Data Source: from January 1985 to October 2022 (~38 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 03:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.43%
1 Day
Nov 29 2022, 03:00PM Eastern Time
5.99%
Current Month
November 2022

The Burton Malkiel Mid-Twenties Portfolio is a Very High Risk portfolio and can be implemented with 8 ETFs.

It's exposed for 87% on the Stock Market.

In the last 30 Years, the Burton Malkiel Mid-Twenties Portfolio obtained a 8.39% compound annual return, with a 13.72% standard deviation.

Asset Allocation and ETFs

The Burton Malkiel Mid-Twenties Portfolio has the following asset allocation:

87% Stocks
13% Fixed Income
0% Commodities

The Burton Malkiel Mid-Twenties Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
35.00 %
VTI Vanguard Total Stock Market Equity, U.S., Large Cap
17.50 %
EEM iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
17.50 %
EFA iShares MSCI EAFE Equity, EAFE, Large Cap
10.00 %
VNQ Vanguard Real Estate Real Estate, U.S.
7.00 %
VIG Vanguard Dividend Appreciation Equity, U.S., Large Cap
5.00 %
BIL SPDR Blmbg Barclays 1-3 Mth T-Bill Bond, U.S., Ultra Short-Term
4.00 %
EMB iShares JP Morgan USD Em Mkts Bd Bond, Emerging Markets, All-Term
4.00 %
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 Mid-Twenties 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 MID-TWENTIES PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 03:00PM 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-Twenties Portfolio 0.43 5.99 4.53 -9.95 -19.81 4.03 6.99 8.39 9.98
US Inflation Adjusted return 4.11 -12.64 -25.57 0.17 4.31 5.74 7.00
Components
VTI
Vanguard Total Stock Market
-0.26 02:59PM
Nov 29 2022
1.92 8.11 -5.43 -16.87 9.80 12.41 9.79 10.34
EEM
iShares MSCI Emerging Markets
2.09 02:59PM
Nov 29 2022
12.27 -1.98 -18.62 -31.25 -3.80 0.20 5.66 7.33
EFA
iShares MSCI EAFE
0.31 02:59PM
Nov 29 2022
11.22 5.89 -11.64 -23.17 -0.16 4.08 5.00 6.17
VNQ
Vanguard Real Estate
1.25 03:00PM
Nov 29 2022
3.36 3.51 -18.78 -21.44 4.00 6.69 9.03 10.60
VIG
Vanguard Dividend Appreciation
-0.31 02:59PM
Nov 29 2022
4.04 9.96 -2.45 -7.80 11.02 11.93 10.36 10.67
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
0.02 03:00PM
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
0.36 02:59PM
Nov 29 2022
8.73 -0.17 -11.06 -24.88 -3.17 0.23 9.06 8.96
LQD
iShares Investment Grade Corporate Bond
-0.34 02:59PM
Nov 29 2022
5.52 -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 Mid-Twenties Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
BURTON MALKIEL MID-TWENTIES 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 (%)
4.53 -8.50 -9.95 -19.81 2.68 4.03 6.99 8.46 8.39 9.98
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 (%)
4.11 -9.04 -12.64 -25.57 -2.22 0.17 4.31 5.80 5.74 7.00
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 16.03 16.92 14.99 12.25 14.09 13.72 14.01
Sharpe Ratio -1.28 0.13 0.20 0.53 0.52 0.45 0.43
Sortino Ratio -1.88 0.17 0.26 0.69 0.68 0.58 0.55
MAXIMUM DRAWDOWN
Drawdown Depth (%) -24.50 -24.50 -24.50 -24.50 -49.50 -49.50 -49.50
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
42
42
42
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 58.57 25.36 20.63 15.84 13.03 11.20
Worst Return (%) -42.40 -12.28 -2.15 2.58 5.83 8.22
% Positive Periods 79% 90% 99% 100% 100% 100%
MONTHS
Positive 1 1 2 4 21 37 78 155 233 296
Negative 0 2 4 8 15 23 42 85 127 158
% Positive 100% 33% 33% 33% 58% 62% 65% 65% 65% 65%
WITHDRAWAL RATES (WR)
Safe WR (%) 38.44 22.47 14.02 10.16 8.32 11.43
Perpetual WR (%) 0.00 0.17 4.13 5.48 5.42 6.54
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 EEM EFA VNQ VIG BIL EMB LQD
VTI
1.00
0.60
0.94
0.87
0.97
-0.07
0.89
0.80
EEM
0.60
1.00
0.71
0.56
0.60
-0.35
0.77
0.65
EFA
0.94
0.71
1.00
0.84
0.95
-0.18
0.90
0.78
VNQ
0.87
0.56
0.84
1.00
0.90
-0.31
0.79
0.64
VIG
0.97
0.60
0.95
0.90
1.00
-0.07
0.85
0.71
BIL
-0.07
-0.35
-0.18
-0.31
-0.07
1.00
-0.14
-0.30
EMB
0.89
0.77
0.90
0.79
0.85
-0.14
1.00
0.87
LQD
0.80
0.65
0.78
0.64
0.71
-0.30
0.87
1.00
 
