Data Source: from January 1976 to February 2023 (~47 years)
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.60%
1 Day
Mar 20 2023, 04:00PM Eastern Time
2.11%
Current Month
March 2023
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 6.79% compound annual return, with a 9.74% standard deviation.
Asset Allocation and ETFs
The Craig Israelsen 7Twelve Portfolio has the following asset allocation:
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 as of Feb 28, 2023
The Craig Israelsen 7Twelve Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
CRAIG ISRAELSEN 7TWELVE PORTFOLIO RETURNS
Consolidated returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Feb 28, 2023 |
||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Mar 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~47Y) |
|
| Craig Israelsen 7Twelve Portfolio | 0.60 | -2.11 | -3.20 | -0.70 | -5.80 | 4.53 | 4.01 | 6.79 | 9.25 | |
| US Inflation Adjusted return | -3.74 | -2.24 | -11.16 | 0.65 | 1.35 | 4.18 | 5.41 | |||
| Components | ||||||||||
|
VNQ Vanguard Real Estate |
1.14 |
04:00PM Mar 20 2023 |
-4.96 | -5.86 | -5.50 | -13.27 | 7.07 | 6.31 | 8.64 | 7.02 |
|
VV Vanguard Large-Cap |
0.87 |
04:00PM Mar 20 2023 |
-0.36 | -2.40 | 0.97 | -8.75 | 9.59 | 12.07 | 9.71 | 8.90 |
|
EEM iShares MSCI Emerging Markets |
0.37 |
04:00PM Mar 20 2023 |
-1.26 | -7.57 | -1.58 | -16.23 | -2.35 | 0.92 | 5.83 | 7.41 |
|
IJR iShares Core S&P Small-Cap |
1.46 |
04:00PM Mar 20 2023 |
-7.84 | -1.21 | 6.33 | -3.60 | 7.80 | 10.87 | 10.28 | 11.48 |
|
EFA iShares MSCI EAFE |
1.56 |
04:00PM Mar 20 2023 |
-1.61 | -3.07 | 12.84 | -2.76 | 2.69 | 4.77 | 5.40 | 7.99 |
|
VO Vanguard Mid-Cap |
1.22 |
04:00PM Mar 20 2023 |
-4.98 | -2.70 | 3.21 | -6.41 | 8.35 | 10.79 | 10.87 | 10.78 |
|
IEI iShares 3-7 Year Treasury Bond |
-0.28 |
04:00PM Mar 20 2023 |
2.70 | -2.39 | -2.15 | -8.08 | 0.46 | 0.58 | 4.20 | 4.48 |
|
BIL SPDR Blmbg Barclays 1-3 Mth T-Bill |
0.01 |
04:00PM Mar 20 2023 |
0.30 | 0.35 | 1.68 | 2.07 | 1.18 | 0.66 | 2.19 | 3.99 |
|
GSG iShares S&P GSCI Commodity Indexed Trust |
0.69 |
04:00PM Mar 20 2023 |
-6.35 | -4.24 | -8.72 | -2.40 | 4.54 | -4.60 | 1.29 | 2.14 |
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2023. Current inflation (annualized) is 1Y: 6.04% , 5Y: 3.86% , 10Y: 2.63% , 30Y: 2.51%
Live update: World Markets and Indexes
Portfolio Metrics as of Feb 28, 2023
Metrics of Craig Israelsen 7Twelve Portfolio, updated as of 28 February 2023.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
CRAIG ISRAELSEN 7TWELVE PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1976 - 28 February 2023 (~47 years)
Swipe left to see all data
| Metrics as of Feb 28, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~47Y) |
|
| Portfolio Return (%) |
