Data Source: from January 1992 to October 2022 (~31 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.13%
1 Day
Nov 29 2022, 04:00PM Eastern Time
2.30%
Current Month
November 2022

The Dynamic 60/40 Income Portfolio is a High Risk portfolio and can be implemented with 5 ETFs.

It's exposed for 60% on the Stock Market.

In the last 30 Years, the Dynamic 60/40 Income Portfolio obtained a 7.10% compound annual return, with a 9.11% standard deviation.

Asset Allocation and ETFs

The Dynamic 60/40 Income Portfolio has the following asset allocation:

60% Stocks
40% Fixed Income
0% Commodities

The Dynamic 60/40 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 %
VNQ Vanguard Real Estate Real Estate, U.S.
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 Oct 31, 2022

The Dynamic 60/40 Income Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: November 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
DYNAMIC 60/40 INCOME PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Oct 31, 2022
  1 Day Time ET(*) Nov 2022 1M 6M 1Y 5Y 10Y 30Y MAX
(~31Y)
Dynamic 60/40 Income Portfolio 0.13 2.30 2.13 -7.46 -14.31 3.53 5.36 7.10 7.25
US Inflation Adjusted return 1.71 -10.22 -20.47 -0.31 2.72 4.48 4.60
Components
PFF
iShares Preferred and Income Securities ETF 		-1.16 04:00PM
Nov 29 2022 		3.49 -3.15 -7.72 -18.81 0.46 2.86 5.83 6.40
VTI
Vanguard Total Stock Market 		-0.15 03:59PM
Nov 29 2022 		2.04 8.11 -5.43 -16.87 9.80 12.41 9.79 10.34
VNQ
Vanguard Real Estate 		1.59 04:00PM
Nov 29 2022 		3.71 3.51 -18.78 -21.44 4.00 6.69 9.03 10.60
SHY
iShares 1-3 Year Treasury Bond 		-0.04 04:00PM
Nov 29 2022 		0.40 -0.13 -1.72 -4.91 0.41 0.45 3.11 5.33
HYG
iShares iBoxx $ High Yield Corporate Bond 		0.41 03:59PM
Nov 29 2022 		1.88 3.36 -4.04 -11.45 1.17 2.96 5.68 7.37
Returns over 1 year are annualized | Available data source: since Jan 1992
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Oct 2022. Current inflation (annualized) is 1Y: 7.75% , 5Y: 3.85% , 10Y: 2.57% , 30Y: 2.51%

Live update: World Markets and Indexes

Portfolio Metrics as of Oct 31, 2022

Metrics of Dynamic 60/40 Income Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
DYNAMIC 60/40 INCOME PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1992 - 31 October 2022 (~31 years)
Swipe left to see all data
Metrics as of Oct 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~31Y)
Portfolio
Return (%)		 2.13 -7.58 -7.46 -14.31 1.46 3.53 5.36 6.58 7.10 7.25
US Inflation (%) 0.41 0.59 3.08 7.75 5.01 3.85 2.57 2.52 2.51 2.53
Infl. Adjusted
Return (%)		 1.71 -8.12 -10.22 -20.47 -3.38 -0.31 2.72 3.96 4.48 4.60
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 13.11 12.60 10.69 8.46 10.42 9.11 9.01
Sharpe Ratio -1.14 0.08 0.24 0.57 0.53 0.54 0.36
Sortino Ratio -1.76 0.11 0.31 0.74 0.68 0.70 0.47
MAXIMUM DRAWDOWN
Drawdown Depth (%) -18.21 -18.21 -18.21 -18.21 -41.44 -41.44 -41.44
Start (yyyy mm) 2022 01 2022 01 2022 01 2022 01 2007 06 2007 06 2007 06
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 21 21 21
Start to Recovery (# months) in progress
> 10
> 10
> 10
> 10
40
40
40
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 57.27 24.89 18.49 11.81 8.51 8.11
Worst Return (%) -36.55 -12.45 -4.51 1.60 5.95 7.01
% Positive Periods 87% 93% 98% 100% 100% 100%
MONTHS
Positive 1 1 3 5 23 41 83 166 247 254
Negative 0 2 3 7 13 19 37 74 113 116
% Positive 100% 33% 50% 42% 64% 68% 69% 69% 69% 69%
WITHDRAWAL RATES (WR)
Safe WR (%) 35.95 21.87 12.78 8.18 7.00 7.75
Perpetual WR (%) 0.00 0.00 2.65 3.81 4.29 4.40
Terms and Definitions
  • 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.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 October 2022
Swipe left to see all data
 
