Craig Israelsen 7Twelve Portfolio: ETF allocation and returns

Data Source: from January 1976 to February 2024 (~48 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 27 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.75%
1 Day
Mar 27 2024
2.07%
Current Month
March 2024

The Craig Israelsen 7Twelve Portfolio is a High Risk portfolio and can be implemented with 9 ETFs.

It's exposed for 50% on the Stock Market and for 16.66% on Commodities.

In the last 30 Years, the Craig Israelsen 7Twelve Portfolio obtained a 6.63% compound annual return, with a 9.77% standard deviation.

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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 implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
8.34
VNQ
USD Vanguard Real Estate Real Estate, U.S.
8.34
VV
USD Vanguard Large-Cap Equity, U.S., Large Cap
8.33
EEM
USD iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
8.33
EFA
USD iShares MSCI EAFE Equity, EAFE, Large Cap
8.33
IJR
USD iShares Core S&P Small-Cap Equity, U.S., Small Cap
8.33
VO
USD Vanguard Mid-Cap Equity, U.S., Mid Cap
25.00
IEI
USD iShares 3-7 Year Treasury Bond Bond, U.S., Intermediate-Term
8.34
BIL
USD SPDR Blmbg Barclays 1-3 Mth T-Bill Bond, U.S., Ultra Short-Term
16.66
GSG
USD 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 as of Feb 29, 2024

The Craig Israelsen 7Twelve Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: March 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
CRAIG ISRAELSEN 7TWELVE PORTFOLIO
Consolidated returns as of 29 February 2024
Live Update: Mar 27 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~48Y)
Craig Israelsen 7Twelve Portfolio 0.75 2.07 1.69 4.77 8.60 5.79 3.93 6.63 9.24
US Inflation Adjusted return 1.24 3.13 5.27 1.54 1.08 3.99 5.40
Components
VNQ
USD Vanguard Real Estate 2.58 Mar 27 2024 0.37 1.98 6.13 4.14 4.12 6.04 8.49 11.79
VV
USD Vanguard Large-Cap 0.89 Mar 27 2024 2.86 5.24 14.22 31.09 14.61 12.53 10.42 11.65
EEM
USD iShares MSCI Emerging Markets 0.17 Mar 27 2024 2.35 4.17 4.06 7.46 1.11 2.35 4.45 7.41
EFA
USD iShares MSCI EAFE 0.60 Mar 27 2024 3.61 2.99 9.37 14.89 6.83 4.38 4.75 8.45
IJR
USD iShares Core S&P Small-Cap 2.40 Mar 27 2024 2.74 3.22 7.33 6.39 7.65 8.48 9.83 13.09
VO
USD Vanguard Mid-Cap 1.45 Mar 27 2024 4.04 4.97 10.47 14.23 10.30 9.40 10.83 13.07
IEI
USD iShares 3-7 Year Treasury Bond 0.21 Mar 27 2024 0.58 -1.38 2.05 3.49 0.50 0.99 4.15 6.34
BIL
USD SPDR Blmbg Barclays 1-3 Mth T-Bill 0.07 Mar 27 2024 0.41 0.44 2.62 5.20 1.82 1.18 2.26 4.22
GSG
USD iShares S&P GSCI Commodity Indexed Trust 0.09 Mar 27 2024 3.36 0.86 -2.67 3.99 6.08 -4.36 1.76 4.75
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2024. Current inflation (annualized) is 1Y: 3.17% , 5Y: 4.19% , 10Y: 2.82% , 30Y: 2.54%

In 2023, the Craig Israelsen 7Twelve Portfolio granted a 2.33% dividend yield. If you are interested in getting periodic income, please refer to the Craig Israelsen 7Twelve Portfolio: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 6.86$, with a total return of 586.32% (6.63% annualized).

The Inflation Adjusted Capital now would be 3.24$, with a net total return of 223.68% (3.99% annualized).
An investment of 1$, since January 1976, now would be worth 70.51$, with a total return of 6950.55% (9.24% annualized).

The Inflation Adjusted Capital now would be 12.60$, with a net total return of 1160.27% (5.40% annualized).

