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:

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 % 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
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 December 2021
Swipe left to see all data
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
(*) 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

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.

CRAIG ISRAELSEN 7TWELVE PORTFOLIO
Last Update: 31 December 2021
Swipe left to see all data
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
(*)Annualized St.Dev. of monthly returns

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

See all portfolios

Our overall ratings, assigned to the Craig Israelsen 7Twelve Portfolio. The portfolio is classified as High Risk.

Very High Risk
Bond weight:
Less than 25%
High Risk
Bond weight:
25% - 49.99%
Medium Risk
Bond weight:
50% - 74.99%
Low Risk
Bond weight:
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

Time Range:

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

Time Range:

Worst drawdowns since January 1997 - Chart and Data

Swipe left to see all 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

Swipe left to see all data
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.

Swipe left to see all data
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
Statistics calculated for the period Jan 1994 - Dec 2021

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?

MONTHLY RETURNS HISTOGRAM
222 Positive Months (66%) - 114 Negative Months (34%)
Jan 1994 - Dec 2021
Swipe left to see all data
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
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