The Credit Suisse Global Market Portfolio is a Medium Risk portfolio and can be implemented with 8 ETFs.
It's exposed for 45% on the Stock Market.
In the last 30 Years, the Credit Suisse Global Market Portfolio obtained a 7.50% compound annual return, with a 7.75% standard deviation.
Asset Allocation and ETFs
The Credit Suisse Global Market Portfolio has the following asset allocation:
The Credit Suisse Global Market Portfolio can be implemented with the following ETFs:
Weight | Ticker | ETF Name | Investment Themes | |
---|---|---|---|---|
20.00 % | SPY | SPDR S&P 500 | Equity, U.S., Large Cap | |
15.00 % | VEU | Vanguard FTSE All-World ex-US | Equity, Global ex-US, Large Cap | |
5.00 % | EEM | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap | |
5.00 % | VNQ | Vanguard Real Estate | Real Estate, U.S. | |
22.00 % | LQD | iShares Investment Grade Corporate Bond | Bond, U.S., All-Term | |
16.00 % | BNDX | Vanguard Total International Bond | Bond, Developed Markets, All-Term | |
15.00 % | TLT | iShares 20+ Year Treasury Bond | Bond, U.S., Long-Term | |
2.00 % | TIP | iShares TIPS Bond | Bond, U.S., All-Term |
Portfolio and ETF Returns
The Credit Suisse Global Market 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
Chg (%) | Return (%) | Return (%) as of Jul 31, 2022 |
|||||||
---|---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Aug 2022 | 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | |
Credit Suisse Global Market Portfolio | -0.04 | 0.99 | 4.66 | -10.07 | -11.50 | 4.48 | 5.61 | 7.50 | |
US Inflation Adjusted return | 4.68 | -14.66 | -18.45 | 0.57 | 2.93 | 4.86 | |||
Components | |||||||||
SPY SPDR S&P 500 |
0.20 | Aug 16 2022 | 4.30 | 9.21 | -7.75 | -4.71 | 12.75 | 13.72 | 9.91 |
VEU Vanguard FTSE All-World ex-US |
0.13 | Aug 16 2022 | 1.55 | 3.38 | -12.48 | -14.54 | 2.89 | 5.49 | 5.52 |
EEM iShares MSCI Emerging Markets |
-0.02 | Aug 16 2022 | 2.23 | -0.35 | -17.47 | -20.71 | 0.35 | 2.29 | 5.84 |
VNQ Vanguard Real Estate |
-0.26 | Aug 16 2022 | 2.93 | 8.62 | -5.75 | -4.33 | 7.19 | 8.16 | 9.71 |
LQD iShares Investment Grade Corporate Bond |
-0.39 | Aug 16 2022 | -0.54 | 4.44 | -9.08 | -13.64 | 1.90 | 2.70 | 5.59 |
BNDX Vanguard Total International Bond |
-0.41 | Aug 16 2022 | -0.30 | 3.22 | -5.64 | -8.47 | 1.42 | 2.48 | 5.38 |
TLT iShares 20+ Year Treasury Bond |
0.42 | Aug 16 2022 | -1.10 | 2.43 | -16.73 | -20.11 | 0.96 | 1.38 | 6.30 |
TIP iShares TIPS Bond |
0.03 | Aug 16 2022 | -1.43 | 4.30 | -3.13 | -3.77 | 3.81 | 1.83 | 5.82 |
US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60% , 30Y: 2.52%
