Craig Israelsen 7Twelve Portfolio: ETF allocation and returns

Last Update: 31 March 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 4.34% compound annual return, with a 9.28% standard deviation.

In 2020, the portfolio granted a 1.34% 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 %	EEM	iShares MSCI Emerging Markets	Equity, Emerging Markets, 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 %	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 March 2021

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	1M	3M	6M	1Y	*3Y^()**	*5Y^()**	*10Y^()**
Craig Israelsen 7Twelve Portfolio	+0.86	+5.63	+16.68	+33.34	+6.31	+7.18	+4.34
*Components*
VNQ - Vanguard Real Estate	+5.15	+8.79	+18.88	+36.73	+11.00	+6.13	+8.91
VV - Vanguard Large-Cap	+3.99	+5.79	+19.31	+58.93	+17.36	+16.72	+13.98
EEM - iShares MSCI Emerging Markets	-0.73	+3.23	+22.24	+58.83	+5.68	+11.59	+3.05
EFA - iShares MSCI EAFE	+2.51	+3.99	+20.36	+45.32	+5.89	+8.92	+5.45
IJR - iShares Core S&P Small-Cap	+3.53	+18.39	+55.35	+95.95	+13.76	+15.63	+12.96
VO - Vanguard Mid-Cap	+2.40	+7.36	+26.51	+70.72	+14.66	+14.60	+12.29
IEI - iShares 3-7 Year Treasury Bond	-0.84	-2.20	-2.38	-1.65	+4.22	+2.21	+2.70
BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill	-0.01	-0.02	-0.02	-0.07	+1.26	+0.98	+0.45
GSG - iShares S&P GSCI Commodity Indexed Trust	-1.90	+13.30	+29.95	+50.22	-5.68	+0.26	-9.37

(*) 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 March 2021

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Period	Returns Mar 2021	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+0.86%		0.00%	1 - 0
3M	+5.63%		0.00%	3 - 0
6M	+16.68%		-0.98% Oct 2020 - Oct 2020	5 - 1
YTD	+5.63%		0.00%	3 - 0
1Y	+33.34%	8.30%	-2.81% Sep 2020 - Oct 2020	10 - 2
3Y	+6.31% annualized	12.15%	-17.91% Jan 2020 - Mar 2020	26 - 10
5Y	+7.18% annualized	9.77%	-17.91% Jan 2020 - Mar 2020	47 - 13
10Y	+4.34% annualized	9.28%	-17.91% Jan 2020 - Mar 2020	78 - 42
MAX 01 Jan 2005	+5.20% annualized	10.54%	-37.97% Jun 2008 - Feb 2009	126 - 69

* Annualized St.Dev. of monthly returns

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Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since March 2011.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-17.91%	Jan 2020	Mar 2020	3	Nov 2020	8	11
-14.55%	Jul 2014	Feb 2016	20	Jul 2017	17	37
-13.51%	May 2011	Sep 2011	5	Dec 2012	15	20
-9.82%	Oct 2018	Dec 2018	3	Apr 2019	4	7
-3.93%	May 2019	May 2019	1	Oct 2019	5	6
-3.22%	Feb 2018	Feb 2018	1	Jul 2018	5	6
-2.35%	May 2013	Jun 2013	2	Jul 2013	1	3
-1.63%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-1.38%	Aug 2013	Aug 2013	1	Sep 2013	1	2
-0.57%	Feb 2013	Feb 2013	1	Mar 2013	1	2

Worst drawdowns since December 2004.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-37.97%	Jun 2008	Feb 2009	9	Feb 2011	24	33
-17.91%	Jan 2020	Mar 2020	3	Nov 2020	8	11
-14.55%	Jul 2014	Feb 2016	20	Jul 2017	17	37
-13.51%	May 2011	Sep 2011	5	Dec 2012	15	20
-9.82%	Oct 2018	Dec 2018	3	Apr 2019	4	7
-4.35%	Nov 2007	Jan 2008	3	Apr 2008	3	6
-3.93%	May 2019	May 2019	1	Oct 2019	5	6
-3.44%	Oct 2005	Oct 2005	1	Dec 2005	2	3
-3.22%	Feb 2018	Feb 2018	1	Jul 2018	5	6
-2.41%	May 2006	May 2006	1	Aug 2006	3	4
-2.35%	May 2013	Jun 2013	2	Jul 2013	1	3
-2.03%	Mar 2005	Apr 2005	2	Jun 2005	2	4
-1.63%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-1.38%	Aug 2013	Aug 2013	1	Sep 2013	1	2
-1.37%	Feb 2006	Feb 2006	1	Mar 2006	1	2
-1.29%	Jan 2005	Jan 2005	1	Feb 2005	1	2
-0.99%	Jun 2007	Jul 2007	2	Sep 2007	2	4
-0.68%	Dec 2006	Dec 2006	1	Jan 2007	1	2
-0.57%	Feb 2013	Feb 2013	1	Mar 2013	1	2
-0.24%	Sep 2006	Sep 2006	1	Oct 2006	1	2

Rolling Returns ( more details)

Craig Israelsen 7Twelve Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+5.07%	+37.90% Mar 2009 - Feb 2010	-33.99% Mar 2008 - Feb 2009	27.17%
2 Years	+4.46%	+27.20% Mar 2009 - Feb 2011	-15.17% Mar 2007 - Feb 2009	25.58%
3 Years	+4.06%	+18.54% Mar 2009 - Feb 2012	-7.23% Mar 2006 - Feb 2009	17.50%
5 Years	+4.22%	+13.74% Mar 2009 - Feb 2014	-0.10% Apr 2015 - Mar 2020	0.74%
7 Years	+4.30%	+7.72% Mar 2009 - Feb 2016	+0.86% Apr 2013 - Mar 2020	0.00%
10 Years	+4.22%	+7.76% Mar 2009 - Feb 2019	+2.73% Nov 2007 - Oct 2017	0.00%
15 Years	+4.29%	+5.01% Jan 2005 - Dec 2019	+3.59% Apr 2005 - 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 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	0.1	0.5	0.5	1.9	-0.1	0.3	1.1	0.0	0.1	-0.2	0.6	0.8
Best	6.4 2019	3.4 2021	5.3 2009	7.0 2009	6.8 2009	3.9 2019	5.4 2010	2.6 2009	6.0 2010	7.7 2011	7.8 2020	4.4 2010
Worst	-7.6 2009	-6.6 2009	-12.1 2020	-1.1 2005	-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	53	65	76	88	56	56	75	63	63	56	56	69

Detail of Monthly Returns

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2021	+5.63%	1.3	3.4	0.9
2020	+3.64%	-2.3	-4.5	-12.1	3.7	3.9	2.3	3.1	2.4	-1.9	-1.0	7.8	3.5
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
2006	+12.08%	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%	-1.3	3.0	-1.0	-1.1	2.0	1.9	2.8	1.9	1.9	-3.4	2.3	2.1

* 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

GSG - iShares S&P GSCI Commodity Indexed Trust: simulated historical serie, up to December 2006