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:
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 |
Portfolio and ETF Returns
The Andrew Tobias Portfolio guaranteed the following returns.
| 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 |
- 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.
| 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 |
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 | |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Andrew Tobias Portfolio: annualized rolling and average returns
| 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.
| 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 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns of Andrew Tobias Portfolio
| 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