Data Source: from January 1970 to October 2022 (~53 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.03%
1 Day
Nov 29 2022, 04:00PM Eastern Time
4.54%
Current Month
November 2022
The Andrew Tobias Portfolio is a High Risk portfolio and can be implemented with 3 ETFs.
It's exposed for 66.67% on the Stock Market.
In the last 30 Years, the Andrew Tobias Portfolio obtained a 6.48% compound annual return, with a 9.81% standard deviation.
Asset Allocation and ETFs
The Andrew Tobias Portfolio has the following asset allocation:
The Andrew Tobias Portfolio can be implemented 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 |
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 as of Oct 31, 2022
The Andrew Tobias Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
ANDREW TOBIAS PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Oct 31, 2022 |
||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Nov 2022 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~53Y) |
|
| Andrew Tobias Portfolio | 0.03 | 4.54 | 4.22 | -6.10 | -14.88 | 3.65 | 5.90 | 6.48 | 8.46 | |
| US Inflation Adjusted return | 3.80 | -8.91 | -21.00 | -0.19 | 3.25 | 3.87 | 4.30 | |||
| Components | ||||||||||
|
VTI Vanguard Total Stock Market |
-0.15 |
03:59PM Nov 29 2022 |
2.04 | 8.11 | -5.43 | -16.87 | 9.80 | 12.41 | 9.79 | 10.34 |
|
EFA iShares MSCI EAFE |
0.27 |
03:59PM Nov 29 2022 |
11.18 | 5.89 | -11.64 | -23.17 | -0.16 | 4.08 | 5.00 | 6.17 |
|
SHY iShares 1-3 Year Treasury Bond |
-0.04 |
04:00PM Nov 29 2022 |
0.40 | -0.13 | -1.72 | -4.91 | 0.41 | 0.45 | 3.11 | 5.33 |
Returns over 1 year are annualized | Available data source: since Jan 1970
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2022. Current inflation (annualized) is 1Y: 7.75% , 5Y: 3.85% , 10Y: 2.57% , 30Y: 2.51%
Live update: World Markets and Indexes
Portfolio Metrics as of Oct 31, 2022
Metrics of Andrew Tobias Portfolio, updated as of 31 October 2022.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
ANDREW TOBIAS PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1970 - 31 October 2022 (~53 years)
Swipe left to see all data
| Metrics as of Oct 31, 2022 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~53Y) |
|
| Portfolio Return (%) |
4.22 | -5.63 | -6.10 | -14.88 | 2.87 | 3.65 | 5.90 | 6.31 | 6.48 | 8.46 |
| US Inflation (%) | 0.41 | 0.59 | 3.08 | 7.75 | 5.01 | 3.85 | 2.57 | 2.52 | 2.51 | 3.99 |
| Infl. Adjusted Return (%) |
3.80 | -6.18 | -8.91 | -21.00 | -2.04 | -0.19 | 3.25 | 3.70 | 3.87 | 4.30 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 12.71 | 12.66 | 11.27 | 9.27 | 10.06 | 9.81 | 10.40 | |||
| Sharpe Ratio | -1.23 | 0.19 | 0.24 | 0.58 | 0.52 | 0.44 | 0.43 | |||
