Data Source: from November 2012 to June 2022
Consolidated Returns as of 30 June 2022
Live Update: Jul 05 2022, 01:50PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.32%
1 Day
Jul 05 2022, 01:50PM Eastern Time
1.50%
Current Month
July 2022

The Robert Shiller Cape US Sector Value Portfolio is a Very High Risk portfolio and can be implemented with 1 ETF.

It's exposed for 100% on the Stock Market.

In the last 5 Years, the Robert Shiller Cape US Sector Value Portfolio obtained a 11.73% compound annual return, with a 16.86% standard deviation.

Asset Allocation and ETFs

The Robert Shiller Cape US Sector Value Portfolio has the following asset allocation:

100% Stocks
0% Fixed Income
0% Commodities

The Robert Shiller Cape US Sector Value Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
100.00 % CAPD Barclays iPath Shiller ETN Equity, U.S., Large Cap
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

The Robert Shiller Cape US Sector Value Portfolio guaranteed the following returns.

According to the available data source, let's assume we built the portfolio on November 2012.

Portfolio returns are calculated in USD, assuming:
  • No fees or capital gain taxes
ROBERT SHILLER CAPE US SECTOR VALUE PORTFOLIO RETURNS
Consolidated returns as of 30 June 2022
Live Update: Jul 05 2022, 01:50PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Jun 30, 2022
  1 Day Time ET(*) Jul 2022 1M 6M 1Y 5Y(*)
Robert Shiller Cape US Sector Value Portfolio 0.32 1.50 -3.61 -17.93 -10.88 11.73
US Inflation Adjusted return -3.61 -21.12 -17.15 7.84
Components
CAPD
Barclays iPath Shiller ETN
0.32 01:50PM
Jul 05 2022
1.50 -3.61 -17.93 -10.88 11.73
(*) Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)

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%

Historical Returns as of Jun 30, 2022

Historical returns and stats of Robert Shiller Cape US Sector Value Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

ROBERT SHILLER CAPE US SECTOR VALUE PORTFOLIO
Consolidated returns as of 30 June 2022
Data Source: from November 2012 to June 2022
Swipe left to see all data
Period Return (%)
as of Jun 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jun 2022
-3.61
-3.61
-3.61
Jun 2022 - Jun 2022
0 - 1
3M
-16.20
-17.28
-16.20
Apr 2022 - Jun 2022
0 - 3
6M
-17.93
-21.12
-17.93
Jan 2022 - Jun 2022
1 - 5
YTD
-17.93
-21.12
-17.93
Jan 2022 - Jun 2022
1 - 5
1Y
-10.88
-17.15
15.73
-17.93
Jan 2022 - Jun 2022
5 - 7
42% pos
3Y(*)
11.26
6.46
18.21
-21.00
Feb 2020 - Mar 2020
23 - 13
64% pos
5Y(*)
11.73
7.84
16.86
-21.00
Feb 2020 - Mar 2020
42 - 18
70% pos
MAX(*)
01 Nov 2012
14.74
12.04
14.18
-21.00
Feb 2020 - Mar 2020
81 - 35
70% pos
(*) Returns over 1 year are annualized

Capital Growth as of Jun 30, 2022

An investment of 1000$, since July 2017, now would be worth 1741.24$, with a total return of 74.12% (11.73% annualized).

The Inflation Adjusted Capital now would be 1458.61$, with a net total return of 45.86% (7.84% annualized).
An investment of 1000$, since November 2012, now would be worth 3776.79$, with a total return of 277.68% (14.74% annualized).

The Inflation Adjusted Capital now would be 3001.46$, with a net total return of 200.15% (12.04% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-21.00% Feb 2020 Mar 2020 2 Jul 2020 4 6
-17.93% Jan 2022 Jun 2022 6 in progress 6
-15.27% Oct 2018 Dec 2018 3 Apr 2019 4 7
-5.96% May 2019 May 2019 1 Jun 2019 1 2
-5.62% Feb 2018 Mar 2018 2 Jul 2018 4 6
-5.00% Sep 2021 Sep 2021 1 Oct 2021 1 2
-4.02% Sep 2020 Oct 2020 2 Nov 2020 1 3
-2.04% Aug 2019 Aug 2019 1 Oct 2019 2 3
-2.03% Nov 2021 Nov 2021 1 Dec 2021 1 2
-1.07% Jan 2021 Jan 2021 1 Feb 2021 1 2
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-21.00% Feb 2020 Mar 2020 2 Jul 2020 4 6
-17.93% Jan 2022 Jun 2022 6 in progress 6
-15.27% Oct 2018 Dec 2018 3 Apr 2019 4 7
-8.74% Aug 2015 Sep 2015 2 Oct 2015 1 3
-5.96% May 2019 May 2019 1 Jun 2019 1 2
-5.62% Feb 2018 Mar 2018 2 Jul 2018 4 6
-5.00% Sep 2021 Sep 2021 1 Oct 2021 1 2
-4.58% Jan 2016 Jan 2016 1 Mar 2016 2 3
-4.02% Sep 2020 Oct 2020 2 Nov 2020 1 3
-3.84% Jan 2014 Jan 2014 1 Feb 2014 1 2
-3.14% Oct 2016 Oct 2016 1 Nov 2016 1 2
-2.99% Aug 2013 Aug 2013 1 Sep 2013 1 2
-2.77% Dec 2014 Jan 2015 2 Feb 2015 1 3
-2.29% Jun 2013 Jun 2013 1 Jul 2013 1 2
-2.05% Sep 2014 Sep 2014 1 Oct 2014 1 2
-2.04% Aug 2019 Aug 2019 1 Oct 2019 2 3
-2.03% Nov 2021 Nov 2021 1 Dec 2021 1 2
-2.02% Mar 2015 Apr 2015 2 Jul 2015 3 5
-1.15% Apr 2016 Apr 2016 1 May 2016 1 2
-1.07% Jan 2021 Jan 2021 1 Feb 2021 1 2