 
 
 
 
Asset PFF VTI VNQ SHY HYG
PFF
1.00
0.77
0.73
0.56
0.82
VTI
0.77
1.00
0.87
0.47
0.90
VNQ
0.73
0.87
1.00
0.32
0.75
SHY
0.56
0.47
0.32
1.00
0.66
HYG
0.82
0.90
0.75
0.66
1.00
 
 
 
 
 
Asset PFF VTI VNQ SHY HYG
PFF
1.00
0.79
0.79
0.11
0.86
VTI
0.79
1.00
0.82
-0.03
0.84
VNQ
0.79
0.82
1.00
0.03
0.76
SHY
0.11
-0.03
0.03
1.00
0.14
HYG
0.86
0.84
0.76
0.14
1.00
 
 
 
 
 
Asset PFF VTI VNQ SHY HYG
PFF
1.00
0.72
0.74
0.14
0.78
VTI
0.72
1.00
0.71
-0.07
0.79
VNQ
0.74
0.71
1.00
0.10
0.66
SHY
0.14
-0.07
0.10
1.00
0.14
HYG
0.78
0.79
0.66
0.14
1.00
 
 
 
 
 
Asset PFF VTI VNQ SHY HYG
PFF
1.00
0.45
0.50
0.09
0.64
VTI
0.45
1.00
0.62
-0.16
0.68
VNQ
0.50
0.62
1.00
-0.03
0.67
SHY
0.09
-0.16
-0.03
1.00
0.01
HYG
0.64
0.68
0.67
0.01
1.00
 
 
 
 
 
Asset PFF VTI VNQ SHY HYG
PFF
1.00
0.45
0.50
0.09
0.64
VTI
0.45
1.00
0.62
-0.15
0.68
VNQ
0.50
0.62
1.00
-0.02
0.67
SHY
0.09
-0.15
-0.02
1.00
0.02
HYG
0.64
0.68
0.67
0.02
1.00

Portfolio Dividends

In 2021, the Dynamic 60/40 Income Portfolio granted a 2.81% dividend yield. If you are interested in getting periodic income, please refer to the Dynamic 60/40 Income Portfolio: Dividend Yield page.

Readings that may interest you
The Total Money Makeover: Classic Edition: A Proven Plan for Financial Fitness
Action Workbook Based On Principles By Ray Dalio
Personal Finance For Dummies

Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 1992, now would be worth 7826.02$, with a total return of 682.60% (7.10% annualized).

The Inflation Adjusted Capital now would be 3723.78$, with a net total return of 272.38% (4.48% annualized).
An investment of 1000$, since January 1992, now would be worth 8655.98$, with a total return of 765.60% (7.25% annualized).

