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)
0.48%
1 Day
Nov 29 2022, 04:00PM Eastern Time
5.91%
Current Month
November 2022
The Burton Malkiel Mid-Fifties Portfolio is a Very High Risk portfolio and can be implemented with 8 ETFs.
It's exposed for 80% on the Stock Market.
In the last 30 Years, the Burton Malkiel Mid-Fifties Portfolio obtained a 8.56% compound annual return, with a 12.76% standard deviation.
Asset Allocation and ETFs
The Burton Malkiel Mid-Fifties Portfolio has the following asset allocation:
The Burton Malkiel Mid-Fifties Portfolio can be implemented with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 27.00 % | VTI | Vanguard Total Stock Market | Equity, U.S., Large Cap | |
| 14.00 % | EEM | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap | |
| 14.00 % | EFA | iShares MSCI EAFE | Equity, EAFE, Large Cap | |
| 12.50 % | VIG | Vanguard Dividend Appreciation | Equity, U.S., Large Cap | |
| 12.50 % | VNQ | Vanguard Real Estate | Real Estate, U.S. | |
| 7.50 % | EMB | iShares JP Morgan USD Em Mkts Bd | Bond, Emerging Markets, All-Term | |
| 7.50 % | LQD | iShares Investment Grade Corporate Bond | Bond, U.S., All-Term | |
| 5.00 % | BIL | SPDR Blmbg Barclays 1-3 Mth T-Bill | Bond, U.S., Ultra 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 as of Oct 31, 2022
The Burton Malkiel Mid-Fifties 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
BURTON MALKIEL MID-FIFTIES 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 Mid-Fifties Portfolio | 0.48 | 5.91 | 4.35 | -9.74 | -19.14 | 3.99 | 6.73 | 8.56 | 9.96 | |
| US Inflation Adjusted return | 3.93 | -12.43 | -24.95 | 0.13 | 4.06 | 5.90 | 6.97 | |||
| 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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
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%
Live update: World Markets and Indexes
Portfolio Metrics as of Oct 31, 2022
Metrics of Burton Malkiel Mid-Fifties Portfolio, updated as of 31 October 2022.
Portfolio metrics are calculated based on monthly returns, 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
BURTON MALKIEL MID-FIFTIES 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 (%) |
4.35 | -8.43 | -9.74 | -19.14 | 2.21 | 3.99 | 6.73 | 8.34 | 8.56 | 9.96 |
| 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 (%) |
3.93 | -8.97 | -12.43 | -24.95 | -2.67 | 0.13 | 4.06 | 5.68 | 5.90 | 6.97 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 15.73 | 16.23 | 14.25 | 11.58 | 13.21 | 12.76 | 12.97 | |||
| Sharpe Ratio | -1.26 | 0.11 | 0.21 | 0.54 | 0.55 | 0.50 | 0.46 | |||
| Sortino Ratio | -1.87 | 0.14 | 0.27 | 0.70 | 0.71 | 0.64 | 0.59 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -24.05 | -24.05 | -24.05 | -24.05 | -46.21 | -46.21 | -46.21 | |||
| 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
|
40
|
40
|
40
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 55.26 | 24.79 | 19.21 | 15.46 | 12.97 | 11.22 | ||||
| Worst Return (%) | -39.51 | -11.17 | -1.65 | 3.48 | 6.51 | 8.40 | ||||
| % Positive Periods | 80% | 92% | 99% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 1 | 1 | 2 | 4 | 21 | 37 | 78 | 158 | 237 | 299 |
| Negative | 0 | 2 | 4 | 8 | 15 | 23 | 42 | 82 | 123 | 155 |
| % Positive | 100% | 33% | 33% | 33% | 58% | 62% | 65% | 66% | 66% | 66% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 37.94 | 22.49 | 13.82 | 10.01 | 8.50 | 11.02 | ||||
| Perpetual WR (%) | 0.00 | 0.13 | 3.90 | 5.38 | 5.57 | 6.52 | ||||
- 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.
