Craig Israelsen 7Twelve Portfolio: ETF allocation and returns

Simulation Settings

Period: January 1976 - June 2026 (~51 years)
Consolidated Returns as of 30 June 2026

Initial Amount: 1$

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

Change Settings

The minimum date range must be at least 12 months. 'Date To' cannot be beyond June 2026.

Date From:

Date To:

Rebalancing:

Inflation:

Cashflows Reset

Initial Amount:

Contribution Amount:

Contribution Frequency:

Generic Error - Please retry.

Default settings

Results

Inflation Adj:

The Craig Israelsen 7Twelve Portfolio can be implemented with 9 ETFs. This portfolio has a high risk, indicating it can undergo considerable value changes. It is appropriate for investors with a high risk tolerance who are aiming for higher returns and can handle notable drawdowns.

The portfolio asset allocation is: 50% on the Stock Market, 33.34% on Fixed Income, 16.66% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 33.34% allocation to bonds, leading to its classification as high risk.

As of June 2026, in the previous 30 Years, the Craig Israelsen 7Twelve Portfolio obtained a 6.87% compound annual return, with a 9.82% standard deviation. It suffered a maximum drawdown of -37.96% that required 33 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.

Asset Allocation and ETFs

To effectively implement the asset allocation of the Craig Israelsen 7Twelve Portfolio, investors can utilize the following selection of ETFs. These ETFs have been chosen specifically for their ability to represent each asset class within the portfolio and facilitate ease of management.

          50% Stocks
        
          33.34% Fixed Income
        
          16.66% Commodities

Loading data
Please wait

Weight (%)	ETF Ticker	ETF Currency	ETF Name	Investment Themes (Orig.Currency)
8.34	VNQ	USD	Vanguard Real Estate	Real Estate, U.S. (USD)
8.34	VV	USD	Vanguard Large-Cap	Equity, U.S., Large Cap (USD)
8.33	EFA	USD	iShares MSCI EAFE	Equity, EAFE, Large Cap (USD)
8.33	IJR	USD	iShares Core S&P Small-Cap	Equity, U.S., Small Cap (USD)
8.33	EEM	USD	iShares MSCI Emerging Markets	Equity, Emerging Markets, Large Cap (USD)
8.33	VO	USD	Vanguard Mid-Cap	Equity, U.S., Mid Cap (USD)
25.00	IEI	USD	iShares 3-7 Year Treasury Bond	Bond, U.S., Intermediate-Term (USD)
8.34	BIL	USD	SPDR Blmbg Barclays 1-3 Mth T-Bill	Bond, U.S., Ultra Short-Term (USD)
16.66	GSG	USD	iShares S&P GSCI Commodity Indexed Trust	Commodity, Broad Diversified (USD)

Most Lazy Portfolios consist of common, well-defined asset classes.
For a more complete view, discover the most popular ETFs used to build these portfolios.

Portfolio and ETF Returns as of Jun 30, 2026

Returns are calculated in USD, assuming:

no fees or capital gain taxes.
rebalancing: at every January 1^st. How do returns change with different rebalancing strategies?
dividend reinvestment, when applicable.
the actual US Inflation rates.

CRAIG ISRAELSEN 7TWELVE PORTFOLIO

Capital Growth

Inflation Adj:

Swipe left to see all data

			Chg (%)		Return (%)	Return (%) as of Jun 30, 2026
			1 Day	Time ET^(*)	---	YTD (6M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~51Y)
Investment Return			---		---	11.82	-1.07	11.82	18.50	6.90	7.31	6.87	9.40
US Inflation Adjusted Return						9.16	-1.07	9.16	14.07	2.49	3.83	4.21	5.59
Component Returns
VNQ	USD	Vanguard Real Estate	---	0	---	11.11	1.65	11.11	12.47	2.79	4.91	9.02	11.69
VV	USD	Vanguard Large-Cap	---	0	---	9.88	-0.96	9.88	21.90	12.91	15.48	10.41	12.00
EFA	USD	iShares MSCI EAFE	---	0	---	9.89	0.69	9.89	20.19	9.06	9.60	5.75	8.86
IJR	USD	iShares Core S&P Small-Cap	---	0	---	23.98	7.28	23.98	37.48	7.29	11.46	9.97	13.26
EEM	USD	iShares MSCI Emerging Markets	---	0	---	25.69	0.24	25.69	44.59	6.89	9.51	6.51	8.31
VO	USD	Vanguard Mid-Cap	---	0	---	11.82	2.36	11.82	16.84	7.95	11.78	10.79	13.17
IEI	USD	iShares 3-7 Year Treasury Bond	---	0	---	-0.10	0.07	-0.10	2.22	0.32	1.18	4.05	6.23
BIL	USD	SPDR Blmbg Barclays 1-3 Mth T-Bill	---	0	---	1.74	0.27	1.74	3.83	3.46	2.21	2.22	4.22
GSG	USD	iShares S&P GSCI Commodity Indexed Trust	---	0	---	24.02	-10.06	24.02	29.76	12.19	6.30	1.54	5.15
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation.
US Inflation is updated to May 2026. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Inflation (annualized) is 1Y: 3.88% , 5Y: 4.30% , 10Y: 3.35% , 30Y: 2.56%

Components correlation, as of 30 June 2026

Swipe left to see all data

Loading data
Please wait

Learn about historical correlations here: see how the main asset classes relate to each other.