The Inflation Adjusted Capital now would be 4005.41$, with a net total return of 300.54% (4.60% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-41.44% Jun 2007 Feb 2009 21 Sep 2010 19 40
-18.21% Jan 2022 Sep 2022 9 in progress 1 10
-14.24% Feb 2020 Mar 2020 2 Nov 2020 8 10
-10.41% Jun 2011 Sep 2011 4 Jan 2012 4 8
-7.02% Jul 1998 Aug 1998 2 Dec 1998 4 6
-6.80% Feb 1994 Nov 1994 10 Apr 1995 5 15
-6.80% Sep 2018 Dec 2018 4 Feb 2019 2 6
-6.19% Apr 2002 Oct 2002 7 Apr 2003 6 13
-4.42% Apr 2015 Sep 2015 6 Mar 2016 6 12
-4.29% Apr 2004 Apr 2004 1 Sep 2004 5 6
-3.78% May 2013 Aug 2013 4 Oct 2013 2 6
-3.60% Sep 2000 Nov 2000 3 Jan 2001 2 5
-3.30% Jul 1999 Sep 1999 3 Dec 1999 3 6
-3.29% Sep 2001 Sep 2001 1 Nov 2001 2 3
-3.09% May 2012 May 2012 1 Jun 2012 1 2
-2.92% Aug 2016 Nov 2016 4 Feb 2017 3 7
-2.58% Sep 2021 Sep 2021 1 Oct 2021 1 2
-2.49% Jan 2018 Feb 2018 2 Jun 2018 4 6
-2.37% Feb 2001 Mar 2001 2 May 2001 2 4
-2.32% Sep 2014 Sep 2014 1 Oct 2014 1 2
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-41.44% Jun 2007 Feb 2009 21 Sep 2010 19 40
-18.21% Jan 2022 Sep 2022 9 in progress 1 10
-14.24% Feb 2020 Mar 2020 2 Nov 2020 8 10
-10.41% Jun 2011 Sep 2011 4 Jan 2012 4 8
-7.02% Jul 1998 Aug 1998 2 Dec 1998 4 6
-6.80% Feb 1994 Nov 1994 10 Apr 1995 5 15
-6.80% Sep 2018 Dec 2018 4 Feb 2019 2 6
-6.19% Apr 2002 Oct 2002 7 Apr 2003 6 13
-4.42% Apr 2015 Sep 2015 6 Mar 2016 6 12
-4.29% Apr 2004 Apr 2004 1 Sep 2004 5 6
-3.78% May 2013 Aug 2013 4 Oct 2013 2 6
-3.60% Sep 2000 Nov 2000 3 Jan 2001 2 5
-3.30% Jul 1999 Sep 1999 3 Dec 1999 3 6
-3.29% Sep 2001 Sep 2001 1 Nov 2001 2 3
-3.09% May 2012 May 2012 1 Jun 2012 1 2
-2.92% Aug 2016 Nov 2016 4 Feb 2017 3 7
-2.58% Sep 2021 Sep 2021 1 Oct 2021 1 2
-2.49% Jan 2018 Feb 2018 2 Jun 2018 4 6
-2.37% Feb 2001 Mar 2001 2 May 2001 2 4
-2.32% Sep 2014 Sep 2014 1 Oct 2014 1 2

Rolling Returns ( more details)

