Data Source: from March 1987 to June 2022
Consolidated Returns as of 30 June 2022
Live Update: Jul 05 2022, 03:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.55%
1 Day
Jul 05 2022, 03:00PM Eastern Time
0.76%
Current Month
July 2022

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 7.13% compound annual return, with a 9.52% 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 implemented 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 % IJR iShares Core S&P Small-Cap Equity, U.S., Small 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
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.

According to the available data source, let's assume we built the portfolio on March 1987.

Portfolio returns are calculated in USD, assuming: July 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
CRAIG ISRAELSEN 7TWELVE PORTFOLIO RETURNS
Consolidated returns as of 30 June 2022
Live Update: Jul 05 2022, 03:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Jun 30, 2022
  1 Day Time ET(*) Jul 2022 1M 6M 1Y 5Y(*) 10Y(*) 30Y(*)
Craig Israelsen 7Twelve Portfolio -1.55 -0.76 -5.51 -5.81 -2.43 5.96 4.91 7.13
US Inflation Adjusted return -5.51 -9.48 -9.30 2.27 2.39 4.54
Components
VNQ
Vanguard Real Estate
-0.86 03:00PM
Jul 05 2022
0.93 -7.46 -20.54 -8.02 5.69 7.49 9.57
VV
Vanguard Large-Cap
-0.18 02:59PM
Jul 05 2022
0.90 -8.26 -21.46 -12.97 11.11 12.82 9.87
EEM
iShares MSCI Emerging Markets
-1.28 03:00PM
Jul 05 2022
-1.90 -5.14 -17.20 -25.55 1.56 2.33 6.09
IJR
iShares Core S&P Small-Cap
-0.71 02:59PM
Jul 05 2022
0.22 -8.48 -18.93 -16.91 7.20 11.24 10.52
EFA
iShares MSCI EAFE
-2.47 03:00PM
Jul 05 2022
-2.24 -8.72 -18.78 -17.39 2.23 5.36 5.01
VO
Vanguard Mid-Cap
-0.52 02:59PM
Jul 05 2022
0.80 -9.36 -22.21 -15.98 8.30 11.48 11.11
IEI
iShares 3-7 Year Treasury Bond
0.16 02:59PM
Jul 05 2022
0.99 -0.73 -6.91 -7.85 0.73 0.98 4.68
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
0.00 02:59PM
Jul 05 2022
-0.01 0.08 0.12 0.08 0.92 0.47 2.19
GSG
iShares S&P GSCI Commodity Indexed Trust
-6.54 03:00PM
Jul 05 2022
-5.41 -7.75 35.01 43.57 10.50 -2.72 1.69
(*) Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)

US Inflation is updated to May 2022. Waiting for updates, inflation of Jun 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.57% , 5Y: 3.61% , 10Y: 2.46% , 30Y: 2.47%

Portfolio Dividends

In 2021, the Craig Israelsen 7Twelve 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 as of Jun 30, 2022

Historical returns and stats of Craig Israelsen 7Twelve Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

CRAIG ISRAELSEN 7TWELVE PORTFOLIO
Consolidated returns as of 30 June 2022
Data Source: from March 1987 to June 2022
Swipe left to see all data
Period Return (%)
as of Jun 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jun 2022
-5.51
-5.51
-5.51
Jun 2022 - Jun 2022
0 - 1
3M
-6.76
-7.96
-6.76
Apr 2022 - Jun 2022
1 - 2
6M
-5.81
-9.48
-6.76
Apr 2022 - Jun 2022
3 - 3
YTD
-5.81
-9.48
-6.76
Apr 2022 - Jun 2022
3 - 3
1Y
-2.43
-9.30
9.23
-6.76
Apr 2022 - Jun 2022
7 - 5
58% pos
3Y(*)
6.10
1.53
11.78
-17.90
Jan 2020 - Mar 2020
25 - 11
69% pos
5Y(*)
5.96
2.27
10.64
-17.90
Jan 2020 - Mar 2020
44 - 16
73% pos
10Y(*)
4.91
2.39
8.69
-17.90
Jan 2020 - Mar 2020
81 - 39
68% pos
15Y(*)
4.00
1.66
10.98
-37.96
Jun 2008 - Feb 2009
115 - 65
64% pos
20Y(*)
6.36
3.81
10.16
-37.96
Jun 2008 - Feb 2009
160 - 80
67% pos
25Y(*)
6.23
3.71
10.02
-37.96
Jun 2008 - Feb 2009
193 - 107
64% pos
30Y(*)
7.13
4.54
9.52
-37.96
Jun 2008 - Feb 2009
239 - 121
66% pos
MAX(*)
01 Mar 1987
7.91
5.03
9.41
-37.96
Jun 2008 - Feb 2009
287 - 137
68% pos
(*) Returns over 1 year are annualized

Returns and stats are calculated assuming a yearly rebalancing of the components weight. How do returns change with different rebalancing strategies?

Capital Growth as of Jun 30, 2022

An investment of 1000$, since July 1992, now would be worth 7892.30$, with a total return of 689.23% (7.13% annualized).