In 2025, this portfolio granted a 2.34% 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

Portfolio Metrics as of Jun 30, 2026

Metrics are calculated based on monthly returns, assuming:

no fees or capital gain taxes.
rebalancing: at every January 1^st. How do returns change with different rebalancing strategies?
dividend reinvestment, when applicable.
the actual US Inflation rates.

CRAIG ISRAELSEN 7TWELVE PORTFOLIO

Advanced Metrics

1 January 1976 - 30 June 2026 (~51 years)

Swipe left to see all data

	Metrics as of Jun 30, 2026
	YTD (6M)	1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX (~51Y)
Investment Return (%)	11.82	-1.07	4.44	11.82	18.50	12.23	6.90	7.31	5.53	6.87	9.40
Growth of 1$	1.12	0.99	1.04	1.12	1.18	1.41	1.40	2.02	2.94	7.34	93.55
Infl. Adjusted Return (%)	9.16	-1.07	3.29	9.16	14.07	8.75	2.49	3.83	2.91	4.21	5.59
US Inflation (%)	2.44	0.00	1.12	2.44	3.88	3.19	4.30	3.35	2.55	2.56	3.61
Pending updates, the monthly inflation of Jun 2026 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN Inflation Adjusted: Inflation Adjusted:				Current	1Y	3Y	5Y	10Y	20Y	30Y	MAX
Deepest Drawdown Depth (%)				-1.28	-1.28	-6.62	-13.28	-17.90	-37.96	-37.96	-37.96
Start to Recovery (# months)				2*	2*	5	23	11	33	33	33
Start (yyyy mm)					2026 05	2023 08	2022 04	2020 01	2008 06	2008 06	2008 06
Start to Bottom (# months)					2	3	6	3	9	9	9
Bottom (yyyy mm)					2026 06	2023 10	2022 09	2020 03	2009 02	2009 02	2009 02
Bottom to End (# months)					0	2	17	8	24	24	24
End (yyyy mm)					-	2023 12	2024 02	2020 11	2011 02	2011 02	2011 02
Longest Drawdown Depth (%)					same	-2.38	same	-13.28	-14.54	-14.54	-14.54
Start to Recovery (# months)					same	6	same	23	37	37	37
Start (yyyy mm)					2026 05	2024 12	2022 04	2022 04	2014 07	2014 07	2014 07
Start to Bottom (# months)					2	1	6	6	20	20	20
Bottom (yyyy mm)					2026 06	2024 12	2022 09	2022 09	2016 02	2016 02	2016 02
Bottom to End (# months)					0	5	17	17	17	17	17
End (yyyy mm)					-	2025 05	2024 02	2024 02	2017 07	2017 07	2017 07
Longest negative period (# months)					2*	8	29	39	73	73	73
Start (yyyy mm)					2026 05	2024 09	2021 07	2017 01	2014 03	2014 03	2014 03
End (yyyy mm)					2026 06	2025 04	2023 11	2020 03	2020 03	2020 03	2020 03
Annualized Return (%)					-7.43	-0.04	-0.01	-0.07	-0.24	-0.24	-0.24
Drawdowns / Negative periods marked with * are in progress
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
Deepest Drawdown Depth (%)				-1.74	-1.74	-7.50	-18.15	-18.15	-37.23	-37.23	-37.23
Start to Recovery (# months)				2*	2*	7	46	46	35	35	35
Start (yyyy mm)					2026 05	2023 08	2021 11	2021 11	2008 06	2008 06	2008 06
Start to Bottom (# months)					2	3	11	11	9	9	9
Bottom (yyyy mm)					2026 06	2023 10	2022 09	2022 09	2009 02	2009 02	2009 02
Bottom to End (# months)					0	4	35	35	26	26	26
End (yyyy mm)					-	2024 02	2025 08	2025 08	2011 04	2011 04	2011 04
Longest Drawdown Depth (%)					same	same	same	same	-18.15	-18.15	-18.15
Start to Recovery (# months)					same	same	same	same	46	46	46
Start (yyyy mm)					2026 05	2023 08	2021 11	2021 11	2021 11	2021 11	2021 11
Start to Bottom (# months)					2	3	11	11	11	11	11
Bottom (yyyy mm)					2026 06	2023 10	2022 09	2022 09	2022 09	2022 09	2022 09
Bottom to End (# months)					0	4	35	35	35	35	35
End (yyyy mm)					-	2024 02	2025 08	2025 08	2025 08	2025 08	2025 08
Longest negative period (# months)					2*	9	49	72	149	149	149
Start (yyyy mm)					2026 05	2023 08	2021 07	2017 11	2007 11	2007 11	2007 11
End (yyyy mm)					2026 06	2024 04	2025 07	2023 10	2020 03	2020 03	2020 03
Annualized Return (%)					-10.01	-0.02	-0.06	0.00	-0.20	-0.20	-0.20
Drawdowns / Negative periods marked with * are in progress
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
RISK INDICATORS					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Standard Deviation (%)					6.26	7.24	9.11	9.49	10.39	9.82	9.36
Sharpe Ratio					2.34	1.05	0.38	0.54	0.39	0.47	0.55
