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:
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 |
Portfolio and ETF Returns
The Craig Israelsen 7Twelve Portfolio guaranteed the following returns.
| 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 |
- 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.
| 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
Best High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
|---|---|---|---|---|---|---|
| Simple Path to Wealth JL Collins |
+11.10% | 75 | 25 | 0 | Compare | |
| Stocks/Bonds 60/40 |
+9.63% | 60 | 40 | 0 | Compare | |
| Talmud Portfolio Roger Gibson |
+8.72% | 66.67 | 33.33 | 0 | Compare | |
| Yale Endowment David Swensen |
+8.64% | 70 | 30 | 0 | Compare | |
| Edge Select Moderately Aggressive Merrill Lynch |
+8.61% | 69 | 31 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns
Craig Israelsen 7Twelve Portfolio: annualized rolling and average returns
| 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
| 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
| 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