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 3.74% compound annual return, with a 17.91% standard deviation (Last Update: October 2019).
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 % | VWO | Vanguard FTSE Emerging Markets | Equity, Emerging Markets, Large Cap |
Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).
Historical Returns
Emerging Markets Portfolio - Historical returns and stats:
| Range | Returns Oct 2019 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+3.95%
|
0.00%
|
1 - 0 | |
|
YTD
|
+12.23%
|
-6.38%
May 2019 - May 2019
|
6 - 4 | |
|
1Y
|
+13.72%
|
14.88%
|
-6.38%
May 2019 - May 2019
|
7 - 5 |
|
3Y
|
+6.20%
annualized
|
13.93%
|
-22.52%
Feb 2018 - Oct 2018
|
19 - 17 |
|
5Y
|
+2.29%
annualized
|
15.26%
|
-28.01%
May 2015 - Feb 2016
|
29 - 31 |
|
10Y
|
+3.74%
annualized
|
17.91%
|
-30.74%
May 2011 - Feb 2016
|
61 - 59 |
|
MAX
Dec 1994
|
+6.01%
annualized
|
22.67%
|
-61.73%
Nov 2007 - Feb 2009
|
166 - 132 |
* Annualized St.Dev. of monthly returns
Best Very High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | #ETF | Stocks | Bonds | Comm. | |
|---|---|---|---|---|---|---|
| US Stocks |
+13.64% | 1 | 100 | 0 | 0 | |
| Warren Buffett |
+12.48% | 2 | 90 | 10 | 0 | |
| Second Grader's Starter Paul Farrell |
+10.24% | 3 | 90 | 10 | 0 | |
| Ultimate Buy and Hold Strategy Paul Merriman |
+10.18% | 10 | 100 | 0 | 0 | |
| Core Four Rick Ferri |
+9.81% | 4 | 80 | 20 | 0 |
Capital Growth
Drawdowns
Rolling Returns
Emerging Markets Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+9.63% |
+88.37% Mar 2009 - Feb 2010 |
-56.27% Dec 2007 - Nov 2008 |
36.59% |
| 2 Years |
+7.69% |
+51.09% Mar 2009 - Feb 2011 |
-25.91% Sep 1996 - Aug 1998 |
40.73% |
| 3 Years |
+7.04% |
+45.41% Apr 2003 - Mar 2006 |
-15.31% Sep 1995 - Aug 1998 |
33.84% |
| 5 Years |
+7.36% |
+39.76% Nov 2002 - Oct 2007 |
-8.82% Aug 1997 - Jul 2002 |
23.01% |
| 7 Years |
+7.88% |
+23.91% Dec 2000 - Nov 2007 |
-4.75% Apr 1996 - Mar 2003 |
11.63% |
| 10 Years |
+9.04% |
+17.52% Sep 1998 - Aug 2008 |
+0.02% Nov 2007 - Oct 2017 |
0.00% |
| 15 Years |
+8.93% |
+12.42% Apr 2003 - Mar 2018 |
+6.30% Aug 1997 - Jul 2012 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
Yearly Returns - Monthly Returns Heatmap
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2019 |
+12.23% | 9.7 | -0.4 | 2.3 | 2.1 | -6.4 | 5.4 | -1.8 | -3.3 | 0.9 | 4.0 | ||
| 2018 |
-14.77% | 8.6 | -5.4 | -0.2 | -2.8 | -2.3 | -4.8 | 4.0 | -4.2 | -1.4 | -7.7 | 4.8 | -3.3 |
| 2017 |
+31.48% | 5.8 | 2.3 | 2.8 | 1.6 | 1.0 | 0.9 | 5.3 | 3.0 | -0.5 | 2.4 | -0.3 | 3.7 |
| 2016 |
+12.21% | -5.8 | -0.3 | 12.7 | 1.0 | -3.2 | 4.9 | 5.1 | 0.8 | 2.1 | 0.3 | -4.1 | -0.7 |
| 2015 |
-15.81% | -0.2 | 4.7 | -2.1 | 7.4 | -3.6 | -2.5 | -6.3 | -9.9 | -2.9 | 5.3 | -2.3 | -3.4 |
| 2014 |
-0.07% | -8.4 | 3.2 | 4.6 | 0.9 | 3.1 | 3.2 | 1.4 | 3.8 | -7.2 | 2.2 | -1.1 | -4.7 |
| 2013 |
-4.92% | 0.1 | -2.4 | -1.3 | 2.0 | -5.1 | -5.3 | 0.7 | -3.4 | 7.3 | 4.3 | -0.9 | -0.3 |
| 2012 |
+19.20% | 10.8 | 5.4 | -2.6 | -2.1 | -10.7 | 5.0 | 0.2 | 0.3 | 5.3 | -0.6 | 1.3 | 7.1 |
| 2011 |
-18.76% | -3.5 | -0.2 | 5.5 | 3.4 | -2.9 | -1.0 | -0.6 | -9.1 | -18.4 | 15.9 | -1.7 | -4.2 |
| 2010 |
+19.47% | -6.7 | 1.9 | 8.2 | -0.2 | -9.2 | -0.6 | 10.2 | -2.6 | 11.4 | 3.1 | -2.8 | 7.6 |
| 2009 |
+76.28% | -8.9 | -2.4 | 12.4 | 17.4 | 17.9 | -2.5 | 10.9 | -0.7 | 10.0 | -2.4 | 7.2 | 3.1 |
| 2008 |
-52.49% | -9.0 | 2.9 | -3.7 | 8.4 | 1.8 | -9.8 | -4.7 | -7.9 | -15.6 | -27.3 | -8.7 | 7.6 |
| 2007 |
+37.26% | 0.1 | -2.3 | 4.3 | 3.8 | 6.7 | 4.6 | 3.5 | -0.0 | 9.8 | 13.0 | -8.5 | -1.0 |
| 2006 |
+29.36% | 11.6 | -2.2 | 1.2 | 7.8 | -11.3 | -0.1 | 1.9 | 1.5 | 1.1 | 5.1 | 7.3 | 4.0 |
| 2005 |
+32.05% | -0.1 | 8.9 | -6.7 | -2.9 | 3.4 | 3.3 | 6.9 | 1.0 | 8.6 | -6.6 | 8.0 | 6.2 |
| 2004 |
+26.12% | 3.1 | 4.2 | 0.4 | -7.9 | -0.9 | -0.1 | -1.8 | 4.1 | 5.6 | 2.3 | 10.2 | 5.3 |
| 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 2005, 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:
VWO - Vanguard FTSE Emerging Markets: simulated historical serie, up to December 2005