Data Source: from January 1976 to October 2022 (~47 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 03:59PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
2.19%
1 Day
Nov 29 2022, 03:59PM Eastern Time
12.39%
Current Month
November 2022
The Emerging Markets Stocks Portfolio is a Very High Risk portfolio and can be implemented with 1 ETF.
It's exposed for 100% on the Stock Market.
In the last 30 Years, the Emerging Markets Stocks Portfolio obtained a 5.66% compound annual return, with a 23.02% standard deviation.
Asset Allocation and ETFs
The Emerging Markets Stocks Portfolio has the following asset allocation:
The Emerging Markets Stocks Portfolio can be implemented with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 100.00 % | EEM | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap |
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 Emerging Markets Stocks Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends
EMERGING MARKETS STOCKS PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 03:59PM 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
(~47Y) |
|
| Emerging Markets Stocks Portfolio | 2.19 | 12.39 | -1.98 | -18.62 | -31.25 | -3.80 | 0.20 | 5.66 | 7.17 | |
| US Inflation Adjusted return | -2.37 | -21.05 | -36.19 | -7.37 | -2.30 | 3.08 | 3.39 | |||
| Components | ||||||||||
|
EEM iShares MSCI Emerging Markets |
2.19 |
03:59PM Nov 29 2022 |
12.39 | -1.98 | -18.62 | -31.25 | -3.80 | 0.20 | 5.66 | 7.33 |
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) 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 Emerging Markets Stocks Portfolio, updated as of 31 October 2022.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends
EMERGING MARKETS STOCKS PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1976 - 31 October 2022 (~47 years)
Swipe left to see all data
| Metrics as of Oct 31, 2022 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~47Y) |
|
| Portfolio Return (%) |
-1.98 | -14.44 | -18.62 | -31.25 | -5.01 | -3.80 | 0.20 | 7.59 | 5.66 | 7.17 |
| US Inflation (%) | 0.41 | 0.59 | 3.08 | 7.75 | 5.01 | 3.85 | 2.57 | 2.52 | 2.51 | 3.65 |
| Infl. Adjusted Return (%) |
-2.37 | -14.94 | -21.05 | -36.19 | -9.55 | -7.37 | -2.30 | 4.95 | 3.08 | 3.39 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 11.99 | 18.29 | 17.60 | 16.23 | 21.14 | 23.02 | 24.10 | |||
| Sharpe Ratio | -2.67 | -0.30 | -0.27 | -0.02 | 0.31 | 0.15 | 0.13 | |||
| Sortino Ratio | -3.37 | -0.39 | -0.37 | -0.03 | 0.42 | 0.21 | 0.18 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -31.25 | -36.52 | -36.52 | -36.52 | -60.44 | -60.44 | -60.44 | |||
| Start (yyyy mm) | 2021 11 | 2021 07 | 2021 07 | 2021 07 | 2007 11 | 2007 11 | 2007 11 | |||
| Bottom (yyyy mm) | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2009 02 | 2009 02 | 2009 02 | |||
| Start to Bottom (# months) | 12 | 16 | 16 | 16 | 16 | 16 | 16 | |||
| Start to Recovery (# months) in progress |
> 12
|
> 16
|
> 16
|
> 16
|
120
|
120
|
120
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 111.70 | 60.25 | 49.02 | 25.17 | 18.64 | 12.59 | ||||
| Worst Return (%) | -54.34 | -18.57 | -10.37 | -2.16 | 4.57 | 5.66 | ||||
| % Positive Periods | 65% | 69% | 75% | 97% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 0 | 1 | 2 | 18 | 29 | 61 | 133 | 200 | 314 |
| Negative | 1 | 3 | 5 | 10 | 18 | 31 | 59 | 107 | 160 | 248 |
| % Positive | 0% | 0% | 17% | 17% | 50% | 48% | 51% | 55% | 56% | 56% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 38.05 | 20.08 | 10.44 | 13.70 | 6.44 | 3.72 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.00 | 4.72 | 2.99 | 3.28 | ||||
- 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 Dividends
In 2021, the Emerging Markets Stocks Portfolio granted a 1.89% dividend yield. If you are interested in getting periodic income, please refer to the Emerging Markets Stocks Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Oct 31, 2022
An investment of 1000$, since November 1992,
now would be worth 5223.04$, with a total return of 422.30% (5.66% annualized).
