Data Source: from November 2012 to December 2021

Last Update: 31 December 2021

The Robert Shiller Cape US Sector Value Portfolio is exposed for 100% on the Stock Market.

It's a Very High Risk portfolio and it can be replicated with 1 ETF.

In the last 5 years, the portfolio obtained a 18.85% compound annual return, with a 15.61% 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 replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
100.00 % CAPE 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.

ROBERT SHILLER CAPE US SECTOR VALUE PORTFOLIO RETURNS (%)
Last Update: 31 December 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*)
Robert Shiller Cape US Sector Value Portfolio +4.60 +8.02 +8.59 +27.80 +26.51 +18.85
--- Inflation Adjusted return +4.11 +5.69 +5.02 +19.30 +22.20 +15.48
Components
CAPE
iPath Shiller ETN
+4.60 +8.02 +8.59 +27.80 +26.51 +18.85
(*) annualized
Portfolio returns are calculated assuming:
  • the reinvestment of dividends

Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92%

Historical Returns

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
Last Update: 31 December 2021
Swipe left to see all data
Period Return
Dec 2021
update
Return
Inflation
Adjusted
Standard
Deviation(*)
Max
Drawdown
Months
Pos - Neg
1M
Dec 2021
+4.60%
+4.11%
0.00%
1 - 0
3M
+8.02%
+5.69%
-2.03%
Nov 2021 - Nov 2021
2 - 1
6M
+8.59%
+5.02%
-5.00%
Sep 2021 - Sep 2021
4 - 2
YTD
+27.80%
+19.30%
10.94%
-5.00%
Sep 2021 - Sep 2021
9 - 3
75% pos
1Y
+27.80%
+19.30%
10.94%
-5.00%
Sep 2021 - Sep 2021
9 - 3
75% pos
3Y
+26.51%
annualized
+22.20%
annualized
17.43%
-21.00%
Feb 2020 - Mar 2020
27 - 9
75% pos
5Y
+18.85%
annualized
+15.48%
annualized
15.61%
-21.00%
Feb 2020 - Mar 2020
46 - 14
77% pos
MAX
01 Nov 2012
+18.12%
annualized
+15.69%
annualized
13.71%
-21.00%
Feb 2020 - Mar 2020
80 - 30
73% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

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

Similar portfolios, ordered by 5 Years annualized return.

These portfolios share asset allocation strategy and/or similar asset weights. Comparing their returns and drawdowns, you can get an idea of the risk you are facing implementing one of them.

5 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Cape US Sector Value
Robert Shiller
+18.85% -21.00% 100 0 0
US Stocks
+17.96% -20.84% 100 0 0 Compare
US Stocks Momentum
+17.83% -18.89% 100 0 0 Compare
US Stocks ESG
+15.05% -19.14% 100 0 0 Compare

Best Classic Portfolios, with Very High Risk, ordered by 5 Years annualized return.

5 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Technology
+28.34% -16.96% 100 0 0 Compare
US Stocks
+17.96% -20.84% 100 0 0 Compare
Warren Buffett Portfolio
Warren Buffett
+17.06% -17.49% 90 10 0 Compare
Stocks/Bonds 80/20
+15.16% -16.53% 80 20 0 Compare
All Country World Stocks
+14.46% -22.15% 100 0 0 Compare

See all portfolios

Capital Growth

Time Range:

An investment of 1000$, since January 2017, now would be worth 2371.33$, with a total return of 137.13% (18.85% annualized).

The Inflation Adjusted Capital now would be 2053.49$, with a net total return of 105.35% (15.48% annualized).

Drawdowns

Time Range:

Worst drawdowns since January 2017 - Chart and Data

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
-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
-0.24% Jun 2017 Jun 2017 1 Jul 2017 1 2

Rolling Returns ( more details)

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

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+17.88% +62.89%
Apr 2020 - Mar 2021
-9.55%
Apr 2019 - Mar 2020
5.05%
2 Years
+15.47% +27.78%
Sep 2019 - Aug 2021
+0.39%
Apr 2018 - Mar 2020
0.00%
3 Years
+15.03% +26.51%
Jan 2019 - Dec 2021
+4.34%
Apr 2017 - Mar 2020
0.00%
5 Years
+15.42% +19.92%
Nov 2016 - Oct 2021
+8.27%
Apr 2015 - Mar 2020
0.00%
7 Years
+15.18% +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 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.

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 %
1.40
56%
1.68
78%
-0.10
56%
2.72
78%
1.92
89%
1.37
67%
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
-1.2
2016
-6.0
2019
-2.3
2013
-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 - Dec 2021

For further information about the seasonality, check the Asset Class Seasonality page.

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
80 Positive Months (73%) - 30 Negative Months (27%)
Nov 2012 - Dec 2021
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
2021
+27.80 +19.30 -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 +17.93 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 -5.33 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 +18.88 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
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