Data Source: from January 1992 to February 2023 (~31 years)
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.11%
1 Day
Mar 20 2023, 04:00PM Eastern Time
1.96%
Current Month
March 2023
The Dynamic 40/60 Income Portfolio is a Medium Risk portfolio and can be implemented with 5 ETFs.
It's exposed for 40% on the Stock Market.
In the last 30 Years, the Dynamic 40/60 Income Portfolio obtained a 6.95% compound annual return, with a 8.02% standard deviation.
Asset Allocation and ETFs
The Dynamic 40/60 Income Portfolio has the following asset allocation:
The Dynamic 40/60 Income Portfolio can be implemented with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 20.00 % | PFF | iShares Preferred and Income Securities ETF | Preferred Stock, U.S. | |
| 20.00 % | VTI | Vanguard Total Stock Market | Equity, U.S., Large Cap | |
| 20.00 % | EMB | iShares JP Morgan USD Em Mkts Bd | Bond, Emerging Markets, All-Term | |
| 20.00 % | SHY | iShares 1-3 Year Treasury Bond | Bond, U.S., Short Term | |
| 20.00 % | HYG | iShares iBoxx $ High Yield Corporate Bond | Bond, U.S., Intermediate-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 Feb 28, 2023
The Dynamic 40/60 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
DYNAMIC 40/60 INCOME PORTFOLIO RETURNS
Consolidated returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
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 | 30Y |
MAX
(~31Y) |
|
| Dynamic 40/60 Income Portfolio | -0.11 | -1.96 | -2.31 | 1.14 | -6.66 | 2.81 | 4.14 | 6.95 | 7.23 | |
| US Inflation Adjusted return | -2.85 | -0.43 | -11.97 | -1.01 | 1.48 | 4.34 | 4.58 | |||
| Components | ||||||||||
|
PFF iShares Preferred and Income Securities ETF |
-1.06 |
04:00PM Mar 20 2023 |
-8.15 | -2.68 | 0.29 | -6.07 | 2.24 | 3.43 | 5.90 | 6.60 |
|
VTI Vanguard Total Stock Market |
0.87 |
04:00PM Mar 20 2023 |
-1.32 | -2.40 | 1.41 | -8.31 | 9.34 | 11.82 | 9.64 | 9.03 |
|
EMB iShares JP Morgan USD Em Mkts Bd |
0.01 |
04:00PM Mar 20 2023 |
-0.77 | -3.04 | 2.03 | -10.19 | -1.04 | 1.21 | 9.05 | 9.44 |
|
SHY iShares 1-3 Year Treasury Bond |
-0.12 |
04:00PM Mar 20 2023 |
1.66 | -0.99 | -0.74 | -3.01 | 0.65 | 0.50 | 3.00 | 4.43 |
|
HYG iShares iBoxx $ High Yield Corporate Bond |
-0.27 |
04:00PM Mar 20 2023 |
-1.23 | -2.36 | 2.33 | -6.65 | 1.94 | 2.87 | 5.49 | 7.38 |
Returns over 1 year are annualized | Available data source: since Jan 1992
(*) 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% , 30Y: 2.51%
Live update: World Markets and Indexes
Portfolio Metrics as of Feb 28, 2023
Metrics of Dynamic 40/60 Income Portfolio, updated as of 28 February 2023.