The Inflation Adjusted Capital now would be 2485.23$, with a net total return of 148.52% (3.08% annualized).
The Inflation Adjusted Capital now would be 2485.23$, with a net total return of 148.52% (3.08% annualized).
An investment of 1000$, since January 1976,
now would be worth 25616.73$, with a total return of 2461.67% (7.17% annualized).
The Inflation Adjusted Capital now would be 4770.71$, with a net total return of 377.07% (3.39% annualized).
The Inflation Adjusted Capital now would be 4770.71$, with a net total return of 377.07% (3.39% annualized).
Drawdowns
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Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -60.44% | Nov 2007 | Feb 2009 | 16 | Oct 2017 | 104 | 120 |
| -54.22% | Feb 1994 | Aug 1998 | 55 | Jan 2004 | 65 | 120 |
| -36.52% | Jul 2021 | Oct 2022 | 16 | in progress | 16 | |
| -29.69% | Feb 2018 | Mar 2020 | 26 | Nov 2020 | 8 | 34 |
| -11.25% | Apr 2004 | Jul 2004 | 4 | Oct 2004 | 3 | 7 |
| -11.14% | May 2006 | May 2006 | 1 | Nov 2006 | 6 | 7 |
| -9.06% | Mar 2005 | Apr 2005 | 2 | Jul 2005 | 3 | 5 |
| -6.34% | Oct 2005 | Oct 2005 | 1 | Dec 2005 | 2 | 3 |
| -6.23% | Nov 1992 | Dec 1992 | 2 | Jan 1993 | 1 | 3 |
| -5.91% | May 1993 | May 1993 | 1 | Jun 1993 | 1 | 2 |
| -3.85% | Feb 2006 | Feb 2006 | 1 | Apr 2006 | 2 | 3 |
| -3.24% | Feb 2007 | Feb 2007 | 1 | Mar 2007 | 1 | 2 |
| -2.61% | Nov 1993 | Nov 1993 | 1 | Dec 1993 | 1 | 2 |
| -1.11% | Sep 1993 | Sep 1993 | 1 | Oct 1993 | 1 | 2 |
| -0.73% | Mar 2021 | Mar 2021 | 1 | Apr 2021 | 1 | 2 |
| -0.53% | Jan 2005 | Jan 2005 | 1 | Feb 2005 | 1 | 2 |
| -0.39% | Nov 2017 | Nov 2017 | 1 | Dec 2017 | 1 | 2 |
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Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -60.44% | Nov 2007 | Feb 2009 | 16 | Oct 2017 | 104 | 120 |
| -55.33% | Mar 1987 | Dec 1987 | 10 | Sep 1989 | 21 | 31 |
| -55.05% | Dec 1980 | Jul 1982 | 20 | May 1986 | 46 | 66 |
| -54.22% | Feb 1994 | Aug 1998 | 55 | Jan 2004 | 65 | 120 |
| -36.52% | Jul 2021 | Oct 2022 | 16 | in progress | 16 | |
| -34.47% | Aug 1990 | Sep 1990 | 2 | Feb 1991 | 5 | 7 |
| -29.69% | Feb 2018 | Mar 2020 | 26 | Nov 2020 | 8 | 34 |
| -23.01% | Jun 1992 | Dec 1992 | 7 | Apr 1993 | 4 | 11 |
| -13.68% | Feb 1980 | Mar 1980 | 2 | Nov 1980 | 8 | 10 |
| -11.25% | Apr 2004 | Jul 2004 | 4 | Oct 2004 | 3 | 7 |
| -11.14% | May 2006 | May 2006 | 1 | Nov 2006 | 6 | 7 |
