Last Update: 31 December 2020
The Emerging Markets Portfolio is exposed for 100% on the Stock Market.
It's a Very High Risk portfolio and it can be replicated with 1 ETF.
In the last 10 years, the portfolio obtained a 2.95% compound annual return, with a 18.39% standard deviation.
In 2020, the portfolio granted a 1.68% dividend yield. If you are interested in getting periodic income, please refer to the Emerging Markets Portfolio: Dividend Yield page.
Asset Allocation and ETFs
The Emerging Markets Portfolio has the following asset allocation:
The Emerging Markets Portfolio can be replicated with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 100.00 % | EEM | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap |
Portfolio and ETF Returns
The Emerging Markets Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
|---|---|---|---|---|---|---|---|
| Emerging Markets Portfolio | +7.14 | +18.41 | +30.55 | +17.03 | +5.42 | +12.26 | +2.95 |
| Components | |||||||
| EEM - iShares MSCI Emerging Markets | +7.14 | +18.41 | +30.55 | +17.03 | +5.42 | +12.26 | +2.95 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
If you are interested in getting periodic income, please refer to the Emerging Markets Portfolio: Dividend Yield page.
Historical Returns
Emerging Markets Portfolio - Historical returns and stats.
| Period | Returns Dec 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+7.14%
|
0.00%
|
1 - 0 | |
|
3M
|
+18.41%
|
0.00%
|
3 - 0 | |
|
6M
|
+30.55%
|
-1.01%
Sep 2020 - Sep 2020
|
5 - 1 | |
|
YTD
|
+17.03%
|
24.27%
|
-23.94%
Jan 2020 - Mar 2020
|
8 - 4 |
|
1Y
|
+17.03%
|
24.27%
|
-23.94%
Jan 2020 - Mar 2020
|
8 - 4 |
|
3Y
|
+5.42%
annualized
|
19.95%
|
-29.72%
Feb 2018 - Mar 2020
|
19 - 17 |
|
5Y
|
+12.26%
annualized
|
17.65%
|
-29.72%
Feb 2018 - Mar 2020
|
35 - 25 |
|
10Y
|
+2.95%
annualized
|
18.39%
|
-32.70%
May 2011 - Feb 2016
|
60 - 60 |
|
MAX
01 Jan 1995
|
+6.48%
annualized
|
22.91%
|
-60.44%
Nov 2007 - Feb 2009
|
176 - 136 |
* Annualized St.Dev. of monthly returns
Best Very High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
|---|---|---|---|---|---|---|
| Technology |
+20.35% | 100 | 0 | 0 | Compare | |
| US Stocks |
+13.77% | 100 | 0 | 0 | Compare | |
| Warren Buffett |
+12.76% | 90 | 10 | 0 | Compare | |
| Stocks/Bonds 80/20 |
+11.86% | 80 | 20 | 0 | Compare | |
| Second Grader's Starter Paul Farrell |
+10.28% | 90 | 10 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Emerging Markets Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+9.05% |
+86.53% Mar 2009 - Feb 2010 |
-54.34% Dec 2007 - Nov 2008 |
37.21% |
| 2 Years |
+7.16% |
+49.17% Mar 2003 - Feb 2005 |
-25.91% Sep 1996 - Aug 1998 |
42.91% |
| 3 Years |
+6.68% |
+45.77% Apr 2003 - Mar 2006 |
-15.31% Sep 1995 - Aug 1998 |
34.66% |
| 5 Years |
+7.00% |
+38.98% Nov 2002 - Oct 2007 |
-8.82% Aug 1997 - Jul 2002 |
24.11% |
| 7 Years |
+7.35% |
+23.59% Dec 2000 - Nov 2007 |
-4.75% Apr 1996 - Mar 2003 |
13.54% |
| 10 Years |
+8.36% |
+17.56% Sep 1998 - Aug 2008 |
-0.03% Apr 2010 - Mar 2020 |
0.52% |
| 15 Years |
+8.41% |
+12.28% Apr 2003 - Mar 2018 |
+4.79% Apr 2005 - Mar 2020 |
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 Emerging Markets Portfolio: Rolling Returns page.