-3.20 | -1.02 | -0.70 | -5.80 | 6.51 | 4.53 | 4.01 | 6.21 | 6.79 | 9.25 |
| US Inflation (%) | 0.56 | 1.05 | 1.58 | 6.04 | 5.16 | 3.86 | 2.63 | 2.51 | 2.51 | 3.65 |
| Infl. Adjusted Return (%) |
-3.74 | -2.05 | -2.24 | -11.16 | 1.28 | 0.65 | 1.35 | 3.60 | 4.18 | 5.41 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 13.41 | 13.10 | 11.71 | 9.38 | 10.45 | 9.74 | 9.49 | |||
| Sharpe Ratio | -0.59 | 0.44 | 0.29 | 0.36 | 0.49 | 0.47 | 0.55 | |||
| Sortino Ratio | -0.81 | 0.55 | 0.36 | 0.46 | 0.62 | 0.61 | 0.72 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -13.28 | -13.28 | -17.90 | -17.90 | -37.96 | -37.96 | -37.96 | |||
| Start (yyyy mm) | 2022 04 | 2022 04 | 2020 01 | 2020 01 | 2008 06 | 2008 06 | 2008 06 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | |||
| Start to Bottom (# months) | 6 | 6 | 3 | 3 | 9 | 9 | 9 | |||
| Start to Recovery (# months) in progress |
> 11
|
> 11
|
11
|
11
|
33
|
33
|
33
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 38.69 | 22.81 | 20.49 | 16.25 | 13.62 | 12.41 | ||||
| Worst Return (%) | -33.99 | -7.23 | -0.15 | 2.73 | 4.91 | 6.78 | ||||
| % Positive Periods | 84% | 95% | 100% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 1 | 3 | 6 | 24 | 41 | 79 | 159 | 237 | 384 |
| Negative | 1 | 2 | 3 | 6 | 12 | 19 | 41 | 81 | 123 | 182 |
| % Positive | 0% | 33% | 50% | 50% | 67% | 68% | 66% | 66% | 66% | 68% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 37.22 | 21.36 | 11.15 | 8.62 | 7.20 | 7.17 | ||||
| Perpetual WR (%) | 1.27 | 0.64 | 1.33 | 3.48 | 4.01 | 5.13 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 28 February 2023
Swipe left to see all data
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VNQ | VV | EEM | IJR | EFA | VO | IEI | BIL | GSG | |
| VNQ |
1.00
|
0.90
|
0.70
|
0.84
|
0.85
|
0.91
|
0.62
|
-0.04
|
0.50
|
|
| VV |
0.90
|
1.00
|
0.63
|
0.96
|
0.88
|
0.99
|
0.60
|
0.02
|
0.46
|
|
| EEM |
0.70
|
0.63
|
1.00
|
0.58
|
0.86
|
0.67
|
0.80
|
0.28
|
0.19
|
|
| IJR |
0.84
|
0.96
|
0.58
|
1.00
|
0.86
|
0.97
|
0.64
|
0.01
|
0.46
|
|
| EFA |
0.85
|
0.88
|
0.86
|
0.86
|
1.00
|
0.90
|
0.79
|
0.23
|
0.40
|
|
| VO |
0.91
|
0.99
|
0.67
|
0.97
|
0.90
|
1.00
|
0.63
|
0.05
|
0.47
|
|
| IEI |
0.62
|
0.60
|
0.80
|
0.64
|
0.79
|
0.63
|
1.00
|
0.13
|
0.05
|
|
| BIL |
-0.04
|
0.02
|
0.28
|
0.01
|
0.23
|
0.05
|
0.13
|
1.00
|
-0.45
|
|
| GSG |
0.50
|
0.46
|
0.19
|
0.46
|
0.40
|
0.47
|
0.05
|
-0.45
|
1.00
|
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VNQ | VV | EEM | IJR | EFA | VO | IEI | BIL | GSG | |
| VNQ |
1.00
|
0.84
|
0.64
|
0.79
|
0.79
|
0.87
|
0.19
|
-0.18
|
0.47
|
|
| VV |
0.84
|
1.00
|
0.71
|
0.90
|
0.88
|
0.97
|
0.10
|
-0.21
|
0.48
|
|
| EEM |
0.64
|
0.71
|
1.00
|
0.73
|
0.84
|
0.74
|
0.17
|
-0.12
|
0.47
|
|
| IJR |
0.79
|
0.90
|
0.73
|
1.00
|
0.86
|
0.94
|
-0.02
