DFA Dimensional 2030 Retirement Income Portfolio: ETF allocation and returns

Last Update: 31 January 2020

The DFA Dimensional 2030 Retirement Income 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 7.68% compound annual return, with a 7.44% standard deviation.

Asset Allocation and ETFs

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

        55.9% Stocks
      
        44.1% Fixed Income
      
        0% Commodities

The DFA Dimensional 2030 Retirement Income 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 %	EEM	iShares MSCI Emerging Markets	Equity, Emerging Markets, Large Cap
5.20 %	VEU	Vanguard FTSE All-World ex-US	Equity, Global ex-US, 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

Historical Returns

DFA Dimensional 2030 Retirement Income 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).

DFA DIMENSIONAL 2030 RETIREMENT INCOME PORTFOLIO

Last Update: 31 January 2020

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Period	Returns Jan 2020	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+0.08%		0.00%	1 - 0
3M	+3.94%		0.00%	3 - 0
6M	+6.03%		-0.34% Aug 2019 - Aug 2019	5 - 1
YTD	+0.08%		0.00%	1 - 0
1Y	+12.98%	5.73%	-2.99% May 2019 - May 2019	10 - 2
3Y	+8.39% annualized	6.62%	-7.56% Feb 2018 - Dec 2018	28 - 8
5Y	+6.49% annualized	6.76%	-7.56% Feb 2018 - Dec 2018	43 - 17
10Y	+7.68% annualized	7.44%	-9.50% May 2011 - Sep 2011	84 - 36
MAX 01 Jan 2001	+6.44% annualized	8.67%	-31.78% Nov 2007 - Feb 2009	153 - 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	+11.40%	2	75	25
Talmud Portfolio Roger Gibson	+10.25%	3	66.67	33.33
Stocks/Bonds 60/40	+9.90%	2	60	40
Yale Endowment David Swensen	+9.79%	6	70	30
Edge Select Moderately Aggressive Merrill Lynch	+9.02%	12	69	31

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since January 2010.

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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
-7.56%	Feb 2018	Dec 2018	11	Mar 2019	3	14
-7.01%	May 2015	Jan 2016	9	Jul 2016	6	15
-6.53%	May 2010	Jun 2010	2	Sep 2010	3	5
-4.05%	Apr 2012	May 2012	2	Aug 2012	3	5
-3.78%	May 2013	Jun 2013	2	Sep 2013	3	5
-2.99%	May 2019	May 2019	1	Jun 2019	1	2
-2.58%	Sep 2014	Sep 2014	1	Feb 2015	5	6
-1.64%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-1.38%	Nov 2010	Nov 2010	1	Dec 2010	1	2
-1.35%	Oct 2016	Oct 2016	1	Jan 2017	3	4
-0.87%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-0.82%	Mar 2015	Mar 2015	1	Apr 2015	1	2
-0.34%	Aug 2019	Aug 2019	1	Sep 2019	1	2
-0.33%	Oct 2012	Oct 2012	1	Nov 2012	1	2

Worst drawdowns since December 2000.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-31.78%	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
-7.56%	Feb 2018	Dec 2018	11	Mar 2019	3	14
-7.01%	May 2015	Jan 2016	9	Jul 2016	6	15
-4.05%	Apr 2012	May 2012	2	Aug 2012	3	5
-3.78%	May 2013	Jun 2013	2	Sep 2013	3	5
-3.31%	Apr 2004	Apr 2004	1	Oct 2004	6	7
-2.99%	May 2019	May 2019	1	Jun 2019	1	2
-2.58%	Sep 2014	Sep 2014	1	Feb 2015	5	6
-2.25%	May 2006	May 2006	1	Aug 2006	3	4
-2.02%	Oct 2005	Oct 2005	1	Nov 2005	1	2
-1.82%	Mar 2005	Apr 2005	2	Jun 2005	2	4
-1.64%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-1.38%	Nov 2010	Nov 2010	1	Dec 2010	1	2
-1.35%	Oct 2016	Oct 2016	1	Jan 2017	3	4
-1.21%	Jan 2005	Jan 2005	1	Feb 2005	1	2
-1.12%	Jun 2007	Jul 2007	2	Sep 2007	2	4
-0.87%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-0.82%	Mar 2015	Mar 2015	1	Apr 2015	1	2

Rolling Returns

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

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+7.09%	+36.46% Mar 2009 - Feb 2010	-28.55% Mar 2008 - Feb 2009	19.27%
2 Years	+7.09%	+25.36% Mar 2009 - Feb 2011	-12.83% Mar 2007 - Feb 2009	11.65%
3 Years	+7.19%	+18.55% Mar 2009 - Feb 2012	-5.79% Mar 2006 - Feb 2009	6.19%
5 Years	+6.92%	+14.68% Mar 2009 - Feb 2014	-0.13% Mar 2004 - Feb 2009	0.59%
7 Years	+6.73%	+10.30% Mar 2009 - Feb 2016	+2.84% Mar 2002 - Feb 2009	0.00%
10 Years	+6.87%	+9.78% Mar 2009 - Feb 2019	+5.18% Feb 2006 - Jan 2016	0.00%
15 Years	+6.94%	+8.27% Feb 2003 - Jan 2018	+5.53% 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
2020	+0.08%	0.1
2019	+18.74%	5.2	1.5	1.5	2.1	-3.0	4.2	0.3	-0.3	0.8	1.5	1.7	2.2
2018	-4.97%	2.8	-2.8	-0.4	0.1	0.6	0.0	1.6	1.0	-0.1	-4.8	1.3	-4.0
2017	+14.85%	1.9	1.8	0.7	1.0	1.2	0.1	1.7	0.6	0.9	1.4	1.2	1.3
2016	+7.26%	-2.5	0.0	4.8	0.6	0.2	1.0	2.5	0.1	0.7	-1.4	0.1	1.1
2015	-1.32%	0.2	2.7	-0.8	1.4	-0.2	-1.7	0.7	-4.1	-1.9	4.2	-0.2	-1.6
2014	+5.23%	-1.6	2.9	0.2	0.9	1.9	1.3	-0.9	2.0	-2.6	1.3	1.0	-1.1
2013	+11.66%	2.2	0.3	1.6	1.8	-1.3	-2.5	3.3	-2.1	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	1.0	1.2
2011	+2.36%	0.9	2.0	0.5	3.0	-0.8	-0.7	0.2	-3.5	-5.0	6.5	-0.4	0.1
2010	+10.90%	-1.8	1.0	3.6	1.2	-4.9	-1.7	4.5	-1.4	5.5	3.0	-1.4	3.5
2009	+22.15%	-5.5	-6.2	6.9	5.5	5.7	-0.2	5.3	2.3	3.6	-1.2	4.3	0.7
2008	-21.57%	-2.4	-0.3	-0.5	2.3	0.9	-4.0	-1.2	-0.2	-7.0	-12.8	-2.9	5.1
2007	+10.20%	0.9	0.0	1.2	2.5	1.5	-0.5	-0.6	0.8	3.4	2.6	-1.3	-0.7
2006	+11.79%	2.8	-0.2	0.7	1.5	-2.3	0.2	0.9	2.0	1.0	2.3	2.1	0.6
2005	+7.33%	-1.2	1.8	-1.4	-0.5	1.8	0.9	1.5	1.1	1.4	-2.0	2.3	1.7
2004	+11.75%	1.6	1.9	0.3	-3.3	1.3	1.1	-1.7	1.3	1.3	1.7	3.1	2.8
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

EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003

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

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