Data Source: from January 1985 to October 2022 (~38 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.42%
1 Day
Nov 29 2022, 04:00PM Eastern Time
5.36%
Current Month
November 2022

The Burton Malkiel Late Sixties and Beyond Portfolio is a High Risk portfolio and can be implemented with 8 ETFs.

It's exposed for 71% on the Stock Market.

In the last 30 Years, the Burton Malkiel Late Sixties and Beyond Portfolio obtained a 8.41% compound annual return, with a 11.45% standard deviation.

Asset Allocation and ETFs

The Burton Malkiel Late Sixties and Beyond Portfolio has the following asset allocation:

71% Stocks
29% Fixed Income
0% Commodities

The Burton Malkiel Late Sixties and Beyond Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
20.00 %
VTI Vanguard Total Stock Market Equity, U.S., Large Cap
16.00 %
VIG Vanguard Dividend Appreciation Equity, U.S., Large Cap
15.00 %
VNQ Vanguard Real Estate Real Estate, U.S.
10.00 %
EFA iShares MSCI EAFE Equity, EAFE, Large Cap
10.00 %
EEM iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
10.00 %
BIL SPDR Blmbg Barclays 1-3 Mth T-Bill Bond, U.S., Ultra Short-Term
9.50 %
EMB iShares JP Morgan USD Em Mkts Bd Bond, Emerging Markets, All-Term
9.50 %
LQD iShares Investment Grade Corporate Bond Bond, U.S., All-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 as of Oct 31, 2022

The Burton Malkiel Late Sixties and Beyond Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: November 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
BURTON MALKIEL LATE SIXTIES AND BEYOND PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Oct 31, 2022
  1 Day Time ET(*) Nov 2022 1M 6M 1Y 5Y 10Y 30Y MAX
(~38Y)
Burton Malkiel Late Sixties and Beyond Portfolio 0.42 5.36 3.99 -8.99 -17.43 4.00 6.36 8.41 9.60
US Inflation Adjusted return 3.57 -11.71 -23.37 0.14 3.70 5.76 6.62
Components
VTI
Vanguard Total Stock Market
-0.15 03:59PM
Nov 29 2022
2.04 8.11 -5.43 -16.87 9.80 12.41 9.79 10.34
VIG
Vanguard Dividend Appreciation
-0.19 03:59PM
Nov 29 2022
4.16 9.96 -2.45 -7.80 11.02 11.93 10.36 10.67
VNQ
Vanguard Real Estate
1.59 04:00PM
Nov 29 2022
3.71 3.51 -18.78 -21.44 4.00 6.69 9.03 10.60
EFA
iShares MSCI EAFE
0.27 03:59PM
Nov 29 2022
11.18 5.89 -11.64 -23.17 -0.16 4.08 5.00 6.17
EEM
iShares MSCI Emerging Markets
2.19 03:59PM
Nov 29 2022
12.39 -1.98 -18.62 -31.25 -3.80 0.20 5.66 7.33
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
0.02 03:59PM
Nov 29 2022
0.30 0.16 0.71 0.70 0.98 0.53 2.18 3.99
EMB
iShares JP Morgan USD Em Mkts Bd
0.46 04:00PM
Nov 29 2022
8.84 -0.17 -11.06 -24.88 -3.17 0.23 9.06 8.96
LQD
iShares Investment Grade Corporate Bond
-0.53 04:00PM
Nov 29 2022
5.32 -0.75 -8.56 -21.95 -0.57 1.29 5.20 5.60
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Oct 2022. Current inflation (annualized) is 1Y: 7.75% , 5Y: 3.85% , 10Y: 2.57% , 30Y: 2.51%