| -10.62% | Jan 1990 | Apr 1990 | 4 | Jun 1990 | 2 | 6 |
| -9.07% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 |
| -9.06% | Mar 2005 | Apr 2005 | 2 | Jul 2005 | 3 | 5 |
| -7.97% | Feb 1976 | Nov 1976 | 10 | Nov 1977 | 12 | 22 |
| -7.84% | Oct 1978 | Oct 1978 | 1 | Jan 1979 | 3 | 4 |
| -7.61% | Jun 1991 | Jun 1991 | 1 | Aug 1991 | 2 | 3 |
| -7.45% | Nov 1991 | Nov 1991 | 1 | Dec 1991 | 1 | 2 |
| -6.39% | Oct 1979 | Oct 1979 | 1 | Dec 1979 | 2 | 3 |
| -6.36% | Jul 1986 | Jul 1986 | 1 | Aug 1986 | 1 | 2 |
Rolling Returns ( more details)
Emerging Markets Stocks Portfolio: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
11.21 |
111.70 Jan 1991 - Dec 1991 |
-54.34 Dec 2007 - Nov 2008 |
34.66% |
| 2 Years |
9.67 |
64.67 Jan 1988 - Dec 1989 |
-29.06 Aug 1980 - Jul 1982 |
35.44% |
| 3 Years |
9.07 |
60.25 Jan 1989 - Dec 1991 |
-18.57 Oct 1979 - Sep 1982 |
30.93% |
| 5 Years |
8.65 |
49.02 Jan 1989 - Dec 1993 |
-10.37 Feb 1994 - Jan 1999 |
25.05% |
| 7 Years |
8.67 |
36.13 Nov 1987 - Oct 1994 |
-8.52 Dec 1980 - Nov 1987 |
16.49% |
| 10 Years |
9.13 |
25.17 Feb 1984 - Jan 1994 |
-2.16 Jan 1978 - Dec 1987 |
3.16% |
| 15 Years |
9.84 |
18.23 Aug 1982 - Jul 1997 |
-1.21 Nov 2007 - Oct 2022 |
0.52% |
| 20 Years |
9.53 |
18.64 Jan 1988 - Dec 2007 |
4.57 Feb 1994 - Jan 2014 |
0.00% |
| 30 Years |
9.90 |
12.59 Jan 1988 - Dec 2017 |
5.66 Nov 1992 - Oct 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 Emerging Markets Stocks Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Emerging Markets Stocks 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 |
3.13
60% |
-2.95
20% |
-3.64
40% |
0.39
60% |
-0.94
60% |
0.82
60% |
0.47
40% |
-0.88
40% |
-3.06
20% |
-0.82
60% |
1.87
40% |
3.33
80% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
103.13
|
100.09
|
96.44
|
96.82
|
95.91
|
96.69
|
97.15
|
96.29
|
93.34
|
92.58
|
94.30
|
97.44
|
| Best |
10.3 2019 |
0.8 2021 |
1.1 2019 |
7.4 2020 |
3.0 2020 |
6.6 2020 |
8.3 2020 |
2.9 2020 |
1.7 2019 |
4.2 2019 |
9.0 2020 |
7.7 2019 |
| Worst |
-6.2 2020 |
-5.9 2018 |
-15.8 2020 |
-6.1 2022 |
-7.3 2019 |
-5.1 2022 |
-6.4 2021 |
-3.8 2019 |
-11.5 2022 |
-8.8 2018 |
-4.1 2021 |
-3.5 2018 |
Monthly Seasonality over the period Nov 2017 - Oct 2022
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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 |
0.76
40% |
-0.83
40% |
-0.02
50% |
1.29
80% |
-1.15
50% |
0.37
60% |
0.99
60% |
-0.97
50% |
-1.65
30% |
1.03