| Sortino Ratio | -1.84 | 0.26 | 0.31 | 0.76 | 0.68 | 0.57 | 0.58 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -18.85 | -18.85 | -18.85 | -18.85 | -36.42 | -36.42 | -36.42 | |||
| Start (yyyy mm) | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Start to Bottom (# months) | 9 | 9 | 9 | 9 | 16 | 16 | 16 | |||
| Start to Recovery (# months) in progress |
> 10
|
> 10
|
> 10
|
> 10
|
42
|
42
|
42
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 45.65 | 33.38 | 27.34 | 18.23 | 13.96 | 12.27 | ||||
| Worst Return (%) | -30.85 | -9.38 | -1.21 | 1.44 | 3.88 | 6.27 | ||||
| % Positive Periods | 81% | 91% | 99% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 1 | 1 | 3 | 5 | 22 | 38 | 79 | 151 | 230 | 403 |
| Negative | 0 | 2 | 3 | 7 | 14 | 22 | 41 | 89 | 130 | 231 |
| % Positive | 100% | 33% | 50% | 42% | 61% | 63% | 66% | 63% | 64% | 64% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 37.19 | 21.79 | 13.21 | 8.01 | 6.59 | 4.86 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 3.15 | 3.57 | 3.73 | 4.12 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 October 2022
Swipe left to see all data
|
|
|
|
||
|---|---|---|---|---|
| Asset | VTI | EFA | SHY | |
| VTI |
1.00
|
0.94
|
0.47
|
|
| EFA |
0.94
|
1.00
|
0.55
|
|
| SHY |
0.47
|
0.55
|
1.00
|
|
|
|
|
||
|---|---|---|---|---|
| Asset | VTI | EFA | SHY | |
| VTI |
1.00
|
0.92
|
-0.03
|
|
| EFA |
0.92
|
1.00
|
-0.01
|
|
| SHY |
-0.03
|
-0.01
|
1.00
|
|
|
|
|
||
|---|---|---|---|---|
| Asset | VTI | EFA | SHY | |
| VTI |
1.00
|
0.87
|
-0.07
|
|
| EFA |
0.87
|
1.00
|
-0.02
|
|
| SHY |
-0.07
|
-0.02
|
1.00
|
|
|
|
|
||
|---|---|---|---|---|
| Asset | VTI | EFA | SHY | |
| VTI |
1.00
|
0.82
|
-0.16
|
|
| EFA |
0.82
|
1.00
|
-0.15
|
|
| SHY |
-0.16
|
-0.15
|
1.00
|
|
|
|
|
||
|---|---|---|---|---|
| Asset | VTI | EFA | SHY | |
| VTI |
1.00
|
0.78
|
0.10
|
|
| EFA |
0.78
|
1.00
|
0.10
|
|
| SHY |
0.10
|
0.10
|
1.00
|
Portfolio Dividends
In 2021, the Andrew Tobias Portfolio granted a 1.80% dividend yield. If you are interested in getting periodic income, please refer to the Andrew Tobias Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Oct 31, 2022
An investment of 1000$, since November 1992,
now would be worth 6569.18$, with a total return of 556.92% (6.48% annualized).
The Inflation Adjusted Capital now would be 3125.75$, with a net total return of 212.57% (3.87% annualized).
The Inflation Adjusted Capital now would be 3125.75$, with a net total return of 212.57% (3.87% annualized).
An investment of 1000$, since January 1970,
now would be worth 73148.82$, with a total return of 7214.88% (8.46% annualized).
The Inflation Adjusted Capital now would be 9253.69$, with a net total return of 825.37% (4.30% annualized).
The Inflation Adjusted Capital now would be 9253.69$, with a net total return of 825.37% (4.30% annualized).