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Asset | SPY | VEU | EEM | VNQ | LQD | BNDX | TLT | TIP | |
SPY |
1.00
|
0.91
|
0.69
|
0.90
|
0.80
|
0.65
|
0.58
|
0.75
|
|
VEU |
0.91
|
1.00
|
0.88
|
0.77
|
0.76
|
0.51
|
0.42
|
0.62
|
|
EEM |
0.69
|
0.88
|
1.00
|
0.50
|
0.64
|
0.40
|
0.42
|
0.38
|
|
VNQ |
0.90
|
0.77
|
0.50
|
1.00
|
0.53
|
0.42
|
0.35
|
0.62
|
|
LQD |
0.80
|
0.76
|
0.64
|
0.53
|
1.00
|
0.87
|
0.78
|
0.81
|
|
BNDX |
0.65
|
0.51
|
0.40
|
0.42
|
0.87
|
1.00
|
0.81
|
0.87
|
|
TLT |
0.58
|
0.42
|
0.42
|
0.35
|
0.78
|
0.81
|
1.00
|
0.70
|
|
TIP |
0.75
|
0.62
|
0.38
|
0.62
|
0.81
|
0.87
|
0.70
|
1.00
|
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---|---|---|---|---|---|---|---|---|---|
Asset | SPY | VEU | EEM | VNQ | LQD | BNDX | TLT | TIP | |
SPY |
1.00
|
0.89
|
0.72
|
0.80
|
0.58
|
0.34
|
-0.09
|
0.49
|
|
VEU |
0.89
|
1.00
|
0.91
|
0.70
|
0.56
|
0.27
|
-0.19
|
0.38
|
|
EEM |
0.72
|
0.91
|
1.00
|
0.53
|
0.50
|
0.23
|
-0.17
|
0.28
|
|
VNQ |
0.80
|
0.70
|
0.53
|
1.00
|
0.59
|
0.43
|
0.06
|
0.57
|
|
LQD |
0.58
|
0.56
|
0.50
|
0.59
|
1.00
|
0.83
|
0.56
|
0.80
|
|
BNDX |
0.34
|
0.27
|
0.23
|
0.43
|
0.83
|
1.00
|
0.61
|
0.80
|
|
TLT |
-0.09
|
-0.19
|
-0.17
|
0.06
|
0.56
|
0.61
|
1.00
|
0.63
|
|
TIP |
0.49
|
0.38
|
0.28
|
0.57
|
0.80
|
0.80
|
0.63
|
1.00
|
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|
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Asset | SPY | VEU | EEM | VNQ | LQD | BNDX | TLT | TIP | |
SPY |
1.00
|
0.84
|
0.66
|
0.68
|
0.47
|
0.27
|
-0.13
|
0.33
|
|
VEU |
0.84
|
1.00
|
0.90
|
0.58
|
0.49
|
0.23
|
-0.16
|
0.35
|
|
EEM |
0.66
|
0.90
|
1.00
|
0.45
|
0.46
|
0.21
|
-0.10
|
0.34
|
|
VNQ |
0.68
|
0.58
|
0.45
|
1.00
|
0.62
|
0.49
|
0.27
|
0.55
|
|
LQD |
0.47
|
0.49
|
0.46
|
0.62
|
1.00
|
0.82
|
0.63
|
0.78
|
|
BNDX |
0.27
|
0.23
|
0.21
|
0.49
|
0.82
|
1.00
|
0.68
|
0.75
|
|
TLT |
-0.13
|
-0.16
|
-0.10
|
0.27
|
0.63
|
0.68
|
1.00
|
0.66
|
|
TIP |
0.33
|
0.35
|
0.34
|
0.55
|
0.78
|
0.75
|
0.66
|
1.00
|
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Asset | SPY | VEU | EEM | VNQ | LQD | BNDX | TLT | TIP | |
SPY |
1.00
|
0.80
|
0.70
|
0.59
|
0.28
|
0.10
|
-0.17
|
0.16
|
|
VEU |
0.80
|
1.00
|
0.83
|
0.57
|
0.29
|
0.12
|
-0.19
|
0.17
|
|
EEM |
0.70
|
0.83
|
1.00
|
0.50
|
0.25
|
0.12
|
-0.16
|
0.16
|
|
VNQ |
0.59
|
0.57
|
0.50
|
1.00
|
0.40
|
0.24
|
0.03
|
0.29
|
|
LQD |
0.28
|
0.29
|
0.25
|
0.40
|
1.00
|
0.65
|
0.62
|
0.73
|
|
BNDX |
0.10
|
0.12
|
0.12
|
0.24
|
0.65
|
1.00
|
0.48
|
0.60
|
|
TLT |
-0.17
|
-0.19
|
-0.16
