DFA Dimensional 2030 Target Date Retirement Income Fund Portfolio: ETF allocation and returns

The DFA Dimensional 2030 Target Date Retirement Income Fund Portfolio is exposed for 55.9% on the Stock Market .

It's a High Risk portfolio and it can be replicated with 8 ETFs.

In the last 10 years, the portfolio obtained a 7.6% compound annual return, with a 7.52% standard deviation (Last Update: October 2019).

Asset Allocation and ETFs

The DFA Dimensional 2030 Target Date Retirement Income Fund Portfolio has the following asset allocation:

        55.9% Stocks
      
        44.1% Fixed Income
      
        0% Commodities

The DFA Dimensional 2030 Target Date Retirement Income Fund Portfolio can be replicated with the following ETFs:

Weight	Ticker	ETF Name	Investment Themes
17.50 %	VTI	Vanguard Total Stock Market	Equity, U.S., Large Cap
17.50 %	VV	Vanguard Large-Cap	Equity, U.S., Large Cap
10.50 %	VEA	Vanguard FTSE Developed Markets	Equity, EAFE, Large Cap
5.20 %	VEU	Vanguard FTSE All-World ex-US	Equity, Global ex-US, Large Cap
5.20 %	VWO	Vanguard FTSE Emerging Markets	Equity, Emerging Markets, Large Cap
31.90 %	TIP	iShares TIPS Bond	Bond, U.S., All-Term
6.10 %	BSV	Vanguard Short-Term Bond	Bond, U.S., Short Term
6.10 %	BNDX	Vanguard Total International Bond	Bond, Developed Markets, All-Term

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

Historical Returns

DFA Dimensional 2030 Target Date Retirement Income Fund Portfolio - Historical returns and stats:

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Range	Returns Oct 2019	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+1.50%		0.00%	1 - 0
YTD	+14.45%		-2.95% May 2019 - May 2019	8 - 2
1Y	+11.33%	8.44%	-3.94% Dec 2018 - Dec 2018	9 - 3
3Y	+8.03% annualized	6.54%	-7.55% Feb 2018 - Dec 2018	28 - 8
5Y	+5.68% annualized	6.72%	-7.55% Feb 2018 - Dec 2018	42 - 18
10Y	+7.60% annualized	7.52%	-9.50% May 2011 - Sep 2011	83 - 37
MAX Dec 2000	+6.33% annualized	8.70%	-31.82% Nov 2007 - Feb 2009	150 - 76

* Annualized St.Dev. of monthly returns

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

Portfolio	10Y Return ▾	#ETF	Stocks	Bonds
Simple Path to Wealth JL Collins	+11.25%	2	75	25
Talmud Portfolio Roger Gibson	+10.47%	3	66.67	33.33
Yale Endowment David Swensen	+9.84%	6	70	30
Stocks/Bonds 60/40	+9.77%	2	60	40
Family Taxable Portfolio Ted Aronson	+9.04%	11	70	30

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since October 2009.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-9.50%	May 2011	Sep 2011	5	Jan 2012	4	9
-7.55%	Feb 2018	Dec 2018	11	Mar 2019	3	14
-7.07%	May 2015	Jan 2016	9	Jul 2016	6	15
-6.49%	May 2010	Jun 2010	2	Sep 2010	3	5
-4.07%	Apr 2012	May 2012	2	Aug 2012	3	5
-3.80%	May 2013	Jun 2013	2	Sep 2013	3	5
-2.95%	May 2019	May 2019	1	Jun 2019	1	2
-2.55%	Sep 2014	Sep 2014	1	Feb 2015	5	6
-1.78%	Jan 2010	Jan 2010	1	Mar 2010	2	3
-1.63%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-1.38%	Nov 2010	Nov 2010	1	Dec 2010	1	2
-1.28%	Oct 2016	Oct 2016	1	Jan 2017	3	4
-0.86%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-0.85%	Mar 2015	Mar 2015	1	Apr 2015	1	2
-0.34%	Oct 2012	Oct 2012	1	Nov 2012	1	2
-0.32%	Aug 2019	Aug 2019	1	Sep 2019	1	2

Worst drawdowns since December 2000.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-31.82%	Nov 2007	Feb 2009	16	Oct 2010	20	36
-13.99%	Feb 2001	Sep 2002	20	Sep 2003	12	32
-9.50%	May 2011	Sep 2011	5	Jan 2012	4	9
-7.55%	Feb 2018	Dec 2018	11	Mar 2019	3	14
-7.07%	May 2015	Jan 2016	9	Jul 2016	6	15
-4.07%	Apr 2012	May 2012	2	Aug 2012	3	5
-3.80%	May 2013	Jun 2013	2	Sep 2013	3	5
-3.21%	Apr 2004	Apr 2004	1	Oct 2004	6	7
-2.95%	May 2019	May 2019	1	Jun 2019	1	2
-2.55%	Sep 2014	Sep 2014	1	Feb 2015	5	6
-2.26%	May 2006	May 2006	1	Aug 2006	3	4
-2.03%	Oct 2005	Oct 2005	1	Nov 2005	1	2
-1.84%	Mar 2005	Apr 2005	2	Jun 2005	2	4
-1.63%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-1.38%	Nov 2010	Nov 2010	1	Dec 2010	1	2
-1.28%	Oct 2016	Oct 2016	1	Jan 2017	3	4
-1.19%	Jan 2005	Jan 2005	1	Feb 2005	1	2
-0.90%	Jun 2007	Jul 2007	2	Sep 2007	2	4
-0.86%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-0.85%	Mar 2015	Mar 2015	1	Apr 2015	1	2