Portfolio Metrics as of Feb 29, 2024

Metrics of Craig Israelsen 7Twelve Portfolio, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
CRAIG ISRAELSEN 7TWELVE PORTFOLIO
Advanced Metrics
Data Source: 1 January 1976 - 29 February 2024 (~48 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~48Y)
Investment Return (%) 1.69 5.22 4.77 8.60 4.12 5.79 3.93 5.24 6.63 9.24
Infl. Adjusted Return (%) details 1.24 4.19 3.13 5.27 -1.47 1.54 1.08 2.59 3.99 5.40
US Inflation (%) 0.44 0.98 1.59 3.17 5.68 4.19 2.82 2.59 2.54 3.64
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -6.61 -13.28 -17.90 -17.90 -37.96 -37.96 -37.96
Start to Recovery (# months) details 5 23 11 11 33 33 33
Start (yyyy mm) 2023 08 2022 04 2020 01 2020 01 2008 06 2008 06 2008 06
Start to Bottom (# months) 3 6 3 3 9 9 9
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 2 17 8 8 24 24 24
End (yyyy mm) 2023 12 2024 02 2020 11 2020 11 2011 02 2011 02 2011 02
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-13.28 -14.54 -14.54 -14.54 -14.54
Start to Recovery (# months) details 23 37 37 37 37
Start (yyyy mm) 2023 08 2022 04 2022 04 2014 07 2014 07 2014 07 2014 07
Start to Bottom (# months) 3 6 6 20 20 20 20
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2016 02 2016 02 2016 02 2016 02
Bottom to End (# months) 2 17 17 17 17 17 17
End (yyyy mm) 2023 12 2024 02 2024 02 2017 07 2017 07 2017 07 2017 07
Longest negative period (# months) details 8 30 30 73 73 73 73
Period Start (yyyy mm) 2023 03 2021 05 2021 05 2014 03 2014 03 2014 03 2014 03
Period End (yyyy mm) 2023 10 2023 10 2023 10 2020 03 2020 03 2020 03 2020 03
Annualized Return (%) -1.94 -0.73 -0.73 -0.24 -0.24 -0.24 -0.24
Deepest Drawdown Depth (%) -7.50 -18.15 -18.15 -18.15 -37.23 -37.23 -37.23
Start to Recovery (# months) details 7 28* 28* 28* 35 35 35
Start (yyyy mm) 2023 08 2021 11 2021 11 2021 11 2008 06 2008 06 2008 06
Start to Bottom (# months) 3 11 11 11 9 9 9
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 4 17 17 17 26 26 26
End (yyyy mm) 2024 02 - - - 2011 04 2011 04 2011 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-14.58 -14.58 -14.58 -14.58
Start to Recovery (# months) details 41 41 41 41
Start (yyyy mm) 2023 08 2021 11 2021 11 2014 07 2014 07 2014 07 2014 07
Start to Bottom (# months) 3 11 11 20 20 20 20
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2016 02 2016 02 2016 02 2016 02
Bottom to End (# months) 4 17 17 21 21 21 21
End (yyyy mm) 2024 02 - - 2017 11 2017 11 2017 11 2017 11
Longest negative period (# months) details 8 36* 56 112 149 149 149
Period Start (yyyy mm) 2023 03 2021 03 2019 03 2014 07 2007 11 2007 11 2007 11
Period End (yyyy mm) 2023 10 2024 02 2023 10 2023 10 2020 03 2020 03 2020 03
Annualized Return (%) -4.81 -1.47 -0.17 -0.04 -0.20 -0.20 -0.20
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 8.93 10.37 11.59 9.61 10.44 9.77 9.48
Sharpe Ratio 0.38 0.17 0.34 0.29 0.37 0.45 0.55
Sortino Ratio 0.55 0.23 0.43 0.37 0.48 0.57 0.72
Ulcer Index 2.41 5.09 5.64 5.59 8.30 7.04 5.82
Ratio: Return / Standard Deviation 0.96 0.40 0.50 0.41 0.50 0.68 0.97
Ratio: Return / Deepest Drawdown 1.30 0.31 0.32 0.22 0.14 0.17 0.24
% Positive Months details 58% 61% 65% 65% 64% 65% 67%
Positive Months 7 22 39 78 155 235 391
Negative Months 5 14 21 42 85 125 187
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 3.93 7.76 11.14 16.25
Worst 10 Years Return (%) - Annualized 2.73 2.73 2.73
Best 10 Years Return (%) - Annualized 1.08 5.90 8.21 12.08
Worst 10 Years Return (%) - Annualized 0.44 0.44 0.44
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 37.90 18.84 15.96 11.14 8.33 6.63
Worst Rolling Return (%) - Annualized -33.99 -7.23 -0.15 2.73 4.91
% Positive Periods 77% 91% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 78.50 27.98 17.71 9.60 6.76 6.51
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.45 2.71 4.50
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 34.99 15.77 12.68 8.21 5.80 3.99
Worst Rolling Return (%) - Annualized -33.99 -9.21 -2.72 0.44 2.59
% Positive Periods 70% 81% 95% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 78.50 27.98 17.71 9.60 6.76 6.51
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.45 2.71 4.50
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1976 - Feb 2024)
Best Rolling Return (%) - Annualized 38.69 22.81 20.49 16.25 13.62 12.41
Worst Rolling Return (%) - Annualized -33.99 -7.23 -0.15 2.73 4.91 6.35
% Positive Periods 83% 94% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 78.50 27.98 17.71 9.60 6.76 6.30
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.45 2.71 4.28
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 35.34 19.21 16.83 12.08 8.90 7.92
Worst Rolling Return (%) - Annualized -33.99 -9.21 -2.72 0.44 2.59 3.73
% Positive Periods 73% 86% 97% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 78.50 27.98 17.71 9.60 6.76 6.30
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.45 2.71 4.28
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 29 February 2024
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If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

