Data Source: from January 1986 to September 2021

Last Update: 30 September 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 8.71% compound annual return, with a 8.71% standard deviation.

In the last 25 years, a 6.54% compound annual return, with a 10.02% 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: 30 September 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
Andrew Tobias Portfolio -2.75 -0.37 +4.19 +18.62 +8.91 +9.19 +8.71 +6.70 +6.54
Components
VTI
Vanguard Total Stock Market
-4.46 -0.03 +8.10 +32.16 +16.05 +16.88 +16.60 +10.07 +9.79
EFA
iShares MSCI EAFE
-3.26 -1.10 +4.22 +25.44 +7.53 +8.64 +8.13 +6.44 +5.10
SHY
iShares 1-3 Year Treasury Bond
-0.10 +0.03 -0.02 -0.10 +2.53 +1.51 +1.03 +2.20 +3.12
(*) 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: 30 September 2021
Swipe left to see all data
Period Returns
Sep 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-2.75%
-2.75%
Sep 2021 - Sep 2021
0 - 1
3M
-0.37%
-2.75%
Sep 2021 - Sep 2021
2 - 1
6M
+4.19%
-2.75%
Sep 2021 - Sep 2021
5 - 1
YTD
+7.81%
-2.75%
Sep 2021 - Sep 2021
7 - 2
1Y
+18.62%
9.34%
-2.75%
Sep 2021 - Sep 2021
9 - 3
3Y
+8.91%
annualized
11.56%
-13.71%
Jan 2020 - Mar 2020
24 - 12
5Y
+9.19%
annualized
9.36%
-13.71%
Jan 2020 - Mar 2020
44 - 16
10Y
+8.71%
annualized
8.71%
-13.71%
Jan 2020 - Mar 2020
81 - 39
20Y
+6.70%
annualized
9.83%
-36.42%
Nov 2007 - Feb 2009
152 - 88
25Y
+6.54%
annualized
10.02%
-36.42%
Nov 2007 - Feb 2009
189 - 111
MAX
01 Jan 1986
+8.04%
annualized
9.91%
-36.42%
Nov 2007 - Feb 2009
280 - 149
* Annualized St.Dev. of monthly returns

Best Classic Portfolios, with High Risk, ordered by 25 Years annualized return.

25 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Yale Endowment
David Swensen
+8.94% -39.46% 70 30 0 Compare
Simple Path to Wealth
JL Collins
+8.92% -38.54% 75 25 0 Compare
Talmud Portfolio
Roger Gibson
+8.85% -40.18% 66.67 33.33 0 Compare
Late Sixties and Beyond
Burton Malkiel
+8.64% -41.80% 71 29 0 Compare
Lazy Portfolio
David Swensen
+8.43% -40.88% 70 30 0 Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns ( more details)

Andrew Tobias Portfolio: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+8.18% +38.50%
Feb 1986 - Jan 1987
-30.85%
Mar 2008 - Feb 2009
19.62%
2 Years
+7.44% +24.93%
Mar 2009 - Feb 2011
-16.21%
Mar 2007 - Feb 2009
12.56%
3 Years
+7.21% +19.98%
Feb 1986 - Jan 1989
-9.37%
Apr 2000 - Mar 2003
11.17%
5 Years
+7.02% +15.19%
Jan 1995 - Dec 1999
-1.21%
Mar 2004 - Feb 2009
1.08%
7 Years
+6.95% +13.43%
Jan 1993 - Dec 1999
+1.55%
Mar 2002 - Feb 2009
0.00%
10 Years
+6.86% +11.83%
Jan 1986 - Dec 1995
+1.44%
Mar 1999 - Feb 2009
0.00%
15 Years
+6.53% +11.36%
Feb 1986 - Jan 2001
+4.15%
Sep 2000 - Aug 2015
0.00%
20 Years
+6.53% +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 and Yearly/Monthly Returns

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

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.52
58%
0.63
61%
0.86
58%
1.75
81%
0.54
67%
0.24
56%
0.99
69%
0.00
64%
-0.12
58%
0.38
60%
0.96
71%
1.52
80%
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
-3.5
2000
-6.2
2010
-5.5
2008
-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 - Sep 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns of Andrew Tobias Portfolio

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+7.81% -0.4 1.8 2.1 2.7 1.4 0.4 0.9 1.5 -2.8
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
2001
-8.37% 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% -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% 1.7 -2.3 3.1 3.5 -2.2 3.5 0.1 0.3 0.0 3.5 3.1 5.6
1998
+15.71% 1.9 4.5 2.9 0.8 -0.7 1.3 -0.6 -9.2 2.0 5.6 3.7 3.3
1997
+12.04% 0.7 0.5 -1.8 2.1 5.2 3.3 3.4 -3.4 3.7 -3.2 0.6 0.9
1996
+10.01% 1.4 0.4 1.0 2.1 0.5 0.1 -2.9 1.2 2.9 0.5 3.7 -1.1
1995
+17.29% -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% 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% 0.8 1.8 4.3 2.9 2.1 -0.7 1.5 3.4 -1.1 1.1 -4.1 3.0
1992
+0.36% -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% 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% -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% 3.2 -0.5 0.1 2.7 0.3 -0.1 7.0 -0.7 1.8 -1.6 2.3 2.0
1988
+16.22% 3.2 4.2 1.6 1.1 -1.0 0.9 0.4 -3.0 2.6 3.0 1.7 0.5
1987
+12.63% 8.4 2.6 4.7 3.0 0.4 0.5 1.5 4.5 -1.3 -11.9 -1.9 3.0
1986
+29.43% 1.3 6.3 7.0 2.6 0.2 3.7 0.7 5.4 -3.3 -1.3 2.8 1.2

* 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:

  • 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
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