Portfolio Metrics as of Oct 31, 2022

Metrics of Burton Malkiel Late Sixties and Beyond Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
BURTON MALKIEL LATE SIXTIES AND BEYOND PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 October 2022 (~38 years)
Swipe left to see all data
Metrics as of Oct 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~38Y)
Portfolio
Return (%)
3.99 -7.86 -8.99 -17.43 1.96 4.00 6.36 7.96 8.41 9.60
US Inflation (%) 0.41 0.59 3.08 7.75 5.01 3.85 2.57 2.52 2.51 2.79
Infl. Adjusted
Return (%)
3.57 -8.40 -11.71 -23.37 -2.91 0.14 3.70 5.31 5.76 6.62
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 14.75 14.93 13.01 10.54 11.96 11.45 11.57
Sharpe Ratio -1.23 0.10 0.23 0.55 0.57 0.54 0.49
Sortino Ratio -1.84 0.13 0.30 0.72 0.74 0.69 0.62
MAXIMUM DRAWDOWN
Drawdown Depth (%) -22.44 -22.44 -22.44 -22.44 -41.80 -41.80 -41.80
Start (yyyy mm) 2022 01 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Start to Bottom (# months) 9 9 9 9 16 16 16
Start to Recovery (# months) in progress
> 10
> 10
> 10
> 10
38
38
38
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 49.65 23.17 17.95 14.64 12.47 10.82
Worst Return (%) -35.62 -9.76 -1.13 4.07 6.85 8.26
% Positive Periods 83% 94% 99% 100% 100% 100%
MONTHS
Positive 1 1 2 4 21 39 79 162 243 305
Negative 0 2 4 8 15 21 41 78 117 149
% Positive 100% 33% 33% 33% 58% 65% 66% 68% 68% 67%
WITHDRAWAL RATES (WR)
Safe WR (%) 37.28 22.43 13.49 9.57 8.32 10.18
Perpetual WR (%) 0.00 0.14 3.57 5.04 5.44 6.21
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 October 2022
Swipe left to see all data
 
 
 
 
 
 
 
 
Asset VTI VIG VNQ EFA EEM BIL EMB LQD
VTI
1.00
0.97
0.87
0.94
0.60
-0.07
0.89
0.80
VIG
0.97
1.00
0.90
0.95
0.60
-0.07
0.85
0.71
VNQ
0.87
0.90
1.00
0.84
0.56
-0.31
0.79
0.64
EFA
0.94
0.95
0.84
1.00
0.71
-0.18
0.90
0.78
EEM
0.60
0.60
0.56
0.71
1.00
-0.35
0.77
0.65
BIL
-0.07
-0.07
-0.31
-0.18
-0.35
1.00
-0.14
-0.30
EMB
0.89
0.85
0.79
0.90
0.77
-0.14
1.00
0.87
LQD
0.80
0.71
0.64
0.78
0.65
-0.30
0.87
1.00
 
 
 
 
 
 
 
 
Asset VTI VIG VNQ EFA EEM BIL EMB LQD
VTI
1.00
0.96
0.82
0.92
0.74
-0.25
0.72
0.61
VIG
0.96
1.00
0.81
0.89
0.65
-0.20
0.66
0.55
VNQ
0.82
0.81
1.00
0.76
0.57
-0.24
0.72
0.64
EFA
0.92
0.89
0.76
1.00
0.81
-0.27
0.76
0.60
EEM
0.74
0.65
0.57
0.81
1.00
-0.25
0.72
0.54
BIL
-0.25
-0.20
-0.24
-0.27
-0.25
1.00
-0.14
-0.05
EMB
0.72
0.66
0.72
0.76
0.72
-0.14
1.00
0.85
LQD
0.61
0.55
0.64
0.60
0.54
-0.05
0.85
1.00
 
 
 
 
 
 
 
 
Asset VTI VIG VNQ EFA EEM BIL EMB LQD
VTI
1.00
0.95
0.71
0.87
0.67
-0.19
0.62
0.51
VIG
0.95
1.00
0.70
0.84
0.61
-0.14
0.58
0.46
VNQ
0.71
0.70
1.00
0.63
0.49
-0.19
0.67
0.65
EFA
0.87
0.84
0.63
1.00
0.79
-0.20
0.70
0.51
EEM
0.67
0.61
0.49
0.79
1.00
-0.16
0.70
0.49
BIL
-0.19
-0.14
-0.19
-0.20
-0.16
1.00
-0.13
-0.06
EMB
0.62
0.58
0.67
0.70
0.70
-0.13
1.00
0.83
LQD
0.51
0.46
0.65
0.51
0.49
-0.06
0.83
1.00
 
 
 
 
 
 
 