CRAIG ISRAELSEN 7TWELVE PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1976 - 29 February 2024 (~48 years)
Inflation Adjusted:
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Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

CRAIG ISRAELSEN 7TWELVE PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1976 - 29 February 2024 (~48 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -33.99 03/2008
02/2009
0.66$ -3.10 0.96$ 8.02 1.08$ 17.54 1.17$ 37.90 03/2009
02/2010
1.37$ 8.60 22.92%
2Y -15.17 03/2007
02/2009
0.71$ -0.36 0.99$ 7.63 1.15$ 14.62 1.31$ 27.21 03/2009
02/2011
1.61$ 1.15 15.73%
3Y -7.23 03/2006
02/2009
0.79$ 0.98 1.02$ 7.10 1.22$ 12.58 1.42$ 18.84 04/2003
03/2006
1.67$ 4.12 8.62%
5Y -0.15 03/2004
02/2009
0.99$ 2.87 1.15$ 5.69 1.31$ 11.00 1.68$ 15.96 11/2002
10/2007
2.09$ 5.79 0.66%
7Y 0.86 04/2013
03/2020
1.06$ 3.95 1.31$ 5.88 1.49$ 9.60 1.89$ 12.42 09/1998
08/2005
2.26$ 5.50 0.00%
10Y 2.73 11/2007
10/2017
1.30$ 3.71 1.43$ 6.76 1.92$ 9.85 2.55$ 11.14 09/1998
08/2008
2.87$ 3.93 0.00%
15Y 3.07 06/2008
05/2023
1.57$ 4.36 1.89$ 6.50 2.57$ 8.11 3.22$ 8.80 04/1995
03/2010
3.54$ 7.10 0.00%
20Y 4.91 04/2000
03/2020
2.60$ 5.80 3.08$ 6.51 3.52$ 7.35 4.12$ 8.33 07/1994
06/2014
4.95$ 5.24 0.00%
30Y 6.63 03/1994
02/2024
6.86$ 6.63 6.86$ 6.63 6.86$ 6.63 6.86$ 6.63 03/1994
02/2024
6.86$ 6.63 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -33.99 03/2008
02/2009
0.66$ -5.09 0.94$ 5.49 1.05$ 14.20 1.14$ 34.99 03/2009
02/2010
1.34$ 5.27 29.80%
2Y -16.88 03/2007
02/2009
0.69$ -3.05 0.93$ 5.13 1.10$ 11.15 1.23$ 24.54 03/2009
02/2011
1.55$ -3.26 24.93%
3Y -9.21 03/2006
02/2009
0.74$ -0.50 0.98$ 4.59 1.14$ 9.39 1.30$ 15.77 03/2009
02/2012
1.55$ -1.47 18.77%
5Y -2.72 03/2004
02/2009
0.87$ 0.64 1.03$ 3.32 1.17$ 8.32 1.49$ 12.68 11/2002
10/2007
1.81$ 1.54 4.65%
7Y -0.65 04/2013
03/2020
0.95$ 1.91 1.14$ 3.52 1.27$ 6.85 1.59$ 9.53 09/1998
08/2005
1.89$ 1.90 0.72%
10Y 0.44 11/2013
10/2023
1.04$ 1.54 1.16$ 4.30 1.52$ 7.04 1.97$ 8.21 03/1995
02/2005
2.20$ 1.08 0.00%
15Y 0.74 06/2008
05/2023
1.11$ 2.24 1.39$ 4.30 1.88$ 5.54 2.24$ 6.22 05/1995
04/2010
2.47$ 4.42 0.00%
20Y 2.59 03/2004
02/2024
1.66$ 3.42 1.96$ 4.22 2.28$ 5.05 2.68$ 5.80 07/1994
06/2014
3.09$ 2.59 0.00%
30Y 3.99 03/1994
02/2024
3.23$ 3.99 3.23$ 3.99 3.23$ 3.99 3.23$ 3.99 03/1994
02/2024
3.23$ 3.99 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -33.99 03/2008
02/2009
0.66$ -0.78 0.99$ 10.22 1.10$ 19.01 1.19$ 38.69 07/1982
06/1983
1.38$ 8.60 16.40%
2Y -15.17 03/2007
02/2009
0.71$ 1.89 1.03$ 10.24 1.21$ 16.08 1.34$ 27.21 03/2009
02/2011
1.61$ 1.15 9.55%
3Y -7.23 03/2006
02/2009
0.79$ 3.54 1.10$ 9.52 1.31$ 15.11 1.52$ 22.81 08/1984
07/1987
1.85$ 4.12 5.16%
5Y -0.15 03/2004
02/2009
0.99$ 3.72 1.20$ 10.29 1.63$ 13.89 1.91$ 20.49 08/1982
07/1987
2.53$ 5.79 0.39%
7Y 0.86 04/2013
03/2020
1.06$ 4.62 1.37$ 9.55 1.89$ 13.69 2.45$ 17.56 08/1982
07/1989
3.10$ 5.50 0.00%
10Y 2.73 11/2007
