Last Update: 31 May 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 3.95% compound annual return, with a 9.28% 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 % EFA iShares MSCI EAFE Equity, EAFE, 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 % 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.

CRAIG ISRAELSEN 7TWELVE PORTFOLIO RETURNS (%)
Last Update: 31 May 2020
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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*)
Craig Israelsen 7Twelve Portfolio +3.91 -5.21 -9.11 -3.33 +1.43 +1.18 +3.95
Components
VNQ - Vanguard Real Estate +1.73 -10.67 -15.29 -7.67 +2.11 +3.86 +8.83
VV - Vanguard Large-Cap +5.16 +3.87 -1.58 +13.37 +10.42 +9.84 +13.16
EFA - iShares MSCI EAFE +5.43 -4.18 -11.55 -2.83 -0.42 +0.70 +5.24
IJR - iShares Core S&P Small-Cap +4.40 -8.71 -18.37 -8.09 +0.36 +3.95 +10.00
EEM - iShares MSCI Emerging Markets +2.97 -6.89 -9.43 -4.64 -0.61 +0.51 +2.00
VO - Vanguard Mid-Cap +7.27 -0.03 -6.82 +4.76 +5.99 +6.18 +11.54
IEI - iShares 3-7 Year Treasury Bond +0.32 +2.94 +6.65 +8.94 +4.41 +3.25 +3.15
BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill -0.02 +0.17 +0.52 +1.49 +1.57 +0.98 +0.46
GSG - iShares S&P GSCI Commodity Indexed Trust +15.80 -26.50 -35.52 -34.58 -11.69 -14.23 -9.87
(*) 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 May 2020
Swipe left to see all data
Period Returns
May 2020
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+3.91%
0.00%
1 - 0
3M
-5.21%
-12.07%
Mar 2020 - Mar 2020
2 - 1
6M
-9.11%
-17.91%
Jan 2020 - Mar 2020
3 - 3
YTD
-11.50%
-17.91%
Jan 2020 - Mar 2020
2 - 3
1Y
-3.33%
15.11%
-17.91%
Jan 2020 - Mar 2020
8 - 4
3Y
+1.43%
annualized
11.08%
-17.91%
Jan 2020 - Mar 2020
27 - 9
5Y
+1.18%
annualized
9.58%
-17.91%
Jan 2020 - Mar 2020
41 - 19
10Y
+3.95%
annualized
9.28%
-17.91%
Jan 2020 - Mar 2020
77 - 43
MAX
01 Jan 2007
+2.94%
annualized
10.97%
-37.97%
Jun 2008 - Feb 2009
102 - 59

* 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
+3.86% +37.90%
Mar 2009 - Feb 2010
-33.99%
Mar 2008 - Feb 2009
30.67%
2 Years
+3.58% +27.20%
Mar 2009 - Feb 2011
-15.17%
Mar 2007 - Feb 2009
28.26%
3 Years
+4.28% +18.54%
Mar 2009 - Feb 2012
-2.25%
Jul 2007 - Jun 2010
12.70%
5 Years
+4.09% +13.74%
Mar 2009 - Feb 2014
-0.10%
Apr 2015 - Mar 2020
0.98%
7 Years
+4.23% +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
-11.50% -2.3 -4.5 -12.1 3.7 3.9
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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