Data Source: from January 1985 to December 2022 (~38 years)
Consolidated Returns as of 31 December 2022
Live Update: Jan 27 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.02%
1 Day
Jan 27 2023
5.37%
Current Month
January 2023
The DFA Dimensional 2030 Retirement Income Portfolio is a High Risk portfolio and can be implemented with 8 ETFs.
It's exposed for 55.9% on the Stock Market.
In the last 30 Years, the DFA Dimensional 2030 Retirement Income Portfolio obtained a 7.42% compound annual return, with a 9.12% standard deviation.
Asset Allocation and ETFs
The DFA Dimensional 2030 Retirement Income Portfolio has the following asset allocation:
The DFA Dimensional 2030 Retirement Income Portfolio can be implemented 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 |
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 Dec 31, 2022
The DFA Dimensional 2030 Retirement Income 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
DFA DIMENSIONAL 2030 RETIREMENT INCOME PORTFOLIO RETURNS
Consolidated returns as of 31 December 2022
Live Update: Jan 27 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Dec 31, 2022 |
||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Jan 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~38Y) |
|
| DFA Dimensional 2030 Retirement Income Portfolio | -0.02 | 5.37 | -3.08 | -0.77 | -15.68 | 4.01 | 5.69 | 7.42 | 9.01 | |
| US Inflation Adjusted return | -2.78 | -0.93 | -20.79 | 0.22 | 3.01 | 4.81 | 6.08 | |||
| Components | ||||||||||
|
VTI Vanguard Total Stock Market |
0.40 | Jan 27 2023 | 6.67 | -5.85 | 2.30 | -19.51 | 8.68 | 12.07 | 9.54 | 9.01 |
|
VV Vanguard Large-Cap |
0.28 | Jan 27 2023 | 6.30 | -5.86 | 1.99 | -19.90 | 9.14 | 12.37 | 9.65 | 8.88 |
|
VEA Vanguard FTSE Developed Markets |
-0.11 | Jan 27 2023 | 9.27 | -2.18 | 4.39 | -15.36 | 1.63 | 4.85 | 5.55 | 8.03 |
|
EEM iShares MSCI Emerging Markets |
-0.47 | Jan 27 2023 | 11.61 | -2.65 | -4.06 | -20.56 | -2.15 | 0.57 | 6.31 | 7.41 |
|
VEU Vanguard FTSE All-World ex-US |
-0.29 | Jan 27 2023 | 9.41 | -2.19 | 2.16 | -15.59 | 1.20 | 3.95 | 5.49 | 7.98 |
|
TIP iShares TIPS Bond |
-0.22 | Jan 27 2023 | 2.54 | -1.32 | -4.47 | -13.10 | 1.68 | 0.87 | 5.37 | 6.83 |
|
BSV Vanguard Short-Term Bond |
-0.05 | Jan 27 2023 | 1.13 | 0.02 | -1.02 | -5.49 | 0.81 | 0.90 | 3.61 | 4.51 |
|
BNDX Vanguard Total International Bond |
-0.21 | Jan 27 2023 | 2.49 | -2.75 | -3.23 | -12.76 | -0.21 | 1.47 | 4.95 | 6.58 |
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Dec 2022. Current inflation (annualized) is 1Y: 6.45% , 5Y: 3.78% , 10Y: 2.60% , 30Y: 2.49%
Live update: World Markets and Indexes
Portfolio Metrics as of Dec 31, 2022
Metrics of DFA Dimensional 2030 Retirement Income Portfolio, updated as of 31 December 2022.