|
0.03
|
0.62
|
0.48
|
1.00
|
0.66
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TIP |
0.16
|
0.17
|
0.16
|
0.29
|
0.73
|
0.60
|
0.66
|
1.00
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Asset | SPY | VEU | EEM | VNQ | LQD | BNDX | TLT | TIP | |
SPY |
1.00
|
0.79
|
0.70
|
0.58
|
0.30
|
0.13
|
-0.15
|
0.18
|
|
VEU |
0.79
|
1.00
|
0.79
|
0.56
|
0.30
|
0.13
|
-0.17
|
0.17
|
|
EEM |
0.70
|
0.79
|
1.00
|
0.49
|
0.28
|
0.17
|
-0.12
|
0.20
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|
VNQ |
0.58
|
0.56
|
0.49
|
1.00
|
0.39
|
0.24
|
0.04
|
0.29
|
|
LQD |
0.30
|
0.30
|
0.28
|
0.39
|
1.00
|
0.67
|
0.63
|
0.74
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|
BNDX |
0.13
|
0.13
|
0.17
|
0.24
|
0.67
|
1.00
|
0.49
|
0.62
|
|
TLT |
-0.15
|
-0.17
|
-0.12
|
0.04
|
0.63
|
0.49
|
1.00
|
0.66
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|
TIP |
0.18
|
0.17
|
0.20
|
0.29
|
0.74
|
0.62
|
0.66
|
1.00
|
Portfolio Dividends
In 2021, the Credit Suisse Global Market Portfolio granted a 2.43% dividend yield. If you are interested in getting periodic income, please refer to the Credit Suisse Global Market Portfolio: Dividend Yield page.
Historical Returns as of Jul 31, 2022
Historical returns and stats of Credit Suisse Global Market Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.
Period | Return (%) as of Jul 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
---|---|---|---|---|---|
1M
Jul 2022
|
4.66
|
4.68
|
0.00
|
1 - 0
|
|
3M
|
-0.31
|
-2.72
|
-4.79
Jun 2022 - Jun 2022
|
2 - 1
|
|
6M
|
-10.07
|
-14.66
|
-14.08
Feb 2022 - Jun 2022
|
2 - 4
|
|
YTD
|
-13.20
|
-18.32
|
-17.07
Jan 2022 - Jun 2022
|
2 - 5
|
|
1Y
|
-11.50
|
-18.45
|
10.87
|
-17.07
Jan 2022 - Jun 2022
|
5 - 7
42% pos
|
3Y(*)
|
3.38
|
-1.46
|
9.89
|
-17.07
Jan 2022 - Jun 2022
|
23 - 13
64% pos
|
5Y(*)
|
4.48
|
0.57
|
8.69
|
-17.07
Jan 2022 - Jun 2022
|
40 - 20
67% pos
|
10Y(*)
|
5.61
|
2.93
|
7.36
|
-17.07
Jan 2022 - Jun 2022
|
81 - 39
68% pos
|
15Y(*)
|
5.93
|
3.48
|
8.90
|
-25.90
Nov 2007 - Feb 2009
|
119 - 61
66% pos
|
20Y(*)
|
7.23
|
4.60
|
8.21
|
-25.90
Nov 2007 - Feb 2009
|
167 - 73
70% pos
|
25Y(*)
|
6.63
|
4.04
|
8.02
|
-25.90
Nov 2007 - Feb 2009
|
201 - 99
67% pos
|
30Y(*)
|
7.50
|
4.86
|
7.75
|
-25.90
Nov 2007 - Feb 2009
|
249 - 111
69% pos
|
MAX(*)
01 Jun 1991
|
7.68
|
5.01
|
7.84
|
-25.90
Nov 2007 - Feb 2009
|
257 - 117
69% pos
|
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 Jul 31, 2022
The Inflation Adjusted Capital now would be 4152.12$, with a net total return of 315.21% (4.86% annualized).
