Craig Israelsen 7Twelve Portfolio: ETF allocation and returns

Last Update: 31 July 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 4.15% compound annual return, with a 9.17% standard deviation.

In 2019, the portfolio granted a 2.13% 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 %	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

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: 31 July 2020

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	1M	3M	6M	1Y	*3Y^()**	*5Y^()**	*10Y^()**
Craig Israelsen 7Twelve Portfolio	+3.08	+9.58	-4.50	-1.92	+2.44	+2.90	+4.15
*Components*
VNQ - Vanguard Real Estate	+3.64	+7.98	-11.85	-5.11	+2.98	+4.94	+9.06
VV - Vanguard Large-Cap	+5.98	+13.77	+3.23	+12.93	+12.35	+11.56	+13.90
IJR - iShares Core S&P Small-Cap	+4.28	+12.80	-10.80	-8.58	+1.66	+5.53	+10.97
EEM - iShares MSCI Emerging Markets	+8.25	+18.84	+3.40	+6.45	+1.99	+5.42	+2.55
EFA - iShares MSCI EAFE	+1.94	+11.24	-6.75	-1.27	+0.40	+2.02	+4.87
VO - Vanguard Mid-Cap	+6.33	+16.36	-1.07	+4.74	+8.05	+8.04	+12.42
IEI - iShares 3-7 Year Treasury Bond	+0.38	+0.82	+5.42	+8.71	+4.57	+3.31	+2.90
BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill	+0.01	-0.01	+0.30	+1.13	+1.52	+0.98	+0.46
GSG - iShares S&P GSCI Commodity Indexed Trust	+3.66	+26.77	-25.81	-31.00	-9.72	-9.91	-9.57

(*) 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: 31 July 2020

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Period	Returns Jul 2020	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+3.08%		0.00%	1 - 0
3M	+9.58%		0.00%	3 - 0
6M	-4.50%		-15.99% Feb 2020 - Mar 2020	4 - 2
YTD	-6.68%		-17.91% Jan 2020 - Mar 2020	4 - 3
1Y	-1.92%	15.10%	-17.91% Jan 2020 - Mar 2020	8 - 4
3Y	+2.44% annualized	11.22%	-17.91% Jan 2020 - Mar 2020	27 - 9
5Y	+2.90% annualized	9.65%	-17.91% Jan 2020 - Mar 2020	43 - 17
10Y	+4.15% annualized	9.17%	-17.91% Jan 2020 - Mar 2020	78 - 42
MAX 01 Jan 2007	+3.31% annualized	10.94%	-37.97% Jun 2008 - Feb 2009	104 - 59

* Annualized St.Dev. of monthly returns

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Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since July 2010.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-17.91%	Jan 2020	Mar 2020	3	in progress	4	7
-14.55%	Jul 2014	Feb 2016	20	Jul 2017	17	37
-13.51%	May 2011	Sep 2011	5	Dec 2012	15	20
-9.82%	Oct 2018	Dec 2018	3	Apr 2019	4	7
-3.93%	May 2019	May 2019	1	Oct 2019	5	6
-3.22%	Feb 2018	Feb 2018	1	Jul 2018	5	6
-2.54%	Aug 2010	Aug 2010	1	Sep 2010	1	2
-2.35%	May 2013	Jun 2013	2	Jul 2013	1	3
-1.63%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-1.38%	Aug 2013	Aug 2013	1	Sep 2013	1	2
-0.57%	Feb 2013	Feb 2013	1	Mar 2013	1	2
-0.34%	Nov 2010	Nov 2010	1	Dec 2010	1	2

Worst drawdowns since December 2006.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-37.97%	Jun 2008	Feb 2009	9	Feb 2011	24	33
-17.91%	Jan 2020	Mar 2020	3	in progress	4	7
-14.55%	Jul 2014	Feb 2016	20	Jul 2017	17	37
-13.51%	May 2011	Sep 2011	5	Dec 2012	15	20
-9.82%	Oct 2018	Dec 2018	3	Apr 2019	4	7
-4.35%	Nov 2007	Jan 2008	3	Apr 2008	3	6
-3.93%	May 2019	May 2019	1	Oct 2019	5	6
-3.22%	Feb 2018	Feb 2018	1	Jul 2018	5	6
-2.35%	May 2013	Jun 2013	2	Jul 2013	1	3
-1.63%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-1.38%	Aug 2013	Aug 2013	1	Sep 2013	1	2
-0.99%	Jun 2007	Jul 2007	2	Sep 2007	2	4
-0.57%	Feb 2013	Feb 2013	1	Mar 2013	1	2

Rolling Returns

Craig Israelsen 7Twelve Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+3.76%	+37.90% Mar 2009 - Feb 2010	-33.99% Mar 2008 - Feb 2009	31.58%
2 Years	+3.52%	+27.20% Mar 2009 - Feb 2011	-15.17% Mar 2007 - Feb 2009	29.29%
3 Years	+4.24%	+18.54% Mar 2009 - Feb 2012	-2.25% Jul 2007 - Jun 2010	12.50%
5 Years	+4.05%	+13.74% Mar 2009 - Feb 2014	-0.10% Apr 2015 - Mar 2020	0.96%
7 Years	+4.18%	+7.72% Mar 2009 - Feb 2016	+0.86% Apr 2013 - Mar 2020	0.00%
10 Years	+4.26%	+7.76% Mar 2009 - Feb 2019	+2.73% Nov 2007 - Oct 2017	0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2020	-6.68%	-2.3	-4.5	-12.1	3.7	3.9	2.3	3.1
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