Portfolio metrics are calculated based on monthly returns, 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
DFA DIMENSIONAL 2030 RETIREMENT INCOME PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 December 2022 (~38 years)
Swipe left to see all data
| Metrics as of Dec 31, 2022 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~38Y) |
|
| Portfolio Return (%) |
-3.08 | 5.85 | -0.77 | -15.68 | 2.56 | 4.01 | 5.69 | 6.97 | 7.42 | 9.01 |
| US Inflation (%) | -0.31 | 0.00 | 0.16 | 6.45 | 4.92 | 3.78 | 2.60 | 2.51 | 2.49 | 2.76 |
| Infl. Adjusted Return (%) |
-2.78 | 5.86 | -0.93 | -20.79 | -2.25 | 0.22 | 3.01 | 4.35 | 4.81 | 6.08 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 14.40 | 12.85 | 11.16 | 8.96 | 9.38 | 9.12 | 9.50 | |||
| Sharpe Ratio | -1.19 | 0.16 | 0.26 | 0.57 | 0.62 | 0.57 | 0.53 | |||
| Sortino Ratio | -1.81 | 0.21 | 0.34 | 0.75 | 0.81 | 0.74 | 0.70 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -20.34 | -20.34 | -20.34 | -20.34 | -31.78 | -31.78 | -31.78 | |||
| Start (yyyy mm) | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Start to Bottom (# months) | 9 | 9 | 9 | 9 | 16 | 16 | 16 | |||
| Start to Recovery (# months) in progress |
> 12
|
> 12
|
> 12
|
> 12
|
36
|
36
|
36
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 41.39 | 20.31 | 19.27 | 14.02 | 11.89 | 10.10 | ||||
| Worst Return (%) | -28.55 | -5.79 | -0.13 | 3.00 | 5.30 | 7.28 | ||||
| % Positive Periods | 84% | 94% | 100% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 2 | 3 | 4 | 21 | 37 | 81 | 161 | 240 | 307 |
| Negative | 1 | 1 | 3 | 8 | 15 | 23 | 39 | 79 | 120 | 149 |
| % Positive | 0% | 67% | 50% | 33% | 58% | 62% | 68% | 67% | 67% | 67% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 36.09 | 22.20 | 13.16 | 8.92 | 7.88 | 10.15 | ||||
| Perpetual WR (%) | 0.00 | 0.22 | 2.92 | 4.17 | 4.58 | 5.73 | ||||
- 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 Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 December 2022
Swipe left to see all data
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|
| Asset | VTI | VV | VEA | EEM | VEU | TIP | BSV | BNDX | |
| VTI |
1.00
|
1.00
|
0.89
|
0.54
|
0.81
|
0.81
|
0.56
|
0.81
|
|
| VV |
1.00
|
1.00
|
0.89
|
0.55
|
0.82
|
0.80
|
0.56
|
0.80
|
|
| VEA |
0.89
|
0.89
|
1.00
|
0.81
|
0.98
|
0.81
|
0.76
|
0.83
|
|
| EEM |
0.54
|
0.55
|
0.81
|
1.00
|
0.91
|
0.58
|
0.72
|
0.65
|
|
| VEU |
0.81
|
0.82
|
0.98
|
0.91
|
1.00
|
0.77
|
0.78
|
0.81
|
|
| TIP |
0.81
|
0.80
|
0.81
|
0.58
|
0.77
|
1.00
|
0.77
|
0.85
|
|
| BSV |
0.56
|
0.56
|
0.76
|
0.72
|
0.78
|
0.77
|
1.00
|
0.81
|
|
| BNDX |
0.81
|
0.80
|
0.83
|
0.65
|
0.81
|
0.85
|
0.81
|
1.00
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|
| Asset | VTI | VV | VEA | EEM | VEU | TIP | BSV | BNDX | |
| VTI |
1.00
|
1.00
|
0.91
|
0.72
|
0.88
|
0.57
|
0.23
|
0.45
|
|
| VV |
1.00
|
1.00
|
0.90
|
0.71
|
0.87
|
0.58
|
0.24
|
0.45
|
|
| VEA |
0.91
|
0.90
|
1.00
|
0.84
|
0.99
|
0.53
|
0.30
|
0.42
|
|
| EEM |
0.72
|
0.71
|
0.84
|
1.00
|
0.91
|
0.39
|
0.28
|
0.34
|
|
| VEU |