The Inflation Adjusted Capital now would be 4591.50$, with a net total return of 359.15% (5.01% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-25.90% | Nov 2007 | Feb 2009 | 16 | Mar 2010 | 13 | 29 |
-17.07% | Jan 2022 | Jun 2022 | 6 | in progress | 1 | 7 |
-8.34% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
-6.85% | Feb 1994 | Nov 1994 | 10 | May 1995 | 6 | 16 |
-6.28% | Feb 2001 | Sep 2001 | 8 | Apr 2003 | 19 | 27 |
-6.05% | Mar 2015 | Sep 2015 | 7 | May 2016 | 8 | 15 |
-6.00% | Feb 2018 | Dec 2018 | 11 | Mar 2019 | 3 | 14 |
-5.62% | Jul 1998 | Aug 1998 | 2 | Oct 1998 | 2 | 4 |
-5.32% | May 2013 | Aug 2013 | 4 | Nov 2013 | 3 | 7 |
-4.41% | Aug 2016 | Nov 2016 | 4 | Mar 2017 | 4 | 8 |
-4.15% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
-3.97% | Aug 1997 | Aug 1997 | 1 | Jan 1998 | 5 | 6 |
-3.80% | Jun 2011 | Sep 2011 | 4 | Oct 2011 | 1 | 5 |
-3.33% | May 2010 | May 2010 | 1 | Jul 2010 | 2 | 3 |
-3.32% | Sep 2000 | Nov 2000 | 3 | Jan 2001 | 2 | 5 |
-2.99% | Sep 2021 | Sep 2021 | 1 | Dec 2021 | 3 | 4 |
-2.90% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 |
-2.78% | Nov 1993 | Nov 1993 | 1 | Dec 1993 | 1 | 2 |
-2.51% | Feb 1999 | Feb 1999 | 1 | Apr 1999 | 2 | 3 |
-2.49% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-25.90% | Nov 2007 | Feb 2009 | 16 | Mar 2010 | 13 | 29 |
-17.07% | Jan 2022 | Jun 2022 | 6 | in progress | 1 | 7 |
-8.34% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
-6.85% | Feb 1994 | Nov 1994 | 10 | May 1995 | 6 | 16 |
-6.28% | Feb 2001 | Sep 2001 | 8 | Apr 2003 | 19 | 27 |
-6.05% | Mar 2015 | Sep 2015 | 7 | May 2016 | 8 | 15 |
-6.00% | Feb 2018 | Dec 2018 | 11 | Mar 2019 | 3 | 14 |
-5.62% | Jul 1998 | Aug 1998 | 2 | Oct 1998 | 2 | 4 |
-5.32% | May 2013 | Aug 2013 | 4 | Nov 2013 | 3 | 7 |
-4.41% | Aug 2016 | Nov 2016 | 4 | Mar 2017 | 4 | 8 |
-4.17% | Jan 1992 | Mar 1992 | 3 | Jul 1992 | 4 | 7 |
-4.15% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
-3.97% | Aug 1997 | Aug 1997 | 1 | Jan 1998 | 5 | 6 |
-3.80% | Jun 2011 | Sep 2011 | 4 | Oct 2011 | 1 | 5 |
-3.33% | May 2010 | May 2010 | 1 | Jul 2010 | 2 | 3 |
-3.32% | Sep 2000 | Nov 2000 | 3 | Jan 2001 | 2 | 5 |
-2.99% | Sep 2021 | Sep 2021 | 1 | Dec 2021 | 3 | 4 |
-2.90% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 |