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
DYNAMIC 40/60 INCOME PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1992 - 28 February 2023 (~31 years)
Swipe left to see all data
| Metrics as of Feb 28, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~31Y) |
|
| Portfolio Return (%) |
-2.31 | 0.15 | 1.14 | -6.66 | 1.33 | 2.81 | 4.14 | 5.74 | 6.95 | 7.23 |
| US Inflation (%) | 0.56 | 1.05 | 1.58 | 6.04 | 5.16 | 3.86 | 2.63 | 2.51 | 2.51 | 2.53 |
| Infl. Adjusted Return (%) |
-2.85 | -0.89 | -0.43 | -11.97 | -3.65 | -1.01 | 1.48 | 3.14 | 4.34 | 4.58 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 13.19 | 11.70 | 9.79 | 7.54 | 8.64 | 8.02 | 7.90 | |||
| Sharpe Ratio | -0.66 | 0.05 | 0.17 | 0.46 | 0.53 | 0.59 | 0.41 | |||
| Sortino Ratio | -0.98 | 0.07 | 0.22 | 0.60 | 0.70 | 0.77 | 0.53 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -12.22 | -17.33 | -17.33 | -17.33 | -29.84 | -29.84 | -29.84 | |||
| Start (yyyy mm) | 2022 03 | 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) | 7 | 9 | 9 | 9 | 16 | 16 | 16 | |||
| Start to Recovery (# months) in progress |
> 12
|
> 14
|
> 14
|
> 14
|
26
|
26
|
26
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 45.82 | 20.25 | 15.13 | 11.43 | 8.70 | 7.98 | ||||
| Worst Return (%) | -27.71 | -7.96 | -2.29 | 3.40 | 5.68 | 6.95 | ||||
| % Positive Periods | 87% | 96% | 99% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 1 | 3 | 5 | 20 | 37 | 80 | 166 | 253 | 265 |
| Negative | 1 | 2 | 3 | 7 | 16 | 23 | 40 | 74 | 107 | 109 |
| % Positive | 0% | 33% | 50% | 42% | 56% | 62% | 67% | 69% | 70% | 71% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 34.12 | 21.36 | 12.07 | 7.84 | 7.55 | 8.00 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 1.46 | 3.05 | 4.16 | 4.38 | ||||
- 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 28 February 2023
Swipe left to see all data
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|
| Asset | PFF | VTI | EMB | SHY | HYG | |
| PFF |
1.00
|
0.78
|
0.83
|
0.70
|
0.81
|
|
| VTI |
0.78
|
1.00
|
0.80
|
0.52
|
0.91
|
|
| EMB |
0.83
|
0.80
|
1.00
|
0.74
|
0.83
|
|
| SHY |
0.70
|
0.52
|
0.74
|
1.00
|
0.71
|
|
| HYG |
0.81
|
0.91
|
0.83
|
0.71
|
1.00
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|
| Asset | PFF | VTI | EMB | SHY | HYG | |
| PFF |
1.00
|
0.80
|
0.81
|
0.22
|
0.86
|
|
| VTI |
0.80
|
1.00
|
0.72
|
0.04
|
0.85
|
|
| EMB |
0.81
|
0.72
|
1.00
|
0.26
|
0.84
|
|
| SHY |
0.22
|
0.04
|
0.26
|
1.00
|
0.21
|
|
| HYG |
0.86
|
0.85
|
0.84
|
0.21
|
1.00
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|
| Asset | PFF | VTI | EMB | SHY | HYG | |
| PFF |
1.00
|
0.72
|
0.77
|
0.23
|
0.79
|
|
| VTI |
0.72
|
1.00
|
0.64
|
-0.01
|
0.81
|
|
| EMB |
0.77
|
0.64
|
1.00
|
0.29
|
0.80
|
|
| SHY |
0.23
|
-0.01
|
0.29
|
1.00
|
0.20
|
|
| HYG |
0.79
|
0.81
|
0.80
|
0.20
|
1.00
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|
| Asset | PFF | VTI | EMB | SHY | HYG | |
| PFF |
1.00
|
0.46
|
0.40
|
0.10
|
0.65
|
|
| VTI |
0.46
|
1.00
|
0.57
|
-0.15
|
0.69
|
|
| EMB |
0.40
|
0.57
|
1.00
|
0.14
|
0.64
|
|
| SHY |
0.10
|
-0.15
|
0.14
|
1.00
|
0.01
|
|
| HYG |
0.65
|
0.69
|
0.64
|
0.01
|
1.00
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|
| Asset | PFF | VTI | EMB | SHY | HYG | |
| PFF |
1.00
|
0.46
|
0.39
|
0.11
|
0.65
|
|
| VTI |
0.46
|
1.00
|
0.57
|
-0.14
|
0.68
|
|
| EMB |
0.39
|
0.57
|
1.00
|
0.15
|
0.63
|
|
| SHY |
0.11
|
-0.14
|
0.15
|
1.00
|
0.04
|
|
| HYG |
0.65
|
0.68
|
0.63
|
0.04
|
1.00
|
Portfolio Dividends
In 2022, the Dynamic 40/60 Income Portfolio granted a 3.06% dividend yield. If you are interested in getting periodic income, please refer to the Dynamic 40/60 Income Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Feb 28, 2023
An investment of 1000$, since March 1993,
now would be worth 7510.47$, with a total return of 651.05% (6.95% annualized).
