Data Source: from August 2009 to February 2023 (~14 years)
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.83%
1 Day
Mar 20 2023
2.23%
Current Month
March 2023
The Developed World ex-US Stocks Momentum Portfolio is a Very High Risk portfolio and can be implemented with 1 ETF.
It's exposed for 100% on the Stock Market.
In the last 10 Years, the Developed World ex-US Stocks Momentum Portfolio obtained a 4.53% compound annual return, with a 13.67% standard deviation.
Asset Allocation and ETFs
The Developed World ex-US Stocks Momentum Portfolio has the following asset allocation:
The Developed World ex-US Stocks Momentum Portfolio can be implemented with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 100.00 % | IMTM | iShares MSCI Intl Momentum Factor ETF | Equity, EAFE, Large Cap |
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 Developed World ex-US Stocks Momentum Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends
DEVELOPED WORLD EX-US STOCKS MOMENTUM PORTFOLIO RETURNS
Consolidated returns as of 28 February 2023
Live Update: Mar 20 2023
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 |
MAX
(~14Y) |
|
| Developed World ex-US Stocks Momentum Portfolio | 1.83 | -2.23 | -2.53 | 8.57 | -6.29 | 3.23 | 4.53 | 5.59 | |
| US Inflation Adjusted return | -3.07 | 6.89 | -11.62 | -0.60 | 1.86 | 3.02 | |||
| Components | |||||||||
|
IMTM iShares MSCI Intl Momentum Factor ETF |
1.83 | Mar 20 2023 | -2.23 | -2.53 | 8.57 | -6.29 | 3.23 | 4.53 | 5.59 |
Returns over 1 year are annualized | Available data source: since Aug 2009
(*) 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%
Live update: World Markets and Indexes
Portfolio Metrics as of Feb 28, 2023
Metrics of Developed World ex-US Stocks Momentum Portfolio, updated as of 28 February 2023.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends
DEVELOPED WORLD EX-US STOCKS MOMENTUM PORTFOLIO
Portfolio Metrics
Data Source: 1 August 2009 - 28 February 2023 (~14 years)
Swipe left to see all data
| Metrics as of Feb 28, 2023 | ||||||||
|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y |
MAX
(~14Y) |
|
| Portfolio Return (%) |
-2.53 | 1.00 | 8.57 | -6.29 | 5.75 | 3.23 | 4.53 | 5.59 |
| US Inflation (%) | 0.56 | 1.05 | 1.58 | 6.04 | 5.16 | 3.86 | 2.63 | 2.49 |
| Infl. Adjusted Return (%) |
-3.07 | -0.05 | 6.89 | -11.62 | 0.56 | -0.60 | 1.86 | 3.02 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||
| RISK INDICATORS | ||||||||
| Standard Deviation (%) | 21.04 | 17.87 | 15.98 | 13.67 | 15.33 | |||
| Sharpe Ratio | -0.40 | 0.28 | 0.13 | 0.28 | 0.10 | |||
| Sortino Ratio | -0.56 | 0.38 | 0.17 | 0.38 | 0.14 | |||
| MAXIMUM DRAWDOWN | ||||||||
| Drawdown Depth (%) | -23.13 | -28.57 | -28.57 | -28.57 | -28.57 | |||
| Start (yyyy mm) | 2022 04 | 2021 11 | 2021 11 | 2021 11 | 2021 11 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
| Start to Bottom (# months) | 6 | 11 | 11 | 11 | 11 | |||
| Start to Recovery (# months) in progress |
> 11
|
> 16
|
> 16
|
> 16
|
> 16
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||
| Best Return (%) | 43.71 | 17.48 | 11.76 | 8.72 | ||||
| Worst Return (%) | -25.04 | -3.59 | -0.70 | 3.50 | ||||
| % Positive Periods | 61% | 92% | 99% | 100% | ||||
| MONTHS | ||||||||
| Positive | 0 | 1 | 3 | 6 | 21 | 34 | 69 | 96 |
| Negative | 1 | 2 | 3 | 6 | 15 | 26 | 51 | 67 |
| % Positive | 0% | 33% | 50% | 50% | 58% | 57% | 58% | 59% |
| WITHDRAWAL RATES (WR) | ||||||||
| Safe WR (%) | 39.51 | 20.85 | 11.80 | 9.71 | ||||
| Perpetual WR (%) | 0.55 | 0.00 | 1.82 | 2.93 | ||||
- 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 Dividends
In 2022, the Developed World ex-US Stocks Momentum Portfolio granted a 2.19% dividend yield. If you are interested in getting periodic income, please refer to the Developed World ex-US Stocks Momentum Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Feb 28, 2023
An investment of 1000$, since March 2013,
now would be worth 1557.59$, with a total return of 55.76% (4.53% annualized).