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 | EEM | EFA | VIG | VNQ | EMB | LQD | BIL | |
| VTI |
1.00
|
0.60
|
0.94
|
0.97
|
0.87
|
0.89
|
0.80
|
-0.07
|
|
| EEM |
0.60
|
1.00
|
0.71
|
0.60
|
0.56
|
0.77
|
0.65
|
-0.35
|
|
| EFA |
0.94
|
0.71
|
1.00
|
0.95
|
0.84
|
0.90
|
0.78
|
-0.18
|
|
| VIG |
0.97
|
0.60
|
0.95
|
1.00
|
0.90
|
0.85
|
0.71
|
-0.07
|
|
| VNQ |
0.87
|
0.56
|
0.84
|
0.90
|
1.00
|
0.79
|
0.64
|
-0.31
|
|
| EMB |
0.89
|
0.77
|
0.90
|
0.85
|
0.79
|
1.00
|
0.87
|
-0.14
|
|
| LQD |
0.80
|
0.65
|
0.78
|
0.71
|
0.64
|
0.87
|
1.00
|
-0.30
|
|
| BIL |
-0.07
|
-0.35
|
-0.18
|
-0.07
|
-0.31
|
-0.14
|
-0.30
|
1.00
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|
| Asset | VTI | EEM | EFA | VIG | VNQ | EMB | LQD | BIL | |
| VTI |
1.00
|
0.74
|
0.92
|
0.96
|
0.82
|
0.72
|
0.61
|
-0.25
|
|
| EEM |
0.74
|
1.00
|
0.81
|
0.65
|
0.57
|
0.72
|
0.54
|
-0.25
|
|
| EFA |
0.92
|
0.81
|
1.00
|
0.89
|
0.76
|
0.76
|
0.60
|
-0.27
|
|
| VIG |
0.96
|
0.65
|
0.89
|
1.00
|
0.81
|
0.66
|
0.55
|
-0.20
|
|
| VNQ |
0.82
|
0.57
|
0.76
|
0.81
|
1.00
|
0.72
|
0.64
|
-0.24
|
|
| EMB |
0.72
|
0.72
|
0.76
|
0.66
|
0.72
|
1.00
|
0.85
|
-0.14
|
|
| LQD |
0.61
|
0.54
|
0.60
|
0.55
|
0.64
|
0.85
|
1.00
|
-0.05
|
|
| BIL |
-0.25
|
-0.25
|
-0.27
|
-0.20
|
-0.24
|
-0.14
|
-0.05
|
1.00
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|
| Asset | VTI | EEM | EFA | VIG | VNQ | EMB | LQD | BIL | |
| VTI |
1.00
|
0.67
|
0.87
|
0.95
|
0.71
|
0.62
|
0.51
|
-0.19
|
|
| EEM |
0.67
|
1.00
|
0.79
|
0.61
|
0.49
|
0.70
|
0.49
|
-0.16
|
|
| EFA |
0.87
|
0.79
|
1.00
|
0.84
|
0.63
|
0.70
|
0.51
|
-0.20
|
|
| VIG |
0.95
|
0.61
|
0.84
|
1.00
|
0.70
|
0.58
|
0.46
|
-0.14
|
|
| VNQ |
0.71
|
0.49
|
0.63
|
0.70
|
1.00
|
0.67
|
0.65
|
-0.19
|
|
| EMB |
0.62
|
0.70
|
0.70
|
0.58
|
0.67
|
1.00
|
0.83
|
-0.13
|
|
| LQD |
0.51
|
0.49
|
0.51
|
0.46
|
0.65
|
0.83
|
1.00
|
-0.06
|
|
| BIL |
-0.19
|
-0.16
|
-0.20
|
-0.14
|
-0.19
|
-0.13
|
-0.06
|
1.00
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|
| Asset | VTI | EEM | EFA | VIG | VNQ | EMB | LQD | BIL | |
| VTI |
1.00
|
0.73
|
0.82
|
0.75
|
0.62
|
0.56
|
0.29
|
-0.03
|
|
| EEM |
0.73
|
1.00
|
0.78
|
0.54
|
0.51
|
0.65
|
0.26
|
-0.03
|
|
| EFA |
0.82
|
0.78
|
1.00
|
0.59
|
0.58
|
0.57
|
0.32
|
-0.04
|
|
| VIG |
0.75
|
0.54
|
0.59
|
1.00
|
0.57
|
0.49
|
0.29
|
0.01
|
|
| VNQ |
0.62
|
0.51
|
0.58
|
0.57
|
1.00
|
0.50
|
0.41
|
-0.01
|
|
| EMB |
0.56
|
0.65
|
0.57
|
0.49
|
0.50
|
1.00
|
0.57
|
0.07
|
|
| LQD |
0.29
|
0.26
|
0.32
|
0.29
|
0.41
|
0.57
|
1.00
|
0.00
|
|
| BIL |
-0.03
|
-0.03
|
-0.04
|
0.01
|
-0.01
|
0.07
|
0.00
