Last Update: 31 January 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 5.22% compound annual return, with a 8.47% 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 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

Historical Returns

Craig Israelsen 7Twelve Portfolio - Historical returns and stats.

Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

CRAIG ISRAELSEN 7TWELVE PORTFOLIO
Last Update: 31 January 2020
Swipe left to see all data
Period Returns
Jan 2020
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-2.28%
-2.28%
Jan 2020 - Jan 2020
0 - 1
3M
+1.20%
-2.28%
Jan 2020 - Jan 2020
2 - 1
6M
+2.70%
-2.28%
Jan 2020 - Jan 2020
4 - 2
YTD
-2.28%
-2.28%
Jan 2020 - Jan 2020
0 - 1
1Y
+7.53%
7.24%
-3.93%
May 2019 - May 2019
9 - 3
3Y
+5.55%
annualized
7.50%
-9.82%
Oct 2018 - Dec 2018
28 - 8
5Y
+3.84%
annualized
7.33%
-12.11%
May 2015 - Feb 2016
41 - 19
10Y
+5.22%
annualized
8.47%
-14.55%
Jul 2014 - Feb 2016
78 - 42
MAX
01 Jan 2007
+3.80%
annualized
10.39%
-37.97%
Jun 2008 - Feb 2009
100 - 57

* Annualized St.Dev. of monthly returns

Best High Risk Porftolios, ordered by 10Y annualized return.

Portfolio 10Y Return ▾ #ETF Stocks Bonds Comm.
Simple Path to Wealth
JL Collins
+11.40% 2 75 25 0
Talmud Portfolio
Roger Gibson
+10.25% 3 66.67 33.33 0
Stocks/Bonds 60/40
+9.90% 2 60 40 0
Yale Endowment
David Swensen
+9.79% 6 70 30 0
Edge Select Moderately Aggressive
Merrill Lynch
+9.02% 12 69 31 0

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns

Craig Israelsen 7Twelve Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+4.13% +37.90%
Mar 2009 - Feb 2010
-33.99%
Mar 2008 - Feb 2009
29.45%
2 Years
+3.76% +27.20%
Mar 2009 - Feb 2011
-15.17%
Mar 2007 - Feb 2009
26.87%
3 Years
+4.38% +18.54%
Mar 2009 - Feb 2012
-2.25%
Jul 2007 - Jun 2010
12.30%
5 Years
+4.22% +13.74%
Mar 2009 - Feb 2014
+0.79%
Mar 2011 - Feb 2016
0.00%
7 Years
+4.36% +7.72%
Mar 2009 - Feb 2016
+2.43%
Jun 2008 - May 2015
0.00%
10 Years
+4.33% +7.76%
Mar 2009 - Feb 2019
+2.73%
Nov 2007 - Oct 2017
0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

Swipe left to see all data
Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
-2.28% -2.3
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

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