Last Update: 31 December 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 6.97% compound annual return, with a 9.13% standard deviation.
In 2020, the portfolio granted a 1.64% 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:
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.
1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
---|---|---|---|---|---|---|---|
Andrew Tobias Portfolio | +3.30 | +10.02 | +15.00 | +10.55 | +7.30 | +8.43 | +6.97 |
Components | |||||||
VTI - Vanguard Total Stock Market | +4.68 | +14.75 | +25.36 | +21.03 | +14.45 | +15.44 | +13.77 |
EFA - iShares MSCI EAFE | +5.01 | +15.74 | +21.02 | +7.59 | +4.21 | +7.49 | +5.37 |
SHY - iShares 1-3 Year Treasury Bond | +0.04 | +0.02 | +0.09 | +3.03 | +2.62 | +1.79 | +1.17 |
- 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.
Period | Returns Dec 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
---|---|---|---|---|
1M
|
+3.30%
|
0.00%
|
1 - 0 | |
3M
|
+10.02%
|
-1.79%
Oct 2020 - Oct 2020
|
2 - 1 | |
6M
|
+15.00%
|
-3.65%
Sep 2020 - Oct 2020
|
4 - 2 | |
YTD
|
+10.55%
|
15.70%
|
-13.71%
Jan 2020 - Mar 2020
|
7 - 5 |
1Y
|
+10.55%
|
15.70%
|
-13.71%
Jan 2020 - Mar 2020
|
7 - 5 |
3Y
|
+7.30%
annualized
|
11.63%
|
-13.71%
Jan 2020 - Mar 2020
|
23 - 13 |
5Y
|
+8.43%
annualized
|
9.57%
|
-13.71%
Jan 2020 - Mar 2020
|
43 - 17 |
10Y
|
+6.97%
annualized
|
9.13%
|
-13.71%
Jan 2020 - Mar 2020
|
77 - 43 |
MAX
01 Jan 2002
|
+6.34%
annualized
|
10.00%
|
-36.42%
Nov 2007 - Feb 2009
|
142 - 86 |
* Annualized St.Dev. of monthly returns
Best High Risk Porftolios, ordered by 10Y annualized return.
Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
---|---|---|---|---|---|---|
Simple Path to Wealth JL Collins |
+11.38% | 75 | 25 | 0 | Compare | |
Stocks/Bonds 60/40 |
+9.90% | 60 | 40 | 0 | Compare | |
Yale Endowment David Swensen |
+9.07% | 70 | 30 | 0 | Compare | |
Edge Select Moderately Aggressive Merrill Lynch |
+9.02% | 69 | 31 | 0 | Compare | |
Talmud Portfolio Roger Gibson |
+8.95% | 66.67 | 33.33 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Andrew Tobias Portfolio: annualized rolling and average returns
Return (*) | Negative Periods |
|||
---|---|---|---|---|
Rolling Period | Average | Best | Worst | |
1 Year |
+6.82% |
+35.65% Mar 2009 - Feb 2010 |
-30.85% Mar 2008 - Feb 2009 |
21.66% |
2 Years |
+6.69% |
+24.93% Mar 2009 - Feb 2011 |
-16.21% Mar 2007 - Feb 2009 |
13.17% |
3 Years |
+6.42% |
+17.26% Apr 2003 - Mar 2006 |
-7.49% Mar 2006 - Feb 2009 |
13.47% |
5 Years |
+5.96% |
+14.17% Mar 2009 - Feb 2014 |
-1.21% Mar 2004 - Feb 2009 |
1.78% |
7 Years |
+5.71% |
+9.41% Mar 2009 - Feb 2016 |
+1.55% Mar 2002 - Feb 2009 |
0.00% |
10 Years |
+5.90% |
+9.20% Mar 2009 - Feb 2019 |
+3.86% Dec 2006 - Nov 2016 |
0.00% |
15 Years |
+6.15% |
+7.68% Feb 2003 - Jan 2018 |
+4.83% Apr 2005 - 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 Andrew Tobias Portfolio: Rolling Returns page.
Seasonality and Yearly/Monthly Returns
Andrew Tobias Portfolio Seasonality
Months | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average | -0.2 | 0.2 | 0.6 | 1.8 | 0.2 | -0.1 | 0.9 | 0.1 | 0.1 | 0.6 | 1.3 | 1.1 |
Best |
5.1 2019 |
3.9 2015 |
5.3 2009 |
7.1 2009 |
6.1 2009 |
4.6 2019 |
6.1 2009 |
3.9 2020 |
6.3 2010 |
6.7 2011 |
8.5 2020 |
5.1 2010 |
Worst |
-7.4 2009 |
-6.8 2009 |
-8.5 2020 |
-2.2 2004 |
-6.2 2010 |
-5.5 2008 |
-5.2 2002 |
-4.9 2011 |
-6.2 2008 |
-11.0 2008 |
-3.4 2008 |
-4.6 2018 |
Gain Frequency |
47 | 58 | 53 | 74 | 63 | 47 | 63 | 68 | 68 | 63 | 74 | 68 |
Detail of Monthly Returns
Months | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2020 |
+10.55% | -0.8 | -4.9 | -8.5 | 5.9 | 3.4 | 1.8 | 2.6 | 3.9 | -1.9 | -1.8 | 8.5 | 3.3 |
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