|
1.00
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|
| Asset | VTI | EEM | EFA | VIG | VNQ | EMB | LQD | BIL | |
| VTI |
1.00
|
0.70
|
0.72
|
0.81
|
0.62
|
0.55
|
0.30
|
0.00
|
|
| EEM |
0.70
|
1.00
|
0.65
|
0.57
|
0.48
|
0.61
|
0.26
|
0.03
|
|
| EFA |
0.72
|
0.65
|
1.00
|
0.55
|
0.52
|
0.51
|
0.30
|
0.03
|
|
| VIG |
0.81
|
0.57
|
0.55
|
1.00
|
0.58
|
0.49
|
0.29
|
0.03
|
|
| VNQ |
0.62
|
0.48
|
0.52
|
0.58
|
1.00
|
0.50
|
0.37
|
-0.02
|
|
| EMB |
0.55
|
0.61
|
0.51
|
0.49
|
0.50
|
1.00
|
0.58
|
0.06
|
|
| LQD |
0.30
|
0.26
|
0.30
|
0.29
|
0.37
|
0.58
|
1.00
|
0.09
|
|
| BIL |
0.00
|
0.03
|
0.03
|
0.03
|
-0.02
|
0.06
|
0.09
|
1.00
|
Portfolio Dividends
In 2021, the Burton Malkiel Mid-Fifties Portfolio granted a 2.30% dividend yield. If you are interested in getting periodic income, please refer to the Burton Malkiel Mid-Fifties Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Oct 31, 2022
An investment of 1000$, since November 1992,
now would be worth 11743.52$, with a total return of 1074.35% (8.56% annualized).
The Inflation Adjusted Capital now would be 5587.80$, with a net total return of 458.78% (5.90% annualized).
The Inflation Adjusted Capital now would be 5587.80$, with a net total return of 458.78% (5.90% annualized).
An investment of 1000$, since January 1985,
now would be worth 36275.84$, with a total return of 3527.58% (9.96% annualized).
The Inflation Adjusted Capital now would be 12817.76$, with a net total return of 1181.78% (6.97% annualized).
The Inflation Adjusted Capital now would be 12817.76$, with a net total return of 1181.78% (6.97% annualized).
Drawdowns
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -46.21% | Nov 2007 | Feb 2009 | 16 | Feb 2011 | 24 | 40 |
| -24.05% | Jan 2022 | Sep 2022 | 9 | in progress | 1 | 10 |
| -18.63% | Jan 2020 | Mar 2020 | 3 | Aug 2020 | 5 | 8 |
| -18.18% | May 1998 | Aug 1998 | 4 | Apr 1999 | 8 | 12 |
| -15.78% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 |
| -15.37% | Apr 2002 | Sep 2002 | 6 | Jun 2003 | 9 | 15 |
| -13.61% | Sep 2000 | Sep 2001 | 13 | Mar 2002 | 6 | 19 |
| -10.02% | Feb 2018 | Dec 2018 | 11 | Mar 2019 | 3 | 14 |
| -9.21% | May 2015 | Feb 2016 | 10 | Jun 2016 | 4 | 14 |
| -8.22% | Feb 1994 | Jan 1995 | 12 | May 1995 | 4 | 16 |
| -6.70% | Apr 2004 | Apr 2004 | 1 | Oct 2004 | 6 | 7 |
| -6.25% | Apr 2012 | May 2012 | 2 | Aug 2012 | 3 | 5 |
| -5.58% | Oct 1997 | Oct 1997 | 1 | Feb 1998 | 4 | 5 |
| -4.62% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
| -3.97% | Jun 2007 | Jul 2007 | 2 | Sep 2007 | 2 | 4 |
| -3.96% | May 2013 | Jun 2013 | 2 | Sep 2013 | 3 | 5 |