Rolling Returns

DFA Dimensional 2030 Target Date Retirement Income Fund Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+7.01%	+36.65% Mar 2009 - Feb 2010	-28.58% Mar 2008 - Feb 2009	19.53%
2 Years	+7.14%	+25.51% Mar 2009 - Feb 2011	-12.78% Mar 2007 - Feb 2009	11.82%
3 Years	+7.19%	+18.64% Mar 2009 - Feb 2012	-5.75% Mar 2006 - Feb 2009	5.76%
5 Years	+6.97%	+14.72% Mar 2009 - Feb 2014	-0.11% Mar 2004 - Feb 2009	0.60%
7 Years	+6.77%	+10.36% Mar 2009 - Feb 2016	+2.86% Mar 2002 - Feb 2009	0.00%
10 Years	+6.90%	+9.81% Mar 2009 - Feb 2019	+5.24% Feb 2006 - Jan 2016	0.00%
15 Years	+6.99%	+8.29% Feb 2003 - Jan 2018	+5.57% Feb 2001 - Jan 2016	0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2019	+14.45%	5.1	1.5	1.6	2.1	-3.0	4.1	0.3	-0.3	0.8	1.5
2018	-4.94%	2.8	-2.8	-0.5	0.1	0.6	-0.0	1.7	1.0	-0.2	-4.8	1.3	-3.9
2017	+14.55%	1.8	1.8	0.7	1.0	1.1	0.1	1.7	0.7	0.9	1.4	1.2	1.3
2016	+7.33%	-2.5	0.0	4.8	0.6	0.2	1.0	2.5	0.1	0.7	-1.3	0.1	1.0
2015	-1.30%	0.3	2.7	-0.9	1.4	-0.2	-1.7	0.7	-4.2	-1.8	4.2	-0.1	-1.5
2014	+5.43%	-1.6	2.9	0.3	0.9	1.9	1.4	-0.9	2.0	-2.6	1.4	1.0	-1.1
2013	+11.60%	2.2	0.3	1.6	1.8	-1.3	-2.5	3.3	-2.2	3.6	2.6	0.9	1.0
2012	+12.36%	4.1	2.4	0.7	-0.1	-4.0	2.5	1.1	1.4	1.9	-0.3	0.9	1.3
2011	+2.36%	0.9	2.0	0.4	3.0	-0.8	-0.7	0.3	-3.5	-5.1	6.5	-0.4	0.1
2010	+11.05%	-1.8	1.0	3.6	1.2	-4.9	-1.7	4.5	-1.4	5.5	3.0	-1.4	3.6
2009	+22.53%	-5.4	-6.0	6.7	5.7	5.9	-0.2	5.3	2.3	3.6	-1.1	4.2	0.6
2008	-21.76%	-2.4	-0.2	-0.5	2.2	0.8	-4.0	-1.1	-0.2	-7.1	-12.8	-2.8	5.0
2007	+10.40%	0.9	0.1	1.1	2.5	1.6	-0.4	-0.5	0.8	3.4	2.7	-1.4	-0.7
2006	+11.70%	2.6	-0.1	0.6	1.5	-2.3	0.2	0.9	1.9	1.1	2.2	2.2	0.5
2005	+7.30%	-1.2	1.7	-1.3	-0.5	1.8	0.8	1.4	1.1	1.4	-2.0	2.4	1.7
2004	+11.83%	1.6	1.9	0.3	-3.2	1.2	1.1	-1.6	1.4	1.3	1.6	3.1	2.9
2003	+22.57%	-1.3	0.3	-0.7	4.7	4.9	0.9	0.0	2.0	1.2	3.8	0.9	3.9
2002	-4.09%	-0.8	0.2	2.1	-0.8	0.5	-2.9	-3.9	1.7	-4.1	2.2	2.8	-0.8
2001	-3.94%	2.8	-4.3	-3.3	4.3	0.2	-1.4	-0.3	-2.2	-4.6	2.5	2.2	0.5

* Note:
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:

VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001

VV - Vanguard Large-Cap: simulated historical serie, up to December 2004

VEA - Vanguard FTSE Developed Markets: simulated historical serie, up to December 2007

VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007

VWO - Vanguard FTSE Emerging Markets: simulated historical serie, up to December 2005

TIP - iShares TIPS Bond: simulated historical serie, up to December 2003

BSV - Vanguard Short-Term Bond: simulated historical serie, up to December 2007

BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013