The Inflation Adjusted Capital now would be 3572.49$, with a net total return of 257.25% (4.34% annualized).
The Inflation Adjusted Capital now would be 3572.49$, with a net total return of 257.25% (4.34% annualized).
An investment of 1000$, since January 1992,
now would be worth 8801.15$, with a total return of 780.11% (7.23% annualized).
The Inflation Adjusted Capital now would be 4034.30$, with a net total return of 303.43% (4.58% annualized).
The Inflation Adjusted Capital now would be 4034.30$, with a net total return of 303.43% (4.58% annualized).
Drawdowns
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -29.84% | Nov 2007 | Feb 2009 | 16 | Dec 2009 | 10 | 26 |
| -17.33% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
| -12.42% | Feb 2020 | Mar 2020 | 2 | Jul 2020 | 4 | 6 |
| -9.38% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 |
| -7.19% | Jun 2011 | Sep 2011 | 4 | Jan 2012 | 4 | 8 |
| -6.73% | May 2002 | Jul 2002 | 3 | Jan 2003 | 6 | 9 |
| -5.36% | Feb 1994 | Jun 1994 | 5 | Apr 1995 | 10 | 15 |
| -5.09% | Oct 2018 | Dec 2018 | 3 | Feb 2019 | 2 | 5 |
| -4.13% | Sep 2000 | Nov 2000 | 3 | Jan 2001 | 2 | 5 |
| -4.06% | Jun 2015 | Sep 2015 | 4 | Apr 2016 | 7 | 11 |
| -3.72% | May 2010 | May 2010 | 1 | Jul 2010 | 2 | 3 |
| -3.69% | Apr 2000 | May 2000 | 2 | Jul 2000 | 2 | 4 |
| -3.31% | Apr 2004 | May 2004 | 2 | Sep 2004 | 4 | 6 |
| -3.24% | Sep 2001 | Sep 2001 | 1 | Nov 2001 | 2 | 3 |
| -3.23% | Jun 2007 | Jul 2007 | 2 | Oct 2007 | 3 | 5 |
| -3.06% | May 2013 | Aug 2013 | 4 | Oct 2013 | 2 | 6 |
| -2.72% | May 2012 | May 2012 | 1 | Jun 2012 | 1 | 2 |
| -2.49% | Oct 1997 | Oct 1997 | 1 | Dec 1997 | 2 | 3 |
| -2.15% | May 1999 | May 1999 | 1 | Oct 1999 | 5 | 6 |
| -2.09% | Feb 2001 | Mar 2001 | 2 | May 2001 | 2 | 4 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -29.84% | Nov 2007 | Feb 2009 | 16 | Dec 2009 | 10 | 26 |
| -17.33% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
| -12.42% | Feb 2020 | Mar 2020 | 2 | Jul 2020 | 4 | 6 |
| -9.38% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 |
| -7.19% | Jun 2011 | Sep 2011 | 4 | Jan 2012 | 4 | 8 |
| -6.73% | May 2002 | Jul 2002 | 3 | Jan 2003 | 6 | 9 |
| -5.36% | Feb 1994 | Jun 1994 | 5 | Apr 1995 | 10 | 15 |
| -5.09% | Oct 2018 | Dec 2018 | 3 | Feb 2019 | 2 | 5 |