 
Asset VTI VIG VNQ EFA EEM BIL EMB LQD
VTI
1.00
0.75
0.62
0.82
0.73
-0.03
0.56
0.29
VIG
0.75
1.00
0.57
0.59
0.54
0.01
0.49
0.29
VNQ
0.62
0.57
1.00
0.58
0.51
-0.01
0.50
0.41
EFA
0.82
0.59
0.58
1.00
0.78
-0.04
0.57
0.32
EEM
0.73
0.54
0.51
0.78
1.00
-0.03
0.65
0.26
BIL
-0.03
0.01
-0.01
-0.04
-0.03
1.00
0.07
0.00
EMB
0.56
0.49
0.50
0.57
0.65
0.07
1.00
0.57
LQD
0.29
0.29
0.41
0.32
0.26
0.00
0.57
1.00
 
 
 
 
 
 
 
 
Asset VTI VIG VNQ EFA EEM BIL EMB LQD
VTI
1.00
0.81
0.62
0.72
0.70
0.00
0.55
0.30
VIG
0.81
1.00
0.58
0.55
0.57
0.03
0.49
0.29
VNQ
0.62
0.58
1.00
0.52
0.48
-0.02
0.50
0.37
EFA
0.72
0.55
0.52
1.00
0.65
0.03
0.51
0.30
EEM
0.70
0.57
0.48
0.65
1.00
0.03
0.61
0.26
BIL
0.00
0.03
-0.02
0.03
0.03
1.00
0.06
0.09
EMB
0.55
0.49
0.50
0.51
0.61
0.06
1.00
0.58
LQD
0.30
0.29
0.37
0.30
0.26
0.09
0.58
1.00

Portfolio Dividends

In 2021, the Burton Malkiel Late Sixties and Beyond Portfolio granted a 2.25% dividend yield. If you are interested in getting periodic income, please refer to the Burton Malkiel Late Sixties and Beyond Portfolio: Dividend Yield page.

Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 1992, now would be worth 11269.82$, with a total return of 1026.98% (8.41% annualized).

The Inflation Adjusted Capital now would be 5362.41$, with a net total return of 436.24% (5.76% annualized).
An investment of 1000$, since January 1985, now would be worth 32046.70$, with a total return of 3104.67% (9.60% annualized).

The Inflation Adjusted Capital now would be 11323.43$, with a net total return of 1032.34% (6.62% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-41.80% Nov 2007 Feb 2009 16 Dec 2010 22 38
-22.44% Jan 2022 Sep 2022 9 in progress 1 10
-16.82% Jan 2020 Mar 2020 3 Aug 2020 5 8
-16.48% May 1998 Aug 1998 4 Apr 1999 8 12
-13.38% May 2011 Sep 2011 5 Feb 2012 5 10
-12.20% May 2002 Sep 2002 5 May 2003 8 13
-9.27% Feb 2001 Sep 2001 8 Feb 2002 5 13
-8.08% Feb 2018 Dec 2018 11 Feb 2019 2 13
-7.72% Mar 2015 Sep 2015 7 Jun 2016 9 16
-7.20% Feb 1994 Mar 1994 2 May 1995 14 16
-7.04% Apr 2004 Apr 2004 1 Oct 2004 6 7
-6.12% Sep 2000 Nov 2000 3 Jan 2001 2 5
-5.09% May 2012 May 2012 1 Aug 2012 3 4
-4.83% Oct 1997 Oct 1997 1 Feb 1998 4 5
-4.31% Jun 2007 Jul 2007 2 Sep 2007 2 4
-4.06% Jul 1999 Sep 1999 3 Dec 1999 3 6
-4.03% May 2013 Aug 2013 4 Oct 2013 2 6
-3.79% Sep 2021 Sep 2021 1 Oct 2021 1 2
-3.71% Aug 1997 Aug 1997 1 Sep 1997 1 2
-3.27% Sep 2020 Oct 2020 2 Nov 2020 1 3
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-41.80% Nov 2007 Feb 2009 16 Dec 2010 22 38
-22.44% Jan 2022 Sep 2022 9 in progress 1 10
-19.08% Sep 1987 Nov 1987 3 Jan 1989 14 17
-16.82% Jan 2020 Mar 2020 3 Aug 2020 5 8
-16.48% May 1998 Aug 1998 4 Apr 1999 8 12
-13.63% Aug 1990 Sep 1990 2 Feb 1991 5 7
-13.38% May 2011 Sep 2011 5 Feb 2012 5 10
-12.20% May 2002 Sep 2002 5 May 2003 8 13
-9.27% Feb 2001 Sep 2001 8 Feb 2002 5 13
-8.08% Feb 2018 Dec 2018 11 Feb 2019 2 13
-7.72% Mar 2015 Sep 2015 7 Jun 2016 9 16
-7.20% Feb 1994 Mar 1994 2 May 1995 14 16
-7.04% Apr 2004 Apr 2004 1 Oct 2004 6 7
-6.88% Jan 1990 Apr 1990 4 Jul 1990 3 7
-6.12% Sep 2000 Nov 2000 3 Jan 2001 2 5
-5.09% May 2012 May 2012 1 Aug 2012 3 4
-4.83% Oct 1997 Oct 1997 1 Feb 1998 4 5
-4.58% Sep 1986 Sep 1986 1 Jan 1987 4 5
-4.31% Jun 2007 Jul 2007 2 Sep 2007 2 4
-4.06% Jul 1999 Sep 1999 3 Dec 1999 3 6

