Last Update: 31 December 2020
The Craig Israelsen 7Twelve Portfolio is exposed for 50% on the Stock Market and for 16.66% on Commodities.
It's a High Risk portfolio and it can be replicated with 9 ETFs.
In the last 10 years, the portfolio obtained a 4.21% compound annual return, with a 9.25% standard deviation.
In 2020, the portfolio granted a 1.34% dividend yield. If you are interested in getting periodic income, please refer to the Craig Israelsen 7Twelve Portfolio: Dividend Yield page.
Asset Allocation and ETFs
The Craig Israelsen 7Twelve Portfolio has the following asset allocation:
The Craig Israelsen 7Twelve Portfolio can be replicated with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 8.34 % | VNQ | Vanguard Real Estate | Real Estate, U.S. | |
| 8.34 % | VV | Vanguard Large-Cap | Equity, U.S., Large Cap | |
| 8.33 % | IJR | iShares Core S&P Small-Cap | Equity, U.S., Small Cap | |
| 8.33 % | EEM | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap | |
| 8.33 % | EFA | iShares MSCI EAFE | Equity, EAFE, Large Cap | |
| 8.33 % | VO | Vanguard Mid-Cap | Equity, U.S., Mid Cap | |
| 25.00 % | IEI | iShares 3-7 Year Treasury Bond | Bond, U.S., Intermediate-Term | |
| 8.34 % | BIL | SPDR Blmbg Barclays 1-3 Mth T-Bill | Bond, U.S., Ultra Short-Term | |
| 16.66 % | GSG | iShares S&P GSCI Commodity Indexed Trust | Commodity, Broad Diversified |
Portfolio and ETF Returns
The Craig Israelsen 7Twelve Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
|---|---|---|---|---|---|---|---|
| Craig Israelsen 7Twelve Portfolio | +3.49 | +10.47 | +14.47 | +3.64 | +4.25 | +6.32 | +4.21 |
| Components | |||||||
| VNQ - Vanguard Real Estate | +2.72 | +9.28 | +10.71 | -4.68 | +4.91 | +5.63 | +8.66 |
| VV - Vanguard Large-Cap | +4.10 | +12.78 | +23.87 | +20.99 | +14.91 | +15.66 | +14.00 |
| IJR - iShares Core S&P Small-Cap | +8.24 | +31.22 | +35.53 | +11.28 | +7.74 | +12.37 | +11.89 |
| EEM - iShares MSCI Emerging Markets | +7.14 | +18.41 | +30.55 | +17.03 | +5.42 | +12.26 | +2.95 |
| EFA - iShares MSCI EAFE | +5.01 | +15.74 | +21.02 | +7.59 | +4.21 | +7.49 | +5.37 |
| VO - Vanguard Mid-Cap | +4.02 | +17.84 | +27.21 | +18.06 | +11.97 | +13.25 | +12.38 |
| IEI - iShares 3-7 Year Treasury Bond | +0.11 | -0.18 | +0.01 | +6.95 | +4.64 | +3.26 | +2.92 |
| BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill | 0.00 | 0.00 | -0.01 | +0.40 | +1.39 | +0.99 | +0.46 |
| GSG - iShares S&P GSCI Commodity Indexed Trust | +5.84 | +14.70 | +18.90 | -23.94 | -8.85 | -2.83 | -9.67 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
If you are interested in getting periodic income, please refer to the Craig Israelsen 7Twelve Portfolio: Dividend Yield page.
Historical Returns
Craig Israelsen 7Twelve Portfolio - Historical returns and stats.
| Period | Returns Dec 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+3.49%
|
0.00%
|
1 - 0 | |
|
3M
|
+10.47%
|
-0.98%
Oct 2020 - Oct 2020
|
2 - 1 | |
|
6M
|
+14.47%
|
-2.81%
Sep 2020 - Oct 2020
|
4 - 2 | |
|
YTD
|
+3.64%
|
17.20%
|
-17.91%
Jan 2020 - Mar 2020
|
7 - 5 |
|
1Y
|
+3.64%
|
17.20%
|
-17.91%
Jan 2020 - Mar 2020
|
7 - 5 |
|
3Y
|
+4.25%
annualized
|
12.25%
|
-17.91%
Jan 2020 - Mar 2020
|
25 - 11 |
|
5Y
|
+6.32%
annualized
|
10.04%
|
-17.91%
Jan 2020 - Mar 2020
|
45 - 15 |
|
10Y
|
+4.21%
annualized
|
9.25%
|
-17.91%
Jan 2020 - Mar 2020
|
78 - 42 |
|
MAX
01 Jan 2007
|
+3.98%
annualized
|
11.02%
|
-37.97%
Jun 2008 - Feb 2009
|
107 - 61 |
* Annualized St.Dev. of monthly returns
Best High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
|---|---|---|---|---|---|---|
| Simple Path to Wealth JL Collins |
+11.38% | 75 | 25 | 0 | Compare | |
| Stocks/Bonds 60/40 |
+9.90% | 60 | 40 | 0 | Compare | |
| Yale Endowment David Swensen |
+9.07% | 70 | 30 | 0 | Compare | |
| Edge Select Moderately Aggressive Merrill Lynch |
+9.02% | 69 | 31 | 0 | Compare | |
| Talmud Portfolio Roger Gibson |
+8.95% | 66.67 | 33.33 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Craig Israelsen 7Twelve Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+3.66% |
+37.90% Mar 2009 - Feb 2010 |
-33.99% Mar 2008 - Feb 2009 |
31.85% |
| 2 Years |
+3.52% |
+27.20% Mar 2009 - Feb 2011 |
-15.17% Mar 2007 - Feb 2009 |
28.97% |
| 3 Years |
+4.19% |
+18.54% Mar 2009 - Feb 2012 |
-2.25% Jul 2007 - Jun 2010 |
12.03% |
| 5 Years |
+4.08% |
+13.74% Mar 2009 - Feb 2014 |
-0.10% Apr 2015 - Mar 2020 |
0.92% |
| 7 Years |
+4.10% |
+7.72% Mar 2009 - Feb 2016 |
+0.86% Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
+4.24% |
+7.76% Mar 2009 - Feb 2019 |
+2.73% Nov 2007 - Oct 2017 |
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 Craig Israelsen 7Twelve Portfolio: Rolling Returns page.