The Inflation Adjusted Capital now would be 3793.52$, with a net total return of 279.35% (4.54% annualized).
An investment of 1000$, since March 1987, now would be worth 14743.20$, with a total return of 1374.32% (7.91% annualized).

The Inflation Adjusted Capital now would be 5655.01$, with a net total return of 465.50% (5.03% annualized).

Drawdowns

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
-6.76% Apr 2022 Jun 2022 3 in progress 3
-6.66% Feb 1994 Nov 1994 10 May 1995 6 16
-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
-3.26% Jul 1996 Jul 1996 1 Sep 1996 2 3
-3.22% Feb 2018 Feb 2018 1 Jul 2018 5 6
-3.19% Nov 1993 Nov 1993 1 Dec 1993 1 2
-2.79% Sep 2000 Nov 2000 3 Jan 2001 2 5
-2.41% May 2006 May 2006 1 Aug 2006 3 4
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
-12.25% Sep 1987 Nov 1987 3 Jun 1988 7 10
-10.05% Feb 2001 Sep 2001 8 Apr 2003 19 27
-9.83% Oct 2018 Dec 2018 3 Apr 2019 4 7
-6.76% Apr 2022 Jun 2022 3 in progress 3
-6.66% Feb 1994 Nov 1994 10 May 1995 6 16
-5.15% Jan 1990 Apr 1990 4 Jul 1990 3 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
-3.31% Jun 1991 Jun 1991 1 Aug 1991 2 3
-3.30% Aug 1990 Aug 1990 1 Jan 1991 5 6
-3.26% Jul 1996 Jul 1996 1 Sep 1996 2 3

Rolling Returns ( more details)

Craig Israelsen 7Twelve Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
8.77 37.90
Mar 2009 - Feb 2010
-33.99
Mar 2008 - Feb 2009
17.68%
2 Years
8.39 27.21
Mar 2009 - Feb 2011
-15.17
Mar 2007 - Feb 2009
11.97%
3 Years
8.10 18.84
Apr 2003 - Mar 2006
-7.23
Mar 2006 - Feb 2009
7.20%
5 Years
7.95 16.09
Sep 1988 - Aug 1993
-0.15
Mar 2004 - Feb 2009
0.55%
7 Years
7.76 13.34
Oct 1990 - Sep 1997
0.86
Apr 2013 - Mar 2020
0.00%
10 Years
7.80 13.38
Dec 1987 - Nov 1997
2.73
Nov 2007 - Oct 2017
0.00%
15 Years
7.82 11.12
Apr 1989 - Mar 2004
3.59
Apr 2005 - Mar 2020
0.00%
20 Years
7.85 11.77
Nov 1987 - Oct 2007
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: in which months is it better to invest?

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.
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 %
0.50
57%
0.62
66%
0.69
75%
1.39
81%
0.68
67%
0.32
61%
0.83
66%
0.32
66%
0.41
66%
0.06
63%
0.52
60%
1.74
86%
Best
Year
6.4
2019
5.0
1991
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
7.2
1991
Worst
Year
-7.6
2009
-6.6
2009
-12.1
2020
-5.1
2004
-5.9
2010
-5.5
2022
-3.5
2008
-8.1
1998
-7.4
2011
-15.3
2008
-5.6
2008
-4.7
2018
Statistics calculated for the period Mar 1987 - Jun 2022

Monthly/Yearly Returns

Craig Israelsen 7Twelve Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
287 Positive Months (68%) - 137 Negative Months (32%)
Mar 1987 - Jun 2022
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
2022
-5.81 -9.48 -1.2 0.4 1.8 -2.7 1.5 -5.5
2021
+16.41 +8.69 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 +2.33 -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 +8.83 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
1993
+17.28 +14.07 3.2 1.6 3.7 0.2 0.0 1.3 1.1 3.1 0.4 1.3 -3.2 3.5
1992
+5.45 +2.41 1.0 -0.4 -1.4 1.0 3.4 -2.1 2.2 -0.3 0.6 -0.5 1.2 1.0
1991
+26.17 +22.52 1.9 5.0 2.0 1.4 2.8 -3.3 3.0 2.8 1.6 2.5 -2.8 7.2
1990
+1.68 -4.31 -3.4 -0.3 0.1 -1.7 4.3 0.6 2.7 -3.3 0.6 0.5 0.6 1.1
1989
+27.09 +21.46 3.3 1.2 1.0 3.6 2.2 0.7 3.2 2.2 2.8 -1.5 1.8 3.9
1988
+17.78 +12.80 4.7 3.0 0.6 1.1 -0.2 3.1 -0.4 -1.6 1.6 2.0 0.5 2.4
1987
- - 0.9 0.6 0.1 1.8 2.9 1.0 -1.3 -10.0 -1.3 1.8

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
  • 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
  • EFA - iShares MSCI EAFE: simulated historical serie, up to December 2001
  • 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

Portfolio efficiency

Is the Craig Israelsen 7Twelve Portfolio actually efficient, compared to other Lazy Portfolios?

Overall Ratings

The Craig Israelsen 7Twelve 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)
+6.23%
(+3.71%)
Poor : 1 / 5
Average : 2.3 / 5
Standard Deviation
over 25 Years
10.02%
Average : 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

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Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 03:00PM Eastern Time.
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