0.88
|
0.87
|
0.99
|
0.91
|
1.00
|
0.49
|
0.29
|
0.41
|
|
| TIP |
0.57
|
0.58
|
0.53
|
0.39
|
0.49
|
1.00
|
0.76
|
0.82
|
|
| BSV |
0.23
|
0.24
|
0.30
|
0.28
|
0.29
|
0.76
|
1.00
|
0.77
|
|
| BNDX |
0.45
|
0.45
|
0.42
|
0.34
|
0.41
|
0.82
|
0.77
|
1.00
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|
| Asset | VTI | VV | VEA | EEM | VEU | TIP | BSV | BNDX | |
| VTI |
1.00
|
1.00
|
0.87
|
0.67
|
0.85
|
0.42
|
0.16
|
0.36
|
|
| VV |
1.00
|
1.00
|
0.87
|
0.67
|
0.84
|
0.42
|
0.16
|
0.36
|
|
| VEA |
0.87
|
0.87
|
1.00
|
0.82
|
0.99
|
0.45
|
0.25
|
0.34
|
|
| EEM |
0.67
|
0.67
|
0.82
|
1.00
|
0.90
|
0.41
|
0.27
|
0.29
|
|
| VEU |
0.85
|
0.84
|
0.99
|
0.90
|
1.00
|
0.45
|
0.25
|
0.33
|
|
| TIP |
0.42
|
0.42
|
0.45
|
0.41
|
0.45
|
1.00
|
0.76
|
0.78
|
|
| BSV |
0.16
|
0.16
|
0.25
|
0.27
|
0.25
|
0.76
|
1.00
|
0.74
|
|
| BNDX |
0.36
|
0.36
|
0.34
|
0.29
|
0.33
|
0.78
|
0.74
|
1.00
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|
| Asset | VTI | VV | VEA | EEM | VEU | TIP | BSV | BNDX | |
| VTI |
1.00
|
0.99
|
0.82
|
0.73
|
0.82
|
0.19
|
0.06
|
0.14
|
|
| VV |
0.99
|
1.00
|
0.82
|
0.71
|
0.81
|
0.20
|
0.07
|
0.13
|
|
| VEA |
0.82
|
0.82
|
1.00
|
0.79
|
0.99
|
0.19
|
0.10
|
0.16
|
|
| EEM |
0.73
|
0.71
|
0.79
|
1.00
|
0.84
|
0.19
|
0.13
|
0.15
|
|
| VEU |
0.82
|
0.81
|
0.99
|
0.84
|
1.00
|
0.19
|
0.10
|
0.15
|
|
| TIP |
0.19
|
0.20
|
0.19
|
0.19
|
0.19
|
1.00
|
0.73
|
0.61
|
|
| BSV |
0.06
|
0.07
|
0.10
|
0.13
|
0.10
|
0.73
|
1.00
|
0.56
|
|
| BNDX |
0.14
|
0.13
|
0.16
|
0.15
|
0.15
|
0.61
|
0.56
|
1.00
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|
| Asset | VTI | VV | VEA | EEM | VEU | TIP | BSV | BNDX | |
| VTI |
1.00
|
0.99
|
0.72
|
0.70
|
0.72
|
0.22
|
0.12
|
0.19
|
|
| VV |
0.99
|
1.00
|
0.72
|
0.69
|
0.72
|
0.23
|
0.14
|
0.19
|
|
| VEA |
0.72
|
0.72
|
1.00
|
0.66
|
0.99
|
0.20
|
0.15
|
0.20
|
|
| EEM |
0.70
|
0.69
|
0.66
|
1.00
|
0.70
|
0.21
|
0.16
|
0.19
|
|
| VEU |
0.72
|
0.72
|
0.99
|
0.70
|
1.00
|
0.20
|
0.14
|
0.19
|
|
| TIP |
0.22
|
0.23
|
0.20
|
0.21
|
0.20
|
1.00
|
0.77
|
0.71
|
|
| BSV |
0.12
|
0.14
|
0.15
|
0.16
|
0.14
|
0.77
|
1.00
|
0.65
|
|
| BNDX |
0.19
|
0.19
|
0.20
|
0.19
|
0.19
|
0.71
|
0.65
|
1.00
|
Portfolio Dividends
In 2022, the DFA Dimensional 2030 Retirement Income Portfolio granted a 3.00% dividend yield. If you are interested in getting periodic income, please refer to the DFA Dimensional 2030 Retirement Income Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Dec 31, 2022
An investment of 1000$, since January 1993,
now would be worth 8549.67$, with a total return of 754.97% (7.42% annualized).
The Inflation Adjusted Capital now would be 4087.63$, with a net total return of 308.76% (4.81% annualized).
The Inflation Adjusted Capital now would be 4087.63$, with a net total return of 308.76% (4.81% annualized).
An investment of 1000$, since January 1985,
now would be worth 26548.09$, with a total return of 2554.81% (9.01% annualized).
The Inflation Adjusted Capital now would be 9418.94$, with a net total return of 841.89% (6.08% annualized).