Drawdowns
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -36.42% | Nov 2007 | Feb 2009 | 16 | Apr 2011 | 26 | 42 |
| -25.91% | Apr 2000 | Sep 2002 | 30 | Oct 2004 | 25 | 55 |
| -18.85% | Jan 2022 | Sep 2022 | 9 | in progress | 1 | 10 |
| -13.71% | Jan 2020 | Mar 2020 | 3 | Aug 2020 | 5 | 8 |
| -13.69% | May 2011 | Sep 2011 | 5 | Dec 2012 | 15 | 20 |
| -9.73% | Jul 1998 | Aug 1998 | 2 | Nov 1998 | 3 | 5 |
| -8.88% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 |
| -8.81% | Jun 2015 | Feb 2016 | 9 | Dec 2016 | 10 | 19 |
| -4.17% | Sep 1993 | Nov 1993 | 3 | Jan 1994 | 2 | 5 |
| -3.79% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
| -3.65% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
| -3.64% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
| -3.64% | Feb 1994 | Mar 1994 | 2 | Aug 1994 | 5 | 7 |
| -3.49% | Sep 1994 | Nov 1994 | 3 | Mar 1995 | 4 | 7 |
| -3.41% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
| -3.18% | Oct 1997 | Oct 1997 | 1 | Jan 1998 | 3 | 4 |
| -2.86% | Jul 1996 | Jul 1996 | 1 | Sep 1996 | 2 | 3 |
| -2.75% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
| -2.72% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
| -2.58% | Mar 2005 | Apr 2005 | 2 | Jul 2005 | 3 | 5 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -36.42% | Nov 2007 | Feb 2009 | 16 | Apr 2011 | 26 | 42 |
| -29.06% | Jan 1973 | Sep 1974 | 21 | Jun 1975 | 9 | 30 |
| -25.91% | Apr 2000 | Sep 2002 | 30 | Oct 2004 | 25 | 55 |
| -18.85% | Jan 2022 | Sep 2022 | 9 | in progress | 1 | 10 |
| -14.84% | Mar 1970 | Jun 1970 | 4 | Dec 1970 | 6 | 10 |
| -14.68% | Sep 1987 | Nov 1987 | 3 | Nov 1988 | 12 | 15 |
| -13.71% | Jan 2020 | Mar 2020 | 3 | Aug 2020 | 5 | 8 |
| -13.69% | May 2011 | Sep 2011 | 5 | Dec 2012 | 15 | 20 |
| -12.76% | Jan 1990 | Sep 1990 | 9 | Feb 1991 | 5 | 14 |
| -10.17% | Dec 1981 | Jul 1982 | 8 | Oct 1982 | 3 | 11 |
| -9.73% | Jul 1998 | Aug 1998 | 2 | Nov 1998 | 3 | 5 |
| -9.00% | Jul 1975 | Sep 1975 | 3 | Jan 1976 | 4 | 7 |
| -8.88% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 |
| -8.81% | Jun 2015 | Feb 2016 | 9 | Dec 2016 | 10 | 19 |
| -8.62% | Feb 1980 | Mar 1980 | 2 | May 1980 | 2 | 4 |
| -7.29% | Apr 1981 | Sep 1981 | 6 | Nov 1981 | 2 | 8 |
| -6.12% | Sep 1979 | Oct 1979 | 2 | Jan 1980 | 3 | 5 |
| -6.05% | Oct 1978 | Oct 1978 | 1 | Jan 1979 | 3 | 4 |
| -5.16% | Dec 1983 | May 1984 | 6 | Aug 1984 | 3 | 9 |
| -5.07% | May 1971 | Jul 1971 | 3 | Sep 1971 | 2 | 5 |
Rolling Returns ( more details)
Andrew Tobias Portfolio: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
9.56 |
45.65 Sep 1985 - Aug 1986 |
-30.85 Mar 2008 - Feb 2009 |
18.62% |
| 2 Years |
9.25 |
37.12 May 1985 - Apr 1987 |
-16.21 Mar 2007 - Feb 2009 |
10.80% |
| 3 Years |
9.02 |
33.38 Aug 1984 - Jul 1987 |
-9.38 Apr 2000 - Mar 2003 |
8.85% |
| 5 Years |
9.05 |
27.34 Aug 1982 - Jul 1987 |