| -4.13% | Sep 2000 | Nov 2000 | 3 | Jan 2001 | 2 | 5 |
| -4.06% | Jun 2015 | Sep 2015 | 4 | Apr 2016 | 7 | 11 |
| -3.72% | May 2010 | May 2010 | 1 | Jul 2010 | 2 | 3 |
| -3.69% | Apr 2000 | May 2000 | 2 | Jul 2000 | 2 | 4 |
| -3.31% | Apr 2004 | May 2004 | 2 | Sep 2004 | 4 | 6 |
| -3.24% | Sep 2001 | Sep 2001 | 1 | Nov 2001 | 2 | 3 |
| -3.23% | Jun 2007 | Jul 2007 | 2 | Oct 2007 | 3 | 5 |
| -3.06% | May 2013 | Aug 2013 | 4 | Oct 2013 | 2 | 6 |
| -2.72% | May 2012 | May 2012 | 1 | Jun 2012 | 1 | 2 |
| -2.49% | Oct 1997 | Oct 1997 | 1 | Dec 1997 | 2 | 3 |
| -2.15% | May 1999 | May 1999 | 1 | Oct 1999 | 5 | 6 |
| -2.09% | Feb 2001 | Mar 2001 | 2 | May 2001 | 2 | 4 |
Rolling Returns ( more details)
Dynamic 40/60 Income Portfolio: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
7.62 |
45.82 Mar 2009 - Feb 2010 |
-27.71 Mar 2008 - Feb 2009 |
12.67% |
| 2 Years |
7.58 |
27.87 Mar 2009 - Feb 2011 |
-14.95 Mar 2007 - Feb 2009 |
6.27% |
| 3 Years |
7.58 |
20.25 Mar 2009 - Feb 2012 |
-7.96 Mar 2006 - Feb 2009 |
3.83% |
| 5 Years |
7.54 |
15.13 Mar 2009 - Feb 2014 |
-2.29 Mar 2004 - Feb 2009 |
0.95% |
| 7 Years |
7.36 |
12.44 May 1992 - Apr 1999 |
1.44 Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
7.25 |
11.43 Jan 1995 - Dec 2004 |
3.40 Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
6.98 |
10.14 Jan 1992 - Dec 2006 |
4.34 Oct 2007 - Sep 2022 |
0.00% |
| 20 Years |
7.24 |
8.70 Apr 1992 - Mar 2012 |
5.68 Apr 2000 - Mar 2020 |
0.00% |
| 30 Years |
7.32 |
7.98 Jan 1992 - Dec 2021 |
6.95 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 Dynamic 40/60 Income Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Dynamic 40/60 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.
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 |
1.23
60% |
-1.34
20% |
-1.46
40% |
0.69
60% |
0.77
80% |
0.02
80% |
2.40
100% |
0.19
80% |
-1.52
40% |
0.12
60% |
1.72
60% |
0.42
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.23
|
99.88
|
98.42
|
99.11
|
99.87
|
99.89
|
102.29
|
102.48
|
100.92
|
101.04
|
102.78
|
103.22
|
| Best |
5.1 2023 |
1.2 2019 |
1.5 2021 |
6.1 2020 |
3.2 2020 |
3.2 2019 |
5.1 2022 |
1.9 2020 |
0.4 2019 |
1.8 2021 |
4.8 2020 |
2.3 2020 |
| Worst |
-3.5 2022 |
-2.9 2020 |
-9.8 2020 |
-5.3 2022 |
-1.5 2019 |
-5.3 2022 |
0.7 2021 |