-2.78% | Nov 1993 | Nov 1993 | 1 | Dec 1993 | 1 | 2 |
-2.71% | Jun 1991 | Jun 1991 | 1 | Aug 1991 | 2 | 3 |
Rolling Returns ( more details)
Credit Suisse Global Market Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
8.29 |
34.43 Mar 2009 - Feb 2010 |
-22.58 Mar 2008 - Feb 2009 |
13.77% |
2 Years |
8.16 |
23.94 Mar 2009 - Feb 2011 |
-10.20 Mar 2007 - Feb 2009 |
6.27% |
3 Years |
7.97 |
19.16 Mar 2009 - Feb 2012 |
-3.75 Mar 2006 - Feb 2009 |
2.06% |
5 Years |
7.87 |
14.29 Mar 2009 - Feb 2014 |
1.27 Mar 2004 - Feb 2009 |
0.00% |
7 Years |
7.74 |
11.91 Jul 1991 - Jun 1998 |
3.94 Mar 2002 - Feb 2009 |
0.00% |
10 Years |
7.66 |
10.06 Jul 1991 - Jun 2001 |
4.13 Mar 1999 - Feb 2009 |
0.00% |
15 Years |
7.63 |
9.65 Nov 1992 - Oct 2007 |
5.57 Jul 2007 - Jun 2022 |
0.00% |
20 Years |
7.67 |
8.79 Jul 1991 - Jun 2011 |
6.44 Apr 2000 - Mar 2020 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the Credit Suisse Global Market Portfolio: Rolling Returns page.
Seasonality
Credit Suisse Global Market Portfolio: in which months is it better to invest?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Win % |
0.35 61% |
0.03 65% |
0.39 65% |
1.16 87% |
0.53 65% |
0.21 63% |
1.25 69% |
0.54 74% |
0.28 55% |
0.56 68% |
0.75 68% |
1.69 87% |
Best Year |
4.8 2019 |
3.0 1998 |
4.8 2009 |
5.6 2009 |
4.9 2009 |
3.8 2019 |
6.0 2009 |
3.6 1993 |
3.9 1998 |
4.6 2011 |
5.9 2020 |
9.3 2008 |
Worst Year |
-7.1 2009 |
-6.2 2009 |
-6.8 2020 |
-6.6 2022 |
-3.3 2010 |
-4.8 2022 |
-2.7 2002 |
-5.2 1998 |
-7.1 2008 |
-10.1 2008 |
-2.8 1993 |
-1.7 2018 |
Monthly/Yearly Returns
Credit Suisse Global Market Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2022 |
-13.20 | -18.32 | -3.5 | -2.3 | -1.1 | -6.6 | 0.0 | -4.8 | 4.7 | |||||
2021 |
+7.49 | +0.42 | -1.0 | -0.5 | 0.4 | 2.6 | 0.9 | 1.7 | 1.3 | 0.9 | -3.0 | 2.9 | -0.7 | 1.9 |
2020 |
+12.06 | +10.55 | 1.3 | -1.6 | -6.8 | 5.5 | 2.0 | 1.9 | 3.9 | 0.7 | -1.0 | -1.5 | 5.9 | 2.0 |
2019 |
+19.24 | +16.57 | 4.8 | 0.7 | 2.5 | 1.2 | -1.1 | 3.8 | 0.3 | 2.1 | 0.3 | 1.1 | 0.8 | 1.2 |
2018 |
-4.76 | -6.54 | 1.3 | -3.2 | 0.3 | -0.6 | 0.6 | -0.1 | 1.5 | 0.5 | -0.5 | -4.2 | 1.3 | -1.7 |
2017 |
+13.93 | +11.58 | 1.3 | 1.9 | 0.4 | 1.2 | 1.6 | 0.5 | 1.4 | 1.1 | 0.3 | 1.1 | 1.0 | 1.4 |
2016 |