70% |
0.21
30% |
1.49
50% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.76
|
99.93
|
99.91
|
101.20
|
100.03
|
100.40
|
101.40
|
100.41
|
98.75
|
99.77
|
99.98
|
101.48
|
| Best |
10.3 2019 |
4.4 2015 |
13.0 2016 |
7.4 2020 |
3.0 2020 |
6.6 2020 |
8.3 2020 |
2.9 2020 |
7.2 2013 |
6.4 2015 |
9.0 2020 |
7.7 2019 |
| Worst |
-8.6 2014 |
-5.9 2018 |
-15.8 2020 |
-6.1 2022 |
-7.3 2019 |
-5.3 2013 |
-6.4 2021 |
-8.8 2015 |
-11.5 2022 |
-8.8 2018 |
-4.4 2016 |
-4.0 2014 |
Monthly Seasonality over the period Nov 2012 - Oct 2022
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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 |
1.90
55% |
0.25
51% |
-0.21
49% |
2.30
68% |
0.25
51% |
0.45
57% |
1.17
53% |
-0.15
53% |
-0.88
51% |
0.81
62% |
1.09
57% |
2.98
63% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.90
|
102.15
|
101.93
|
104.27
|
104.54
|
105.00
|
106.23
|
106.07
|
105.14
|
106.00
|
107.15
|
110.34
|
| Best |
20.8 1988 |
13.7 1991 |
16.9 2009 |
15.6 2009 |
15.9 2009 |
16.1 1988 |
18.4 1987 |
16.9 1989 |
13.4 1989 |
21.3 1990 |
11.2 1980 |
32.8 1991 |
| Worst |
-10.7 1995 |
-13.6 1994 |
-21.6 1987 |
-9.8 2004 |
-12.5 1998 |
-14.6 1992 |
-9.7 1982 |
-26.1 1998 |
-17.9 2011 |
-36.0 1987 |
-9.8 2000 |
-8.1 1994 |
Monthly Seasonality over the period Jan 1976 - Oct 2022
Monthly/Yearly Returns
Emerging Markets Stocks Portfolio data source starts from January 1976: 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 1976 - Oct 2022
314 Positive Months (56%) - 248 Negative Months (44%)
MONTHLY RETURNS TABLE
Jan 1976 - Oct 2022
(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 |
| 2022 |
-29.40 | -33.95 | 0.0 | -4.3 | -3.4 | -6.1 | 0.6 | -5.1 | -0.3 | -1.3 | -11.5 | -2.0 | ||
| 2021 |
-3.61 | -9.95 | 3.2 | 0.8 | -0.7 | 1.2 | 1.6 | 0.9 | -6.4 | 1.6 | -3.9 | 1.1 | -4.1 | 1.5 |
| 2020 |
+17.03 | +15.46 | -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 | +15.56 | 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 | -16.90 | 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 | +34.45 | 6.7 | 1.7 | 3.7 | 1.7 | 2.8 | 0.9 | 5.8 | 2.4 | 0.0 | 3.3 | -0.4 | 3.8 |
| 2016 |
+10.87 | +8.62 | -5.0 | -0.8 | 13.0 | 0.4 | -3.7 | 4.6 | 5.4 | 0.9 | 2.5 | -0.8 | -4.4 | -0.2 |
| 2015 |
-16.18 | -16.79 | -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 | -4.65 | -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 | -5.11 | -0.3 | -2.3 | -1.0 | 1.2 | -4.8 | -5.3 | 1.3 | -2.5 | 7.2 | 4.2 | -0.3 | -0.4 |