Dynamic 60/40 Income Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period		 Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
 8.05 57.27
Mar 2009 - Feb 2010 		-36.55
Mar 2008 - Feb 2009 		13.37%
2 Years
 7.76 36.22
Mar 2009 - Feb 2011 		-22.81
Mar 2007 - Feb 2009 		5.76%
3 Years
 7.62 24.89
Mar 2009 - Feb 2012 		-12.45
Mar 2006 - Feb 2009 		6.57%
5 Years
 7.53 18.49
Mar 2009 - Feb 2014 		-4.51
Mar 2004 - Feb 2009 		1.61%
7 Years
 7.33 13.85
Mar 2009 - Feb 2016 		-0.10
Mar 2002 - Feb 2009 		0.35%
10 Years
 7.25 11.81
Mar 2009 - Feb 2019 		1.60
Mar 1999 - Feb 2009 		0.00%
15 Years
 6.92 9.93
Feb 1992 - Jan 2007 		4.43
Mar 1994 - Feb 2009 		0.00%
20 Years
 7.23 8.51
Dec 1994 - Nov 2014 		5.95
Apr 2000 - Mar 2020 		0.00%
30 Years
 7.53 8.11
Jan 1992 - Dec 2021 		7.01
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 60/40 Income Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Dynamic 60/40 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.
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
0.35
40%
-1.23
40%
-0.87
80%
1.29
80%
0.54
80%
0.15
80%
2.71
100%
0.40
80%
-1.97
20%
0.46
60%
1.39
80%
0.83
80%
 Capital Growth on monthly avg returns
100
100.35
99.12
98.25
99.52
100.06
100.21
102.93
103.34
101.30
101.77
103.18
104.04
Best 6.2
2019 		1.2
2019 		2.6
2021 		6.9
2020 		2.3
2020 		2.7
2019 		6.0
2022 		1.9
2020 		1.0
2019 		3.2
2021 		5.8
2020 		4.1
2021
Worst -4.5
2022 		-4.1
2020 		-10.6
2020 		-4.8
2022 		-1.5
2019 		-5.5
2022 		1.0
2019 		-3.7
2022 		-6.1
2022 		-3.0
2018 		-1.4
2021 		-4.1
2018
Monthly Seasonality over the period Nov 2017 - Oct 2022
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
0.50
60%
0.09
70%
0.20
80%
1.03
80%
0.45
80%
0.14
70%
1.94
90%
-0.18
60%
-1.07
30%
0.99
70%
0.75
60%
0.76
80%
 Capital Growth on monthly avg returns
100
100.50
100.59
100.80
101.83
102.30
102.44
104.42
104.24
103.12
104.13
104.91
105.71
Best 6.2
2019 		2.9
2014 		4.4
2016 		6.9
2020 		2.3
2020 		2.7
2019 		6.0
2022 		2.3
2014 		1.9
2013 		3.7
2015 		5.8
2020 		4.1
2021
Worst -4.5
2022 		-4.1
2020 		-10.6
2020 		-4.8
2022 		-1.5
2019 		-5.5
2022 		-1.0
2014 		-3.7
2022 		-6.1
2022 		-3.0
2018 		-1.4
2021 		-4.1
2018
Monthly Seasonality over the period Nov 2012 - Oct 2022
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
0.64
74%
0.08
71%
0.71
74%
1.32
71%
0.61
68%
0.29
68%
1.25
71%
0.30
68%
-0.20
52%
0.37
58%
0.53
63%
1.55
87%
 Capital Growth on monthly avg returns
100
100.64
100.72
101.44
102.78
103.41
103.71
105.01
105.32
105.11
105.50
106.06
107.70
Best 6.2
2019 		2.9
2010 		6.2
2009 		13.5
2009 		5.9
2009 		3.3
2012 		7.5
2009 		2.7
2004 		4.5
2009 		7.8
2011 		5.8
2020 		8.3
2008
Worst -7.7
2009 		-12.7
2009 		-10.6
2020 		-4.8
2022 		-4.4
2010 		-6.4
2008 		-3.2
2007 		-5.4
1998 		-8.5
2008 		-11.8
2008 		-8.0
2008 		-4.1
2018
Monthly Seasonality over the period Jan 1992 - Oct 2022