Sortino Ratio					4.05	1.48	0.50	0.69	0.49	0.61	0.72
Ulcer Index					0.36	1.57	4.01	4.23	8.28	7.03	5.68
Ratio: Return / Standard Deviation					2.96	1.69	0.76	0.77	0.53	0.70	1.00
Ratio: Return / Deepest Drawdown					14.48	1.85	0.52	0.41	0.15	0.18	0.25
Positive Months (%)					83.33	69.44	65.00	71.66	65.00	65.00	67.98
Positive Months					10	25	39	86	156	234	412
Negative Months					2	11	21	34	84	126	194
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted:					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Best 10 Years Return (%) - Annualized								7.31	7.76	11.14	16.25
Worst 10 Years Return (%) - Annualized								7.31	2.73	2.73	2.73
Best 10 Years Return (%) - Annualized								3.83	5.90	7.95	12.08
Worst 10 Years Return (%) - Annualized								3.83	0.44	0.44	0.44
TIMEFRAMES Inflation Adjusted: Inflation Adjusted:		1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX
··· As of Jun 2026 - Over the previous 30Y
Best Rolling Return (%) - Annualized					37.90	18.84	15.96	11.14	7.35	6.87
Worst Rolling Return (%) - Annualized					-33.99	-7.23	-0.15	2.73	4.91	6.87
Positive Periods (%)					77.3	91.3	99.3	100.0	100.0	100.0
Best Rolling Return (%) - Annualized					34.99	15.77	12.68	7.95	5.05	4.21
Worst Rolling Return (%) - Annualized					-33.99	-9.21	-2.72	0.44	2.48	4.21
Positive Periods (%)					70.4	77.2	95.3	100.0	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		4.07	6.29	7.84	9.05	2.64	0.00	0.00	0.00
95% CVaR - Conditional Value at Risk (%)		5.24	8.32	10.72	20.52	7.83	0.00	0.00	0.00
99% VaR - Value at Risk (%) - Cumulative		6.00	9.63	12.57	28.37	15.68	0.00	0.00	0.00
99% CVaR - Conditional Value at Risk (%)		7.23	11.76	15.58	32.26	18.68	0.62	0.00	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					78.50	27.98	17.71	9.60	6.00	6.27
Perpetual Withdrawal Rate (%)					---	---	---	0.45	2.39	4.45
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com
··· All available data (Jan 1976 - Jun 2026)
Best Rolling Return (%) - Annualized					38.69	22.81	20.49	16.25	13.62	12.41
Worst Rolling Return (%) - Annualized					-33.99	-7.23	-0.15	2.73	4.91	6.35
Positive Periods (%)					84.3	95.0	99.6	100.0	100.0	100.0
Best Rolling Return (%) - Annualized					35.34	19.21	16.83	12.08	8.90	7.92
Worst Rolling Return (%) - Annualized					-33.99	-9.21	-2.72	0.44	2.48	3.73
Positive Periods (%)					74.2	84.9	97.2	100.0	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		3.66	5.33	6.16	6.43	0.00	0.00	0.00	0.00	0.00
95% CVaR - Conditional Value at Risk (%)		4.78	7.28	8.91	14.75	4.84	0.00	0.00	0.00	0.00
99% VaR - Value at Risk (%) - Cumulative		5.50	8.52	10.67	25.32	5.52	0.00	0.00	0.00	0.00
99% CVaR - Conditional Value at Risk (%)		6.67	10.55	13.54	29.28	14.59	0.00	0.00	0.00	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					78.50	27.98	17.71	9.60	6.00	6.27
Perpetual Withdrawal Rate (%)					---	---	---	0.45	2.39	4.28
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com

Terms and Definitions

Annualized Portfolio Return: the annualized geometric mean return of the portfolio. When cashflows are involved, it is calculated using the Money-Weighted Rate of Return (MWRR), based on the Modified Dietz formula.
Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration. When cashflows are involved, portfolio values are normalized by the invested capital (i.e. owned quotes) at each time step: this isolates the effect of market performance from capital contributions, avoiding misleading drawdowns caused by large inflows that artificially lift portfolio value and, as a result, the drawdowns match the ones without cash flows.
Longest negative period: it's the maximum period for which an overall negative return has been observed.
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).
Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Drawdowns

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.