Rolling Returns ( more details)

Burton Malkiel Late Sixties and Beyond Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
10.46 49.65
Mar 2009 - Feb 2010
-35.62
Mar 2008 - Feb 2009
17.38%
2 Years
9.98 33.68
Mar 2009 - Feb 2011
-20.08
Mar 2007 - Feb 2009
6.96%
3 Years
9.69 23.17
Mar 2009 - Feb 2012
-9.76
Mar 2006 - Feb 2009
5.73%
5 Years
9.63 17.95
Mar 2009 - Feb 2014
-1.13
Mar 2004 - Feb 2009
0.51%
7 Years
9.58 17.23
Oct 1990 - Sep 1997
2.45
Mar 2002 - Feb 2009
0.00%
10 Years
9.50 14.64
Dec 1987 - Nov 1997
4.07
Mar 1999 - Feb 2009
0.00%
15 Years
9.24 13.73
Jan 1985 - Dec 1999
4.95
Oct 2007 - Sep 2022
0.00%
20 Years
9.33 12.47
Jan 1985 - Dec 2004
6.85
Apr 2000 - Mar 2020
0.00%
30 Years
9.53 10.82
Jan 1985 - Dec 2014
8.26
Oct 1992 - Sep 2022
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 Burton Malkiel Late Sixties and Beyond Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Burton Malkiel Late Sixties and Beyond Portfolio?

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
Gain Frequency
0.82
40%
-1.85
40%
-1.30
60%
1.39
60%
0.44
60%
0.41
80%
2.76
100%
0.44
80%
-2.48
40%
0.62
60%
2.31
80%
1.23
80%
 Capital Growth on monthly avg returns
100
100.82
98.96
97.67
99.02
99.46
99.87
102.63
103.08
100.53
101.15
103.48
104.75
Best 7.0
2019
1.7
2019
2.5
2021
7.5
2020
3.5
2020
4.6
2019
5.3
2022
3.1
2020
1.2
2019
4.2
2021
8.4
2020
4.3
2021
Worst -4.4
2022
-5.1
2020
-12.1
2020
-5.8
2022
-3.1
2019
-6.0
2022
0.6
2019
-3.6
2022
-8.1
2022
-5.1
2018
-1.9
2021
-5.1
2018
Monthly Seasonality over the period Nov 2017 - Oct 2022
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
Gain Frequency
0.38
50%
0.00
60%
0.23
70%
1.26
80%
0.39
60%
0.17
70%
2.18
90%
-0.31
60%
-1.18
40%
1.36
70%
1.33
70%
0.94
70%
 Capital Growth on monthly avg returns
100
100.38
100.38
100.60
101.88
102.27
102.45
104.68
104.35
103.13
104.53
105.91
106.91
Best 7.0
2019
3.9
2014
6.5
2016
7.5
2020
3.5
2020
4.6
2019
5.3
2022
3.1
2020
3.8
2013
5.0
2015
8.4
2020
4.3
2021
Worst -4.4
2022
-5.1
2020
-12.1
2020
-5.8
2022
-3.1
2019
-6.0
2022
-1.1
2014
-4.9
2015
-8.1
2022
-5.1
2018
-1.9
2021
-5.1
2018
Monthly Seasonality over the period Nov 2012 - Oct 2022
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.06
58%
0.53
66%
0.82
68%
1.53
82%
0.88
63%
0.41
66%
1.36
68%
0.05
63%
-0.41
55%
0.50
66%
1.02
65%
2.20
86%
 Capital Growth on monthly avg returns
100
101.06
101.59
102.42
103.98
104.90
105.32
106.75
106.80
106.36
106.89
107.98
110.36
Best 8.5
1987
5.7
1986
6.5
2016
10.8
2009
5.9
2009
4.6
2019
7.1
2009
5.0
1986
6.0
2010
8.9
2011
8.4
2020
10.8
1991
Worst -8.6
2009
-9.3
2009
-12.1
2020
-7.0
2004
-5.9
2010
-6.6
2008
-6.5
2002
-13.3
1998
-8.1
2022
-17.1
2008
-5.1
2008
-5.1
2018
Monthly Seasonality over the period Jan 1985 - Oct 2022