| -3.95% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
| -3.94% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
| -3.88% | Jul 1999 | Sep 1999 | 3 | Nov 1999 | 2 | 5 |
| -3.55% | 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 |
| -46.21% | Nov 2007 | Feb 2009 | 16 | Feb 2011 | 24 | 40 |
| -24.05% | Jan 2022 | Sep 2022 | 9 | in progress | 1 | 10 |
| -21.56% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 |
| -18.63% | Jan 2020 | Mar 2020 | 3 | Aug 2020 | 5 | 8 |
| -18.18% | May 1998 | Aug 1998 | 4 | Apr 1999 | 8 | 12 |
| -16.09% | Aug 1990 | Sep 1990 | 2 | Feb 1991 | 5 | 7 |
| -15.78% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 |
| -15.37% | Apr 2002 | Sep 2002 | 6 | Jun 2003 | 9 | 15 |
| -13.61% | Sep 2000 | Sep 2001 | 13 | Mar 2002 | 6 | 19 |
| -10.02% | Feb 2018 | Dec 2018 | 11 | Mar 2019 | 3 | 14 |
| -9.21% | May 2015 | Feb 2016 | 10 | Jun 2016 | 4 | 14 |
| -8.22% | Feb 1994 | Jan 1995 | 12 | May 1995 | 4 | 16 |
| -8.16% | Jan 1990 | Apr 1990 | 4 | Jul 1990 | 3 | 7 |
| -6.70% | Apr 2004 | Apr 2004 | 1 | Oct 2004 | 6 | 7 |
| -6.25% | Apr 2012 | May 2012 | 2 | Aug 2012 | 3 | 5 |
| -5.58% | Oct 1997 | Oct 1997 | 1 | Feb 1998 | 4 | 5 |
| -5.08% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 |
| -4.62% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
| -4.36% | Jun 1991 | Jun 1991 | 1 | Aug 1991 | 2 | 3 |
| -3.97% | Jun 2007 | Jul 2007 | 2 | Sep 2007 | 2 | 4 |
Rolling Returns ( more details)
Burton Malkiel Mid-Fifties Portfolio: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
11.02 |
55.26 Mar 2009 - Feb 2010 |
-39.51 Mar 2008 - Feb 2009 |
19.64% |
| 2 Years |
10.41 |
36.93 Mar 2009 - Feb 2011 |
-22.12 Mar 2007 - Feb 2009 |
8.58% |
| 3 Years |
10.05 |
24.79 Mar 2009 - Feb 2012 |
-11.17 Mar 2006 - Feb 2009 |
7.88% |
| 5 Years |
9.94 |
19.21 Mar 2009 - Feb 2014 |
-1.65 Mar 2004 - Feb 2009 |
0.51% |
| 7 Years |
9.84 |
18.16 Oct 1990 - Sep 1997 |
2.16 Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
9.71 |
15.46 Dec 1987 - Nov 1997 |
3.48 Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
9.38 |
14.96 Jan 1985 - Dec 1999 |
4.90 Oct 2007 - Sep 2022 |
0.00% |
| 20 Years |
9.46 |
12.97 Jan 1985 - Dec 2004 |
6.51 Apr 2000 - Mar 2020 |
0.00% |
| 30 Years |
9.77 |
11.22 Jan 1985 - Dec 2014 |
8.40 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 Mid-Fifties Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Burton Malkiel Mid-Fifties 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.
For further information about the seasonality, check the Asset Class Seasonality page.
