Data Source: from January 1994 to December 2021
Last Update: 31 December 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 5.84% compound annual return, with a 8.74% standard deviation.
In the last 25 years, a 6.70% compound annual return, with a 9.95% standard deviation.
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 % | EFA | iShares MSCI EAFE | Equity, EAFE, 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 % | 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(*) | 20Y(*) | 25Y(*) | |
|---|---|---|---|---|---|---|---|---|---|
| Craig Israelsen 7Twelve Portfolio | +3.81 | +3.65 | +3.59 | +16.41 | +12.19 | +7.95 | +5.84 | +6.86 | +6.70 |
| --- Inflation Adjusted return | +3.33 | +1.41 | +0.19 | +8.66 | +8.36 | +4.89 | +3.65 | +4.45 | +4.31 |
| Components | |||||||||
|
VNQ Vanguard Real Estate |
+9.69 | +15.03 | +15.74 | +40.52 | +19.96 | +11.22 | +11.50 | +10.89 | +9.94 |
|
VV Vanguard Large-Cap |
+4.17 | +10.38 | +10.81 | +27.40 | +26.47 | +18.72 | +16.63 | +9.69 | +9.88 |
|
EFA iShares MSCI EAFE |
+4.41 | +2.84 | +1.71 | +11.46 | +13.53 | +9.55 | +7.92 | +6.26 | +5.22 |
|
EEM iShares MSCI Emerging Markets |
+1.53 | -1.57 | -10.09 | -3.61 | +10.06 | +9.16 | +4.73 | +8.87 | +5.94 |
|
IJR iShares Core S&P Small-Cap |
+4.50 | +5.57 | +2.49 | +26.60 | +20.05 | +12.37 | +14.47 | +10.68 | +10.37 |
|
VO Vanguard Mid-Cap |
+3.91 | +8.00 | +8.00 | +24.69 | +24.46 | +15.86 | +15.13 | +10.82 | +11.32 |
|
IEI iShares 3-7 Year Treasury Bond |
-0.40 | -0.91 | -1.01 | -2.54 | +3.28 | +2.48 | +1.84 | +3.90 | +4.58 |
|
BIL SPDR Blmbg Barclays 1-3 Mth T-Bill |
0.00 | -0.03 | -0.04 | -0.10 | +0.77 | +0.95 | +0.45 | +1.12 | +1.86 |
|
GSG iShares S&P GSCI Commodity Indexed Trust |
+7.21 | +1.48 | +6.34 | +38.77 | +6.86 | +1.77 | -6.35 | +0.36 | -0.64 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92% , 10Y: 2.12% , 20Y: 2.31% , 25Y: 2.29%
In 2021, the portfolio granted a 1.33% dividend yield. If you are interested in getting periodic income, please refer to the Craig Israelsen 7Twelve Portfolio: Dividend Yield page.
Historical Returns
Historical returns and stats of Craig Israelsen 7Twelve Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.
| Period | Return Dec 2021 update |
Return Inflation Adjusted |
Standard Deviation(*) |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|---|
|
1M
Dec 2021
|
+3.81%
|
+3.33%
|
0.00%
|
1 - 0
|
|
|
3M
|
+3.65%
|
+1.41%
|
-3.52%
Nov 2021 - Nov 2021
|
2 - 1
|
|
|
6M
|
+3.59%
|
+0.19%
|
-3.52%
Nov 2021 - Nov 2021
|
4 - 2
|
|
|
YTD
|
+16.41%
|
+8.66%
|
7.15%
|
-3.52%
Nov 2021 - Nov 2021
|
10 - 2
83% pos
|
|
1Y
|
+16.41%
|
+8.66%
|
7.15%
|
-3.52%
Nov 2021 - Nov 2021
|
10 - 2
83% pos
|
|
3Y
|
+12.19%
annualized
|
+8.36%
annualized
|
11.89%
|
-17.90%
Jan 2020 - Mar 2020
|
27 - 9
75% pos
|
|
5Y
|
+7.95%
annualized
|
+4.89%
annualized
|
10.14%
|
-17.90%
Jan 2020 - Mar 2020
|
46 - 14
77% pos
|
|
10Y
|
+5.84%
annualized
|
+3.65%
annualized
|
8.74%
|
-17.90%
Jan 2020 - Mar 2020
|
82 - 38
68% pos
|
|
20Y
|
+6.86%
annualized
|
+4.45%
annualized
|
10.09%
|
-37.96%
Jun 2008 - Feb 2009
|
160 - 80
67% pos
|
|
25Y
|
+6.70%
annualized
|
+4.31%
annualized
|
9.95%
|
-37.96%
Jun 2008 - Feb 2009
|
194 - 106
65% pos
|
|
MAX
01 Jan 1994
|
+7.12%
annualized
|
+4.66%
annualized
|
9.66%
|
-37.96%
Jun 2008 - Feb 2009
|
222 - 114
66% pos
|
Portfolio efficiency
Is the Craig Israelsen 7Twelve Portfolio actually efficient, compared to other Lazy Portfolios?
