Andrew Tobias Portfolio: ETF allocation and returns

Last Update: 31 March 2021

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 7% compound annual return, with a 9.12% 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:

        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

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.

ANDREW TOBIAS PORTFOLIO RETURNS (%)

Last Update: 31 March 2021

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	1M	3M	6M	1Y	*3Y^()**	*5Y^()**	*10Y^()**
Andrew Tobias Portfolio	+2.05	+3.48	+13.85	+32.58	+8.74	+9.23	+7.00
*Components*
VTI - Vanguard Total Stock Market	+3.65	+6.54	+22.26	+62.90	+17.17	+16.69	+13.80
EFA - iShares MSCI EAFE	+2.51	+3.99	+20.36	+45.32	+5.89	+8.92	+5.45
SHY - iShares 1-3 Year Treasury Bond	-0.06	-0.09	-0.07	+0.21	+2.64	+1.58	+1.17

(*) 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 March 2021

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Period	Returns Mar 2021	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+2.05%		0.00%	1 - 0
3M	+3.48%		-0.36% Jan 2021 - Jan 2021	2 - 1
6M	+13.85%		-1.79% Oct 2020 - Oct 2020	4 - 2
YTD	+3.48%		-0.36% Jan 2021 - Jan 2021	2 - 1
1Y	+32.58%	9.84%	-3.65% Sep 2020 - Oct 2020	9 - 3
3Y	+8.74% annualized	11.36%	-13.71% Jan 2020 - Mar 2020	24 - 12
5Y	+9.23% annualized	9.24%	-13.71% Jan 2020 - Mar 2020	44 - 16
10Y	+7.00% annualized	9.12%	-13.71% Jan 2020 - Mar 2020	77 - 43
MAX 01 Jan 2002	+6.44% annualized	9.95%	-36.42% Nov 2007 - Feb 2009	144 - 87

* Annualized St.Dev. of monthly returns

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

Portfolio	10Y Return ▾	Stocks	Bonds
Simple Path to Wealth JL Collins	+11.30%	75	25	Compare
Stocks/Bonds 60/40	+9.76%	60	40	Compare
Edge Select Moderately Aggressive Merrill Lynch	+8.97%	69	31	Compare
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Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since March 2011.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-13.71%	Jan 2020	Mar 2020	3	Aug 2020	5	8
-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
-3.65%	Sep 2020	Oct 2020	2	Nov 2020	1	3
-2.72%	Jan 2014	Jan 2014	1	Feb 2014	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
-1.33%	Jul 2019	Aug 2019	2	Sep 2019	1	3
-0.80%	Mar 2015	Mar 2015	1	Apr 2015	1	2
-0.36%	Jan 2021	Jan 2021	1	Feb 2021	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	Aug 2020	5	8
-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
-3.65%	Sep 2020	Oct 2020	2	Nov 2020	1	3
-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

Rolling Returns ( more details)

Andrew Tobias Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+7.01%	+35.65% Mar 2009 - Feb 2010	-30.85% Mar 2008 - Feb 2009	21.36%
2 Years	+6.76%	+24.93% Mar 2009 - Feb 2011	-16.21% Mar 2007 - Feb 2009	12.98%
3 Years	+6.43%	+17.26% Apr 2003 - Mar 2006	-7.49% Mar 2006 - Feb 2009	13.27%
5 Years	+6.02%	+14.17% Mar 2009 - Feb 2014	-1.21% Mar 2004 - Feb 2009	1.74%
7 Years	+5.73%	+9.41% Mar 2009 - Feb 2016	+1.55% Mar 2002 - Feb 2009	0.00%
10 Years	+5.92%	+9.20% Mar 2009 - Feb 2019	+3.86% Dec 2006 - Nov 2016	0.00%
15 Years	+6.14%	+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

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	Months
Return (%)	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Average	-0.2	0.3	0.7	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	45	60	55	74	63	47	63	68	68	63	74	68

Detail of Monthly Returns

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2021	+3.48%	-0.4	1.8	2.1
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