 
 
 
 
 
 
 
Asset VTI EEM EFA VNQ VIG BIL EMB LQD
VTI
1.00
0.74
0.92
0.82
0.96
-0.25
0.72
0.61
EEM
0.74
1.00
0.81
0.57
0.65
-0.25
0.72
0.54
EFA
0.92
0.81
1.00
0.76
0.89
-0.27
0.76
0.60
VNQ
0.82
0.57
0.76
1.00
0.81
-0.24
0.72
0.64
VIG
0.96
0.65
0.89
0.81
1.00
-0.20
0.66
0.55
BIL
-0.25
-0.25
-0.27
-0.24
-0.20
1.00
-0.14
-0.05
EMB
0.72
0.72
0.76
0.72
0.66
-0.14
1.00
0.85
LQD
0.61
0.54
0.60
0.64
0.55
-0.05
0.85
1.00
 
 
 
 
 
 
 
 
Asset VTI EEM EFA VNQ VIG BIL EMB LQD
VTI
1.00
0.67
0.87
0.71
0.95
-0.19
0.62
0.51
EEM
0.67
1.00
0.79
0.49
0.61
-0.16
0.70
0.49
EFA
0.87
0.79
1.00
0.63
0.84
-0.20
0.70
0.51
VNQ
0.71
0.49
0.63
1.00
0.70
-0.19
0.67
0.65
VIG
0.95
0.61
0.84
0.70
1.00
-0.14
0.58
0.46
BIL
-0.19
-0.16
-0.20
-0.19
-0.14
1.00
-0.13
-0.06
EMB
0.62
0.70
0.70
0.67
0.58
-0.13
1.00
0.83
LQD
0.51
0.49
0.51
0.65
0.46
-0.06
0.83
1.00
 
 
 
 
 
 
 
 
Asset VTI EEM EFA VNQ VIG BIL EMB LQD
VTI
1.00
0.73
0.82
0.62
0.75
-0.03
0.56
0.29
EEM
0.73
1.00
0.78
0.51
0.54
-0.03
0.65
0.26
EFA
0.82
0.78
1.00
0.58
0.59
-0.04
0.57
0.32
VNQ
0.62
0.51
0.58
1.00
0.57
-0.01
0.50
0.41
VIG
0.75
0.54
0.59
0.57
1.00
0.01
0.49
0.29
BIL
-0.03
-0.03
-0.04
-0.01
0.01
1.00
0.07
0.00
EMB
0.56
0.65
0.57
0.50
0.49
0.07
1.00
0.57
LQD
0.29
0.26
0.32
0.41
0.29
0.00
0.57
1.00
 
 
 
 
 
 
 
 
Asset VTI EEM EFA VNQ VIG BIL EMB LQD
VTI
1.00
0.70
0.72
0.62
0.81
0.00
0.55
0.30
EEM
0.70
1.00
0.65
0.48
0.57
0.03
0.61
0.26
EFA
0.72
0.65
1.00
0.52
0.55
0.03
0.51
0.30
VNQ
0.62
0.48
0.52
1.00
0.58
-0.02
0.50
0.37
VIG
0.81
0.57
0.55
0.58
1.00
0.03
0.49
0.29
BIL
0.00
0.03
0.03
-0.02
0.03
1.00
0.06
0.09
EMB
0.55
0.61
0.51
0.50
0.49
0.06
1.00
0.58
LQD
0.30
0.26
0.30
0.37
0.29
0.09
0.58
1.00

Portfolio Dividends

In 2021, the Burton Malkiel Mid-Twenties Portfolio granted a 2.22% dividend yield. If you are interested in getting periodic income, please refer to the Burton Malkiel Mid-Twenties Portfolio: Dividend Yield page.

Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 1992, now would be worth 11199.13$, with a total return of 1019.91% (8.39% annualized).

The Inflation Adjusted Capital now would be 5328.77$, with a net total return of 432.88% (5.74% annualized).
An investment of 1000$, since January 1985, now would be worth 36622.35$, with a total return of 3562.23% (9.98% annualized).

