Data Source: from January 1986 to June 2022
Consolidated Returns as of 30 June 2022
Live Update: Jul 05 2022, 03:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.89%
1 Day
Jul 05 2022, 03:00PM Eastern Time
0.36%
Current Month
July 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 6.55% compound annual return, with a 9.67% standard deviation.

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 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

The Andrew Tobias Portfolio guaranteed the following returns.

According to the available data source, let's assume we built the portfolio on January 1986.

Portfolio returns are calculated in USD, assuming: July 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
ANDREW TOBIAS PORTFOLIO RETURNS
Consolidated returns as of 30 June 2022
Live Update: Jul 05 2022, 03:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Jun 30, 2022
  1 Day Time ET(*) Jul 2022 1M 6M 1Y 5Y(*) 10Y(*) 30Y(*)
Andrew Tobias Portfolio -0.89 -0.36 -5.66 -14.36 -11.26 4.88 6.45 6.55
US Inflation Adjusted return -5.66 -17.70 -17.51 1.23 3.89 3.98
Components
VTI
Vanguard Total Stock Market
-0.20 02:59PM
Jul 05 2022
0.85 -8.23 -21.32 -14.17 10.53 12.52 9.81
EFA
iShares MSCI EAFE
-2.47 03:00PM
Jul 05 2022
-2.24 -8.72 -18.78 -17.39 2.23 5.36 5.01
SHY
iShares 1-3 Year Treasury Bond
0.00 03:00PM
Jul 05 2022
0.30 -0.59 -2.99 -3.55 0.78 0.65 3.26
(*) Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)

US Inflation is updated to May 2022. Waiting for updates, inflation of Jun 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.57% , 5Y: 3.61% , 10Y: 2.46% , 30Y: 2.47%

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.

Historical Returns as of Jun 30, 2022

Historical returns and stats of Andrew Tobias Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

ANDREW TOBIAS PORTFOLIO
Consolidated returns as of 30 June 2022
Data Source: from January 1986 to June 2022
Swipe left to see all data
Period Return (%)
as of Jun 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jun 2022
-5.66
-5.66
-5.66
Jun 2022 - Jun 2022
0 - 1
3M
-10.06
-11.22
-10.06
Apr 2022 - Jun 2022
1 - 2
6M
-14.36
-17.70
-14.36
Jan 2022 - Jun 2022
2 - 4
YTD
-14.36
-17.70
-14.36
Jan 2022 - Jun 2022
2 - 4
1Y
-11.26
-17.51
10.09
-14.36
Jan 2022 - Jun 2022
6 - 6
50% pos
3Y(*)
4.08
-0.41
11.50
-14.36
Jan 2022 - Jun 2022
22 - 14
61% pos
5Y(*)
4.88
1.23
10.47
-14.36
Jan 2022 - Jun 2022
40 - 20
67% pos
10Y(*)
6.45
3.89
8.78
-14.36
Jan 2022 - Jun 2022
80 - 40
67% pos
15Y(*)
4.29
1.95
10.69
-36.42
Nov 2007 - Feb 2009
108 - 72
60% pos
20Y(*)
5.95
3.42
10.04
-36.42
Nov 2007 - Feb 2009
151 - 89
63% pos
25Y(*)
5.51
3.01
10.15
-36.42
Nov 2007 - Feb 2009
186 - 114
62% pos
30Y(*)
6.55
3.98
9.67
-36.42
Nov 2007 - Feb 2009
230 - 130
64% pos
MAX(*)
01 Jan 1986
7.53
4.68
9.98
-36.42
Nov 2007 - Feb 2009
284 - 154
65% pos
(*) Returns over 1 year are annualized

Returns and stats are calculated assuming a yearly rebalancing of the components weight. How do returns change with different rebalancing strategies?

Capital Growth as of Jun 30, 2022

An investment of 1000$, since July 1992, now would be worth 6708.31$, with a total return of 570.83% (6.55% annualized).

The Inflation Adjusted Capital now would be 3224.42$, with a net total return of 222.44% (3.98% annualized).
An investment of 1000$, since January 1986, now would be worth 14152.05$, with a total return of 1315.21% (7.53% annualized).