+6.49 | +4.32 | -1.2 | 0.5 | 4.5 | 0.5 | 0.3 | 2.7 | 2.6 | -0.2 | 0.0 | -2.2 | -2.1 | 1.1 |
2015 |
-1.54 | -2.26 | 2.4 | 0.6 | -0.2 | 0.0 | -0.8 | -2.5 | 1.4 | -3.6 | -0.4 | 3.4 | -0.4 | -1.1 |
2014 |
+10.70 | +9.87 | -0.2 | 2.5 | 0.6 | 1.3 | 2.0 | 0.9 | -0.3 | 2.6 | -2.5 | 1.9 | 1.4 | 0.0 |
2013 |
+5.77 | +4.21 | 0.7 | 0.6 | 1.0 | 2.7 | -2.6 | -2.7 | 2.0 | -2.0 | 2.7 | 2.7 | 0.1 | 0.6 |
2012 |
+12.25 | +10.32 | 3.5 | 1.9 | -0.2 | 0.7 | -2.3 | 2.2 | 2.1 | 0.8 | 1.3 | -0.1 | 0.7 | 1.1 |
2011 |
+6.64 | +3.57 | 0.2 | 1.9 | 0.1 | 2.9 | 0.1 | -1.3 | 0.9 | -1.4 | -2.0 | 4.6 | -1.1 | 1.8 |
2010 |
+11.92 | +10.27 | -1.2 | 1.2 | 3.0 | 1.6 | -3.3 | 0.4 | 4.0 | 1.0 | 3.5 | 0.9 | -1.7 | 2.2 |
2009 |
+17.08 | +13.98 | -7.1 | -6.2 | 4.8 | 5.6 | 4.9 | 0.3 | 6.0 | 2.8 | 3.7 | -1.7 | 3.7 | 0.1 |
2008 |
-12.93 | -13.01 | -1.5 | -0.6 | 0.0 | 2.2 | -0.4 | -3.9 | -0.6 | 0.0 | -7.1 | -10.1 | 0.3 | 9.3 |
2007 |
+7.60 | +3.38 | 0.7 | 0.5 | 0.4 | 2.0 | 0.6 | -0.8 | -0.6 | 1.3 | 3.0 | 2.7 | -1.3 | -1.0 |
2006 |
+12.00 | +9.23 | 2.3 | 0.2 | 0.0 | 0.8 | -2.2 | 0.4 | 1.4 | 2.3 | 1.2 | 2.4 | 2.4 | 0.3 |
2005 |
+7.92 | +4.36 | -0.2 | 1.2 | -1.5 | 0.7 | 1.7 | 1.4 | 1.2 | 1.1 | 0.4 | -2.3 | 2.1 | 1.9 |
2004 |
+11.74 | +8.22 | 1.6 | 1.8 | 0.7 | -4.2 | 0.7 | 1.1 | -0.7 | 2.3 | 1.2 | 1.9 | 2.2 | 2.7 |
2003 |
+19.38 | +17.18 | -1.3 | 0.5 | -0.5 | 4.4 | 4.8 | 0.6 | -1.6 | 1.7 | 2.5 | 2.0 | 1.0 | 3.9 |
2002 |
-0.18 | -2.50 | -0.3 | 0.5 | 0.8 | 0.1 | 0.6 | -1.9 | -2.7 | 1.7 | -2.3 | 1.1 | 2.1 | 0.2 |
2001 |
-0.30 | -1.82 | 2.5 | -2.9 | -2.2 | 2.5 | -0.1 | -0.6 | 0.8 | -0.5 | -3.3 | 2.6 | 1.0 | 0.2 |
2000 |
+2.79 | -0.58 | -2.1 | 1.1 | 3.6 | -1.9 | -1.0 | 2.6 | -0.1 | 1.9 | -1.5 | -0.7 | -1.1 | 2.2 |
1999 |
+9.76 | +6.89 | 1.1 | -2.5 | 2.4 | 3.1 | -2.2 | 1.7 | -0.9 | -0.4 | -0.1 | 2.2 | 1.4 | 3.6 |
1998 |
+13.06 | +11.27 | 1.0 | 3.0 | 1.6 | 0.7 | -0.9 | 0.9 | -0.4 | -5.2 | 3.9 | 3.6 | 2.1 | 2.3 |
1997 |
+10.21 | +8.37 | 0.4 | 0.5 | -1.9 | 1.5 | 3.5 | 2.9 | 3.4 | -4.0 | 3.8 | -1.9 | 0.6 | 1.1 |
1996 |
+8.88 | +5.38 | 1.2 | -1.2 | 0.3 | 0.5 | 0.3 | 1.0 | -1.4 | 0.6 | 2.6 | 2.0 | 3.7 | -0.9 |
1995 |
+21.92 | +18.90 | 0.4 | 1.4 | 1.7 | 2.3 | 4.0 | 0.5 | 1.6 | 0.5 | 2.0 | 0.4 | 2.8 | 2.3 |
1994 |
-3.16 | -5.68 | 3.3 | -2.8 | -3.7 | 0.4 | 0.1 | -0.8 | 1.9 | 1.4 | -2.2 | 0.9 | -2.1 | 0.6 |