Monthly/Yearly Returns

Burton Malkiel Late Sixties and Beyond Portfolio data source starts from January 1985: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1985 - Oct 2022
305 Positive Months (67%) - 149 Negative Months (33%)
MONTHLY RETURNS TABLE
Jan 1985 - Oct 2022
(Scroll down to see all data)
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
-19.34 -24.54 -4.4 -3.0 1.3 -5.8 -0.3 -6.0 5.3 -3.6 -8.1 4.0
2021
+15.40 +7.81 -0.6 1.2 2.5 3.7 1.2 1.2 1.2 1.6 -3.8 4.2 -1.9 4.3
2020
+10.03 +8.55 -0.3 -5.1 -12.1 7.5 3.5 2.3 4.1 3.1 -1.8 -1.5 8.4 3.2
2019
+22.55 +19.81 7.0 1.7 1.8 2.0 -3.1 4.6 0.6 0.2 1.2 1.4 1.0 2.4
2018
-5.90 -7.66 2.4 -4.0 0.0 -0.4 0.9 0.0 2.5 0.8 0.1 -5.1 2.2 -5.1
2017
+16.49 +14.08 1.8 2.5 0.4 1.2 1.2 0.7 1.8 0.5 1.1 1.2 1.7 1.3
2016
+8.48 +6.27 -3.1 0.0 6.5 0.3 0.4 2.4 3.0 -0.3 0.0 -2.2 -0.3 1.8
2015
-1.63 -2.34 0.5 2.4 -0.6 0.3 -0.2 -2.4 1.2 -4.9 -1.2 5.0 -0.2 -1.1
2014
+9.01 +8.19 -2.1 3.9 0.7 1.2 2.0 1.3 -1.1 2.5 -3.1 3.0 1.3 -0.6
2013
+12.49 +10.82 2.5 0.4 1.8 2.8 -1.7 -2.3 3.1 -3.1 3.8 3.4 0.1 1.2
2012
+14.20 +12.24 4.3 2.5 1.3 0.1 -5.1 3.7 1.5 1.3 1.6 -0.5 0.9 2.1
2011
+1.01 -1.89 0.9 2.5 0.4 3.3 -0.5 -1.2 -0.7 -4.3 -7.3 8.9 -1.2 1.1
2010
+14.47 +12.79 -3.1 2.3 5.3 1.9 -5.9 -2.5 6.6 -1.8 6.0 2.8 -1.5 4.4
2009
+25.30 +21.98 -8.6 -9.3 6.3 10.8 5.9 -0.4 7.1 3.7 4.6 -2.1 4.7 2.1
2008
-26.02 -26.09 -3.5 -1.2 0.8 4.0 0.6 -6.6 -0.2 0.1 -6.9 -17.1 -5.1 7.6
2007
+5.18 +1.05 2.1 -1.0 0.8 2.5 1.8 -1.8 -2.6 1.9 4.1 2.7 -3.8 -1.4
2006
+20.06 +17.08 4.2 1.2 1.4 0.7 -2.7 0.7 1.9 2.5 0.6 3.8 3.4 1.0
2005
+9.86 +6.23 -1.5 2.1 -3.0 0.8 2.6 2.5 3.4 0.3 1.1 -2.3 3.2 0.5
2004
+14.78 +11.16 2.5 0.9 1.3 -7.0 1.9 1.5 -1.2 3.3 1.8 2.4 3.4 3.5
2003
+29.73 +27.33 -0.9 0.3 0.7 7.1 4.3 2.6 1.9 -0.2 0.7 3.9 1.9 4.1
2002
-5.70 -7.89 -0.1 1.0 3.4 0.1 -0.2 -2.8 -6.5 2.3 -5.4 1.3 1.5 0.1
2001
+5.85 +4.24 6.0 -4.0 -2.9 4.0 0.8 1.0 -0.6 0.5 -8.0 2.7 5.6 1.5
2000
+2.46 -0.90 -2.5 0.2 2.9 -0.6 -0.7 3.0 1.5 2.2 -1.3 -1.7 -3.2 2.9
1999
+12.48 +9.54 -1.0 -1.2 2.3 5.3 -1.5 2.3 -2.4 -0.5 -1.3 2.5 1.2 6.3
1998
+5.92 +4.24 -0.2 4.4 3.3 0.0 -2.6 0.3 -1.5 -13.3 4.8 5.1 4.4 2.5
1997
+15.13 +13.20 2.5 0.7 -2.5 1.6 4.8 3.7 4.3 -3.7 5.0 -4.8 1.6 1.6
1996
+18.95 +15.13 2.9 -0.2 0.9 1.9 1.5 0.4 -2.7 2.4 3.6 1.1 4.7 1.1
1995
+20.20 +17.23 -0.8 1.3 1.2 2.6 3.6 1.5 2.5 0.4 2.3 -1.4 2.6 2.9
1994
-3.17 -5.69 3.3 -2.8 -4.5 1.1 0.4 -1.5 1.9 3.0 -2.0 0.6 -3.3 0.9
1993
+23.51 +20.21 3.2 1.8 4.5 -0.1 0.5 2.1 1.7 3.6 0.3 2.4 -2.8 4.4
1992
+4.84 +1.88 0.3 -0.7 -2.0 0.9 3.7 -2.7 3.0 -0.8 0.1 -0.1 2.0 1.1
1991
+33.86 +29.88 4.6 5.6 1.7 1.4 3.3 -3.7 3.0 2.9 1.4 2.2 -2.9 10.8
1990
-5.42 -10.86 -4.5 -0.4 -0.1 -2.0 5.8 1.0 1.7 -8.3 -5.8 2.9 3.2 1.8
1989
+26.07 +20.47 4.6 0.2 -0.1 3.7 2.9 0.0 5.0 2.3 2.1 -1.9 1.9 3.0
1988
+16.73 +11.79 5.8 3.8 -0.8 0.8 -0.8 4.3 -0.4 -2.0 2.6 1.6 -0.3 1.5
1987
-0.94 -5.14 8.5 3.2 -0.5 -0.1 -1.0 1.8 3.2 2.1 -1.8 -15.2 -2.7 3.6
1986
+18.93 +17.64 1.2 5.7 5.8 0.4 1.0 2.9 -2.0 5.0 -4.6 1.8 1.4 -0.7
1985
+27.52 +22.85 6.3 0.9 0.8 0.4 5.0 1.6 0.2 -0.1 -2.2 3.5 4.5 3.8