Best Classic Portfolios, with High Risk, ordered by 25 Years annualized return.
25 Years Stats |
% Allocation |
||||||
|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Drawdown | Stocks | Bonds | Comm. | ||
| Simple Path to Wealth JL Collins |
+8.96% | -38.54% | 75 | 25 | 0 | Compare | |
| Yale Endowment David Swensen |
+8.94% | -39.46% | 70 | 30 | 0 | Compare | |
| Talmud Portfolio Roger Gibson |
+8.80% | -40.18% | 66.67 | 33.33 | 0 | Compare | |
| Late Sixties and Beyond Burton Malkiel |
+8.63% | -41.80% | 71 | 29 | 0 | Compare | |
| Lazy Portfolio David Swensen |
+8.41% | -40.88% | 70 | 30 | 0 | Compare | |
Our overall ratings, assigned to the Craig Israelsen 7Twelve Portfolio. The portfolio is classified as High Risk.
Less than 25%
25% - 49.99%
50% - 74.99%
At least 75%
| High Risk Portfolios |
All Portfolios |
||
|---|---|---|---|
| 25 Years Ann. Return (Inflation Adjusted) |
+6.70%
(+4.31%) |
Bad : 1.2 / 5
|
Average : 2.7 / 5
|
| Standard Deviation over 25 Years |
9.95% |
Good : 3 / 5
|
Good : 3.4 / 5
|
| Maximum Drawdown over 25 Years |
-37.96% |
Bad : 1.8 / 5
|
Average : 2.6 / 5
|
| Easy to manage | 9 ETFs |
Poor : 1 / 5
|
Poor : 1 / 5
|
| Rating assigned considering all the High Risk Portfolios | Rating assigned considering all the Portfolios in the database |
Capital Growth
An investment of 1000$, since January 1997, now would be worth 5058.89$, with a total return of 405.89% (6.70% annualized).
The Inflation Adjusted Capital now would be 2872.56$, with a net total return of 187.26% (4.31% annualized).
Drawdowns
Worst drawdowns since January 1997 - Chart and Data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -37.96% | Jun 2008 | Feb 2009 | 9 | Feb 2011 | 24 | 33 |
| -17.90% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
| -14.54% | Jul 2014 | Feb 2016 | 20 | Jul 2017 | 17 | 37 |
| -13.54% | Apr 1998 | Aug 1998 | 5 | Apr 1999 | 8 | 13 |
| -13.50% | May 2011 | Sep 2011 | 5 | Dec 2012 | 15 | 20 |
| -10.05% | Feb 2001 | Sep 2001 | 8 | Apr 2003 | 19 | 27 |
| -9.83% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 |
| -5.06% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
| -4.35% | Nov 2007 | Jan 2008 | 3 | Apr 2008 | 3 | 6 |
| -3.93% | May 2019 | May 2019 | 1 | Oct 2019 | 5 | 6 |
| -3.70% | Oct 1997 | Jan 1998 | 4 | Mar 1998 | 2 | 6 |
| -3.52% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 |
| -3.44% | Oct 2005 | Oct 2005 | 1 | Dec 2005 | 2 | 3 |
| -3.22% | Feb 2018 | Feb 2018 | 1 | Jul 2018 | 5 | 6 |
| -2.79% | Sep 2000 | Nov 2000 | 3 | Jan 2001 | 2 | 5 |
| -2.41% | May 2006 | May 2006 | 1 | Aug 2006 | 3 | 4 |
| -2.34% | May 2013 | Jun 2013 | 2 | Jul 2013 | 1 | 3 |
| -2.33% | Feb 1997 | Mar 1997 | 2 | May 1997 | 2 | 4 |
| -2.14% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
| -2.03% | Mar 2005 | Apr 2005 | 2 | Jun 2005 | 2 | 4 |
Rolling Returns ( more details)
Craig Israelsen 7Twelve Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+7.76% |
+37.90% Mar 2009 - Feb 2010 |
-33.99% Mar 2008 - Feb 2009 |
21.85% |
| 2 Years |
+7.16% |
+27.21% Mar 2009 - Feb 2011 |
-15.17% Mar 2007 - Feb 2009 |
15.34% |
| 3 Years |
+6.93% |
+18.84% Apr 2003 - Mar 2006 |
-7.23% Mar 2006 - Feb 2009 |
9.30% |
| 5 Years |
+6.78% |
+15.96% Nov 2002 - Oct 2007 |
-0.15% Mar 2004 - Feb 2009 |
0.72% |
| 7 Years |
+6.69% |
+12.42% Sep 1998 - Aug 2005 |
+0.86% Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
+6.90% |
+11.14% Sep 1998 - Aug 2008 |
+2.73% Nov 2007 - Oct 2017 |
0.00% |
| 15 Years |
+6.66% |
+8.80% Apr 1995 - Mar 2010 |
+3.59% Apr 2005 - Mar 2020 |
0.00% |
| 20 Years |
+6.74% |
+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
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.