-1.21 Mar 2004 - Feb 2009 |
0.70% |
| 7 Years |
9.11 |
22.09 Aug 1982 - Jul 1989 |
1.55 Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
9.25 |
18.23 Sep 1977 - Aug 1987 |
1.44 Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
9.32 |
16.53 Oct 1974 - Sep 1989 |
3.77 Oct 2007 - Sep 2022 |
0.00% |
| 20 Years |
9.19 |
13.96 Apr 1980 - Mar 2000 |
3.88 Apr 2000 - Mar 2020 |
0.00% |
| 30 Years |
9.15 |
12.27 Jul 1970 - Jun 2000 |
6.27 Oct 1992 - Sep 2022 |
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
In which months is it better to invest in Andrew Tobias Portfolio?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
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 Gain Frequency |
0.77
40% |
-1.22
40% |
-1.12
60% |
1.24
80% |
0.41
80% |
0.19
60% |
2.00
80% |
0.28
60% |
-1.78
40% |
0.51
60% |
2.06
80% |
0.88
80% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.77
|
99.55
|
98.43
|
99.65
|
100.06
|
100.25
|
102.26
|
102.54
|
100.71
|
101.23
|
103.32
|
104.23
|
| Best |
5.1 2019 |
2.1 2019 |
2.1 2021 |
5.9 2020 |
3.3 2020 |
4.6 2019 |
4.7 2022 |
3.9 2020 |
1.6 2019 |
4.2 2022 |
8.5 2020 |
3.3 2020 |
| Worst |
-3.5 2022 |
-4.9 2020 |
-8.5 2020 |
-5.4 2022 |
-3.8 2019 |
-5.7 2022 |
-0.2 2019 |
-3.4 2022 |
-6.2 2022 |
-5.2 2018 |
-2.1 2021 |
-4.6 2018 |
Monthly Seasonality over the period Nov 2017 - Oct 2022
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.19
40% |
0.21
60% |
0.10
60% |
1.27
90% |
0.58
80% |
-0.10
50% |
1.78
80% |
-0.32
60% |
-0.71
50% |
1.07
70% |
1.44
80% |
0.68
70% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.19
|
100.40
|
100.50
|
101.78
|
102.37
|
102.26
|
104.08
|
103.74
|
103.01
|
104.11
|
105.61
|
106.33
|
| Best |
5.1 2019 |
3.9 2015 |
4.5 2016 |
5.9 2020 |
3.3 2020 |
4.6 2019 |
4.7 2022 |
3.9 2020 |
4.1 2013 |
4.7 2015 |
8.5 2020 |
3.3 2020 |
| Worst |
-3.5 2016 |
-4.9 2020 |
-8.5 2020 |
-5.4 2022 |
-3.8 2019 |
-5.7 2022 |
-1.6 2014 |
-4.6 2015 |
-6.2 2022 |
-5.2 2018 |
-2.1 2021 |
-4.6 2018 |
Monthly Seasonality over the period Nov 2012 - Oct 2022
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.70
55% |
0.52
58% |
0.83
62% |
1.32
75% |
0.42
62% |
0.35
55% |
0.78
62% |
0.36
62% |
-0.16
58% |
0.75
60% |
1.32
73% |
1.52
79% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.70
|
101.23
|
102.07
|
103.42
|
103.85
|
104.22
|
105.02
|
105.40
|
105.24
|
106.03
|
107.43
|
109.06
|
| Best |
8.7 1975 |
6.3 1986 |
7.0 1986 |
7.1 2009 |
7.0 1990 |
4.6 2019 |
7.0 1989 |
8.5 1982 |
6.3 2010 |
10.8 1974 |
8.5 2020 |
6.2 1971 |
| Worst |
-7.4 2009 |
-6.8 2009 |
-8.5 2020 |
-8.0 1970 |
-6.2 2010 |
-5.7 2022 |
-5.2 2002 |
-9.2 1998 |
-6.2 2022 |
-11.9 1987 |
-7.0 1973 |
-4.6 2018 |
Monthly Seasonality over the period Jan 1970 - Oct 2022
Monthly/Yearly Returns
Andrew Tobias Portfolio data source starts from January 1970: let's focus on monthly and yearly returns.