|
-0.24
|
0.59
|
|
| EFA |
0.79
|
0.88
|
0.84
|
0.86
|
1.00
|
0.90
|
0.15
|
-0.11
|
0.57
|
|
| VO |
0.87
|
0.97
|
0.74
|
0.94
|
0.90
|
1.00
|
0.06
|
-0.21
|
0.54
|
|
| IEI |
0.19
|
0.10
|
0.17
|
-0.02
|
0.15
|
0.06
|
1.00
|
0.18
|
-0.34
|
|
| BIL |
-0.18
|
-0.21
|
-0.12
|
-0.24
|
-0.11
|
-0.21
|
0.18
|
1.00
|
-0.38
|
|
| GSG |
0.47
|
0.48
|
0.47
|
0.59
|
0.57
|
0.54
|
-0.34
|
-0.38
|
1.00
|
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VNQ | VV | EEM | IJR | EFA | VO | IEI | BIL | GSG | |
| VNQ |
1.00
|
0.72
|
0.52
|
0.65
|
0.65
|
0.75
|
0.29
|
-0.15
|
0.23
|
|
| VV |
0.72
|
1.00
|
0.68
|
0.87
|
0.86
|
0.96
|
0.01
|
-0.16
|
0.42
|
|
| EEM |
0.52
|
0.68
|
1.00
|
0.61
|
0.82
|
0.68
|
0.14
|
-0.06
|
0.43
|
|
| IJR |
0.65
|
0.87
|
0.61
|
1.00
|
0.76
|
0.92
|
-0.10
|
-0.19
|
0.49
|
|
| EFA |
0.65
|
0.86
|
0.82
|
0.76
|
1.00
|
0.85
|
0.10
|
-0.07
|
0.49
|
|
| VO |
0.75
|
0.96
|
0.68
|
0.92
|
0.85
|
1.00
|
0.00
|
-0.16
|
0.44
|
|
| IEI |
0.29
|
0.01
|
0.14
|
-0.10
|
0.10
|
0.00
|
1.00
|
0.10
|
-0.33
|
|
| BIL |
-0.15
|
-0.16
|
-0.06
|
-0.19
|
-0.07
|
-0.16
|
0.10
|
1.00
|
-0.16
|
|
| GSG |
0.23
|
0.42
|
0.43
|
0.49
|
0.49
|
0.44
|
-0.33
|
-0.16
|
1.00
|
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VNQ | VV | EEM | IJR | EFA | VO | IEI | BIL | GSG | |
| VNQ |
1.00
|
0.61
|
0.51
|
0.64
|
0.59
|
0.67
|
0.03
|
-0.01
|
0.26
|
|
| VV |
0.61
|
1.00
|
0.72
|
0.82
|
0.81
|
0.93
|
-0.12
|
-0.02
|
0.34
|
|
| EEM |
0.51
|
0.72
|
1.00
|
0.69
|
0.79
|
0.75
|
-0.10
|
-0.03
|
0.38
|
|
| IJR |
0.64
|
0.82
|
0.69
|
1.00
|
0.74
|
0.92
|
-0.20
|
-0.05
|
0.39
|
|
| EFA |
0.59
|
0.81
|
0.79
|
0.74
|
1.00
|
0.81
|
-0.12
|
-0.04
|
0.45
|
|
| VO |
0.67
|
0.93
|
0.75
|
0.92
|
0.81
|
1.00
|
-0.15
|
-0.03
|
0.40
|
|
| IEI |
0.03
|
-0.12
|
-0.10
|
-0.20
|
-0.12
|
-0.15
|
1.00
|
0.18
|
-0.08
|
|
| BIL |
-0.01
|
-0.02
|
-0.03
|
-0.05
|
-0.04
|
-0.03
|
0.18
|
1.00
|
0.04
|
|
| GSG |
0.26
|
0.34
|
0.38
|
0.39
|
0.45
|
0.40
|
-0.08
|
0.04
|
1.00
|
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VNQ | VV | EEM | IJR | EFA | VO | IEI | BIL | GSG | |
| VNQ |
1.00
|
0.61
|
0.49
|
0.66
|
0.54
|
0.67
|
0.09
|
0.01
|
0.21
|
|
| VV |
0.61
|
1.00
|
0.71
|
0.84
|
0.75
|
0.93
|
0.09
|
0.00
|
0.24
|
|
| EEM |
0.49
|
0.71
|
1.00
|
0.66
|
0.69
|
0.72
|
0.06
|
-0.03
|
0.24
|
|
| IJR |
0.66
|
0.84
|
0.66
|
1.00
|
0.67
|
0.93
|
0.01
|
-0.01
|
0.28
|
|
| EFA |
0.54
|
0.75
|
0.69
|
0.67
|
1.00
|
0.73
|
0.06
|
0.01
|
0.33
|
|
| VO |
0.67
|
0.93
|
0.72
|
0.93
|
0.73
|
1.00
|
0.08
|
-0.01
|
0.28
|
|
| IEI |
0.09
|
0.09
|
0.06
|
0.01
|
0.06
|
0.08
|
1.00
|
0.20
|
-0.06
|
|
| BIL |
0.01
|
0.00
|
-0.03
|
-0.01
|
0.01
|
-0.01
|
0.20
|
1.00
|
0.04
|
|
| GSG |
0.21
|
0.24
|
0.24
|
0.28
|
0.33
|
0.28
|
-0.06
|
0.04
|
1.00
|
Portfolio Dividends