The Inflation Adjusted Capital now would be 5316.60$, with a net total return of 431.66% (4.68% 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
-14.36% Jan 2022 Jun 2022 6 in progress 6
-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
-25.91% Apr 2000 Sep 2002 30 Oct 2004 25 55
-14.68% Sep 1987 Nov 1987 3 Nov 1988 12 15
-14.36% Jan 2022 Jun 2022 6 in progress 6
-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
-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
-4.79% Jan 1992 Mar 1992 3 Dec 1992 9 12
-4.56% Sep 1986 Oct 1986 2 Jan 1987 3 5
-4.17% Sep 1993 Nov 1993 3 Jan 1994 2 5
-3.79% May 2019 May 2019 1 Jun 2019 1 2
-3.72% Jun 1991 Jun 1991 1 Sep 1991 3 4
-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

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
8.11 38.50
Feb 1986 - Jan 1987
-30.85
Mar 2008 - Feb 2009
19.91%
2 Years
7.51 24.93
Mar 2009 - Feb 2011
-16.21
Mar 2007 - Feb 2009
12.29%
3 Years
7.26 19.98
Feb 1986 - Jan 1989
-9.38
Apr 2000 - Mar 2003
10.92%
5 Years
7.05 15.19
Jan 1995 - Dec 1999
-1.21
Mar 2004 - Feb 2009
1.06%
7 Years
6.94 13.43
Jan 1993 - Dec 1999
1.55
Mar 2002 - Feb 2009
0.00%
10 Years
6.88 11.83
Feb 1986 - Jan 1996
1.44
Mar 1999 - Feb 2009
0.00%
15 Years
6.49 11.36
Feb 1986 - Jan 2001
4.15
Sep 2000 - Aug 2015
0.00%
20 Years
6.52 9.59
Feb 1986 - Jan 2006
3.88
Apr 2000 - 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

Andrew Tobias Portfolio: in which months is it better to invest?

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.
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
Win %
0.41
57%
0.55
59%
0.85
59%
1.56
78%
0.55
68%
0.08
54%
0.99
69%
0.00
64%
-0.12
58%
0.47
61%
0.88
69%
1.56
81%
Best
Year
8.4
1987
6.3
1986
7.0
1986
7.1
2009
7.0
1990
4.6
2019
7.0
1989
5.4
1986
6.3
2010
6.7
2011
8.5
2020
5.6
1991
Worst
Year
-7.4
2009
-6.8
2009
-8.5
2020
-5.4
2022
-6.2
2010
-5.7
2022
-5.2
2002
-9.2
1998
-6.2
2008
-11.9
1987
-4.1
1993
-4.6
2018
Statistics calculated for the period Jan 1986 - Jun 2022

Monthly/Yearly Returns

Andrew Tobias Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
284 Positive Months (65%) - 154 Negative Months (35%)
Jan 1986 - Jun 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-14.36 -17.70 -3.5 -2.1 0.7 -5.4 0.8 -5.7
2021
+12.14 +4.71 -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 +9.16 -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 +16.07 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 +13.12 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 +2.90 -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 -0.70 -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 +1.60 -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 +16.59 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 +9.92 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 -6.15 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 +7.74 -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 +15.48 -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 -23.78 -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 +3.31 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 +12.30 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 +3.59 -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 +7.22 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 +21.94 -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 -11.49 -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 -9.81 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 -8.49 -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 +18.05 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 +6.42 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 +14.40 -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 +0.43 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 +12.46 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 -2.54 -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 +14.38 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 -12.46 -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 +12.28 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 +11.31 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 +7.95 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 +27.91 1.3 6.3 7.0 2.6 0.2 3.7 0.7 5.4 -3.3 -1.3 2.8 1.2

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

Is the Andrew Tobias Portfolio actually efficient, compared to other Lazy Portfolios?

Overall Ratings

The Andrew Tobias Portfolio is classified as High Risk.

Very High Risk
Bond weight:
Less than 25%
High Risk
Bond weight:
25% - 49.99%
Medium Risk
Bond weight:
50% - 74.99%
Low Risk
Bond weight:
At least 75%
High Risk
Portfolios
All
Portfolios
25 Years Ann. Return
(Inflation Adjusted)
+5.51%
(+3.01%)
Poor : 1 / 5
Bad : 1.9 / 5
Standard Deviation
over 25 Years
10.15%
Average : 2.8 / 5
Good : 3.3 / 5
Maximum Drawdown
over 25 Years
-36.42%
Average : 2.4 / 5
Average : 2.7 / 5
Easy to manage 3 ETFs
Good : 4 / 5
Good : 4 / 5
Rating assigned considering all the High Risk Portfolios Rating assigned considering all the Portfolios in the database

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Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 03:00PM Eastern Time.
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