The Inflation Adjusted Capital now would be 1202.03$, with a net total return of 20.20% (1.86% annualized).
The Inflation Adjusted Capital now would be 1202.03$, with a net total return of 20.20% (1.86% annualized).
An investment of 1000$, since August 2009,
now would be worth 2092.54$, with a total return of 109.25% (5.59% annualized).
The Inflation Adjusted Capital now would be 1497.91$, with a net total return of 49.79% (3.02% annualized).
The Inflation Adjusted Capital now would be 1497.91$, with a net total return of 49.79% (3.02% annualized).
Drawdowns
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -28.57% | Nov 2021 | Sep 2022 | 11 | in progress | 5 | 16 |
| -19.22% | Feb 2018 | Dec 2018 | 11 | Dec 2019 | 12 | 23 |
| -16.18% | Jul 2014 | Feb 2016 | 20 | May 2017 | 15 | 35 |
| -15.97% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
| -6.52% | May 2013 | Jun 2013 | 2 | Sep 2013 | 3 | 5 |
| -5.15% | Jan 2014 | Jan 2014 | 1 | Jun 2014 | 5 | 6 |
| -3.90% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
| -3.69% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
| -1.80% | Jun 2021 | Jun 2021 | 1 | Aug 2021 | 2 | 3 |
| -1.01% | Jan 2021 | Jan 2021 | 1 | Apr 2021 | 3 | 4 |
| -0.73% | Nov 2017 | Nov 2017 | 1 | Jan 2018 | 2 | 3 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -28.57% | Nov 2021 | Sep 2022 | 11 | in progress | 5 | 16 |
| -26.91% | May 2011 | Sep 2011 | 5 | Apr 2013 | 19 | 24 |
| -19.22% | Feb 2018 | Dec 2018 | 11 | Dec 2019 | 12 | 23 |
| -16.18% | Jul 2014 | Feb 2016 | 20 | May 2017 | 15 | 35 |
| -15.97% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
| -14.08% | Apr 2010 | Jun 2010 | 3 | Sep 2010 | 3 | 6 |
| -7.18% | Jan 2010 | Jan 2010 | 1 | Mar 2010 | 2 | 3 |
| -6.52% | May 2013 | Jun 2013 | 2 | Sep 2013 | 3 | 5 |
| -5.15% | Jan 2014 | Jan 2014 | 1 | Jun 2014 | 5 | 6 |
| -3.90% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
| -3.69% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
| -3.43% | Nov 2010 | Nov 2010 | 1 | Dec 2010 | 1 | 2 |
| -2.24% | Oct 2009 | Oct 2009 | 1 | Nov 2009 | 1 | 2 |
| -1.80% | Jun 2021 | Jun 2021 | 1 | Aug 2021 | 2 | 3 |
| -1.01% | Jan 2021 | Jan 2021 | 1 | Apr 2021 | 3 | 4 |
| -0.73% | Nov 2017 | Nov 2017 | 1 | Jan 2018 | 2 | 3 |
| -0.14% | Mar 2011 | Mar 2011 | 1 | Apr 2011 | 1 | 2 |
Rolling Returns ( more details)
Developed World ex-US Stocks Momentum Portfolio: annualized rolling and average returns