-3.0 2022 |
-4.9 2022 |
-2.9 2018 |
-1.3 2021 |
-2.4 2022 |
Monthly Seasonality over the period Mar 2018 - Feb 2023
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 |
0.70
60% |
-0.11
50% |
-0.26
60% |
0.87
80% |
0.60
80% |
-0.05
70% |
1.59
90% |
0.03
70% |
-0.80
50% |
0.64
70% |
0.92
60% |
0.23
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.70
|
100.59
|
100.32
|
101.19
|
101.80
|
101.75
|
103.37
|
103.40
|
102.57
|
103.23
|
104.18
|
104.42
|
| Best |
5.1 2023 |
2.6 2014 |
3.0 2016 |
6.1 2020 |
3.2 2020 |
3.2 2019 |
5.1 2022 |
2.0 2014 |
1.8 2013 |
3.1 2015 |
4.8 2020 |
2.3 2020 |
| Worst |
-3.5 2022 |
-2.9 2020 |
-9.8 2020 |
-5.3 2022 |
-1.5 2019 |
-5.3 2022 |
-1.1 2014 |
-3.0 2022 |
-4.9 2022 |
-2.9 2018 |
-1.3 2021 |
-2.4 2022 |
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 |
0.75
75% |
0.17
66% |
0.36
65% |
1.24
84% |
0.57
65% |
0.29
71% |
1.04
71% |
0.37
74% |
-0.11
61% |
0.50
71% |
0.84
65% |
1.30
84% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.75
|
100.92
|
101.28
|
102.54
|
103.12
|
103.42
|
104.49
|
104.88
|
104.77
|
105.30
|
106.18
|
107.56
|
| Best |
5.1 2023 |
2.6 2014 |
6.4 2009 |
9.7 2009 |
5.9 2009 |
3.5 2000 |
6.1 2009 |
2.9 2000 |
4.2 2009 |
5.9 2011 |
4.8 2020 |
9.2 2008 |
| Worst |
-5.6 2009 |
-10.0 2009 |
-9.8 2020 |
-5.3 2022 |
-3.7 2010 |
-5.3 2022 |
-3.3 2002 |
-9.1 1998 |
-10.0 2008 |
-8.7 2008 |
-2.6 2007 |
-2.4 2022 |
Monthly Seasonality over the period Jan 1992 - Feb 2023
Monthly/Yearly Returns
Dynamic 40/60 Income Portfolio data source starts from January 1992: 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 1992 - Feb 2023
265 Positive Months (71%) - 109 Negative Months (29%)
MONTHLY RETURNS TABLE
Jan 1992 - Feb 2023
(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 |
| 2023 |
+2.65 | +1.27 | 5.1 | -2.3 | ||||||||||
| 2022 |
-14.37 | -19.56 | -3.5 | -2.5 | -0.1 | -5.3 | 1.1 | -5.3 | 5.1 | -3.0 | -4.9 | 1.5 | 4.6 | -2.4 |
| 2021 |
+6.72 | -0.30 | -0.8 | -0.2 | 1.5 | 1.9 | 0.5 | 1.3 | 0.7 | 1.0 | -1.8 | 1.8 | -1.3 | 2.3 |
| 2020 |
+8.28 | +6.83 | 0.6 | -2.9 | -9.8 | 6.1 | 3.2 | 0.7 | 3.9 | 1.9 | -1.4 | -0.5 | 4.8 | 2.3 |
| 2019 |
+15.91 | +13.32 | 4.8 | 1.2 | 1.3 | 1.2 | -1.5 | 3.2 | 0.8 | 0.3 | 0.4 | 0.7 | 0.6 | 2.0 |
| 2018 |
-3.18 | -4.99 | 0.6 | -1.4 | -0.2 | -0.4 | 0.6 | 0.2 | 1.5 | 0.8 | 0.1 | -2.9 | -0.1 | -2.1 |