| 2012 |
+19.10 | +17.06 | 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 | -21.15 | -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 | +14.79 | -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 | +64.46 | -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 | -48.93 | -8.9 | 2.0 | -3.8 | 9.1 | 3.2 | -9.3 | -5.5 | -6.3 | -14.7 | -25.6 | -9.8 | 10.3 |
| 2007 |
+33.31 | +28.08 | 0.1 | -3.2 | 5.3 | 3.7 | 5.1 | 3.7 | 0.7 | 1.0 | 11.6 | 11.9 | -7.6 | -1.4 |
| 2006 |
+31.19 | +27.94 | 14.2 | -3.8 | 2.2 | 6.5 | -11.1 | 0.2 | 2.3 | 1.6 | -0.9 | 7.1 | 6.0 | 5.4 |
| 2005 |
+32.62 | +28.24 | -0.5 | 9.7 | -7.9 | -1.2 | 3.2 | 4.0 | 7.7 | 1.3 | 8.7 | -6.3 | 5.8 | 6.1 |
| 2004 |
+24.63 | +20.70 | 2.4 | 4.0 | 0.6 | -9.8 | 1.2 | 0.9 | -3.6 | 3.5 | 7.0 | 2.8 | 9.9 | 4.7 |
| 2003 |
+57.65 | +54.74 | 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 | -9.58 | 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 | -4.36 | 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 | -29.93 | -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 | +57.35 | -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 | -19.42 | -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 | -18.22 | 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 | +12.10 | 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 | -1.93 | -10.7 | 0.4 | -1.0 | 5.2 | 7.7 | -0.5 | 2.9 | -2.4 | 0.2 | -4.3 | 0.4 | 4.1 |
| 1994 |
-20.17 | -22.25 | 6.3 | -13.6 | -14.2 | 6.9 | 2.7 | -2.6 | 4.8 | 10.2 | -4.2 | 2.5 | -9.1 | -8.1 |
| 1993 |
+100.42 | +95.06 | 14.7 | 0.7 | 10.5 | 3.4 | -5.9 | 11.1 | 5.7 | 6.5 | -1.1 | 12.9 | -2.6 | 18.8 |
| 1992 |
-10.90 | -13.41 | 2.3 | -5.5 | -0.6 | 4.1 | 15.7 | -14.6 | 6.8 | -6.9 | -5.2 | 1.9 | -0.8 | -5.5 |
| 1991 |
+111.70 | +105.41 | 6.8 | 13.7 | -2.4 | 3.3 | 14.3 | -7.6 | 2.2 | 14.7 | 3.2 | 10.2 | -7.5 | 32.8 |
| 1990 |
-1.92 | -7.56 | -5.7 | -1.7 | -1.8 | -1.8 | 9.2 | 5.0 | 16.0 | -21.4 | -16.6 | 21.3 | 1.0 | 2.7 |
| 1989 |
+98.20 | +89.40 | 12.7 | 8.5 | -6.5 | 8.3 | 10.3 | -4.7 | 1.3 | 16.9 | 13.4 | -4.5 | 4.9 | 13.4 |
| 1988 |
+36.81 | +31.02 | 20.8 | 3.5 | -6.7 | 1.9 | -1.8 | 16.1 | -3.1 | -3.2 | 3.3 | 0.5 | 0.0 | 3.7 |
| 1987 |
-46.69 | -48.95 | 14.1 | 4.6 | -21.6 | 0.0 | -11.5 | -1.4 | 18.4 | 0.0 | -4.4 | -36.0 | -7.3 | -2.8 |
| 1986 |
+11.58 | +10.36 | -0.1 | 7.1 | 5.0 | -1.9 | 5.1 | 1.2 | -6.4 | 7.2 | -9.1 | 5.4 | 2.2 | -3.3 |