Portofolio Returns, up to December 2007, 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
  • VIG - Vanguard Dividend Appreciation: simulated historical serie, up to December 2006
  • VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
  • EFA - iShares MSCI EAFE: simulated historical serie, up to December 2001
  • EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
  • BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill: simulated historical serie, up to December 2007
  • EMB - iShares JP Morgan USD Em Mkts Bd: simulated historical serie, up to December 2007
  • LQD - iShares Investment Grade Corporate Bond: simulated historical serie, up to December 2002

Portfolio efficiency

Compared to the Burton Malkiel Late Sixties and Beyond Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum
+9.67 9.35 -32.52 60 40 0
Stocks/Bonds 80/20
+8.97 12.23 -41.09 80 20 0
Simple Path to Wealth
JL Collins
+8.74 11.50 -38.53 75 25 0
Seven Value
Scott Burns
+8.41 11.18 -41.22 71.5 28.5 0
Late Sixties and Beyond
Burton Malkiel
+8.41 11.45 -41.80 71 29 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum
+9.67 9.35 -32.52 60 40 0
Simple Path to Wealth
JL Collins
+8.74 11.50 -38.53 75 25 0
Seven Value
Scott Burns
+8.41 11.18 -41.22 71.5 28.5 0
Late Sixties and Beyond
Burton Malkiel
+8.41 11.45 -41.80 71 29 0
Yale Endowment
David Swensen
+8.35 10.67 -39.48 70 30 0
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