The Inflation Adjusted Capital now would be 9418.94$, with a net total return of 841.89% (6.08% annualized).
Drawdowns
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -31.78% | Nov 2007 | Feb 2009 | 16 | Oct 2010 | 20 | 36 |
| -20.34% | Jan 2022 | Sep 2022 | 9 | in progress | 3 | 12 |
| -15.10% | Sep 2000 | Sep 2002 | 25 | Oct 2003 | 13 | 38 |
| -11.58% | Feb 2020 | Mar 2020 | 2 | Jul 2020 | 4 | 6 |
| -9.50% | May 2011 | Sep 2011 | 5 | Jan 2012 | 4 | 9 |
| -8.22% | Jul 1998 | Aug 1998 | 2 | Nov 1998 | 3 | 5 |
| -7.57% | Feb 2018 | Dec 2018 | 11 | Mar 2019 | 3 | 14 |
| -7.01% | May 2015 | Jan 2016 | 9 | Jul 2016 | 6 | 15 |
| -6.92% | Feb 1994 | Jun 1994 | 5 | Apr 1995 | 10 | 15 |
| -4.40% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 |
| -4.20% | Aug 1997 | Aug 1997 | 1 | Jan 1998 | 5 | 6 |
| -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 |
| -3.03% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
| -2.99% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
| -2.79% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
| -2.73% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
| -2.72% | Nov 1993 | Nov 1993 | 1 | Dec 1993 | 1 | 2 |
| -2.58% | Sep 2014 | Sep 2014 | 1 | Feb 2015 | 5 | 6 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -31.78% | Nov 2007 | Feb 2009 | 16 | Oct 2010 | 20 | 36 |
| -20.34% | Jan 2022 | Sep 2022 | 9 | in progress | 3 | 12 |
| -15.36% | Sep 1987 | Nov 1987 | 3 | Dec 1988 | 13 | 16 |
| -15.10% | Sep 2000 | Sep 2002 | 25 | Oct 2003 | 13 | 38 |
| -11.58% | Feb 2020 | Mar 2020 | 2 | Jul 2020 | 4 | 6 |
| -10.69% | Aug 1990 | Sep 1990 | 2 | Feb 1991 | 5 | 7 |
| -9.50% | May 2011 | Sep 2011 | 5 | Jan 2012 | 4 | 9 |
| -8.22% | Jul 1998 | Aug 1998 | 2 | Nov 1998 | 3 | 5 |
| -7.57% | Feb 2018 | Dec 2018 | 11 | Mar 2019 | 3 | 14 |
| -7.46% | Jan 1990 | Apr 1990 | 4 | Jul 1990 | 3 | 7 |
| -7.01% | May 2015 | Jan 2016 | 9 | Jul 2016 | 6 | 15 |
| -6.92% | Feb 1994 | Jun 1994 | 5 | Apr 1995 | 10 | 15 |
| -4.63% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 |
| -4.40% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 |
| -4.20% | Aug 1997 | Aug 1997 | 1 | Jan 1998 | 5 | 6 |
| -4.06% | Jan 1992 | Mar 1992 | 3 | Jul 1992 | 4 | 7 |
| -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 |
| -3.29% | Jun 1991 | Jun 1991 | 1 | Aug 1991 | 2 | 3 |
Rolling Returns ( more details)
DFA Dimensional 2030 Retirement Income Portfolio: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
9.55 |
41.39 May 1985 - Apr 1986 |
-28.55 Mar 2008 - Feb 2009 |
16.40% |
| 2 Years |
9.16 |
30.47 Apr 1985 - Mar 1987 |
-12.83 Mar 2007 - Feb 2009 |
9.24% |
| 3 Years |
8.85 |
20.31 Mar 1985 - Feb 1988 |
-5.79 Mar 2006 - Feb 2009 |
5.70% |
| 5 Years |
8.67 |
19.27 Jan 1985 - Dec 1989 |
-0.13 Mar 2004 - Feb 2009 |
0.25% |
| 7 Years |
8.56 |
16.92 Jan 1985 - Dec 1991 |
2.84 Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
8.46 |
14.02 Oct 1985 - Sep 1995 |
3.00 Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
8.13 |
14.40 Jan 1985 - Dec 1999 |
4.79 Oct 2007 - Sep 2022 |
0.00% |
| 20 Years |
8.12 |
11.89 Jan 1985 - Dec 2004 |
5.30 Apr 2000 - Mar 2020 |
0.00% |
| 30 Years |
8.49 |
10.10 Jan 1985 - Dec 2014 |
7.28 Oct 1992 - Sep 2022 |
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 DFA Dimensional 2030 Retirement Income Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in DFA Dimensional 2030 Retirement Income 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.
