Last Update: 30 September 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 3.86% compound annual return, with a 9.00% 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: 30 September 2020
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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*)
Craig Israelsen 7Twelve Portfolio -1.85 +3.62 +14.27 -1.48 +2.11 +4.09 +3.86
Components
VNQ - Vanguard Real Estate -2.68 +1.31 +15.01 -12.28 +2.33 +5.19 +8.48
VV - Vanguard Large-Cap -3.70 +9.84 +33.21 +16.94 +12.82 +14.40 +13.84
IJR - iShares Core S&P Small-Cap -4.65 +3.28 +26.13 -8.20 -0.34 +7.22 +10.56
EEM - iShares MSCI Emerging Markets -1.01 +10.25 +29.94 +10.81 +1.84 +8.47 +1.94
EFA - iShares MSCI EAFE -2.05 +4.57 +20.74 +0.09 +0.48 +5.08 +4.54
VO - Vanguard Mid-Cap -1.61 +7.95 +34.95 +7.10 +7.99 +10.34 +11.97
IEI - iShares 3-7 Year Treasury Bond +0.08 +0.19 +0.75 +6.89 +4.51 +3.06 +2.68
BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill -0.02 -0.01 -0.05 +0.78 +1.45 +0.98 +0.46
GSG - iShares S&P GSCI Commodity Indexed Trust -4.44 +3.66 +15.59 -28.57 -10.31 -8.84 -9.76
(*) 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 2020
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Period Returns
Sep 2020
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-1.85%
-1.85%
Sep 2020 - Sep 2020
0 - 1
3M
+3.62%
-1.85%
Sep 2020 - Sep 2020
2 - 1
6M
+14.27%
-1.85%
Sep 2020 - Sep 2020
5 - 1
YTD
-6.18%
-17.91%
Jan 2020 - Mar 2020
5 - 4
1Y
-1.48%
15.30%
-17.91%
Jan 2020 - Mar 2020
8 - 4
3Y
+2.11%
annualized
11.33%
-17.91%
Jan 2020 - Mar 2020
26 - 10
5Y
+4.09%
annualized
9.56%
-17.91%
Jan 2020 - Mar 2020
44 - 16
10Y
+3.86%
annualized
9.00%
-17.91%
Jan 2020 - Mar 2020
78 - 42
MAX
01 Jan 2007
+3.31%
annualized
10.90%
-37.97%
Jun 2008 - Feb 2009
105 - 60

* Annualized St.Dev. of monthly returns

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Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns

Craig Israelsen 7Twelve Portfolio: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+3.71% +37.90%
Mar 2009 - Feb 2010
-33.99%
Mar 2008 - Feb 2009
31.82%
2 Years
+3.47% +27.20%
Mar 2009 - Feb 2011
-15.17%
Mar 2007 - Feb 2009
29.58%
3 Years
+4.22% +18.54%
Mar 2009 - Feb 2012
-2.25%
Jul 2007 - Jun 2010
12.31%
5 Years
+4.06% +13.74%
Mar 2009 - Feb 2014
-0.10%
Apr 2015 - Mar 2020
0.94%
7 Years
+4.15% +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

Seasonality and Yearly/Monthly Returns

Craig Israelsen 7Twelve Portfolio Seasonality

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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 -0.1 -0.2 0.6
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
3.6
2009
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 62 46 69

Detail of Monthly Returns

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
-6.18% -2.3 -4.5 -12.1 3.7 3.9 2.3 3.1 2.4 -1.9
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

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