Monthly/Yearly Returns

Dynamic 60/40 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 - Oct 2022
254 Positive Months (69%) - 116 Negative Months (31%)
MONTHLY RETURNS TABLE
Jan 1992 - Oct 2022
(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
2022
 -16.47 -21.85 -4.5 -2.0 1.3 -4.8 0.0 -5.5 6.0 -3.7 -6.1 2.1
2021
 +15.27 +7.69 -0.5 1.1 2.6 3.1 0.4 1.6 1.5 1.3 -2.6 3.2 -1.4 4.1
2020
 +6.26 +4.83 0.6 -4.1 -10.6 6.9 2.3 0.6 3.8 1.9 -1.5 -0.9 5.8 2.5
2019
 +18.59 +15.94 6.2 1.2 1.8 1.1 -1.5 2.7 1.0 0.8 1.0 0.8 0.5 1.5
2018
 -3.28 -5.10 -0.1 -2.4 0.4 0.2 1.5 1.3 1.2 1.7 -0.7 -3.0 0.9 -4.1
2017
 +8.11 +5.88 1.0 2.2 -0.4 0.7 0.4 0.8 1.0 0.0 0.5 0.2 1.2 0.2
2016
 +7.39 +5.21 -2.2 0.3 4.4 0.4 1.1 2.2 2.2 -0.4 -0.3 -2.0 -0.2 1.8
2015
 +0.49 -0.24 1.4 0.9 0.0 -0.9 0.3 -1.8 1.6 -2.9 -0.7 3.7 -0.4 -0.5
2014
 +11.87 +11.03 0.9 2.9 0.5 1.2 1.4 1.0 -1.0 2.3 -2.3 3.1 1.0 0.2
2013
 +8.15 +6.55 2.2 0.8 1.8 2.4 -1.4 -1.5 1.9 -2.8 1.9 2.5 -0.2 0.5
2012
 +12.84 +10.91 4.0 1.6 1.5 0.8 -3.1 3.3 1.2 1.1 0.4 -0.2 0.4 1.4
2011
 +3.16 +0.19 1.6 2.3 -0.1 2.5 0.3 -1.3 -0.4 -3.2 -5.8 7.8 -2.0 2.1
2010
 +14.75 +13.06 -1.8 2.9 4.0 2.4 -4.4 -1.6 5.8 -0.8 3.5 2.2 -0.7 2.9
2009
 +25.31 +21.99 -7.7 -12.7 6.2 13.5 5.9 0.8 7.5 2.5 4.5 -2.3 3.2 4.0
2008
 -21.78 -21.85 0.5 -1.3 0.1 4.0 0.1 -6.4 -0.2 0.7 -8.5 -11.8 -8.0 8.3
2007
 -3.54 -7.32 2.4 -0.4 0.0 1.1 0.6 -2.8 -3.2 2.1 1.5 1.3 -4.3 -1.6
2006
 +14.28 +11.45 2.6 0.9 1.3 -0.6 -1.3 0.9 1.2 2.3 1.5 2.6 2.2 0.0
2005
 +5.27 +1.79 -1.9 1.3 -1.5 1.1 2.1 1.4 2.1 -0.5 -0.2 -1.4 2.2 0.5
2004
 +12.11 +8.58 2.1 1.1 1.2 -4.3 0.8 1.1 -0.2 2.7 1.0 1.9 1.6 2.7
2003
 +22.26 +20.00 0.5 0.7 1.0 3.7 3.5 1.7 0.6 1.3 1.7 1.8 1.4 2.3
2002
 -0.78 -3.08 0.0 0.0 2.0 -0.1 0.0 -0.9 -3.1 1.3 -2.4 -1.2 3.4 0.2
2001
 +5.55 +3.93 2.2 -1.4 -0.9 1.8 1.1 0.9 0.5 0.4 -3.3 0.9 3.0 0.5
2000
 +5.79 +2.32 -0.9 0.1 2.2 -0.2 -1.1 3.1 2.2 1.2 -0.1 -1.8 -1.7 2.9
1999
 +4.89 +2.15 0.6 -1.2 1.1 3.1 -0.4 0.5 -1.5 -0.6 -1.3 0.9 0.7 2.9
1998
 +5.13 +3.46 0.6 1.4 1.9 -0.2 -0.2 1.2 -1.7 -5.4 2.9 0.7 2.6 1.4
1997
 +16.74 +14.79 1.4 0.7 -0.9 0.7 3.0 2.6 3.4 -0.8 3.8 -0.9 1.3 1.5
1996
 +16.21 +12.47 1.1 0.4 0.3 0.5 1.5 0.5 -0.8 1.8 2.3 1.6 3.8 2.0
1995
 +20.42 +17.44 0.9 2.6 1.0 1.6 3.5 1.5 1.4 1.1 1.7 -0.1 1.8 1.9
1994
 -3.20 -5.72 1.8 -0.8 -3.0 -0.7 -0.1 -0.8 1.1 1.5 -1.4 -0.6 -2.2 2.0
1993
 +14.00 +10.95 2.7 2.6 2.9 -0.8 0.5 1.7 0.8 1.9 1.4 0.7 -1.8 0.7
1992
 +13.92 +10.70 2.3 1.0 -0.4 0.9 2.3 -0.1 3.0 0.6 1.2 -0.5 1.6 1.4