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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 |
0.91
60% |
-1.15
40% |
-1.06
60% |
1.25
80% |
0.31
60% |
0.32
60% |
2.47
100% |
0.38
60% |
-2.29
20% |
0.50
60% |
2.78
80% |
0.13
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.91
|
99.75
|
98.69
|
99.93
|
100.24
|
100.56
|
103.05
|
103.44
|
101.07
|
101.58
|
104.41
|
104.54
|
| Best |
5.2 2019 |
1.5 2019 |
1.6 2021 |
6.7 2020 |
2.9 2020 |
4.1 2019 |
5.4 2022 |
3.7 2020 |
0.8 2019 |
3.8 2022 |
6.8 2020 |
3.2 2020 |
| Worst |
-3.4 2022 |
-3.7 2020 |
-8.2 2020 |
-5.5 2022 |
-3.0 2019 |
-5.6 2022 |
0.3 2019 |
-3.7 2022 |
-7.7 2022 |
-4.8 2018 |
-1.1 2021 |
-4.0 2018 |
Monthly Seasonality over the period Jan 2018 - Dec 2022
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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 |
0.48
60% |
0.19
70% |
0.12
70% |
1.19
90% |
0.33
60% |
-0.02
60% |
1.98
90% |
-0.17
60% |
-1.07
40% |
1.08
70% |
1.70
80% |
0.13
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.48
|
100.66
|
100.78
|
101.99
|
102.33
|
102.31
|
104.34
|
104.16
|
103.05
|
104.16
|
105.94
|
106.07
|
| Best |
5.2 2019 |
2.9 2014 |
4.8 2016 |
6.7 2020 |
2.9 2020 |
4.1 2019 |
5.4 2022 |
3.7 2020 |
3.6 2013 |
4.2 2015 |
6.8 2020 |
3.2 2020 |
| Worst |
-3.4 2022 |
-3.7 2020 |
-8.2 2020 |
-5.5 2022 |
-3.0 2019 |
-5.6 2022 |
-0.9 2014 |
-4.1 2015 |
-7.7 2022 |
-4.8 2018 |
-1.1 2021 |
-4.0 2018 |
Monthly Seasonality over the period Jan 2013 - Dec 2022
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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 |
0.90
66% |
0.57
66% |
0.65
68% |
1.24
82% |
0.87
63% |
0.36
63% |
1.19
66% |
0.12
66% |
-0.27
53% |
0.74
66% |
1.17
68% |
1.56
82% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.90
|
101.47
|
102.14
|
103.41
|
104.31
|
104.68
|
105.93
|
106.06
|
105.78
|
106.56
|
107.81
|
109.49
|
| Best |
7.7 1987 |
7.2 1986 |
6.9 2009 |
6.7 2020 |
6.9 1990 |
4.1 2019 |
5.8 1989 |
5.4 1986 |
5.5 2010 |
6.5 2011 |
6.8 2020 |
9.0 1991 |
| Worst |
-5.4 2009 |
-6.2 2009 |
-8.2 2020 |
-5.5 2022 |
-4.9 2010 |
-5.6 2022 |
-3.9 2002 |
-7.8 1998 |
-7.7 2022 |
-12.7 2008 |
-2.9 2008 |
-4.0 2018 |
Monthly Seasonality over the period Jan 1985 - Dec 2022
Monthly/Yearly Returns
DFA Dimensional 2030 Retirement Income Portfolio data source starts from January 1985: 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
Jan 1985 - Dec 2022