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| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
6.25 |
43.71 Apr 2020 - Mar 2021 |
-25.04 Oct 2021 - Sep 2022 |
39.47% |
| 2 Years |
6.00 |
23.33 Jan 2019 - Dec 2020 |
-7.81 Oct 2020 - Sep 2022 |
20.71% |
| 3 Years |
6.10 |
17.48 Jan 2019 - Dec 2021 |
-3.59 Dec 2013 - Nov 2016 |
7.81% |
| 5 Years |
5.51 |
11.76 Jan 2017 - Dec 2021 |
-0.70 Jan 2014 - Dec 2018 |
0.96% |
| 7 Years |
5.41 |
8.37 Oct 2011 - Sep 2018 |
2.14 Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
5.96 |
8.72 Oct 2011 - Sep 2021 |
3.50 Apr 2010 - 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 Developed World ex-US Stocks Momentum Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Developed World ex-US Stocks Momentum 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 |
1.28
60% |
-1.99
40% |
-1.17
60% |
1.02
80% |
1.48
60% |
-0.26
40% |
1.90
80% |
-0.15
40% |
-2.14
40% |
0.16
60% |
3.19
60% |
1.16
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.28
|
99.26
|
98.10
|
99.10
|
100.56
|
100.30
|
102.21
|
102.05
|
99.87
|
100.03
|
103.22
|
104.41
|
| Best |
6.8 2019 |
2.6 2019 |
2.4 2022 |
7.0 2020 |
6.7 2020 |
6.5 2019 |
5.0 2020 |
3.4 2020 |
1.6 2018 |
6.9 2022 |
10.3 2022 |
5.5 2020 |
| Worst |
-5.7 2022 |
-7.0 2020 |
-9.7 2020 |
-8.0 2022 |
-2.4 2019 |
-8.5 2022 |
-1.3 2019 |
-4.5 2022 |
-8.8 2022 |
-9.8 2018 |
-4.6 2021 |
-5.8 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 |
0.87
60% |
-0.76
50% |
0.37
70% |
1.77
80% |
0.64
60% |
0.21
60% |
1.50
70% |
-0.90
40% |
-0.80
40% |
0.46
60% |
1.31
40% |
0.71
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.87
|
100.10
|
100.47
|
102.24
|
102.90
|
103.12
|
104.66
|
103.72
|
102.90
|
103.36
|
104.72
|
105.47
|
| Best |
6.8 2019 |
4.3 2014 |
4.9 2016 |
7.0 2020 |
6.7 2020 |
6.5 2019 |
5.0 2020 |
3.4 2020 |
8.8 2013 |
6.9 2022 |
10.3 2022 |
5.5 2020 |
| Worst |
-5.7 2022 |
-7.0 2020 |
-9.7 2020 |
-8.0 2022 |
-5.4 2013 |
-8.5 2022 |
-2.8 2014 |
-6.2 2015 |
-8.8 2022 |
-9.8 2018 |
-4.6 2021 |
-5.8 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 |
0.66
64% |
0.02
64% |
1.02
69% |
1.73
77% |
-1.29
46% |
0.45
54% |
2.00
69% |
-1.14
43% |
-0.20
50% |
1.22
64% |
0.98
43% |
1.26
64% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.66
|
100.68
|
101.70
|
103.46
|
102.12
|
102.59
|
104.64
|
103.45
|
103.25
|
104.51
|
105.53
|
106.86
|
| Best |
6.8 2019 |
4.3 2014 |
8.8 2010 |
7.0 2020 |
6.7 2020 |
6.5 2019 |
11.2 2010 |
3.9 2009 |
12.4 2010 |