Seasonality and Yearly/Monthly Returns
Craig Israelsen 7Twelve Portfolio Seasonality
| Months | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average | -0.2 | 0.2 | 0.5 | 2.1 | -0.1 | 0.2 | 1.0 | -0.2 | 0.0 | -0.2 | 0.3 | 0.8 |
| Best |
6.4 2019 |
3.3 2014 |
5.3 2009 |
7.0 2009 |
6.8 2009 |
3.9 2019 |
5.4 2010 |
2.6 2009 |
6.0 2010 |
7.7 2011 |
7.8 2020 |
4.4 2010 |
| Worst |
-7.6 2009 |
-6.6 2009 |
-12.1 2020 |
-0.1 2012 |
-5.9 2010 |
-2.0 2011 |
-3.5 2008 |
-3.5 2011 |
-7.4 2011 |
-15.3 2008 |
-5.6 2008 |
-4.7 2018 |
| Gain Frequency |
50 | 64 | 79 | 93 | 57 | 50 | 71 | 57 | 64 | 57 | 50 | 71 |
Detail of Monthly Returns
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
+3.64% | -2.3 | -4.5 | -12.1 | 3.7 | 3.9 | 2.3 | 3.1 | 2.4 | -1.9 | -1.0 | 7.8 | 3.5 |
| 2019 |
+17.04% | 6.4 | 1.7 | 1.2 | 1.9 | -3.9 | 3.9 | 0.0 | -1.2 | 1.3 | 1.4 | 0.8 | 2.7 |
| 2018 |
-6.60% | 2.1 | -3.2 | 0.8 | 0.7 | 1.3 | 0.3 | 0.6 | 1.0 | 0.0 | -4.9 | -0.5 | -4.7 |
| 2017 |
+11.15% | 1.0 | 1.4 | -0.2 | 0.4 | 0.5 | 0.3 | 2.0 | 0.0 | 1.5 | 1.4 | 1.2 | 1.2 |
| 2016 |
+7.88% | -3.1 | -0.4 | 5.1 | 1.8 | 0.5 | 1.4 | 0.5 | 0.1 | 1.0 | -2.0 | 1.0 | 2.0 |
| 2015 |
-6.71% | -1.0 | 2.6 | -0.6 | 1.6 | -0.4 | -1.3 | -1.8 | -3.3 | -1.8 | 3.1 | -1.4 | -2.3 |
| 2014 |
-0.27% | -1.6 | 3.3 | 0.2 | 0.5 | 1.1 | 1.6 | -1.9 | 1.6 | -3.5 | 1.4 | -0.7 | -2.1 |
| 2013 |
+9.98% | 2.7 | -0.6 | 1.6 | 0.8 | -1.0 | -1.4 | 3.2 | -1.4 | 2.5 | 2.0 | 0.5 | 0.8 |
| 2012 |
+9.05% | 4.0 | 2.6 | 0.2 | -0.1 | -5.9 | 2.5 | 1.3 | 2.3 | 0.7 | -1.2 | 1.0 | 1.7 |
| 2011 |
-0.33% | 1.2 | 2.0 | 1.1 | 3.0 | -1.3 | -2.0 | 0.1 | -3.5 | -7.4 | 7.7 | -0.4 | -0.1 |
| 2010 |
+12.87% | -3.3 | 2.7 | 3.7 | 2.1 | -5.9 | -1.9 | 5.4 | -2.5 | 6.0 | 2.6 | -0.3 | 4.4 |
| 2009 |
+19.77% | -7.6 | -6.6 | 5.3 | 7.0 | 6.8 | -0.7 | 5.2 | 2.6 | 3.1 | -1.3 | 3.6 | 2.2 |
| 2008 |
-24.01% | -2.3 | 1.6 | 0.1 | 3.8 | 2.5 | -1.9 | -3.5 | -1.3 | -5.7 | -15.3 | -5.6 | 2.0 |
| 2007 |
+11.31% | 1.0 | 0.4 | 1.2 | 1.7 | 1.2 | -0.4 | -0.6 | 0.8 | 4.3 | 3.4 | -2.4 | 0.3 |
* Note: 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:
IEI - iShares 3-7 Year Treasury Bond: simulated historical serie, up to December 2007
BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill: simulated historical serie, up to December 2007