307 Positive Months (67%) - 149 Negative Months (33%)
MONTHLY RETURNS TABLE
Jan 1985 - Dec 2022
(Scroll down to see all data)
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Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2022 |
-15.68 | -20.79 | -3.4 | -1.4 | 0.2 | -5.5 | -0.1 | -5.6 | 5.4 | -3.7 | -7.7 | 3.8 | 5.2 | -3.1 |
| 2021 |
+12.36 | +4.97 | -0.1 | 0.7 | 1.6 | 2.9 | 1.1 | 1.1 | 1.3 | 1.3 | -2.8 | 3.4 | -1.1 | 2.3 |
| 2020 |
+13.87 | +12.34 | 0.1 | -3.7 | -8.2 | 6.7 | 2.9 | 2.0 | 3.7 | 3.7 | -1.7 | -1.4 | 6.8 | 3.2 |
| 2019 |
+18.74 | +16.09 | 5.2 | 1.5 | 1.5 | 2.1 | -3.0 | 4.1 | 0.3 | -0.3 | 0.8 | 1.5 | 1.7 | 2.2 |
| 2018 |
-4.97 | -6.75 | 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 | +12.48 | 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 | +5.08 | -2.4 | 0.0 | 4.8 | 0.6 | 0.1 | 1.0 | 2.5 | 0.1 | 0.7 | -1.3 | 0.1 | 1.1 |
| 2015 |
-1.32 | -2.03 | 0.2 | 2.7 | -0.8 | 1.4 | -0.2 | -1.7 | 0.7 | -4.1 | -1.9 | 4.2 | -0.1 | -1.6 |
| 2014 |
+5.23 | +4.44 | -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 | +10.01 | 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 | +10.43 | 4.1 | 2.4 | 0.7 | 0.0 | -4.0 | 2.5 | 1.1 | 1.4 | 1.9 | -0.3 | 1.0 | 1.2 |
| 2011 |
+2.36 | -0.59 | 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 | +9.26 | -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 | +18.91 | -5.4 | -6.2 | 6.9 | 5.5 | 5.7 | -0.2 | 5.3 | 2.3 | 3.6 | -1.2 | 4.3 | 0.6 |
| 2008 |
-21.57 | -21.64 | -2.4 | -0.3 | -0.5 | 2.3 | 0.9 | -4.0 | -1.2 | -0.2 | -7.0 | -12.7 | -2.9 | 5.1 |
| 2007 |
+10.20 | +5.87 | 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 | +9.02 | 2.8 | -0.2 | 0.6 | 1.4 | -2.3 | 0.2 | 0.9 | 1.9 | 0.9 | 2.3 | 2.1 | 0.5 |
| 2005 |
+7.33 | +3.78 | -1.2 | 1.7 | -1.4 | -0.5 | 1.8 | 0.8 | 1.5 | 1.1 | 1.4 | -2.0 | 2.2 | 1.7 |
| 2004 |
+11.75 | +8.23 | 1.6 | 1.9 | 0.3 | -3.3 | 1.3 | 1.1 | -1.6 | 1.3 | 1.3 | 1.7 | 3.1 | 2.8 |
| 2003 |
+22.57 | +20.31 | -1.3 | 0.3 | -0.6 | 4.7 | 4.9 | 0.9 | 0.0 | 2.0 | 1.2 | 3.8 | 0.9 | 3.9 |
| 2002 |
-4.09 | -6.31 | -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 | -5.41 | 2.8 | -4.3 | -3.3 | 4.3 | 0.2 | -1.4 | -0.3 | -2.2 | -4.6 | 2.4 | 2.2 | 0.5 |
| 2000 |
-0.49 | -3.75 | -2.7 | 1.6 | 4.2 | -2.8 | -1.7 | 3.0 | -1.0 | 3.3 | -2.6 | -0.6 | -2.8 | 2.1 |
| 1999 |
+15.39 | +12.37 | 1.8 | -2.5 | 2.9 | 3.5 | -2.2 | 2.8 | -1.0 | -0.2 | -0.3 | 3.2 | 2.2 | 4.7 |
| 1998 |
+15.08 | +13.26 | 1.0 | 4.1 | 2.5 | 0.8 | -1.1 | 1.3 | -0.4 | -7.8 | 3.5 | 4.7 | 3.3 | 2.8 |