We are providing two different views:
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1970 - Oct 2022
403 Positive Months (64%) - 231 Negative Months (36%)
MONTHLY RETURNS TABLE
Jan 1970 - Oct 2022
(Scroll down to see all data)
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Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2022 |
-15.43 | -20.88 | -3.5 | -2.1 | 0.7 | -5.4 | 0.8 | -5.7 | 4.7 | -3.4 | -6.2 | 4.2 | ||
| 2021 |
+12.14 | +4.77 | -0.4 | 1.8 | 2.1 | 2.7 | 1.3 | 0.4 | 0.9 | 1.5 | -2.7 | 3.3 | -2.1 | 2.8 |
| 2020 |
+10.55 | +9.07 | -0.8 | -4.9 | -8.5 | 5.9 | 3.3 | 1.8 | 2.6 | 3.9 | -1.9 | -1.8 | 8.5 | 3.3 |
| 2019 |
+18.69 | +16.04 | 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 | -7.62 | 3.3 | -2.9 | -0.9 | 0.6 | 0.4 | -0.3 | 2.0 | 0.6 | 0.3 | -5.2 | 1.0 | -4.6 |
| 2017 |
+15.52 | +13.14 | 1.8 | 1.6 | 1.1 | 1.3 | 1.6 | 0.4 | 1.6 | 0.1 | 1.6 | 1.3 | 1.2 | 0.9 |
| 2016 |
+5.01 | +2.87 | -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 | -0.79 | -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 | +1.50 | -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 | +16.61 | 3.1 | 0.0 | 1.8 | 2.2 | -0.2 | -1.4 | 3.8 | -1.8 | 4.1 | 2.7 | 1.2 | 1.7 |
| 2012 |
+11.85 | +9.94 | 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 | -6.06 | 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 | +7.67 | -2.6 | 1.3 | 4.1 | -0.1 | -6.2 | -2.5 | 5.9 | -2.7 | 6.3 | 2.7 | -1.5 | 5.0 |
| 2009 |
+18.73 | +15.59 | -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 | -23.87 | -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 | +3.34 | 1.1 | -0.3 | 1.5 | 2.7 | 2.0 | -0.6 | -1.7 | 0.6 | 3.3 | 2.2 | -2.2 | -1.2 |
| 2006 |
+15.13 | +12.28 | 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 | +3.52 | -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 | +7.31 | 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 | +22.12 | -2.4 | -1.1 | -0.4 | 6.2 | 4.2 | 1.3 | 1.2 | 1.9 | 1.0 | 4.3 | 1.4 | 4.9 |
| 2002 |
-9.29 | -11.40 | -2.1 | 0.0 | 2.7 | -0.5 | -0.1 | -3.0 | -5.2 | 0.2 | -5.9 | 3.3 | 3.2 | -2.0 |
| 2001 |
-8.37 | -9.77 | 1.7 | -5.4 | -4.0 | 5.0 | -0.8 | -1.7 | -0.6 | -2.4 | -5.3 | 2.0 | 2.9 | 0.7 |
| 2000 |