The Inflation Adjusted Capital now would be 12940.19$, with a net total return of 1194.02% (7.00% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-49.50% Nov 2007 Feb 2009 16 Apr 2011 26 42
-24.51% Sep 2000 Sep 2002 25 Oct 2003 13 38
-24.50% Jan 2022 Sep 2022 9 in progress 1 10
-19.79% Jan 2020 Mar 2020 3 Aug 2020 5 8
-18.97% May 1998 Aug 1998 4 Mar 1999 7 11
-17.88% May 2011 Sep 2011 5 Sep 2012 12 17
-11.51% Feb 2018 Dec 2018 11 Apr 2019 4 15
-11.15% May 2015 Feb 2016 10 Jul 2016 5 15
-8.84% Feb 1994 Jan 1995 12 Jun 1995 5 17
-6.45% Aug 1997 Oct 1997 3 Feb 1998 4 7
-5.93% Apr 2004 Apr 2004 1 Oct 2004 6 7
-5.09% Apr 2000 May 2000 2 Aug 2000 3 5
-4.70% May 2019 May 2019 1 Jun 2019 1 2
-4.18% May 2006 May 2006 1 Sep 2006 4 5
-3.98% Sep 2021 Sep 2021 1 Oct 2021 1 2
-3.90% Jul 1996 Jul 1996 1 Sep 1996 2 3
-3.74% Sep 2020 Oct 2020 2 Nov 2020 1 3
-3.72% Mar 2005 Apr 2005 2 Jun 2005 2 4
-3.66% Jan 2000 Jan 2000 1 Mar 2000 2 3
-3.65% May 2013 Jun 2013 2 Jul 2013 1 3
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-49.50% Nov 2007 Feb 2009 16 Apr 2011 26 42
-24.51% Sep 2000 Sep 2002 25 Oct 2003 13 38
-24.50% Jan 2022 Sep 2022 9 in progress 1 10
-23.37% Sep 1987 Nov 1987 3 Jan 1989 14 17
-19.79% Jan 2020 Mar 2020 3 Aug 2020 5 8
-18.97% May 1998 Aug 1998 4 Mar 1999 7 11
-17.89% Aug 1990 Sep 1990 2 Feb 1991 5 7
-17.88% May 2011 Sep 2011 5 Sep 2012 12 17
-11.51% Feb 2018 Dec 2018 11 Apr 2019 4 15
-11.15% May 2015 Feb 2016 10 Jul 2016 5 15
-8.94% Jan 1990 Apr 1990 4 Jul 1990 3 7
-8.84% Feb 1994 Jan 1995 12 Jun 1995 5 17
-6.45% Aug 1997 Oct 1997 3 Feb 1998 4 7
-5.93% Apr 2004 Apr 2004 1 Oct 2004 6 7
-5.37% Sep 1986 Sep 1986 1 Jan 1987 4 5
-5.09% Apr 2000 May 2000 2 Aug 2000 3 5
-4.81% Jun 1991 Jun 1991 1 Aug 1991 2 3
-4.70% May 2019 May 2019 1 Jun 2019 1 2
-4.41% Jun 1992 Jun 1992 1 Jan 1993 7 8
-4.18% May 2006 May 2006 1 Sep 2006 4 5

Rolling Returns ( more details)