| 1997 |
+14.36 | +12.44 | 1.5 | 0.5 | -2.6 | 2.6 | 4.3 | 3.2 | 4.6 | -4.2 | 4.0 | -2.5 | 1.5 | 1.1 |
| 1996 |
+10.23 | +6.68 | 1.6 | -0.7 | 0.4 | 1.1 | 0.7 | 0.6 | -2.5 | 0.8 | 3.4 | 1.8 | 4.3 | -1.5 |
| 1995 |
+22.89 | +19.84 | 0.6 | 1.5 | 2.2 | 2.3 | 3.4 | 0.9 | 2.3 | 0.4 | 2.3 | -0.2 | 2.9 | 2.1 |
| 1994 |
-1.78 | -4.34 | 3.9 | -2.8 | -4.2 | 0.6 | 0.3 | -0.9 | 2.4 | 2.2 | -2.4 | 1.2 | -2.6 | 0.8 |
| 1993 |
+19.97 | +16.76 | 2.0 | 2.1 | 3.0 | 1.3 | 1.3 | 1.6 | 1.6 | 3.9 | -0.6 | 1.9 | -2.7 | 3.2 |
| 1992 |
+3.96 | +1.03 | -1.8 | 0.1 | -2.3 | 0.8 | 3.2 | -1.4 | 2.8 | 0.2 | 0.6 | -1.4 | 1.6 | 1.7 |
| 1991 |
+26.29 | +22.54 | 2.7 | 5.3 | 0.3 | 1.0 | 2.5 | -3.3 | 3.1 | 2.5 | 1.7 | 1.9 | -2.4 | 9.0 |
| 1990 |
-2.02 | -7.66 | -4.2 | -0.5 | -0.8 | -2.1 | 6.9 | 0.8 | 1.5 | -6.9 | -4.1 | 3.6 | 2.6 | 2.1 |
| 1989 |
+23.94 | +18.44 | 4.0 | -0.6 | 0.3 | 3.4 | 2.6 | 0.7 | 5.8 | 0.3 | 1.6 | -0.7 | 2.1 | 2.3 |
| 1988 |
+14.85 | +9.99 | 4.9 | 3.5 | -0.9 | 0.4 | -0.8 | 3.2 | -0.5 | -2.3 | 3.2 | 2.6 | -0.1 | 0.9 |
| 1987 |
+4.04 | -0.37 | 7.7 | 2.5 | 1.2 | 0.1 | -0.4 | 1.7 | 2.2 | 2.7 | -2.2 | -11.1 | -2.7 | 3.5 |
| 1986 |
+23.82 | +22.48 | 0.6 | 7.2 | 6.4 | 1.0 | -0.1 | 3.8 | -1.0 | 5.4 | -4.6 | 1.0 | 2.4 | 0.1 |
| 1985 |
+31.63 | +26.81 | 6.0 | -0.3 | 1.1 | 0.9 | 6.4 | 1.5 | -0.3 | 0.9 | -1.4 | 3.6 | 5.3 | 4.4 |
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
Portfolio efficiency
Compared to the DFA Dimensional 2030 Retirement Income Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Stocks/Bonds 40/60 Momentum |
+8.00 | 6.81 | -21.11 | 40 | 60 | 0 | ||
|
Couch Potato Scott Burns |
+7.89 | 8.62 | -27.04 | 50 | 50 | 0 | ||
|
Stocks/Bonds 60/40 |
+7.87 | 9.40 | -30.55 | 60 | 40 | 0 | ||
|
Golden Butterfly |
+7.65 | 7.41 | -17.79 | 40 | 40 | 20 | ||
|
Robo Advisor 50 Betterment |
+7.53 | 9.19 | -30.72 | 49.9 | 50.1 | 0 | ||
|
Marc Faber Portfolio Marc Faber |
+7.48 | 9.45 | -28.82 | 50 | 25 | 25 | ||
|
Dimensional 2030 Retirement Income DFA |
+7.42 | 9.12 | -31.78 | 55.9 | 44.1 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Stocks/Bonds 60/40 Momentum |
+9.59 | 9.38 | -32.52 | 60 | 40 | 0 | ||
|
Simple Path to Wealth JL Collins |
+8.57 | 11.55 | -38.53 | 75 | 25 | 0 | ||
|
Late Sixties and Beyond Burton Malkiel |
+8.43 | 11.53 | -41.80 | 71 | 29 | 0 | ||
|
Seven Value Scott Burns |
+8.32 | 11.22 | -41.22 | 71.5 | 28.5 | 0 | ||
|
Yale Endowment David Swensen |
+8.32 | 10.75 | -39.48 | 70 | 30 | 0 | ||