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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
40% |
-1.97
40% |
-1.57
60% |
1.52
60% |
0.38
60% |
0.44
60% |
2.83
100% |
0.42
60% |
-2.65
40% |
0.64
60% |
2.52
80% |
1.34
80% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.06
|
99.07
|
97.52
|
98.99
|
99.37
|
99.81
|
102.63
|
103.06
|
100.33
|
100.96
|
103.51
|
104.90
|
| Best |
7.6 2019 |
1.8 2019 |
2.5 2021 |
8.3 2020 |
3.9 2020 |
5.1 2019 |
5.6 2022 |
3.7 2020 |
1.5 2019 |
4.4 2021 |
9.4 2020 |
4.3 2021 |
| Worst |
-4.4 2022 |
-5.7 2020 |
-13.0 2020 |
-6.4 2022 |
-3.9 2019 |
-6.6 2022 |
0.4 2019 |
-3.7 2022 |
-8.8 2022 |
-5.9 2018 |
-2.2 2021 |
-5.7 2018 |
Monthly Seasonality over the period Nov 2017 - 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 |
0.39
50% |
0.02
60% |
0.20
70% |
1.41
80% |
0.39
60% |
0.16
60% |
2.30
90% |
-0.35
50% |
-1.25
50% |
1.46
70% |
1.48
70% |
1.00
70% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.39
|
100.41
|
100.61
|
102.03
|
102.43
|
102.60
|
104.95
|
104.58
|
103.27
|
104.79
|
106.34
|
107.40
|
| Best |
7.6 2019 |
4.2 2014 |
7.2 2016 |
8.3 2020 |
3.9 2020 |
5.1 2019 |
5.6 2022 |
3.7 2020 |
4.4 2013 |
5.7 2015 |
9.4 2020 |
4.3 2021 |
| Worst |
-4.4 2022 |
-5.7 2020 |
-13.0 2020 |
-6.4 2022 |
-3.9 2019 |
-6.6 2022 |
-1.1 2014 |
-5.6 2015 |
-8.8 2022 |
-5.9 2018 |
-2.2 2021 |
-5.7 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 |
1.11
58% |
0.58
63% |
0.83
68% |
1.71
82% |
0.91
63% |
0.35
63% |
1.41
68% |
-0.06
58% |
-0.51
53% |
0.61
66% |
1.10
65% |
2.39
84% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.11
|
101.70
|
102.54
|
104.30
|
105.25
|
105.61
|
107.10
|
107.04
|
106.50
|
107.14
|
108.32
|
110.91
|
| Best |
9.7 1987 |
6.7 1991 |
7.5 2009 |
11.7 2009 |
7.1 2009 |
5.1 2019 |
7.9 2009 |
5.6 1986 |
7.1 2010 |
9.9 2011 |
9.4 2020 |
12.4 1991 |
| Worst |
-9.2 2009 |
-9.7 2009 |
-13.0 2020 |
-6.7 2004 |
-6.8 2010 |
-7.3 2008 |
-7.1 2002 |
-14.5 1998 |
-8.8 2022 |
-18.4 2008 |
-6.0 2008 |
-5.7 2018 |
Monthly Seasonality over the period Jan 1985 - Oct 2022
Monthly/Yearly Returns
Burton Malkiel Mid-Fifties 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
299 Positive Months (66%) - 155 Negative Months (34%)
MONTHLY RETURNS TABLE
Jan 1985 - Oct 2022
(Scroll down to see all data)
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Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2022 |
-20.74 | -25.85 | -4.4 | -3.1 | 1.3 | -6.4 | -0.1 | -6.6 | 5.6 | -3.7 | -8.8 | 4.4 | ||
| 2021 |
+15.75 | +8.14 | -0.4 | 1.5 | 2.5 | 3.8 | 1.3 | 1.2 | 0.9 | 1.8 | -4.0 | 4.4 | -2.2 | 4.3 |
| 2020 |
