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:
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 |
Portfolio and ETF Returns
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
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 |
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.
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 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
The Inflation Adjusted Capital now would be 3224.42$, with a net total return of 222.44% (3.98% annualized).
The Inflation Adjusted Capital now would be 5316.60$, with a net total return of 431.66% (4.68% annualized).
Drawdowns
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 |
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
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% |
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?
For further information about the seasonality, check the Asset Class Seasonality page.
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 |
Monthly/Yearly Returns
Andrew Tobias Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?
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.
Less than 25%
25% - 49.99%
50% - 74.99%
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 |
Best Classic Portfolios, with High Risk
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
Simple Path to Wealth JL Collins |
+0.90 | +8.84 | -38.53 | 75 | 25 | 0 | ||
Yale Endowment David Swensen |
+0.54 | +8.66 | -39.48 | 70 | 30 | 0 | ||
Late Sixties and Beyond Burton Malkiel |
+0.07 | +8.59 | -41.80 | 71 | 29 | 0 | ||
Talmud Portfolio Roger Gibson |
+0.94 | +8.56 | -40.17 | 66.7 | 33.3 | 0 | ||
Lazy Portfolio David Swensen |
+0.36 | +8.28 | -40.89 | 70 | 30 | 0 |
Last update: Jul 05 2022, 03:00PM Eastern Time.