10.3 2011 |
10.3 2022 |
8.0 2010 |
| Worst |
-7.2 2010 |
-7.0 2020 |
-9.7 2020 |
-8.0 2022 |
-11.7 2010 |
-8.5 2022 |
-2.8 2014 |
-10.0 2011 |
-13.8 2011 |
-9.8 2018 |
-4.6 2021 |
-5.8 2018 |
Monthly Seasonality over the period Aug 2009 - Feb 2023
Monthly/Yearly Returns
Developed World ex-US Stocks Momentum Portfolio data source starts from August 2009: 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
Aug 2009 - Feb 2023
96 Positive Months (59%) - 67 Negative Months (41%)
MONTHLY RETURNS TABLE
Aug 2009 - Feb 2023
(Scroll down to see all data)
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 |
| 2023 |
+2.59 | +1.22 | 5.3 | -2.5 | ||||||||||
| 2022 |
-16.80 | -21.84 | -5.7 | -3.5 | 2.4 | -8.0 | 1.8 | -8.5 | 3.1 | -4.5 | -8.8 | 6.9 | 10.3 | -1.6 |
| 2021 |
+6.60 | -0.41 | -1.0 | 0.4 | 0.5 | 3.8 | 1.7 | -1.8 | 1.2 | 1.0 | -3.7 | 4.9 | -4.6 | 4.5 |
| 2020 |
+22.16 | +20.51 | 1.0 | -7.0 | -9.7 | 7.0 | 6.7 | 4.6 | 5.0 | 3.4 | -0.2 | -3.7 | 9.4 | 5.5 |
| 2019 |
+24.51 | +21.72 | 6.8 | 2.6 | 1.9 | 1.6 | -2.4 | 6.5 | -1.3 | -0.2 | 0.4 | 2.4 | 1.1 | 3.1 |
| 2018 |
-14.30 | -15.90 | 6.1 | -4.6 | -0.9 | 0.7 | -0.5 | -2.0 | 1.5 | -0.4 | 1.6 | -9.8 | -0.3 | -5.8 |
| 2017 |
+25.46 | +22.87 | 5.2 | 0.5 | 3.1 | 1.1 | 2.8 | 1.3 | 2.8 | 0.7 | 3.5 | 2.1 | -0.7 | 0.7 |
| 2016 |
+0.47 | -1.57 | -4.2 | -1.5 | 4.9 | 3.0 | 0.8 | 0.9 | 2.0 | -0.3 | -0.6 | -3.8 | -2.5 | 2.2 |
| 2015 |
-1.60 | -2.31 | 0.2 | 3.7 | 0.2 | 3.3 | -1.5 | 1.0 | -0.6 | -6.2 | -5.4 | 4.7 | -0.1 | -0.4 |
| 2014 |
-9.19 | -9.87 | -5.2 | 4.3 | -1.2 | -0.8 | 2.4 | 1.4 | -2.8 | 0.7 | -3.6 | -1.1 | -0.2 | -3.2 |
| 2013 |
+22.20 | +20.39 | 4.7 | 0.1 | 2.6 | 5.9 | -5.4 | -1.2 | 4.1 | -3.1 | 8.8 | 1.8 | 0.7 | 2.0 |
| 2012 |
+17.94 | +15.92 | 2.7 | 3.7 | 0.9 | 0.3 | -8.2 | 5.7 | 1.8 | 3.0 | 2.0 | 0.6 | 2.3 | 2.7 |
| 2011 |
-14.36 | -16.82 | 0.3 | 3.2 | -0.1 | 6.1 | -3.3 | -0.7 | -1.9 | -10.0 | -13.8 | 10.3 | -2.3 | -0.7 |
| 2010 |
+14.14 | +12.45 | -7.2 | 0.9 | 8.8 | -1.5 | -11.7 | -1.2 | 11.2 | -3.8 | 12.4 | 4.0 | -3.4 | 8.0 |
| 2009 |
- | - | 3.9 | 4.6 | -2.2 | 4.1 | 0.6 | |||||||
Portofolio Returns, up to January 2015, 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:
- IMTM - iShares MSCI Intl Momentum Factor ETF: simulated historical serie, up to January 2015
Portfolio efficiency
Compared to the Developed World ex-US Stocks Momentum Portfolio, the following portfolios granted a higher return over 10 Years and a less severe drawdown at the same time.