In 2022, the Craig Israelsen 7Twelve Portfolio granted a 1.32% dividend yield. If you are interested in getting periodic income, please refer to the Craig Israelsen 7Twelve Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Feb 28, 2023
An investment of 1000$, since March 1993,
now would be worth 7174.81$, with a total return of 617.48% (6.79% annualized).
The Inflation Adjusted Capital now would be 3412.83$, with a net total return of 241.28% (4.18% annualized).
The Inflation Adjusted Capital now would be 3412.83$, with a net total return of 241.28% (4.18% annualized).
An investment of 1000$, since January 1976,
now would be worth 64921.94$, with a total return of 6392.19% (9.25% annualized).
The Inflation Adjusted Capital now would be 11977.02$, with a net total return of 1097.70% (5.41% annualized).
The Inflation Adjusted Capital now would be 11977.02$, with a net total return of 1097.70% (5.41% 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 |
| -13.28% | Apr 2022 | Sep 2022 | 6 | in progress | 5 | 11 |
| -10.05% | Feb 2001 | Sep 2001 | 8 | Apr 2003 | 19 | 27 |
| -9.83% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 |
| -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 |
| -13.43% | Sep 1987 | Nov 1987 | 3 | Oct 1988 | 11 | 14 |
| -13.28% | Apr 2022 | Sep 2022 | 6 | in progress | 5 | 11 |
| -10.52% | Feb 1980 | Mar 1980 | 2 | Jun 1980 | 3 | 5 |
| -10.05% | Feb 2001 | Sep 2001 | 8 | Apr 2003 | 19 | 27 |
| -9.83% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 |
| -8.68% | Dec 1980 | Sep 1981 | 10 | Sep 1982 | 12 | 22 |
| -6.66% | Feb 1994 | Nov 1994 | 10 | May 1995 | 6 | 16 |
| -6.26% | Oct 1979 | Oct 1979 | 1 | Dec 1979 | 2 | 3 |
| -5.84% | Oct 1978 | Oct 1978 | 1 | Jan 1979 | 3 | 4 |
| -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 |
| -3.66% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 |
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 |
9.82 |
38.69 Jul 1982 - Jun 1983 |
-33.99 Mar 2008 - Feb 2009 |
16.22% |
| 2 Years |
9.66 |
27.21 Mar 2009 - Feb 2011 |
-15.17 Mar 2007 - Feb 2009 |
8.84% |
| 3 Years |
9.49 |
22.81 Aug 1984 - Jul 1987 |
-7.23 Mar 2006 - Feb 2009 |
5.27% |
| 5 Years |
9.41 |
20.49 Aug 1982 - Jul 1987 |
-0.15 Mar 2004 - Feb 2009 |
0.39% |
| 7 Years |
9.44 |
17.56 Aug 1982 - Jul 1989 |
0.86 Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
9.54 |
16.25 Aug 1982 - Jul 1992 |
2.73 Nov 2007 - Oct 2017 |
0.00% |
| 15 Years |
9.52 |
14.84 Aug 1982 - Jul 1997 |
3.19 Oct 2007 - Sep 2022 |
0.00% |
| 20 Years |
9.56 |
13.62 Oct 1977 - Sep 1997 |
4.91 Apr 2000 - Mar 2020 |
0.00% |
| 30 Years |
9.54 |
12.41 Nov 1977 - Oct 2007 |
6.78 Oct 1992 - Sep 2022 |
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
In which months is it better to invest in Craig Israelsen 7Twelve Portfolio?