CRAIG ISRAELSEN 7TWELVE PORTFOLIO

Drawdown periods

Inflation Adj:

Swipe left to see all data

Rolling Return Analysis

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

CRAIG ISRAELSEN 7TWELVE PORTFOLIO

Annualized Rolling Returns — Over Time & Distribution

The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and two user-defined percentiles. The lower and upper percentiles (default: 15th and 85th) can be adjusted using the inputs above. They give insight into the distribution of the data, while the median represents the middle value.

Holding Periods and Returns

Holding periods are based on rolling periods: each rolling window represents the return an investor would have achieved by holding the investment for a fixed period (e.g., 10, 20, or 30 years) starting from different dates.

CRAIG ISRAELSEN 7TWELVE PORTFOLIO

Annualized Rolling Returns

Inflation Adj:

Percentiles: – Changes pending. Click 'Update' to refresh

Loading data
Please wait

Time to Target

What it shows: Months to reach your target capital from each historical entry point, accounting for your initial investment and periodic contributions.

CRAIG ISRAELSEN 7TWELVE PORTFOLIO

Time to reach your Target Capital

Monthly Returns and Seasonality

This section provides a visual/tabular representation of the performance variability in the Craig Israelsen 7Twelve Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

CRAIG ISRAELSEN 7TWELVE PORTFOLIO

Monthly Returns Distribution

Loading data
Please wait

Monthly Seasonality Analysis

50 full years are available for analysis


Avg Return (%)
Win Count
Loss Count
Win %
Worst Return (%)
Best Return (%)

For further information about the seasonality, check the Asset Class Seasonality page.

Methodology

Returns, up to December 2007, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:

Vanguard Real Estate (VNQ), up to December 2004
Vanguard Large-Cap (VV), up to December 2004
iShares MSCI EAFE (EFA), up to December 2001
iShares Core S&P Small-Cap (IJR), up to December 2000
iShares MSCI Emerging Markets (EEM), up to December 2003
Vanguard Mid-Cap (VO), up to December 2004
iShares 3-7 Year Treasury Bond (IEI), up to December 2007
SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL), up to December 2007
iShares S&P GSCI Commodity Indexed Trust (GSG), up to December 2006

Portfolio efficiency

Compare Craig Israelsen 7Twelve Portfolio performance and efficiency against top portfolios to identify strengths and areas for improvement.

Loading data
Please wait

Swipe left to see all data

			Allocation
			Stocks	Bonds	Comm	Ann. Return▾	Standard Deviation	Ulcer Index	Deepest Drawdown	Longest Drawdown	Longest Neg.Period	Avg Rank

Loading data
Please wait

Swipe left to see all data

			Allocation
			Stocks	Bonds	Comm	Ann. Return▾	Standard Deviation	Ulcer Index	Deepest Drawdown	Longest Drawdown	Longest Neg.Period	Avg Rank

Loading data
Please wait

Swipe left to see all data

			Allocation
			Stocks	Bonds	Comm	Ann. Return▾	Standard Deviation	Ulcer Index	Deepest Drawdown	Longest Drawdown	Longest Neg.Period	Avg Rank

Compare this portfolio with up to 3 other portfolios.

Select Portfolios

Compare

	Drawdown period			Recovery period		Total
Drawdown▴	Start	Bottom	#Months	End	#Months	#Months	Ulcer Index

Drawdown Analysis			Occurrencies (End of Month)			Cumulative
Phase	Frequency	Range	#Num	Every (Avg)	Frequency	Range	Frequency

	Drawdown period			Recovery period		Total
Drawdown▴	Start	Bottom	#Months	End	#Months	#Months	Ulcer Index

Drawdown Analysis			Occurrencies (End of Month)			Cumulative
Phase	Frequency	Range	#Num	Every (Avg)	Frequency	Range	Frequency

	Drawdown period			Recovery period		Total
Drawdown▴	Start	Bottom	#Months	End	#Months	#Months	Ulcer Index

	Intra Year Stats		Monthly Return (%)
Year	Return	Drawdown	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec

Table of contents

Asset Allocation and ETFs

Portfolio and ETF Returns as of Jun 30, 2026

Portfolio Metrics as of Jun 30, 2026

Drawdowns

Rolling Return Analysis

Holding Periods and Returns

Time to Target

Monthly Returns and Seasonality

Portfolio efficiency