Swipe left to see all data
10 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Stocks/Bonds 60/40 with Bitcoin |
+18.42 | 37.70 | -22.56 | 59 | 39 | 2 | ||
|
Golden Butterfly with Bitcoin |
+16.87 | 39.27 | -23.09 | 40 | 40 | 20 | ||
|
Stocks/Bonds 40/60 with Bitcoin |
+16.52 | 38.36 | -22.55 | 39 | 59 | 2 | ||
|
All Weather Portfolio with Bitcoin Ray Dalio |
+15.87 | 40.03 | -23.45 | 30 | 55 | 15 | ||
|
Permanent Portfolio with Bitcoin Harry Browne |
+15.85 | 40.66 | -23.85 | 25 | 50 | 25 | ||
|
Desert Portfolio with Bitcoin Gyroscopic Investing |
+15.58 | 38.94 | -23.13 | 30 | 60 | 10 | ||
|
Cape US Sector Value Robert Shiller |
+14.33 | 15.52 | -21.00 | 100 | 0 | 0 | ||
|
US Stocks |
+11.82 | 15.19 | -24.81 | 100 | 0 | 0 | ||
|
US Stocks Equal Weight |
+11.68 | 16.01 | -26.65 | 100 | 0 | 0 | ||
|
Warren Buffett Portfolio Warren Buffett |
+11.01 | 13.39 | -23.08 | 90 | 10 | 0 | ||
|
US Stocks Minimum Volatility |
+10.61 | 12.10 | -19.06 | 100 | 0 | 0 | ||
|
US Stocks Value |
+10.43 | 15.17 | -26.06 | 100 | 0 | 0 | ||
|
Stocks/Bonds 80/20 Momentum |
+10.38 | 12.47 | -27.23 | 80 | 20 | 0 | ||
|
Stocks/Bonds 80/20 |
+9.78 | 12.43 | -22.75 | 80 | 20 | 0 | ||
|
US Stocks ESG |
+9.74 | 15.74 | -27.79 | 100 | 0 | 0 | ||
|
Simple Path to Wealth JL Collins |
+9.26 | 11.76 | -22.24 | 75 | 25 | 0 | ||
|
Sheltered Sam 100/0 Bill Bernstein |
+9.01 | 14.46 | -25.40 | 97 | 0 | 3 | ||
|
Second Grader's Starter Paul Farrell |
+8.58 | 13.26 | -24.21 | 90 | 10 | 0 | ||
|
Sheltered Sam 90/10 Bill Bernstein |
+8.24 | 13.04 | -22.65 | 87.3 | 10 | 2.7 | ||
|
Robo Advisor 100 Betterment |
+8.20 | 14.63 | -24.17 | 100 | 0 | 0 | ||
|
All Country World Stocks |
+8.19 | 14.61 | -25.52 | 100 | 0 | 0 | ||
|
Stocks/Bonds 60/40 Momentum |
+8.15 | 9.88 | -24.21 | 60 | 40 | 0 | ||
|
Edge Select Aggressive Merrill Lynch |
+8.11 | 12.56 | -23.81 | 84 | 16 | 0 | ||
|
Stocks/Bonds 60/40 |
+7.69 | 9.79 | -20.69 | 60 | 40 | 0 | ||
|
Core Four Rick Ferri |
+7.62 | 11.86 | -23.46 | 80 | 20 | 0 | ||
|
Robo Advisor 90 Betterment |
+7.59 | 13.49 | -23.36 | 90.1 | 9.9 | 0 | ||
|
Three Funds Bogleheads |
+7.55 | 11.92 | -23.18 | 80 | 20 | 0 | ||
|
Four Funds Bogleheads |
+7.54 | 12.00 | -23.20 | 80 | 20 | 0 | ||
|
Sheltered Sam 80/20 Bill Bernstein |
+7.45 | 11.65 | -19.89 | 77.6 | 20 | 2.4 | ||
|
Ultimate Buy and Hold Strategy Paul Merriman |
+7.43 | 14.96 | -27.54 | 100 | 0 | 0 | ||
|
LifeStrategy Growth Fund Vanguard |
+7.43 | 11.90 | -23.11 | 80 | 20 | 0 | ||
|
No Brainer Portfolio Bill Bernstein |
+7.18 | 11.36 | -19.76 | 75 | 25 | 0 | ||
|
Edge Select Moderately Aggressive Merrill Lynch |
+7.05 | 10.80 | -22.31 | 69 | 31 | 0 | ||
|