| 2017 |
+9.18 | +6.93 | 1.4 | 1.8 | 0.2 | 1.0 | 0.7 | 0.2 | 1.0 | 0.5 | 0.5 | 0.4 | 0.6 | 0.4 |
| 2016 |
+7.53 | +5.34 | -1.5 | 0.7 | 3.0 | 1.3 | 0.6 | 1.6 | 1.6 | 0.7 | 0.2 | -1.2 | -0.8 | 1.2 |
| 2015 |
+0.21 | -0.51 | 0.4 | 1.9 | -0.3 | 0.6 | 0.3 | -1.3 | 0.6 | -1.9 | -1.5 | 3.1 | -0.2 | -1.2 |
| 2014 |
+7.01 | +6.21 | -0.1 | 2.6 | 0.7 | 0.7 | 1.6 | 0.8 | -1.1 | 2.0 | -1.4 | 1.4 | 0.5 | -0.8 |
| 2013 |
+6.13 | +4.56 | 0.9 | 0.6 | 1.1 | 1.7 | -1.1 | -1.9 | 1.8 | -1.8 | 1.8 | 2.1 | 0.5 | 0.5 |
| 2012 |
+12.70 | +10.77 | 3.0 | 2.4 | 0.4 | 0.5 | -2.7 | 3.0 | 1.5 | 1.4 | 1.1 | 0.1 | 0.7 | 0.8 |
| 2011 |
+2.96 | +0.00 | 0.7 | 1.3 | 0.6 | 1.7 | 0.3 | -0.5 | -0.3 | -2.0 | -4.6 | 5.9 | -1.4 | 1.5 |
| 2010 |
+11.25 | +9.61 | -0.8 | 2.1 | 2.5 | 1.0 | -3.7 | 0.0 | 4.6 | 0.0 | 2.9 | 1.6 | -1.2 | 2.1 |
| 2009 |
+22.37 | +19.13 | -5.6 | -10.0 | 6.4 | 9.7 | 5.9 | 1.6 | 6.1 | 0.5 | 4.2 | -1.5 | 2.1 | 2.6 |
| 2008 |
-14.80 | -14.88 | 0.9 | -0.7 | -1.2 | 2.9 | 0.1 | -4.6 | -0.7 | 0.4 | -10.0 | -8.7 | -2.1 | 9.2 |
| 2007 |
+0.88 | -3.07 | 0.4 | 0.5 | 0.7 | 1.3 | 0.7 | -1.4 | -1.9 | 1.0 | 1.4 | 1.2 | -2.6 | -0.5 |
| 2006 |
+9.18 | +6.47 | 1.3 | 0.9 | -0.1 | 0.2 | -1.2 | -0.1 | 1.0 | 2.0 | 1.2 | 1.6 | 1.4 | 0.6 |
| 2005 |
+5.23 | +1.76 | 0.0 | 0.9 | -1.8 | 0.4 | 2.0 | 0.9 | 0.6 | 0.9 | -0.1 | -1.2 | 1.7 | 1.0 |
| 2004 |
+8.41 | +4.99 | 1.5 | 0.6 | 0.6 | -2.6 | -0.7 | 0.9 | 0.2 | 2.0 | 1.4 | 1.1 | 0.9 | 2.3 |
| 2003 |
+21.64 | +19.39 | 1.5 | 1.2 | 1.4 | 4.2 | 3.3 | 1.2 | -1.3 | 1.8 | 1.8 | 1.6 | 0.9 | 2.3 |
| 2002 |
+1.03 | -1.31 | 0.6 | 0.6 | 0.8 | 0.1 | -0.5 | -3.0 | -3.3 | 2.9 | -2.5 | 1.6 | 3.2 | 0.9 |
| 2001 |
+8.71 | +7.05 | 3.0 | -1.2 | -0.9 | 1.4 | 1.2 | 0.3 | 1.1 | 0.7 | -3.2 | 2.5 | 3.0 | 0.7 |
| 2000 |
+3.43 | +0.05 | -1.5 | 1.6 | 2.0 | -2.0 | -1.7 | 3.5 | 0.7 | 2.9 | -1.0 | -1.2 | -2.0 | 2.1 |
| 1999 |
+11.02 | +8.12 | 0.4 | -0.6 | 2.5 | 3.0 | -2.1 | 1.5 | -1.0 | -0.4 | 0.5 | 2.0 | 1.6 | 3.3 |
| 1998 |
+6.04 | +4.36 | 0.9 | 2.2 | 2.0 | 0.5 | -0.7 | 0.5 | -0.1 | -9.1 | 3.2 | 1.8 | 3.7 | 1.5 |
| 1997 |
+16.36 | +14.41 | 2.0 | 1.4 | -1.8 | 2.1 | 3.3 | 2.2 | 3.6 | -0.6 | 2.7 | -2.5 | 1.5 | 1.7 |
| 1996 |
+16.81 | +13.05 | 2.3 | -1.1 | 0.6 | 1.4 | 1.3 | 0.8 | -0.4 | 1.8 | 3.4 | 1.5 | 4.2 | 0.1 |
| 1995 |