1993 |
+20.70 | +17.47 | 2.2 | 2.5 | 3.1 | 1.3 | 1.0 | 1.9 | 1.9 | 3.6 | -0.5 | 1.8 | -2.8 | 3.1 |
1992 |
+4.18 | +1.24 | -1.9 | -0.3 | -2.0 | 0.7 | 3.6 | -1.0 | 2.6 | 0.5 | 0.3 | -1.5 | 1.3 | 2.0 |
1991 |
- | - | -2.7 | 2.6 | 2.4 | 2.5 | 1.4 | -1.7 | 8.0 |
Portofolio Returns, up to December 2013, 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:
- SPY - SPDR S&P 500: simulated historical serie, up to December 1993
- VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007
- EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
- VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
- LQD - iShares Investment Grade Corporate Bond: simulated historical serie, up to December 2002
- BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013
- TLT - iShares 20+ Year Treasury Bond: simulated historical serie, up to December 2002
- TIP - iShares TIPS Bond: simulated historical serie, up to December 2003
Portfolio efficiency
Is the Credit Suisse Global Market Portfolio actually efficient, compared to other Lazy Portfolios?
Overall Ratings
The Credit Suisse Global Market Portfolio is classified as Medium Risk.
Less than 25%
25% - 49.99%
50% - 74.99%
At least 75%
Medium Risk Portfolios |
All Portfolios |
||
---|---|---|---|
25 Years Ann. Return (Inflation Adjusted) |
+6.63%
(+4.04%) |
Bad : 1.7 / 5
|
Average : 2.6 / 5
|
Standard Deviation over 25 Years |
8.02% |
Poor : 1 / 5
|
Good : 3.8 / 5
|
Maximum Drawdown over 25 Years |
-25.90% |
Average : 2.1 / 5
|
Good : 3.5 / 5
|
Easy to manage | 8 ETFs |
Bad : 1.5 / 5
|
Bad : 1.5 / 5
|
Rating assigned considering all the Medium Risk Portfolios | Rating assigned considering all the Portfolios in the database |
Best Classic Portfolios, with Medium Risk
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Aug 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
Couch Potato Scott Burns |
+1.71 | +8.34 | -27.04 | 50 | 50 | 0 | ||
Robo Advisor 50 Betterment |
+1.54 | +7.77 | -30.72 | 49.9 | 50.1 | 0 | ||
All Weather Portfolio Ray Dalio |
+0.56 | +7.67 | -13.67 | 30 | 55 | 15 | ||
Global Market Portfolio Credit Suisse |
+0.99 | +7.50 | -25.90 | 45 | 55 | 0 | ||
Dynamic 40/60 Income |
+1.69 | +7.29 | -29.84 | 40 | 60 | 0 |
Last update: Aug 16 2022.