Burton Malkiel Mid-Twenties Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
11.22 58.57
Mar 2009 - Feb 2010
-42.40
Mar 2008 - Feb 2009
21.22%
2 Years
10.50 38.78
Mar 2009 - Feb 2011
-23.64
Mar 2007 - Feb 2009
11.37%
3 Years
10.05 25.36
Mar 2009 - Feb 2012
-12.28
Mar 2006 - Feb 2009
10.02%
5 Years
9.89 20.63
Jan 1985 - Dec 1989
-2.15
Mar 2004 - Feb 2009
1.27%
7 Years
9.74 18.60
Jan 1985 - Dec 1991
1.72
Mar 2002 - Feb 2009
0.00%
10 Years
9.55 15.84
Dec 1987 - Nov 1997
2.58
Mar 1999 - Feb 2009
0.00%
15 Years
9.13 15.84
Jan 1985 - Dec 1999
4.69
Oct 2007 - Sep 2022
0.00%
20 Years
9.20 13.03
Nov 1987 - Oct 2007
5.83
Apr 2000 - Mar 2020
0.00%
30 Years
9.63 11.20
Jan 1985 - Dec 2014
8.22
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-Twenties Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Burton Malkiel Mid-Twenties 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
1.27
40%
-1.99
40%
-1.73
60%
1.62
60%
0.27
60%
0.48
60%
2.76
100%
0.42
60%
-2.71
40%
0.64
60%
2.66
80%
1.39
80%
 Capital Growth on monthly avg returns
100
101.27
99.26
97.54
99.13
99.39
99.87
102.63
103.06
100.27
100.92
103.60
105.05
Best 7.9
2019
1.9
2021
2.4
2021
8.7
2020
4.1
2020
5.5
2019
5.6
2022
4.3
2020
1.7
2019
4.5
2022
10.1
2020
4.3
2020
Worst -4.3
2022
-6.1
2020
-13.5
2020
-6.7
2022
-4.7
2019
-6.8
2022
0.1
2019
-3.7
2022
-9.1
2022
-6.5
2018
-2.4
2021
-6.2
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
0.40
40%
0.04
60%
0.20
70%
1.51
80%
0.37
60%
0.17
60%
2.33
90%
-0.37
50%
-1.28
50%
1.53
70%
1.61
80%
1.02
70%
 Capital Growth on monthly avg returns
100
100.40
100.44
100.64
102.16
102.54
102.71
105.10
104.71
103.38
104.96
106.65
107.74
Best 7.9
2019
4.4
2014
7.6
2016
8.7
2020
4.1
2020
5.5
2019
5.6
2022
4.3
2020
4.7
2013
6.2
2015
10.1
2020
4.3
2020
Worst -4.3
2016
-6.1
2020
-13.5
2020
-6.7
2022
-4.7
2019
-6.8
2022
-1.2
2014
-6.1
2015
-9.1
2022
-6.5
2018
-2.4
2021
-6.2
2018
Monthly Seasonality over the period Nov 2012 - 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
1.12
58%
0.63
63%
0.84
66%
1.84
79%
0.91
63%
0.27
61%
1.40
66%
-0.16
55%
-0.58
53%
0.70
66%
1.15
70%
2.48
84%
 Capital Growth on monthly avg returns
100
101.12
101.76
102.61
104.50
105.45
105.74
107.22
107.05
106.43
107.17
108.40
111.09
Best 10.7
1987
7.6
1991
8.4
2009
12.1
2009
8.1
2009
5.5
2019
8.3
2009
5.9
1986
8.0
2010
10.6
2011
10.1
2020
13.5
1991
Worst -9.5
2009
-9.7
2009
-13.5
2020
-6.7
2022
-7.5
2010
-7.7
2008
-7.5
2002
-15.0
1998
-9.2
2001
-19.1
2008
-7.1
2008
-6.2
2018
Monthly Seasonality over the period Jan 1985 - Oct 2022