+23.17 | +20.12 | 1.6 | 1.7 | 0.2 | 3.1 | 4.1 | 1.4 | 1.1 | 1.4 | 2.0 | 0.4 | 2.1 | 2.1 |
| 1994 |
-3.19 | -5.72 | 1.5 | -1.4 | -2.5 | -0.7 | -0.2 | -0.6 | 1.2 | 1.2 | -0.8 | 0.3 | -1.4 | 0.3 |
| 1993 |
+14.73 | +11.66 | 1.9 | 1.9 | 1.4 | 0.3 | 0.9 | 1.7 | 0.9 | 1.9 | 0.4 | 1.7 | -0.6 | 1.6 |
| 1992 |
+12.95 | +9.77 | 1.0 | 1.5 | -0.2 | 1.1 | 2.2 | 0.3 | 2.7 | 0.5 | 0.8 | -0.7 | 1.3 | 1.9 |
Portofolio Returns, up to December 2007, 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:
- PFF - iShares Preferred and Income Securities ETF: simulated historical serie, up to December 2007
- VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
- EMB - iShares JP Morgan USD Em Mkts Bd: simulated historical serie, up to December 2007
- SHY - iShares 1-3 Year Treasury Bond: simulated historical serie, up to December 2002
- HYG - iShares iBoxx $ High Yield Corporate Bond: simulated historical serie, up to December 2007
Portfolio efficiency
Compared to the Dynamic 40/60 Income Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Couch Potato Scott Burns |
+7.85 | 8.66 | -27.04 | 50 | 50 | 0 | ||
|
Stocks/Bonds 40/60 Momentum |
+7.82 | 6.84 | -21.11 | 40 | 60 | 0 | ||
|
Golden Butterfly |
+7.66 | 7.52 | -17.79 | 40 | 40 | 20 | ||
|
Marc Faber Portfolio Marc Faber |
+7.39 | 9.55 | -28.82 | 50 | 25 | 25 | ||
|
Edge Select Moderate Merrill Lynch |
+7.25 | 8.84 | -29.58 | 53 | 47 | 0 | ||
|
All Weather Portfolio Ray Dalio |
+7.19 | 7.18 | -20.19 | 30 | 55 | 15 | ||
|
Sandwich Portfolio Bob Clyatt |
+7.18 | 8.23 | -28.96 | 55 | 45 | 0 | ||
|
Global Market Portfolio Credit Suisse |
+7.07 | 8.13 | -25.90 | 45 | 55 | 0 | ||
|
GAA Global Asset Allocation Mebane Faber |
+6.96 | 7.92 | -24.91 | 40.5 | 49.5 | 10 | ||
|
Dynamic 40/60 Income |
+6.95 | 8.02 | -29.84 | 40 | 60 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Medium Risk categorization.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Couch Potato Scott Burns |
+7.85 | 8.66 | -27.04 | 50 | 50 | 0 | ||
|
Stocks/Bonds 40/60 Momentum |
+7.82 | 6.84 | -21.11 | 40 | 60 | 0 | ||
|
Robo Advisor 50 Betterment |
+7.45 | 9.24 | -30.72 | 49.9 | 50.1 | 0 | ||
|
All Weather Portfolio Ray Dalio |
+7.19 | 7.18 | -20.19 | 30 | 55 | 15 | ||
|
Global Market Portfolio Credit Suisse |
+7.07 | 8.13 | -25.90 | 45 | 55 | 0 | ||