Rolling Returns ( more details)

Robert Shiller Cape US Sector Value Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
17.29 62.89
Apr 2020 - Mar 2021
-10.88
Jul 2021 - Jun 2022
6.67%
2 Years
16.03 37.58
Apr 2020 - Mar 2022
0.39
Apr 2018 - Mar 2020
0.00%
3 Years
15.18 26.51
Jan 2019 - Dec 2021
4.34
Apr 2017 - Mar 2020
0.00%
5 Years
15.35 19.92
Nov 2016 - Oct 2021
8.27
Apr 2015 - Mar 2020
0.00%
7 Years
15.12 16.84
Sep 2014 - Aug 2021
11.24
Apr 2013 - 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 Robert Shiller Cape US Sector Value Portfolio: Rolling Returns page.

Seasonality

Robert Shiller Cape US Sector Value Portfolio: in which months is it better to invest?

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
Win %
0.81
50%
1.39
70%
0.29
60%
2.07
70%
0.76
80%
0.87
60%
2.84
89%
0.84
67%
-0.44
56%
1.65
67%
3.15
90%
0.57
80%
Best
Year
9.0
2019
5.5
2014
6.0
2016
11.7
2020
5.6
2020
6.5
2019
5.4
2013
6.7
2020
3.4
2013
9.9
2015
12.2
2020
4.6
2021
Worst
Year
-4.6
2016
-9.2
2020
-13.0
2020
-3.8
2022
-9.7
2022
-3.6
2022
-0.9
2014
-6.2
2015
-5.0
2021
-7.9
2018
-2.0
2021
-8.9
2018
Statistics calculated for the period Nov 2012 - Jun 2022

Monthly/Yearly Returns

Robert Shiller Cape US Sector Value Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
81 Positive Months (70%) - 35 Negative Months (30%)
Nov 2012 - Jun 2022
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
-17.93 -21.12 -4.5 -1.2 3.9 -3.8 -9.7 -3.6
2021
+27.80 +19.33 -1.1 4.4 4.3 5.4 1.7 2.0 1.7 4.0 -5.0 5.4 -2.0 4.6
2020
+19.47 +17.96 0.0 -9.2 -13.0 11.7 5.6 2.2 5.2 6.7 -2.0 -2.1 12.2 3.9
2019
+32.61 +29.68 9.0 3.5 2.6 4.1 -6.0 6.5 2.2 -2.0 1.2 2.6 3.3 2.3
2018
-3.51 -5.32 6.3 -2.3 -3.4 0.0 2.7 0.6 4.1 3.9 1.5 -7.9 1.0 -8.9
2017
+21.38 +18.85 2.9 4.0 0.9 1.9 1.8 -0.2 1.7 0.4 0.0 2.1 3.2 0.9
2016
+18.06 +15.68 -4.6 2.3 6.0 -1.2 1.9 1.3 5.0 0.8 1.7 -3.1 5.8 1.2
2015
+4.57 +3.90 -1.9 5.3 -1.5 -0.5 1.9 -0.4 1.1 -6.2 -2.7 9.9 0.2 0.2
2014
+15.77 +15.02 -3.8 5.5 -0.1 2.3 2.1 2.8 -0.9 2.9 -2.1 2.8 4.4 -0.9
2013
+33.36 +31.37 5.8 1.6 3.3 0.8 5.5 -2.3 5.4 -3.0 3.4 5.2 2.6 1.3
2012
- - 0.8 1.0

Portfolio efficiency

Is the Robert Shiller Cape US Sector Value Portfolio actually efficient, compared to other Lazy Portfolios?

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5 Years Stats (%)
% Allocation
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Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 02:00PM Eastern Time.

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Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 02:00PM Eastern Time.
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