-5.34 | -8.44 | -3.6 | 2.0 | 3.4 | -3.5 | -1.8 | 3.2 | -1.8 | 3.0 | -2.8 | -1.2 | -4.0 | 2.1 |
| 1999 |
+21.21 | +18.04 | 1.7 | -2.3 | 3.1 | 3.5 | -2.2 | 3.5 | 0.1 | 0.3 | 0.0 | 3.5 | 3.1 | 5.5 |
| 1998 |
+15.71 | +13.88 | 1.9 | 4.5 | 2.9 | 0.8 | -0.7 | 1.3 | -0.6 | -9.2 | 2.0 | 5.6 | 3.6 | 3.3 |
| 1997 |
+12.04 | +10.17 | 0.7 | 0.5 | -1.8 | 2.1 | 5.2 | 3.3 | 3.4 | -3.4 | 3.7 | -3.2 | 0.6 | 0.8 |
| 1996 |
+10.01 | +6.47 | 1.3 | 0.4 | 1.0 | 2.1 | 0.5 | 0.1 | -2.9 | 1.1 | 2.9 | 0.5 | 3.7 | -1.1 |
| 1995 |
+17.29 | +14.39 | -0.1 | 0.3 | 3.1 | 2.3 | 1.3 | 0.7 | 3.3 | -0.4 | 2.0 | -0.9 | 2.7 | 1.9 |
| 1994 |
+3.04 | +0.35 | 4.6 | -0.9 | -2.8 | 1.3 | 0.3 | -0.1 | 1.4 | 2.1 | -1.7 | 1.6 | -3.3 | 0.8 |
| 1993 |
+15.62 | +12.53 | 0.8 | 1.7 | 4.3 | 2.9 | 2.1 | -0.7 | 1.5 | 3.4 | -1.1 | 1.1 | -4.1 | 3.0 |
| 1992 |
+0.36 | -2.47 | -1.0 | -0.7 | -3.2 | 0.6 | 2.7 | -1.7 | 0.8 | 1.7 | -0.1 | -1.6 | 1.7 | 1.2 |
| 1991 |
+17.79 | +14.29 | 2.5 | 6.2 | -0.5 | 1.0 | 1.5 | -3.7 | 3.3 | 0.4 | 1.9 | 1.6 | -2.8 | 5.6 |
| 1990 |
-6.98 | -12.33 | -3.6 | -1.5 | -2.3 | -1.7 | 7.0 | 0.1 | 0.8 | -6.1 | -5.5 | 4.5 | 0.1 | 1.9 |
| 1989 |
+17.49 | +12.27 | 3.2 | -0.4 | 0.1 | 2.7 | 0.3 | -0.1 | 7.0 | -0.7 | 1.8 | -1.6 | 2.3 | 2.0 |
| 1988 |
+16.22 | +11.30 | 3.2 | 4.2 | 1.6 | 1.0 | -1.0 | 0.9 | 0.4 | -3.0 | 2.6 | 3.0 | 1.7 | 0.5 |
| 1987 |
+12.63 | +7.84 | 8.4 | 2.6 | 4.7 | 3.0 | 0.4 | 0.5 | 1.5 | 4.4 | -1.3 | -11.9 | -1.9 | 3.0 |
| 1986 |
+29.43 | +28.03 | 1.3 | 6.3 | 7.0 | 2.6 | 0.2 | 3.7 | 0.7 | 5.4 | -3.3 | -1.3 | 2.8 | 1.2 |
| 1985 |
+33.71 | +28.82 | 6.6 | 1.6 | 0.9 | 1.0 | 5.3 | 2.0 | 0.5 | 0.4 | -1.5 | 3.7 | 5.3 | 3.9 |
| 1984 |
+7.84 | +3.74 | -0.2 | -2.3 | 0.9 | 0.5 | -3.8 | 1.8 | -0.4 | 7.6 | 0.7 | 1.0 | 0.0 | 2.2 |
| 1983 |
+18.09 | +13.78 | 2.8 | 2.3 | 2.3 | 5.7 | 0.1 | 2.8 | -2.4 | 1.0 | 1.7 | -1.2 | 2.1 | -0.3 |
| 1982 |
+13.56 | +9.37 | -2.0 | -3.8 | -0.8 | 2.9 | -1.9 | -2.2 | -0.6 | 8.5 | 1.1 | 8.4 | 2.9 | 1.2 |
| 1981 |
+2.58 | -5.82 | -2.5 | 1.2 | 3.8 | -1.6 | 1.4 | -0.3 | -0.3 | -3.6 | -3.1 | 5.4 | 4.8 | -2.1 |
| 1980 |
+21.48 | +7.97 | 3.9 | -1.4 | -7.4 | 5.6 | 4.8 | 2.4 | 4.1 | 0.3 | 1.6 | 1.0 | 7.3 | -1.8 |
| 1979 |
+12.34 | -0.84 | 3.1 | -2.1 | 4.1 | 0.2 | -0.9 | 3.2 | 0.6 | 4.0 | -0.1 | -6.0 | 4.5 | 1.7 |
