	-0.1	-1.5
2014	+2.26%	-2.7	3.6	0.0	0.6	1.3	1.2	-1.6	1.5	-2.0	1.0	0.9	-1.4
2013	+18.36%	3.1	0.0	1.8	2.2	-0.2	-1.4	3.9	-1.8	4.1	2.7	1.2	1.7
2012	+11.85%	3.5	3.0	1.2	-0.9	-5.9	3.7	0.4	2.0	1.8	-0.3	1.2	2.0
2011	-3.28%	1.4	2.4	-0.7	3.0	-1.0	-1.0	-1.5	-4.9	-6.0	6.7	-0.8	-0.3
2010	+9.28%	-2.6	1.3	4.1	-0.1	-6.2	-2.5	6.0	-2.7	6.3	2.7	-1.5	5.1
2009	+18.73%	-7.4	-6.8	5.3	7.1	6.1	-0.4	6.1	3.0	2.9	-1.8	3.6	1.0
2008	-23.80%	-4.1	-0.8	-0.1	3.0	0.9	-5.5	-1.1	-0.7	-6.2	-11.0	-3.4	2.9
2007	+7.55%	1.1	-0.4	1.5	2.7	2.0	-0.6	-1.7	0.6	3.3	2.2	-2.2	-1.2
2006	+15.13%	3.1	-0.2	2.1	2.1	-2.4	0.1	0.5	1.9	1.0	2.6	2.0	1.6
2005	+7.05%	-1.5	1.9	-1.5	-1.1	1.1	0.8	2.3	1.1	1.4	-1.9	2.4	1.9
2004	+10.80%	1.3	1.4	-0.2	-2.2	0.9	1.8	-2.6	0.7	1.2	1.9	3.5	2.9
2003	+24.42%	-2.4	-1.1	-0.4	6.2	4.2	1.3	1.2	2.0	1.0	4.3	1.4	4.9
2002	-9.29%	-2.1	0.0	2.8	-0.5	-0.1	-3.0	-5.2	0.2	-5.9	3.3	3.2	-2.0

* Note:
Portofolio Returns, up to December 2002, 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:

SHY - iShares 1-3 Year Treasury Bond: simulated historical serie, up to December 2002