Late Thirties to Early Forties Burton Malkiel |
+7.02 | 12.54 | -24.26 | 85 | 15 | 0 | ||
|
Mid-Twenties Burton Malkiel |
+7.02 | 12.76 | -24.50 | 87 | 13 | 0 | ||
|
Perfect Portfolio Ben Stein |
+7.02 | 11.57 | -18.62 | 80 | 20 | 0 | ||
|
Robust Alpha Architect |
+6.97 | 10.94 | -19.09 | 70 | 20 | 10 | ||
|
Jane Bryant Quinn Portfolio Jane Bryant Quinn |
+6.95 | 10.83 | -22.74 | 70 | 30 | 0 | ||
|
All Country World 80/20 |
+6.91 | 12.15 | -23.52 | 80 | 20 | 0 | ||
|
Robo Advisor 80 Betterment |
+6.88 | 12.28 | -22.63 | 80 | 20 | 0 | ||
|
Long Term Portfolio Ben Stein |
+6.79 | 11.61 | -20.52 | 80 | 20 | 0 | ||
|
Mid-Fifties Burton Malkiel |
+6.77 | 12.09 | -24.05 | 80 | 20 | 0 | ||
|
Talmud Portfolio Roger Gibson |
+6.71 | 10.82 | -22.88 | 66.7 | 33.3 | 0 | ||
|
Seven Value Scott Burns |
+6.68 | 11.62 | -20.44 | 71.5 | 28.5 | 0 | ||
|
Sheltered Sam 70/30 Bill Bernstein |
+6.66 | 10.28 | -17.80 | 67.9 | 30 | 2.1 | ||
|
Couch Potato Scott Burns |
+6.60 | 9.00 | -19.77 | 50 | 50 | 0 | ||
|
Stocks/Bonds 60/40 ESG |
+6.48 | 10.01 | -22.44 | 60 | 40 | 0 | ||
|
Late Sixties and Beyond Burton Malkiel |
+6.39 | 11.00 | -22.44 | 71 | 29 | 0 | ||
|
Family Taxable Portfolio Ted Aronson |
+6.28 | 11.19 | -23.76 | 70 | 30 | 0 | ||
|
Yale Endowment David Swensen |
+6.28 | 10.95 | -25.53 | 70 | 30 | 0 | ||
|
Coffeehouse Bill Schultheis |
+6.23 | 9.78 | -19.65 | 60 | 40 | 0 | ||
|
Lazy Portfolio David Swensen |
+6.07 | 10.50 | -22.43 | 70 | 30 | 0 | ||
|
Tilt Toward Value Time Inc |
+6.05 | 9.43 | -20.45 | 60 | 40 | 0 | ||
|
Aggressive Global Income |
+5.98 | 12.58 | -23.84 | 80 | 20 | 0 | ||
|
LifeStrategy Moderate Growth Vanguard |
+5.95 | 9.40 | -20.84 | 60 | 40 | 0 | ||
|
Andrew Tobias Portfolio Andrew Tobias |
+5.94 | 9.59 | -18.85 | 66.7 | 33.3 | 0 | ||
|
Margaritaville Scott Burns |
+5.94 | 10.52 | -21.96 | 67 | 33 | 0 | ||
|
Six Ways from Sunday Scott Burns |
+5.93 | 11.35 | -19.67 | 66.7 | 33.3 | 0 | ||
|
Coward's Portfolio Bill Bernstein |
+5.92 | 8.82 | -15.87 | 60 | 40 | 0 | ||
|
Stocks/Bonds 40/60 Momentum |
+5.86 | 7.46 | -21.11 | 40 | 60 | 0 | ||
|
Sheltered Sam 60/40 Bill Bernstein |
+5.85 | 8.94 | -16.49 | 58.2 | 40 | 1.8 | ||
|
Edge Select Moderate Merrill Lynch |
+5.80 | 8.95 | -20.56 | 53 | 47 | 0 | ||
|
Simple and Cheap Time Inc |
+5.76 | 9.38 | -21.27 | 60 | 40 | 0 | ||
|
Gretchen Tai Portfolio Gretchen Tai |
+5.74 | 11.13 | -23.59 | 70 | 30 | 0 | ||
|
One-Decision Portfolio Marvin Appel |
+5.73 | 8.51 | -16.74 | 50 | 50 | 0 | ||
|
Ideal Index Frank Armstrong |
+5.72 | 10.11 | -18.25 | 70 | 30 | 0 | ||
|
Dimensional 2030 Retirement Income DFA |
+5.69 | 9.11 | -20.34 | 55.9 | 44.1 | 0 | ||
|
Big Rocks Portfolio Larry Swedroe |
