Data Source: from January 1994 to September 2021

Last Update: 30 September 2021

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 6.2% compound annual return, with a 8.84% standard deviation.

In the last 25 years, a 6.79% compound annual return, with a 9.91% 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:

50% Stocks
33.34% Fixed Income
16.66% Commodities

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 % EEM iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
8.33 % IJR iShares Core S&P Small-Cap Equity, U.S., Small 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
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 Craig Israelsen 7Twelve Portfolio guaranteed the following returns.

CRAIG ISRAELSEN 7TWELVE PORTFOLIO RETURNS (%)
Last Update: 30 September 2021
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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
Craig Israelsen 7Twelve Portfolio -1.15 -0.05 +6.33 +24.07 +7.10 +7.37 +6.20 +6.91 +6.79
Components
VNQ
Vanguard Real Estate
-5.68 +0.62 +12.29 +33.49 +11.96 +7.52 +11.52 +10.37 +10.07
VV
Vanguard Large-Cap
-4.71 +0.39 +9.10 +30.17 +16.63 +17.28 +16.75 +9.70 +9.80
EEM
iShares MSCI Emerging Markets
-3.87 -8.65 -5.14 +15.96 +7.76 +8.29 +5.81 +10.20 +6.12
IJR
iShares Core S&P Small-Cap
-2.39 -2.92 +1.29 +57.36 +9.37 +13.54 +15.66 +11.40 +10.36
EFA
iShares MSCI EAFE
-3.26 -1.10 +4.22 +25.44 +7.53 +8.64 +8.13 +6.44 +5.10
VO
Vanguard Mid-Cap
-4.19 0.00 +7.55 +36.06 +14.74 +14.59 +15.54 +11.31 +11.22
IEI
iShares 3-7 Year Treasury Bond
-0.82 -0.10 +0.57 -1.82 +4.52 +2.09 +2.02 +3.87 +4.74
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
+0.01 -0.01 -0.04 -0.06 +0.96 +0.96 +0.45 +1.15 +1.92
GSG
iShares S&P GSCI Commodity Indexed Trust
+5.97 +4.79 +20.69 +56.84 -2.36 +2.61 -5.66 -0.31 -0.35
(*) annualized
Portfolio returns are calculated assuming:
  • 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.

CRAIG ISRAELSEN 7TWELVE PORTFOLIO
Last Update: 30 September 2021
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Period Returns
Sep 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-1.15%
-1.15%
Sep 2021 - Sep 2021
0 - 1
3M
-0.05%
-1.15%
Sep 2021 - Sep 2021
2 - 1
6M
+6.33%
-1.15%
Sep 2021 - Sep 2021
5 - 1
YTD
+12.31%
-1.15%
Sep 2021 - Sep 2021
8 - 1
1Y
+24.07%
8.10%
-1.15%
Sep 2021 - Sep 2021
10 - 2
3Y
+7.10%
annualized
12.31%
-17.91%
Jan 2020 - Mar 2020
25 - 11
5Y
+7.37%
annualized
9.88%
-17.91%
Jan 2020 - Mar 2020
46 - 14
10Y
+6.20%
annualized
8.84%
-17.91%
Jan 2020 - Mar 2020
81 - 39
20Y
+6.91%
annualized
10.01%
-37.97%
Jun 2008 - Feb 2009
161 - 79
25Y
+6.79%
annualized
9.91%
-37.97%
Jun 2008 - Feb 2009
195 - 105
MAX
01 Jan 1994
+7.05%
annualized
9.64%
-37.97%
Jun 2008 - Feb 2009
220 - 113
* Annualized St.Dev. of monthly returns

Best Classic Portfolios, with High Risk, ordered by 25 Years annualized return.

25 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Yale Endowment
David Swensen
+8.94% -39.46% 70 30 0 Compare
Simple Path to Wealth
JL Collins
+8.92% -38.54% 75 25 0 Compare
Talmud Portfolio
Roger Gibson
+8.85% -40.18% 66.67 33.33 0 Compare
Late Sixties and Beyond
Burton Malkiel
+8.64% -41.80% 71 29 0 Compare
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+8.43% -40.88% 70 30 0 Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns ( more details)