| 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% |
0.28 64% |
0.76 61% |
1.43 82% |
| 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 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly/Yearly Returns
Craig Israelsen 7Twelve Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+16.41 | +8.66 | 1.3 | 3.4 | 0.9 | 3.6 | 1.3 | 1.4 | 0.5 | 0.6 | -1.1 | 3.5 | -3.5 | 3.8 |
| 2020 |
+3.64 | +2.31 | -2.3 | -4.5 | -12.1 | 3.7 | 3.9 | 2.3 | 3.1 | 2.4 | -1.8 | -1.0 | 7.8 | 3.5 |
| 2019 |
+17.04 | +14.46 | 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 | -8.36 | 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 | +8.86 | 1.0 | 1.4 | -0.2 | 0.4 | 0.5 | 0.3 | 2.0 | 0.0 | 1.5 | 1.3 | 1.2 | 1.2 |
| 2016 |
+7.88 | +5.71 | -3.1 | -0.4 | 5.1 | 1.8 | 0.5 | 1.4 | 0.5 | 0.0 | 1.0 | -2.0 | 1.0 | 2.0 |
| 2015 |
-6.71 | -7.30 | -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 | -0.92 | -1.6 | 3.3 | 0.2 | 0.5 | 1.1 | 1.5 | -1.9 | 1.6 | -3.5 | 1.4 | -0.7 | -2.0 |
| 2013 |
+9.98 | +8.34 | 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 | +7.16 | 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 | -3.29 | 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 | +11.27 | -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 | +16.49 | -7.6 | -6.6 | 5.3 | 7.0 | 6.8 | -0.7 | 5.2 | 2.6 | 3.1 | -1.3 | 3.6 | 2.1 |
| 2008 |
-24.01 | -24.00 | -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 | +6.92 | 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 | +9.32 | 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 | +7.76 | -1.3 | 3.0 | -1.0 | -1.0 | 2.0 | 1.9 | 2.8 | 1.9 | 1.9 | -3.4 | 2.3 | 2.0 |
| 2004 |
+14.33 | +10.63 | 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 | +22.71 | -0.1 | 0.8 | -1.9 | 3.7 | 5.7 | 0.6 | 0.4 | 3.0 | 1.4 | 4.0 | 1.4 | 4.1 |
| 2002 |
+4.93 | +2.39 | -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 | -6.17 | 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 | +7.83 | -0.6 | 3.6 | 1.7 | -1.7 | 0.9 | 4.0 | -1.5 | 5.2 | -1.2 | -1.4 | -0.2 | 2.6 |
| 1999 |
+19.24 | +16.13 | 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 | -2.96 | -0.4 | 2.0 | 2.0 | -0.4 | -2.5 | -0.5 | -2.6 | -8.1 | 5.0 | 2.5 | 0.8 | 1.5 |
| 1997 |
+7.34 | +5.55 | 0.9 | -0.8 | -1.5 | 1.2 | 3.7 | 1.7 | 3.7 | -2.1 | 4.0 | -2.5 | -1.0 | 0.2 |
| 1996 |
+16.09 | +12.30 | 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 | +15.71 | -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 | -4.02 | 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
- EFA - iShares MSCI EAFE: simulated historical serie, up to December 2001
- 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
- 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