+11.71 | +10.21 | -0.8 | -5.7 | -13.0 | 8.3 | 3.9 | 2.6 | 4.6 | 3.7 | -2.1 | -1.5 | 9.4 | 3.8 |
| 2019 |
+23.79 | +21.02 | 7.6 | 1.8 | 1.7 | 2.3 | -3.9 | 5.1 | 0.4 | -0.4 | 1.5 | 1.8 | 1.3 | 2.8 |
| 2018 |
-7.10 | -8.84 | 3.2 | -4.3 | -0.2 | -0.4 | 0.7 | -0.2 | 2.8 | 0.7 | 0.1 | -5.9 | 2.3 | -5.7 |
| 2017 |
+19.19 | +16.72 | 2.2 | 2.6 | 0.7 | 1.3 | 1.5 | 0.7 | 2.2 | 0.5 | 1.3 | 1.5 | 1.7 | 1.5 |
| 2016 |
+8.92 | +6.70 | -3.7 | -0.3 | 7.2 | 0.4 | 0.3 | 2.1 | 3.4 | -0.1 | 0.2 | -2.2 | -0.1 | 1.8 |
| 2015 |
-2.27 | -2.98 | 0.1 | 3.2 | -0.8 | 0.9 | -0.3 | -2.5 | 0.9 | -5.6 | -1.7 | 5.7 | -0.3 | -1.5 |
| 2014 |
+8.09 | +7.28 | -2.8 | 4.2 | 0.8 | 1.1 | 2.1 | 1.5 | -1.1 | 2.6 | -3.4 | 2.8 | 1.2 | -0.9 |
| 2013 |
+14.67 | +12.97 | 2.8 | 0.3 | 1.9 | 2.8 | -1.6 | -2.4 | 3.5 | -3.1 | 4.4 | 3.7 | 0.4 | 1.4 |
| 2012 |
+15.47 | +13.49 | 5.0 | 3.1 | 1.2 | -0.2 | -6.1 | 4.1 | 1.3 | 1.5 | 2.0 | -0.5 | 1.0 | 2.5 |
| 2011 |
-0.94 | -3.79 | 0.8 | 2.6 | 0.6 | 3.4 | -0.8 | -1.3 | -1.0 | -5.2 | -8.4 | 9.9 | -1.3 | 0.7 |
| 2010 |
+15.05 | +13.36 | -3.7 | 2.3 | 5.8 | 1.6 | -6.8 | -2.9 | 7.4 | -2.3 | 7.1 | 3.1 | -1.6 | 5.2 |
| 2009 |
+29.23 | +25.81 | -9.2 | -9.7 | 7.5 | 11.7 | 7.1 | -0.5 | 7.9 | 3.5 | 5.0 | -2.3 | 5.1 | 2.3 |
| 2008 |
-30.43 | -30.50 | -4.5 | -1.2 | 0.4 | 4.6 | 1.0 | -7.3 | -0.7 | -0.4 | -8.0 | -18.4 | -6.0 | 7.6 |
| 2007 |
+7.08 | +2.88 | 2.0 | -1.2 | 1.3 | 2.8 | 2.3 | -1.4 | -2.6 | 1.7 | 4.8 | 3.5 | -4.3 | -1.5 |
| 2006 |
+21.13 | +18.13 | 5.0 | 0.6 | 1.7 | 1.3 | -3.5 | 0.6 | 1.7 | 2.5 | 0.7 | 4.1 | 3.5 | 1.4 |
| 2005 |
+11.28 | +7.61 | -1.7 | 2.8 | -3.2 | 0.2 | 2.6 | 2.4 | 3.8 | 0.4 | 1.8 | -2.7 | 3.5 | 1.1 |
| 2004 |
+15.92 | +12.26 | 2.5 | 1.3 | 1.0 | -6.7 | 1.8 | 1.7 | -1.8 | 2.9 | 2.1 | 2.5 | 4.2 | 3.7 |
| 2003 |
+33.06 | +30.61 | -1.3 | -0.3 | 0.4 | 7.7 | 4.9 | 2.7 | 2.3 | 0.7 | 0.7 | 4.7 | 1.9 | 4.7 |
| 2002 |
-8.20 | -10.33 | -0.4 | 0.9 | 3.7 | -0.3 | -0.3 | -3.7 | -7.1 | 2.0 | -6.6 | 2.3 | 2.6 | -0.9 |
| 2001 |
+1.81 | +0.25 | 5.8 | -5.2 | -4.0 | 5.1 | 0.6 | 0.3 | -1.2 | -0.4 | -8.8 | 2.9 | 6.0 | 1.9 |
| 2000 |
-1.81 | -5.03 | -3.1 | 0.8 | 3.1 | -1.8 | -1.4 | 3.5 | 0.5 | 2.6 | -2.2 | -2.1 | -4.4 | 3.1 |
| 1999 |
+18.47 | +15.37 | -0.5 | -1.4 | 3.3 | 6.1 | -1.9 | 3.2 | -2.2 | -0.4 | -1.2 | 3.2 | 2.3 | 7.3 |
| 1998 |
+6.91 | +5.21 | -0.4 | 5.4 | 3.6 | 0.1 | -3.1 | 0.1 | -1.4 | -14.5 | 4.9 | 6.2 | 4.9 | 2.8 |
| 1997 |
+14.24 | +12.33 | 2.6 | 0.8 | -2.7 | 1.7 | 5.3 | 3.9 | 4.4 | -4.6 | 5.2 | -5.6 | 1.5 | 1.6 |
| 1996 |
+18.61 | +14.80 | 3.3 | 0.0 | 1.0 | 2.2 | 1.5 | 0.3 | -3.3 | 2.4 | 3.7 | 0.8 | 4.9 | 0.7 |
| 1995 |