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.
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 Gain Frequency |
1.83
60% |
-0.43
60% |
-1.50
80% |
1.44
80% |
0.80
80% |
0.47
80% |
1.49
100% |
-0.07
60% |
-1.72
40% |
0.57
60% |
1.70
60% |
0.55
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.83
|
101.39
|
99.87
|
101.30
|
102.11
|
102.60
|
104.13
|
104.06
|
102.27
|
102.86
|
104.60
|
105.18
|
| Best |
6.4 2019 |
3.4 2021 |
1.8 2022 |
3.7 2020 |
3.9 2020 |
3.9 2019 |
3.2 2022 |
2.4 2020 |
1.3 2019 |
3.9 2022 |
7.8 2020 |
3.8 2021 |
| Worst |
-2.3 2020 |
-4.5 2020 |
-12.1 2020 |
-2.7 2022 |
-3.9 2019 |
-5.5 2022 |
0.0 2019 |
-3.1 2022 |
-7.0 2022 |
-4.9 2018 |
-3.5 2021 |
-4.7 2018 |
Monthly Seasonality over the period Mar 2018 - Feb 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.65
50% |
0.15
60% |
-0.15
70% |
1.23
90% |
0.47
70% |
0.30
70% |
0.95
80% |
-0.34
60% |
-0.89
50% |
0.87
70% |
0.90
60% |
0.24
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.65
|
100.80
|
100.65
|
101.88
|
102.36
|
102.67
|
103.64
|
103.29
|
102.37
|
103.26
|
104.19
|
104.45
|
| Best |
6.4 2019 |
3.4 2021 |
5.1 2016 |
3.7 2020 |
3.9 2020 |
3.9 2019 |
3.2 2013 |
2.4 2020 |
2.5 2013 |
3.9 2022 |
7.8 2020 |
3.8 2021 |
| Worst |
-3.1 2016 |
-4.5 2020 |
-12.1 2020 |
-2.7 2022 |
-3.9 2019 |
-5.5 2022 |
-1.9 2014 |
-3.3 2015 |
-7.0 2022 |
-4.9 2018 |
-3.5 2021 |
-4.7 2018 |
Monthly Seasonality over the period Mar 2013 - Feb 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.95
58% |
0.45
60% |
0.83
77% |
1.52
83% |
0.69
64% |
0.53
64% |
0.71
62% |
0.67
70% |
0.17
64% |
0.21
62% |
1.16
70% |
1.44
81% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.95
|
101.41
|
102.25
|
103.81
|
104.52
|
105.07
|
105.82
|
106.54
|
106.72
|
106.95
|
108.19
|
109.74
|
| Best |
6.9 1987 |
5.0 1991 |
5.3 2009 |
7.0 2009 |
6.8 2009 |
4.0 2000 |
5.4 2010 |
6.0 1984 |
6.0 2010 |
7.7 2011 |
7.8 2020 |
7.2 1991 |
| Worst |
-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 |
Monthly Seasonality over the period Jan 1976 - Feb 2023
Monthly/Yearly Returns
Craig Israelsen 7Twelve Portfolio data source starts from January 1976: let's focus on monthly and yearly returns.