Seasonality and Yearly/Monthly Returns
Emerging Markets Portfolio Seasonality
| Months | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average | 0.2 | 0.5 | 1.2 | 2.9 | -0.8 | 0.4 | 0.8 | -2.1 | 0.2 | 1.0 | 1.5 | 3.1 |
| Best |
14.2 2006 |
11.9 1998 |
16.9 2009 |
15.6 2009 |
15.9 2009 |
7.9 1999 |
11.0 2009 |
6.4 2003 |
11.8 2010 |
16.3 2011 |
10.0 2004 |
14.3 1999 |
| Worst |
-10.7 1995 |
-8.7 2001 |
-15.8 2020 |
-9.8 2004 |
-12.5 1998 |
-9.3 1998 |
-8.5 2002 |
-26.1 1998 |
-17.9 2011 |
-25.6 2008 |
-9.8 2000 |
-4.3 2011 |
| Gain Frequency |
46 | 54 | 58 | 69 | 50 | 58 | 58 | 50 | 54 | 62 | 54 | 65 |
Detail of Monthly Returns
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
+17.03% | -6.2 | -3.8 | -15.8 | 7.4 | 3.0 | 6.6 | 8.3 | 2.9 | -1.0 | 1.4 | 9.0 | 7.1 |
| 2019 |
+18.20% | 10.3 | -1.5 | 1.1 | 2.4 | -7.3 | 6.2 | -2.7 | -3.8 | 1.7 | 4.2 | -0.1 | 7.7 |
| 2018 |
-15.31% | 8.3 | -5.9 | 0.5 | -2.8 | -2.6 | -4.5 | 3.5 | -3.8 | -0.6 | -8.8 | 4.9 | -3.5 |
| 2017 |
+37.28% | 6.7 | 1.7 | 3.7 | 1.7 | 2.9 | 0.9 | 5.8 | 2.4 | 0.0 | 3.3 | -0.4 | 3.8 |
| 2016 |
+10.87% | -5.0 | -0.8 | 13.0 | 0.4 | -3.7 | 4.6 | 5.4 | 0.9 | 2.5 | -0.8 | -4.4 | -0.3 |
| 2015 |
-16.18% | -0.7 | 4.4 | -1.5 | 6.9 | -4.1 | -2.9 | -6.3 | -8.8 | -3.1 | 6.4 | -2.5 | -3.8 |
| 2014 |
-3.93% | -8.6 | 3.4 | 3.9 | 0.8 | 3.0 | 2.4 | 1.4 | 2.8 | -7.8 | 1.4 | -1.5 | -4.0 |
| 2013 |
-3.69% | -0.3 | -2.3 | -1.0 | 1.2 | -4.8 | -5.4 | 1.3 | -2.5 | 7.2 | 4.2 | -0.3 | -0.4 |
| 2012 |
+19.10% | 11.0 | 5.3 | -3.1 | -1.7 | -10.7 | 5.1 | 0.0 | 0.4 | 5.2 | -0.4 | 1.6 | 6.8 |
| 2011 |
-18.82% | -3.8 | 0.0 | 6.3 | 2.7 | -2.9 | -0.9 | -1.0 | -9.3 | -17.9 | 16.3 | -2.0 | -4.3 |
| 2010 |
+16.51% | -7.8 | 1.8 | 8.1 | -0.2 | -9.4 | -1.4 | 10.9 | -3.2 | 11.8 | 3.0 | -2.9 | 7.3 |
| 2009 |
+68.93% | -9.3 | -6.3 | 16.9 | 15.6 | 15.9 | -2.3 | 11.0 | -1.3 | 10.2 | -3.4 | 7.9 | 3.3 |
| 2008 |
-48.88% | -8.9 | 2.0 | -3.8 | 9.1 | 3.2 | -9.3 | -5.5 | -6.3 | -14.7 | -25.6 | -9.8 | 10.4 |
| 2007 |
+33.31% | 0.1 | -3.2 | 5.3 | 3.7 | 5.1 | 3.7 | 0.7 | 1.0 | 11.6 | 11.9 | -7.7 | -1.4 |
| 2006 |
+31.19% | 14.2 | -3.9 | 2.2 | 6.5 | -11.1 | 0.2 | 2.3 | 1.6 | -0.9 | 7.1 | 6.0 | 5.4 |
| 2005 |
+32.62% | -0.5 | 9.7 | -7.9 | -1.3 | 3.2 | 4.0 | 7.7 | 1.3 | 8.7 | -6.3 | 5.8 | 6.1 |
| 2004 |
+24.63% | 2.4 | 4.0 | 0.6 | -9.8 | 1.2 | 0.9 | -3.6 | 3.5 | 7.0 | 2.9 | 10.0 | 4.7 |
| 2003 |
+57.65% | 0.1 | -3.8 | -2.0 | 8.8 | 6.4 | 5.9 | 7.0 | 6.4 | 0.8 | 9.1 | 1.1 | 7.8 |
| 2002 |
-7.43% | 2.9 | 2.7 | 4.5 | 0.3 | -0.4 | -8.2 | -8.5 | 1.4 | -10.7 | 6.6 | 7.1 | -3.3 |
| 2001 |
-2.88% | 11.8 | -8.7 | -10.4 | 9.3 | 1.5 | -2.1 | -6.7 | -1.0 | -15.6 | 6.6 | 9.3 | 7.7 |
| 2000 |
-27.56% | -4.9 | 3.5 | -0.9 | -7.5 | -5.3 | 6.3 | -5.2 | 1.5 | -6.1 | -7.6 | -9.8 | 6.0 |
| 1999 |
+61.57% | -2.9 | 2.2 | 11.7 | 15.4 | -4.2 | 7.9 | -3.4 | -1.0 | -0.5 | 3.8 | 8.1 | 14.3 |
| 1998 |
-18.12% | -8.0 | 11.9 | 3.6 | -1.0 | -12.5 | -9.3 | 1.8 | -26.1 | 9.4 | 15.4 | 6.3 | -3.1 |
| 1997 |
-16.82% | 5.1 | 3.0 | -3.2 | -1.6 | 4.5 | 3.9 | 1.5 | -15.1 | 5.2 | -18.1 | -1.4 | 1.3 |
| 1996 |
+15.83% | 10.2 | -1.6 | 1.5 | 2.7 | 1.5 | 0.0 | -6.7 | 3.1 | 2.3 | -1.5 | 3.5 | 0.6 |
| 1995 |
+0.56% | -10.7 | 0.4 | -1.0 | 5.2 | 7.7 | -0.6 | 2.9 | -2.4 | 0.2 | -4.3 | 0.4 | 4.1 |
* Note: Portofolio Returns, up to December 2003, 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:
EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003