| 1978 |
+14.77 | +5.28 | -3.1 | 0.0 | 2.8 | 6.2 | 2.0 | -0.2 | 4.6 | 3.3 | 0.3 | -6.0 | 2.8 | 1.7 |
| 1977 |
+5.85 | -0.80 | -2.5 | 0.0 | 0.2 | 1.0 | 0.1 | 4.0 | -0.3 | 0.0 | 0.8 | -1.8 | 3.4 | 1.2 |
| 1976 |
+12.36 | +7.15 | 7.6 | -0.5 | 1.6 | -1.3 | -1.9 | 3.1 | -1.0 | -0.1 | 1.5 | -1.8 | 0.7 | 4.2 |
| 1975 |
+27.33 | +19.07 | 8.7 | 4.7 | 1.1 | 3.2 | 4.8 | 4.1 | -4.9 | -1.4 | -2.9 | 5.7 | 2.1 | 0.1 |
| 1974 |
-14.69 | -24.06 | -0.1 | 0.3 | -2.1 | -3.0 | -1.4 | -1.2 | -5.0 | -5.5 | -5.8 | 10.8 | -1.5 | -0.3 |
| 1973 |
-9.53 | -16.78 | -1.6 | -2.7 | -0.3 | -2.8 | -1.5 | -0.3 | 2.3 | -1.2 | 4.3 | 0.7 | -7.0 | 0.5 |
| 1972 |
+19.26 | +15.33 | 1.8 | 2.9 | 1.0 | 1.0 | 2.1 | -0.9 | 0.6 | 2.4 | 0.0 | 1.6 | 4.2 | 1.1 |
| 1971 |
+18.25 | +14.51 | 4.5 | 1.2 | 4.7 | 1.8 | -2.8 | 0.0 | -2.4 | 4.5 | 0.9 | -1.7 | 0.4 | 6.2 |
| 1970 |
+2.21 | -3.19 | -4.9 | 5.5 | -0.5 | -8.0 | -4.5 | -2.6 | 5.3 | 2.4 | 2.7 | -1.1 | 5.5 | 3.6 |
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:
- VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
- EFA - iShares MSCI EAFE: simulated historical serie, up to December 2001
- SHY - iShares 1-3 Year Treasury Bond: simulated historical serie, up to December 2002
Portfolio efficiency
Compared to the Andrew Tobias Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Stocks/Bonds 60/40 Momentum |
+9.67 | 9.35 | -32.52 | 60 | 40 | 0 | ||
|
Couch Potato Scott Burns |
+8.06 | 8.58 | -27.04 | 50 | 50 | 0 | ||
|
Stocks/Bonds 40/60 Momentum |
+8.04 | 6.77 | -21.11 | 40 | 60 | 0 | ||
|
Stocks/Bonds 60/40 |
+8.00 | 9.35 | -30.55 | 60 | 40 | 0 | ||
|
Coffeehouse Bill Schultheis |
+7.78 | 9.41 | -33.93 | 60 | 40 | 0 | ||
|
Golden Butterfly |
+7.70 | 7.36 | -17.79 | 40 | 40 | 20 | ||
|
Sheltered Sam 60/40 Bill Bernstein |
+7.60 | 9.07 | -34.12 | 58.2 | 40 | 1.8 | ||
|
Robo Advisor 50 Betterment |
+7.53 | 9.11 | -30.72 | 49.9 | 50.1 | 0 | ||
|
Tilt Toward Value Time Inc |
+7.53 | 9.16 | -34.63 | 60 | 40 | 0 | ||
|
Dimensional 2030 Retirement Income DFA |
+7.46 | 9.06 | -31.78 | 55.9 | 44.1 | 0 | ||
|
Marc Faber Portfolio Marc Faber |
+7.35 | 9.37 | -28.82 | 50 | 25 | 25 | ||
|
Simple Money Portfolio Tim Maurer |
+7.32 | 8.89 | -32.39 | 60 | 40 | 0 | ||
|