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
  • VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
  • 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 60/40 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
Stocks/Bonds 60/40 Momentum
 +9.67 9.35 -32.52 60 40 0
Stocks/Bonds 80/20
 +8.97 12.23 -41.09 80 20 0
Simple Path to Wealth
JL Collins 		+8.74 11.50 -38.53 75 25 0
Seven Value
Scott Burns 		+8.41 11.18 -41.22 71.5 28.5 0
Yale Endowment
David Swensen 		+8.35 10.67 -39.48 70 30 0
Talmud Portfolio
Roger Gibson 		+8.27 10.53 -40.17 66.7 33.3 0
Six Ways from Sunday
Scott Burns 		+8.16 10.79 -39.14 66.7 33.3 0
Sheltered Sam 70/30
Bill Bernstein 		+8.10 10.51 -39.73 67.9 30 2.1
Couch Potato
Scott Burns 		+8.06 8.58 -27.04 50 50 0
Stocks/Bonds 40/60 Momentum
 +8.04 6.77 -21.11 40 60 0
Lazy Portfolio
David Swensen 		+8.02 10.64 -40.89 70 30 0
Family Taxable Portfolio
Ted Aronson 		+8.00 11.40 -38.46 70 30 0
Stocks/Bonds 60/40
 +8.00 9.35 -30.55 60 40 0
Edge Select Moderately Aggressive
Merrill Lynch 		+7.87 10.89 -38.23 69 31 0
Jane Bryant Quinn Portfolio
Jane Bryant Quinn 		+7.82 10.53 -39.55 70 30 0
Coffeehouse
Bill Schultheis 		+7.78 9.41 -33.93 60 40 0
Golden Butterfly
 +7.70 7.36 -17.79 40 40 20
No Brainer Portfolio
Bill Bernstein 		+7.65 11.54 -40.40 75 25 0
Sheltered Sam 60/40
Bill Bernstein 		+7.60 9.07 -34.12 58.2 40 1.8
Five Fold
Scott Burns 		+7.54 9.53 -37.94 60 40 0
Robo Advisor 50
Betterment 		+7.53 9.11 -30.72 49.9 50.1 0
Pinwheel
 +7.53 10.28 -36.89 65 25 10
Tilt Toward Value
Time Inc 		+7.53 9.16 -34.63 60 40 0
Dimensional 2030 Retirement Income
DFA 		+7.46 9.06 -31.78 55.9 44.1 0
Margaritaville
Scott Burns 		+7.36 10.67 -38.70 67 33 0
Marc Faber Portfolio
Marc Faber 		+7.35 9.37 -28.82 50 25 25
Nano Portfolio
John Wasik 		+7.34 9.43 -36.66 60 40 0
Simple Money Portfolio
Tim Maurer 		+7.32 8.89 -32.39 60 40 0
All Weather Portfolio
Ray Dalio 		+7.29 7.01 -20.19 30 55 15
Sandwich Portfolio
Bob Clyatt 		+7.29 8.11 -28.96 55 45 0
Edge Select Moderate
Merrill Lynch 		+7.28 8.69 -29.58 53 47 0
Simple and Cheap
Time Inc 		+7.26 9.15 -34.84 60 40 0
Coward's Portfolio
Bill Bernstein 		+7.24 8.94 -32.68 60 40 0
Ultimate Buy&Hold
FundAdvice 		+7.24 9.09 -34.23 60 40 0
Big Rocks Portfolio
Larry Swedroe 		+7.17 8.97 -33.80 60 40 0
Global Market Portfolio
Credit Suisse 		+7.14 7.93 -25.90 45 55 0
LifeStrategy Moderate Growth
Vanguard 		+7.10 9.29 -33.52 60 40 0
Dynamic 60/40 Income
 +7.10 9.11 -41.44 60 40 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return▾ Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum
 +9.67 9.35 -32.52 60 40 0
Simple Path to Wealth
JL Collins 		+8.74 11.50 -38.53 75 25 0
Seven Value
Scott Burns 		+8.41 11.18 -41.22 71.5 28.5 0
Late Sixties and Beyond
Burton Malkiel 		+8.41 11.45 -41.80 71 29 0
Yale Endowment
David Swensen 		+8.35 10.67 -39.48 70 30 0
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