We are providing two different views:
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1976 - Feb 2023
384 Positive Months (68%) - 182 Negative Months (32%)
MONTHLY RETURNS TABLE
Jan 1976 - Feb 2023
(Scroll down to see all data)
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Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2023 |
+1.55 | +0.18 | 4.9 | -3.2 | ||||||||||
| 2022 |
-7.91 | -13.50 | -1.2 | 0.4 | 1.8 | -2.7 | 1.5 | -5.5 | 3.2 | -3.1 | -7.0 | 3.9 | 3.8 | -2.5 |
| 2021 |
+16.41 | +8.75 | 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 | +2.24 | -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 | +14.43 | 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 | -8.35 | 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 | +5.68 | -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 | -7.38 | -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 | -1.02 | -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 | +8.36 | 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 | +7.18 | 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 | -3.20 | 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 | +11.21 | -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 | +16.60 | -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 | -24.08 | -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 | +6.95 | 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 | +9.30 | 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 | +7.68 | -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 | +10.72 | 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 | +22.90 | -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 | +2.49 | -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 | -6.12 | 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 | +7.88 | -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 | +16.12 | 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 | -2.97 | -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 | +5.54 | 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 | +12.36 | 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 | +15.70 | -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 | -4.09 | 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 | +14.14 | 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 | +2.48 | 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 | +22.42 | 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 | -4.17 | -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 | +21.45 | 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 | +12.79 | 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 |
+3.08 | -1.30 | 6.9 | 1.6 | 0.7 | 0.6 | 0.0 | 1.8 | 3.1 | 1.2 | -1.3 | -11.0 | -1.4 | 2.0 |
| 1986 |
+16.22 | +14.96 | -0.4 | 3.9 | 4.6 | 1.5 | 0.3 | 2.9 | -1.4 | 5.3 | -3.7 | 1.5 | 1.7 | -0.7 |
| 1985 |
+24.57 | +20.02 | 5.1 | 0.4 | 1.3 | 0.1 | 4.2 | 0.9 | 0.1 | 0.3 | -0.7 | 3.8 | 4.0 | 2.8 |
| 1984 |
+8.53 | +4.41 | 0.5 | -1.6 | 1.3 | 0.2 | -2.4 | 1.1 | -1.0 | 6.0 | 1.1 | 1.4 | 0.5 | 1.4 |
| 1983 |
+17.12 | +12.84 | 2.2 | 2.0 | 3.3 | 4.5 | 0.5 | 2.2 | -1.5 | 0.4 | 1.0 | -1.2 | 1.9 | 0.7 |
| 1982 |
+15.88 | +11.60 | -0.1 | -2.5 | -0.1 | 3.1 | -1.1 | -2.6 | 0.4 | 5.7 | 1.5 | 6.9 | 3.5 | 0.8 |
| 1981 |
-1.36 | -9.44 | -2.1 | -0.2 | 3.1 | -0.9 | 1.5 | -1.2 | -0.3 | -3.7 | -2.8 | 4.7 | 3.6 | -2.6 |
| 1980 |
+16.18 | +3.26 | 3.5 | -2.4 | -8.4 | 5.3 | 5.2 | 3.4 | 4.1 | 0.2 | 1.9 | 1.7 | 3.7 | -2.2 |