Monthly/Yearly Returns

Burton Malkiel Mid-Twenties 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
296 Positive Months (65%) - 158 Negative Months (35%)
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
-21.08 -26.17 -4.3 -3.1 1.3 -6.7 0.0 -6.8 5.6 -3.7 -9.1 4.5
2021
+15.90 +8.29 0.0 1.9 2.4 3.8 1.3 1.2 0.5 1.9 -4.0 4.5 -2.4 4.1
2020
+12.95 +11.44 -1.3 -6.1 -13.5 8.7 4.1 2.9 4.8 4.3 -2.2 -1.5 10.1 4.3
2019
+24.15 +21.38 7.9 1.8 1.6 2.6 -4.7 5.5 0.1 -1.1 1.7 2.2 1.6 3.2
2018
-7.95 -9.68 4.0 -4.4 -0.4 -0.2 0.6 -0.4 2.8 0.6 0.1 -6.5 2.3 -6.2
2017
+21.11 +18.61 2.6 2.6 1.0 1.4 1.6 0.8 2.5 0.6 1.4 1.8 1.6 1.6
2016
+8.95 +6.74 -4.3 -0.6 7.6 0.5 0.2 1.7 3.7 0.0 0.5 -2.1 0.2 1.8
2015
-2.79 -3.49 -0.3 3.8 -0.9 1.5 -0.3 -2.4 0.6 -6.1 -2.2 6.2 -0.4 -1.8
2014
+6.93 +6.12 -3.4 4.4 0.9 1.0 2.1 1.7 -1.2 2.7 -3.6 2.6 1.1 -1.2
2013
+16.66 +14.94 3.1 0.1 2.0 2.7 -1.3 -2.4 3.9 -3.0 4.7 3.7 0.7 1.6
2012
+16.07 +14.08 5.6 3.5 1.1 -0.5 -6.9 4.4 1.0 1.8 2.3 -0.6 1.1 2.8
2011
-3.11 -5.90 0.8 2.7 0.7 3.5 -1.1 -1.4 -1.3 -6.0 -9.2 10.6 -1.3 0.2
2010
+15.09 +13.39 -4.2 2.4 6.2 1.3 -7.5 -3.3 7.9 -3.0 8.0 3.4 -1.6 5.9
2009
+32.24 +28.73 -9.5 -9.7 8.4 12.1 8.1 -0.7 8.3 3.3 5.3 -2.6 5.4 2.5
2008
-34.16 -34.22 -5.4 -1.2 -0.1 5.1 1.4 -7.7 -1.3 -0.8 -8.6 -19.1 -7.1 6.6
2007
+8.80 +4.53 1.9 -1.4 1.7 3.1 2.7 -1.1 -2.5 1.5 5.3 4.1 -4.7 -1.5
2006
+21.60 +18.59 5.6 0.0 2.1 1.9 -4.2 0.5 1.3 2.4 0.8 4.2 3.5 1.8
2005
+12.41 +8.69 -1.9 3.4 -3.3 -0.4 2.6 2.2 4.3 0.4 2.4 -3.0 3.8 1.8
2004
+16.58 +12.90 2.4 1.7 0.6 -5.9 1.8 1.8 -2.5 2.3 2.4 2.6 5.0 3.9
2003
+35.10 +32.61 -1.7 -1.0 0.0 7.9 5.3 2.7 2.8 1.9 0.6 5.5 1.9 5.2
2002
-10.76 -12.84 -0.7 0.6 4.0 -0.9 -0.4 -4.4 -7.5 1.3 -7.7 3.4 3.9 -2.0
2001
-3.19 -4.66 5.1 -6.4 -5.2 6.1 0.4 -0.5 -1.9 -1.5 -9.2 2.8 6.2 2.3
2000
-6.29 -9.36 -3.7 1.5 3.3 -3.0 -2.1 3.8 -0.7 3.0 -3.0 -2.6 -5.5 3.1
1999
+24.62 +21.37 0.2 -1.6 4.2 6.7 -2.2 4.1 -2.0 -0.4 -1.2 3.7 3.4 8.1
1998
+7.96 +6.25 -0.5 6.1 3.8 0.2 -3.4 0.0 -1.3 -15.0 4.7 7.1 5.1 3.0
1997
+13.00 +11.11 2.7 0.9 -2.8 1.6 5.6 4.1 4.4 -5.4 5.2 -6.1 1.3 1.4
1996
+17.62 +13.84 3.4 0.2 1.2 2.3 1.4 0.1 -3.9 2.4 3.6 0.6 4.9 0.4
1995
+19.21 +16.26 -1.8 1.1 1.9 2.9 3.3 1.3 3.3 -0.2 2.3 -1.8 2.7 2.8
1994
-3.04 -5.57 4.5 -3.5 -5.5 2.0 0.7 -1.5 2.3 4.0 -2.4 1.3 -4.4 0.1
1993
+30.82 +27.32 3.8 1.6 5.7 0.9 0.5 2.3 2.2 4.2 -0.3 3.6 -3.5 6.5
1992
+1.63 -1.23 0.3 -1.3 -2.5 1.2 4.9 -4.4 3.0 -1.1 -0.6 -0.1 2.1 0.5
1991
+40.42 +36.24 4.8 7.6 0.8 1.4 4.5 -4.8 3.5 3.7 1.6 3.2 -4.1 13.5
1990
-7.96 -13.26 -5.2 -0.9 -0.9 -2.3 7.5 1.0 2.9 -10.7 -8.1 5.3 2.5 2.1
1989
+33.68 +27.74 5.8 0.9 -0.7 4.3 3.2 -1.0 5.9 3.6 3.6 -2.8 2.6 4.6
1988
+20.54 +15.44 7.1 4.4 -0.9 1.2 -1.0 5.1 -0.5 -2.8 2.9 1.9 0.3 1.7
1987
-1.94 -6.10 10.7 3.7 -1.1 1.1 -1.5 1.4 4.3 3.1 -2.0 -18.9 -3.6 3.8
1986
+22.60 +21.27 1.2 6.7 6.7 0.8 1.8 3.0 -2.3 5.9 -5.4 1.4 2.1 -0.7
1985
+31.86 +27.03 7.6 1.5 0.5 0.3 5.5 1.8 0.3 -0.3 -2.7 4.1 5.7 4.2

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
  • VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
  • VIG - Vanguard Dividend Appreciation: simulated historical serie, up to December 2006
  • 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 Mid-Twenties 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 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
Late Thirties to Early Forties
Burton Malkiel
+8.48 13.38 -48.28 85 15 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
Mid-Twenties
Burton Malkiel
+8.39 13.72 -49.50 87 13 0

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

Swipe left to see all data
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
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