+5.63 | 8.95 | -15.71 | 60 | 40 | 0 | ||
|
Gone Fishin' Portfolio Alexander Green |
+5.62 | 11.00 | -21.98 | 65 | 30 | 5 | ||
|
All Country World 60/40 |
+5.57 | 9.80 | -21.52 | 60 | 40 | 0 | ||
|
Stocks/Bonds 40/60 |
+5.54 | 7.36 | -18.63 | 40 | 60 | 0 | ||
|
Golden Butterfly |
+5.53 | 7.89 | -17.79 | 40 | 40 | 20 | ||
|
Pinwheel |
+5.35 | 9.80 | -19.49 | 65 | 25 | 10 | ||
|
Simple Money Portfolio Tim Maurer |
+5.31 | 9.15 | -18.44 | 60 | 40 | 0 | ||
|
Nano Portfolio John Wasik |
+5.31 | 9.71 | -22.12 | 60 | 40 | 0 | ||
|
Five Fold Scott Burns |
+5.29 | 9.62 | -21.60 | 60 | 40 | 0 | ||
|
Dynamic 60/40 Income |
+5.28 | 8.85 | -18.21 | 60 | 40 | 0 | ||
|
Five Asset Roger Gibson |
+5.20 | 10.79 | -19.30 | 60 | 20 | 20 | ||
|
Sandwich Portfolio Bob Clyatt |
+5.12 | 8.14 | -19.10 | 55 | 45 | 0 | ||
|
Developed World ex-US Stocks |
+5.11 | 15.28 | -28.08 | 100 | 0 | 0 | ||
|
Sheltered Sam 50/50 Bill Bernstein |
+5.03 | 7.63 | -15.17 | 48.5 | 50 | 1.5 | ||
|
Four Square Scott Burns |
+4.85 | 8.37 | -19.67 | 50 | 50 | 0 | ||
|
Ultimate Buy&Hold FundAdvice |
+4.83 | 9.03 | -18.44 | 60 | 40 | 0 | ||
|
Robo Advisor 50 Betterment |
+4.72 | 8.86 | -20.25 | 49.9 | 50.1 | 0 | ||
|
Stocks/Bonds 40/60 ESG |
+4.71 | 7.42 | -19.76 | 40 | 60 | 0 | ||
|
Marc Faber Portfolio Marc Faber |
+4.67 | 9.50 | -19.93 | 50 | 25 | 25 | ||
|
Ivy Portfolio Mebane Faber |
+4.57 | 11.28 | -21.77 | 60 | 20 | 20 | ||
|
Lifepath Fund iShares |
+4.55 | 7.27 | -18.92 | 40.4 | 59.6 | 0 | ||
|
Edge Select Moderately Conservative Merrill Lynch |
+4.55 | 7.09 | -18.53 | 37 | 63 | 0 | ||
|
Global Market Portfolio Credit Suisse |
+4.54 | 8.56 | -23.10 | 45 | 55 | 0 | ||
|
Developed World ex-US 80/20 |
+4.53 | 12.44 | -25.24 | 80 | 20 | 0 | ||
|
Developed World ex-US Stocks Momentum |
+4.53 | 13.67 | -28.57 | 100 | 0 | 0 | ||
The following portfolios share asset allocation strategy and/or similar asset weights.
Swipe left to see all data
5 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Developed World ex-US Stocks Momentum |
+3.23 | 15.98 | -28.57 | 100 | 0 | 0 | ||
|
Developed World ex-US Stocks |
+2.80 | 18.28 | -28.08 | 100 | 0 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 10 Years and Very High Risk categorization.
Swipe left to see all data
10 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Technology |
+16.97 | 17.77 | -32.58 | 100 | 0 | 0 | ||
|
US Stocks Momentum |
+12.55 | 15.14 | -30.16 | 100 | 0 | 0 | ||
|
US Stocks |
+11.82 | 15.19 | -24.81 | 100 | 0 | 0 | ||
|
Warren Buffett Portfolio Warren Buffett |
+11.01 | 13.39 | -23.08 | 90 | 10 | 0 | ||
|
US Stocks Minimum Volatility |
+10.61 | 12.10 | -19.06 | 100 | 0 | 0 | ||