All Weather Portfolio Ray Dalio |
+7.29 | 7.01 | -20.19 | 30 | 55 | 15 | ||
|
Sandwich Portfolio Bob Clyatt |
+7.29 | 8.11 | -28.96 | 55 | 45 | 0 | ||
|
Edge Select Moderate Merrill Lynch |
+7.28 | 8.69 | -29.58 | 53 | 47 | 0 | ||
|
Simple and Cheap Time Inc |
+7.26 | 9.15 | -34.84 | 60 | 40 | 0 | ||
|
Coward's Portfolio Bill Bernstein |
+7.24 | 8.94 | -32.68 | 60 | 40 | 0 | ||
|
Ultimate Buy&Hold FundAdvice |
+7.24 | 9.09 | -34.23 | 60 | 40 | 0 | ||
|
Big Rocks Portfolio Larry Swedroe |
+7.17 | 8.97 | -33.80 | 60 | 40 | 0 | ||
|
Global Market Portfolio Credit Suisse |
+7.14 | 7.93 | -25.90 | 45 | 55 | 0 | ||
|
LifeStrategy Moderate Growth Vanguard |
+7.10 | 9.29 | -33.52 | 60 | 40 | 0 | ||
|
Sheltered Sam 50/50 Bill Bernstein |
+7.08 | 7.68 | -28.23 | 48.5 | 50 | 1.5 | ||
|
One-Decision Portfolio Marvin Appel |
+7.07 | 8.15 | -31.96 | 50 | 50 | 0 | ||
|
Dynamic 40/60 Income |
+7.03 | 7.91 | -29.84 | 40 | 60 | 0 | ||
|
GAA Global Asset Allocation Mebane Faber |
+7.01 | 7.74 | -24.91 | 40.5 | 49.5 | 10 | ||
|
Four Square Scott Burns |
+6.92 | 8.29 | -29.95 | 50 | 50 | 0 | ||
|
Stocks/Bonds 40/60 |
+6.90 | 6.70 | -19.17 | 40 | 60 | 0 | ||
|
Simplified Permanent Portfolio |
+6.80 | 6.61 | -16.43 | 25 | 50 | 25 | ||
|
Rob Arnott Portfolio Rob Arnott |
+6.75 | 6.96 | -24.27 | 30 | 60 | 10 | ||
|
High Yield Bonds Income |
+6.71 | 8.58 | -23.97 | 0 | 100 | 0 | ||
|
Edge Select Moderately Conservative Merrill Lynch |
+6.61 | 6.58 | -20.48 | 37 | 63 | 0 | ||
|
Desert Portfolio Gyroscopic Investing |
+6.56 | 5.29 | -14.72 | 30 | 60 | 10 | ||
|
Sheltered Sam 40/60 Bill Bernstein |
+6.54 | 6.35 | -22.05 | 38.8 | 60 | 1.2 | ||
|
Lifepath Fund iShares |
+6.51 | 6.75 | -21.23 | 40.4 | 59.6 | 0 | ||
|
Andrew Tobias Portfolio Andrew Tobias |
+6.48 | 9.81 | -36.42 | 66.7 | 33.3 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Stocks/Bonds 60/40 Momentum |
+9.67 | 9.35 | -32.52 | 60 | 40 | 0 | ||
|
Simple Path to Wealth JL Collins |
+8.74 | 11.50 | -38.53 | 75 | 25 | 0 | ||
|
Seven Value Scott Burns |
+8.41 | 11.18 | -41.22 | 71.5 | 28.5 | 0 | ||
|
Late Sixties and Beyond Burton Malkiel |
+8.41 | 11.45 | -41.80 | 71 | 29 | 0 | ||
|
Yale Endowment David Swensen |
+8.35 | 10.67 | -39.48 | 70 | 30 | 0 | ||