+20.11 | +17.14 | -1.3 | 1.2 | 1.6 | 2.8 | 3.6 | 1.4 | 2.9 | 0.1 | 2.3 | -1.6 | 2.7 | 2.9 |
| 1994 |
-3.32 | -5.84 | 3.9 | -3.3 | -5.1 | 1.6 | 0.6 | -1.5 | 2.1 | 3.6 | -2.2 | 0.9 | -3.9 | 0.5 |
| 1993 |
+27.74 | +24.33 | 3.6 | 1.8 | 5.2 | 0.4 | 0.5 | 2.3 | 2.0 | 4.0 | -0.1 | 3.1 | -3.2 | 5.5 |
| 1992 |
+3.26 | +0.35 | 0.3 | -1.0 | -2.3 | 1.1 | 4.4 | -3.6 | 3.1 | -0.9 | -0.3 | -0.2 | 2.1 | 0.8 |
| 1991 |
+37.79 | +33.70 | 4.7 | 6.7 | 1.3 | 1.4 | 4.0 | -4.4 | 3.3 | 3.4 | 1.6 | 2.8 | -3.6 | 12.4 |
| 1990 |
-6.91 | -12.26 | -5.0 | -0.6 | -0.5 | -2.2 | 6.8 | 1.0 | 2.4 | -9.7 | -7.1 | 4.2 | 2.9 | 2.0 |
| 1989 |
+30.29 | +24.51 | 5.3 | 0.5 | -0.4 | 4.0 | 3.1 | -0.5 | 5.5 | 3.0 | 2.9 | -2.4 | 2.3 | 3.9 |
| 1988 |
+18.85 | +13.82 | 6.6 | 4.2 | -0.9 | 1.0 | -1.0 | 4.8 | -0.5 | -2.5 | 2.8 | 1.8 | -0.1 | 1.6 |
| 1987 |
-1.62 | -5.80 | 9.7 | 3.5 | -0.9 | 0.5 | -1.3 | 1.6 | 3.8 | 2.6 | -2.0 | -17.3 | -3.2 | 3.7 |
| 1986 |
+21.09 | +19.77 | 1.2 | 6.4 | 6.3 | 0.6 | 1.3 | 3.0 | -2.2 | 5.6 | -5.1 | 1.7 | 1.8 | -0.7 |
| 1985 |
+30.20 | +25.43 | 7.1 | 1.2 | 0.6 | 0.4 | 5.4 | 1.7 | 0.2 | -0.2 | -2.5 | 3.9 | 5.2 | 4.1 |
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
- EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
- EFA - iShares MSCI EAFE: 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
- 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
- BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill: simulated historical serie, up to December 2007
Portfolio efficiency
Compared to the Burton Malkiel Mid-Fifties Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Stocks/Bonds 80/20 Momentum |
+11.15 | 12.13 | -43.61 | 80 | 20 | 0 | ||
|
US Stocks Minimum Volatility |
+9.77 | 13.59 | -43.27 | 100 | 0 | 0 | ||
|
Stocks/Bonds 60/40 Momentum |
+9.67 | 9.35 | -32.52 | 60 | 40 | 0 | ||
|
Warren Buffett Portfolio Warren Buffett |
+9.34 | 13.41 | -45.52 | 90 | 10 | 0 | ||
|
Robust Alpha Architect |
+9.06 | 10.90 | -44.20 | 70 | 20 | 10 | ||
|
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 | ||
|
Sheltered Sam 80/20 Bill Bernstein |
+8.56 | 11.99 | -45.06 | 77.6 | 20 | 2.4 | ||
|
Mid-Fifties Burton Malkiel |
+8.56 | 12.76 | -46.21 | 80 | 20 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Very High Risk categorization.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Technology |
+13.06 | 23.81 | -81.08 | 100 | 0 | 0 | ||
|
US Stocks Momentum |
+12.44 | 15.06 | -53.85 | 100 | 0 | 0 | ||
|
Stocks/Bonds 80/20 Momentum |
+11.15 | 12.13 | -43.61 | 80 | 20 | 0 | ||
|
US Stocks |
+9.79 | 15.27 | -50.84 | 100 | 0 | 0 | ||
|
US Stocks Minimum Volatility |
+9.77 | 13.59 | -43.27 | 100 | 0 | 0 | ||