Emerging Markets Portfolio: ETF allocation and returns

The Emerging Markets Portfolio is exposed for 100% on the Stock Market.

In the last 10 years, it obtained a 5.52% compound annual return, with a 18.39% standard deviation (*).

(*) Last Update: June 2019

The Emerging Markets Portfolio has the following asset allocation:

        100% Stocks
      
        0% Fixed Income
      
        0% Commodities

The Emerging Markets Portfolio can be replicated with the following ETFs:

Weight		ETF: Ticker - Name	Investment Themes
100.00 %		VWO - Vanguard FTSE Emerging Markets	Equity, Emerging Markets, Large Cap

Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at each January 1st).

Last Update: June 2019.

Capital Growth and Historical Returns

An investment of 1000$, since January 1995, now would be worth 4272.06$, with a total return of 327.21% (6.11% annualized).

Capital Growth:

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

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Range	Returns Jun 2019	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+5.37%		0.00%	1 - 0
YTD	+12.61%		-6.38% May 2019 - May 2019	4 - 2
1Y	+3.56%	17.30%	-12.72% Aug 2018 - Oct 2018	6 - 6
3Y	+9.25% annualized	13.80%	-22.52% Feb 2018 - Oct 2018	21 - 15
5Y	+2.34% annualized	15.54%	-29.24% Sep 2014 - Feb 2016	30 - 30
10Y	+5.52% annualized	18.39%	-30.74% May 2011 - Feb 2016	61 - 59
MAX Dec 1994	+6.11% annualized	22.79%	-61.73% Nov 2007 - Feb 2009	164 - 130

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Worst drawdowns since June 2009.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-30.74%	May 2011	Feb 2016	58	Jul 2017	17	75
-22.52%	Feb 2018	Oct 2018	9	in progress	8	17
-9.87%	Apr 2010	Jun 2010	3	Sep 2010	3	6
-6.73%	Jan 2010	Jan 2010	1	Mar 2010	2	3
-3.61%	Jan 2011	Feb 2011	2	Mar 2011	1	3
-2.84%	Nov 2010	Nov 2010	1	Dec 2010	1	2
-2.41%	Oct 2009	Oct 2009	1	Nov 2009	1	2
-0.71%	Aug 2009	Aug 2009	1	Sep 2009	1	2
-0.49%	Sep 2017	Sep 2017	1	Oct 2017	1	2
-0.34%	Nov 2017	Nov 2017	1	Dec 2017	1	2

Worst drawdowns since December 1994.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-61.73%	Nov 2007	Feb 2009	16	Oct 2017	104	120
-54.00%	Aug 1997	Aug 1998	13	Jan 2004	65	78
-22.52%	Feb 2018	Oct 2018	9	in progress	8	17
-11.37%	May 2006	Jun 2006	2	Nov 2006	5	7
-11.23%	Jan 1995	Mar 1995	3	May 1995	2	5
-10.41%	Apr 2004	Jul 2004	4	Oct 2004	3	7
-9.40%	Mar 2005	Apr 2005	2	Jul 2005	3	5
-6.73%	Jul 1996	Jul 1996	1	Nov 1996	4	5
-6.57%	Oct 2005	Oct 2005	1	Nov 2005	1	2
-6.44%	Aug 1995	Oct 1995	3	Jan 1996	3	6
-4.74%	Mar 1997	Apr 1997	2	Jun 1997	2	4
-2.32%	Feb 2007	Feb 2007	1	Mar 2007	1	2
-2.15%	Feb 2006	Feb 2006	1	Apr 2006	2	3
-1.60%	Feb 1996	Feb 1996	1	Apr 1996	2	3
-0.55%	Jun 1995	Jun 1995	1	Jul 1995	1	2
-0.34%	Nov 2017	Nov 2017	1	Dec 2017	1	2
-0.14%	Jan 2005	Jan 2005	1	Feb 2005	1	2
-0.01%	Aug 2007	Aug 2007	1	Sep 2007	1	2

Rolling Returns

Emerging Markets Portfolio: annualized rolling and average returns

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	*Return ()**
Rolling Period	Average	Best	Worst
1 Year	+9.72%	+88.37% Mar 2009 - Feb 2010	-56.27% Dec 2007 - Nov 2008
2 Years	+7.81%	+51.09% Mar 2009 - Feb 2011	-25.91% Sep 1996 - Aug 1998
3 Years	+7.06%	+45.41% Apr 2003 - Mar 2006	-15.31% Sep 1995 - Aug 1998
5 Years	+7.46%	+39.76% Nov 2002 - Oct 2007	-8.82% Aug 1997 - Jul 2002
7 Years	+7.98%	+23.91% Dec 2000 - Nov 2007	-4.75% Apr 1996 - Mar 2003
10 Years	+9.16%	+17.52% Sep 1998 - Aug 2008	+0.02% Nov 2007 - Oct 2017
15 Years	+8.97%	+12.42% Apr 2003 - Mar 2018	+6.30% Aug 1997 - Jul 2012

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2019	+12.61%	9.7	-0.4	2.3	2.1	-6.4	5.4
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