| 1979 |
+20.37 | +6.25 | 4.4 | -0.2 | 3.5 | 1.5 | -1.1 | 3.5 | 0.5 | 5.8 | 0.5 | -6.3 | 5.2 | 2.1 |
| 1978 |
+13.62 | +4.22 | -1.6 | 0.4 | 4.1 | 4.2 | 2.5 | -2.0 | 3.6 | 3.4 | 0.9 | -5.8 | 2.8 | 0.8 |
| 1977 |
+7.11 | +0.38 | -1.2 | -0.3 | 0.9 | 1.8 | -0.5 | 2.6 | -1.8 | 0.2 | 1.0 | -0.9 | 3.6 | 1.6 |
| 1976 |
+15.46 | +10.11 | 6.1 | 1.9 | 1.1 | 0.2 | -1.0 | 2.5 | -1.3 | 0.0 | -0.1 | -0.8 | 2.0 | 4.2 |
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
Compared to the Craig Israelsen 7Twelve Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Stocks/Bonds 60/40 Momentum |
+9.38 | 9.41 | -32.52 | 60 | 40 | 0 | ||
|
Stocks/Bonds 60/40 |
+7.88 | 9.46 | -30.55 | 60 | 40 | 0 | ||
|
Couch Potato Scott Burns |
+7.85 | 8.66 | -27.04 | 50 | 50 | 0 | ||
|
Stocks/Bonds 40/60 Momentum |
+7.82 | 6.84 | -21.11 | 40 | 60 | 0 | ||
|
Golden Butterfly |
+7.66 | 7.52 | -17.79 | 40 | 40 | 20 | ||
|
Coffeehouse Bill Schultheis |
+7.64 | 9.53 | -33.93 | 60 | 40 | 0 | ||
|
Pinwheel |
+7.51 | 10.43 | -36.89 | 65 | 25 | 10 | ||
|
Sheltered Sam 60/40 Bill Bernstein |
+7.45 | 9.15 | -34.12 | 58.2 | 40 | 1.8 | ||
|
Robo Advisor 50 Betterment |
+7.45 | 9.24 | -30.72 | 49.9 | 50.1 | 0 | ||
|
Tilt Toward Value Time Inc |
+7.42 | 9.30 | -34.63 | 60 | 40 | 0 | ||
|
Marc Faber Portfolio Marc Faber |
+7.39 | 9.55 | -28.82 | 50 | 25 | 25 | ||
|
Five Fold Scott Burns |
+7.37 | 9.66 | -37.94 | 60 | 40 | 0 | ||
|
Dimensional 2030 Retirement Income DFA |
+7.36 | 9.17 | -31.78 | 55.9 | 44.1 | 0 | ||
|
Simple Money Portfolio Tim Maurer |
+7.26 | 9.00 | -32.39 | 60 | 40 | 0 | ||
|
Edge Select Moderate Merrill Lynch |
+7.25 | 8.84 | -29.58 | 53 | 47 | 0 | ||
|
Nano Portfolio John Wasik |
+7.24 | 9.56 | -36.66 | 60 | 40 | 0 | ||
|
All Weather Portfolio Ray Dalio |
+7.19 | 7.18 | -20.19 | 30 | 55 | 15 | ||
|
Sandwich Portfolio Bob Clyatt |
+7.18 | 8.23 | -28.96 | 55 | 45 | 0 | ||
|
Simple and Cheap Time Inc |
+7.18 | 9.30 | -34.84 | 60 | 40 | 0 | ||
|
Ultimate Buy&Hold FundAdvice |
+7.16 | 9.20 | -34.23 | 60 | 40 | 0 | ||
|
Coward's Portfolio Bill Bernstein |
+7.12 | 9.02 | -32.68 | 60 | 40 | 0 | ||
|
Global Market Portfolio Credit Suisse |
+7.07 | 8.13 | -25.90 | 45 | 55 | 0 | ||
|
LifeStrategy Moderate Growth Vanguard |
+7.07 | 9.44 | -33.52 | 60 | 40 | 0 | ||
|
Big Rocks Portfolio Larry Swedroe |
+7.06 | 9.06 | -33.80 | 60 | 40 | 0 | ||
|
GAA Global Asset Allocation Mebane Faber |
+6.96 | 7.92 | -24.91 | 40.5 | 49.5 | 10 | ||
|
Dynamic 40/60 Income |
+6.95 | 8.02 | -29.84 | 40 | 60 | 0 | ||
|
Sheltered Sam 50/50 Bill Bernstein |
+6.93 | 7.75 | -28.23 | 48.5 | 50 | 1.5 | ||
|
One-Decision Portfolio Marvin Appel |
+6.92 | 8.26 | -31.96 | 50 | 50 | 0 | ||
|
Four Square Scott Burns |
+6.81 | 8.40 | -29.95 | 50 | 50 | 0 | ||
|
Simplified Permanent Portfolio |
+6.80 | 6.75 | -16.43 | 25 | 50 | 25 | ||
|
Stocks/Bonds 40/60 |
+6.80 | 6.82 | -19.17 | 40 | 60 | 0 | ||
|
7Twelve Portfolio Craig Israelsen |
+6.79 | 9.74 | -37.96 | 50 | 33.3 | 16.7 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Stocks/Bonds 60/40 Momentum |
+9.38 | 9.41 | -32.52 | 60 | 40 | 0 | ||
|
Simple Path to Wealth JL Collins |
+8.61 | 11.61 | -38.53 | 75 | 25 | 0 | ||
|
Late Sixties and Beyond Burton Malkiel |
+8.34 | 11.59 | -41.80 | 71 | 29 | 0 | ||
|
Yale Endowment David Swensen |
+8.23 | 10.84 | -39.48 | 70 | 30 | 0 | ||
|
Seven Value Scott Burns |
+8.14 | 11.26 | -41.22 | 71.5 | 28.5 | 0 | ||