Craig Israelsen 7Twelve Portfolio: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+7.64% +37.90%
Mar 2009 - Feb 2010
-33.99%
Mar 2008 - Feb 2009
22.05%
2 Years
+7.13% +27.20%
Mar 2009 - Feb 2011
-15.17%
Mar 2007 - Feb 2009
15.48%
3 Years
+6.90% +18.84%
Apr 2003 - Mar 2006
-7.23%
Mar 2006 - Feb 2009
9.40%
5 Years
+6.77% +15.96%
Nov 2002 - Oct 2007
-0.15%
Mar 2004 - Feb 2009
0.73%
7 Years
+6.71% +12.42%
Sep 1998 - Aug 2005
+0.86%
Apr 2013 - Mar 2020
0.00%
10 Years
+6.92% +11.14%
Sep 1998 - Aug 2008
+2.73%
Nov 2007 - Oct 2017
0.00%
15 Years
+6.70% +8.80%
Apr 1995 - Mar 2010
+3.59%
Apr 2005 - Mar 2020
0.00%
20 Years
+6.73% +8.33%
Jul 1994 - Jun 2014
+4.91%
Apr 2000 - 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 Craig Israelsen 7Twelve Portfolio: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

Craig Israelsen 7Twelve 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 %
0.29
54%
0.40
64%
0.58
71%
1.67
82%
0.38
64%
0.54
61%
0.51
61%
0.26
68%
0.29
61%
0.16
63%
0.92
63%
1.34
81%
Best
Year
6.4
2019
3.6
2000
5.3
2009
7.0
2009
6.8
2009
4.0
2000
5.4
2010
5.2
2000
6.0
2010
7.7
2011
7.8
2020
5.0
1999
Worst
Year
-7.6
2009
-6.6
2009
-12.1
2020
-5.1
2004
-5.9
2010
-2.0
2011
-3.5
2008
-8.1
1998
-7.4
2011
-15.3
2008
-5.6
2008
-4.7
2018
Statistics calculated for the period Jan 1994 - Sep 2021

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

Monthly Returns of Craig Israelsen 7Twelve Portfolio

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+12.31% 1.3 3.4 0.9 3.6 1.3 1.4 0.5 0.6 -1.2
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
2006
+12.08% 3.9 -1.4 1.5 1.8 -2.4 0.1 1.2 1.2 -0.2 3.3 3.3 -0.7
2005
+11.36% -1.3 3.0 -1.0 -1.1 2.0 1.9 2.8 1.9 1.9 -3.4 2.3 2.1
2004
+14.33% 1.9 2.9 1.6 -5.1 1.7 0.8 -1.1 1.6 2.8 2.3 2.7 1.6
2003
+25.20% -0.1 0.8 -2.0 3.7 5.7 0.6 0.4 3.0 1.4 4.0 1.5 4.1
2002
+4.93% -0.7 1.2 4.6 0.8 -1.0 -1.3 -3.1 2.3 -1.4 0.5 2.1 1.1
2001
-4.66% 1.4 -3.2 -3.3 4.2 0.0 -1.0 -0.4 -0.4 -6.1 1.2 1.8 1.5
2000
+11.53% -0.6 3.6 1.7 -1.7 0.9 4.0 -1.6 5.2 -1.2 -1.4 -0.2 2.6
1999
+19.24% 0.0 -3.0 5.0 5.1 -1.9 3.5 -0.3 0.7 0.6 0.4 3.0 5.0
1998
-1.40% -0.4 2.1 2.0 -0.4 -2.5 -0.5 -2.6 -8.1 5.0 2.5 0.8 1.5
1997
+7.34% 0.9 -0.8 -1.5 1.2 3.7 1.7 3.7 -2.1 4.0 -2.6 -1.0 0.2
1996
+16.09% 1.6 0.6 1.5 2.3 0.7 0.8 -3.3 2.2 2.9 0.7 4.5 0.7
1995
+18.64% -1.1 1.6 1.5 2.2 2.6 1.0 2.4 0.7 1.4 -0.8 2.4 3.5
1994
-1.53% 4.1 -2.5 -3.8 1.3 0.5 -0.5 1.9 1.1 -1.8 0.4 -3.1 1.3

* 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:

  • VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
  • VV - Vanguard Large-Cap: simulated historical serie, up to December 2004
  • EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
  • IJR - iShares Core S&P Small-Cap: simulated historical serie, up to December 2000
  • EFA - iShares MSCI EAFE: simulated historical serie, up to December 2001
  • VO - Vanguard Mid-Cap: simulated historical serie, up to December 2004
  • 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
  • GSG - iShares S&P GSCI Commodity Indexed Trust: simulated historical serie, up to December 2006
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