10/2017
1.30$ 4.46 1.54$ 9.67 2.51$ 13.74 3.62$ 16.25 08/1982
07/1992
4.50$ 3.93 0.00%
15Y 3.07 06/2008
05/2023
1.57$ 5.46 2.21$ 10.07 4.21$ 13.20 6.41$ 14.84 08/1982
07/1997
7.97$ 7.10 0.00%
20Y 4.91 04/2000
03/2020
2.60$ 6.40 3.46$ 9.04 5.65$ 12.22 10.03$ 13.62 10/1977
09/1997
12.85$ 5.24 0.00%
30Y 6.35 11/1993
10/2023
6.34$ 7.40 8.51$ 9.65 15.86$ 11.31 24.86$ 12.41 11/1977
10/2007
33.40$ 6.63 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -33.99 03/2008
02/2009
0.66$ -3.56 0.96$ 5.92 1.05$ 15.06 1.15$ 35.34 07/1982
06/1983
1.35$ 5.27 26.98%
2Y -16.88 03/2007
02/2009
0.69$ -1.08 0.97$ 5.87 1.12$ 11.90 1.25$ 24.54 03/2009
02/2011
1.55$ -3.26 18.38%
3Y -9.21 03/2006
02/2009
0.74$ 0.53 1.01$ 5.48 1.17$ 11.07 1.37$ 19.21 08/1984
07/1987
1.69$ -1.47 13.44%
5Y -2.72 03/2004
02/2009
0.87$ 1.26 1.06$ 5.74 1.32$ 10.00 1.61$ 16.83 08/1982
07/1987
2.17$ 1.54 2.89%
7Y -0.65 04/2013
03/2020
0.95$ 2.43 1.18$ 6.08 1.51$ 9.18 1.84$ 13.53 08/1982
07/1989
2.43$ 1.90 0.40%
10Y 0.44 11/2013
10/2023
1.04$ 2.58 1.29$ 6.62 1.89$ 8.74 2.31$ 12.08 08/1982
07/1992
3.12$ 1.08 0.00%
15Y 0.74 06/2008
05/2023
1.11$ 3.29 1.62$ 6.79 2.68$ 8.45 3.37$ 11.09 08/1982
07/1997
4.84$ 4.42 0.00%
20Y 2.59 03/2004
02/2024
1.66$ 4.14 2.25$ 6.20 3.32$ 8.23 4.86$ 8.90 07/1982
06/2002
5.50$ 2.59 0.00%
30Y 3.73 11/1993
10/2023
3.00$ 4.98 4.29$ 6.46 6.54$ 7.40 8.50$ 7.92 11/1977
10/2007
9.83$ 3.99 0.00%
Annualized rolling and percentiles/median 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

In which months is it better to invest in Craig Israelsen 7Twelve Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Craig Israelsen 7Twelve Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

CRAIG ISRAELSEN 7TWELVE PORTFOLIO
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1976 - 29 February 2024 (~48 years)
235 Positive Months (65%) - 125 Negative Months (35%)
391 Positive Months (68%) - 187 Negative Months (32%)
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Investment Returns, up to December 2007, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • VNQ - Vanguard Real Estate (VNQ), up to December 2004
  • VV - Vanguard Large-Cap (VV), up to December 2004
  • EEM - iShares MSCI Emerging Markets (EEM), up to December 2003
  • EFA - iShares MSCI EAFE (EFA), up to December 2001
  • IJR - iShares Core S&P Small-Cap (IJR), up to December 2000
  • VO - Vanguard Mid-Cap (VO), up to December 2004
  • IEI - iShares 3-7 Year Treasury Bond (IEI), up to December 2007
  • BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL), up to December 2007
  • GSG - iShares S&P GSCI Commodity Indexed Trust (GSG), up to December 2006

Portfolio efficiency

The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

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In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 30 Years.

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