| 1985 |
+27.58 | +22.91 | 7.3 | 1.1 | -0.3 | -0.6 | 5.8 | 1.2 | -0.5 | -1.0 | -3.5 | 4.2 | 6.9 | 4.6 |
| 1984 |
+16.85 | +12.42 | 0.4 | -2.4 | 2.5 | 1.6 | -4.3 | 3.0 | -0.5 | 11.4 | 0.8 | 1.0 | -0.1 | 3.2 |
| 1983 |
+14.20 | +10.03 | 2.8 | 1.9 | 3.0 | 7.2 | -1.4 | 3.3 | -3.9 | 1.4 | 0.8 | -2.0 | 1.9 | -1.2 |
| 1982 |
-31.65 | -34.17 | -5.9 | -10.0 | -5.9 | -0.7 | -9.0 | -8.2 | -9.7 | 11.5 | -5.0 | 11.2 | 0.6 | -3.3 |
| 1981 |
-20.21 | -26.74 | -5.7 | 0.8 | 2.5 | -3.6 | -0.7 | -2.3 | -1.4 | -7.4 | -7.1 | 4.4 | 3.5 | -4.7 |
| 1980 |
+6.80 | -5.08 | 3.9 | -1.6 | -12.3 | 2.3 | 3.8 | 0.9 | 5.3 | -0.6 | 1.0 | 0.3 | 11.2 | -5.6 |
| 1979 |
+19.35 | +5.34 | 4.2 | -2.8 | 5.8 | 0.5 | -1.6 | 4.1 | 1.2 | 6.2 | 0.3 | -6.4 | 5.2 | 1.8 |
| 1978 |
+14.19 | +4.75 | -5.3 | -1.0 | 3.3 | 9.1 | 1.9 | -0.9 | 6.1 | 3.9 | 0.1 | -7.8 | 3.1 | 2.2 |
| 1977 |
+6.78 | +0.08 | -3.7 | -0.1 | 0.0 | 1.3 | -0.2 | 5.5 | -0.2 | -0.1 | 1.2 | -2.5 | 4.3 | 1.6 |
| 1976 |
+6.79 | +1.84 | 10.7 | -2.1 | 1.5 | -2.3 | -2.4 | 4.0 | -2.1 | -1.1 | 1.4 | -3.7 | -1.1 | 4.8 |
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
Portfolio efficiency
Compared to the Emerging Markets Stocks 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 | ||
|
US Stocks Momentum |
+12.44 | 15.06 | -53.85 | 100 | 0 | 0 | ||
|
Stocks/Bonds 80/20 Momentum |
+11.15 | 12.13 | -43.61 | 80 | 20 | 0 | ||
|
US Stocks |
+9.79 | 15.27 | -50.84 | 100 | 0 | 0 | ||
|
US Stocks Minimum Volatility |
+9.77 | 13.59 | -43.27 | 100 | 0 | 0 | ||
|
Stocks/Bonds 60/40 Momentum |
+9.67 | 9.35 | -32.52 | 60 | 40 | 0 | ||
|
US Stocks Value |
+9.62 | 15.09 | -55.41 | 100 | 0 | 0 | ||
|
Sheltered Sam 100/0 Bill Bernstein |
+9.40 | 15.05 | -54.91 | 97 | 0 | 3 | ||
|
Warren Buffett Portfolio Warren Buffett |
+9.34 | 13.41 | -45.52 | 90 | 10 | 0 | ||
|
Robust Alpha Architect |
+9.06 | 10.90 | -44.20 | 70 | 20 | 10 | ||
|
Aggressive Global Income |
+9.04 | 14.27 | -52.63 | 80 | 20 | 0 | ||
|
Sheltered Sam 90/10 Bill Bernstein |
+9.00 | 13.50 | -50.12 | 87.3 | 10 | 2.7 | ||
|
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 | ||
|
Sheltered Sam 80/20 Bill Bernstein |
+8.56 | 11.99 | -45.06 | 77.6 | 20 | 2.4 | ||
|
Mid-Fifties Burton Malkiel |
+8.56 | 12.76 | -46.21 | 80 | 20 | 0 | ||
|
Ultimate Buy and Hold Strategy Paul Merriman |
+8.56 | 15.46 | -57.21 | 100 | 0 | 0 | ||
|
Robo Advisor 100 Betterment |
+8.52 | 15.60 | -54.55 | 100 | 0 | 0 | ||
|
Late Thirties to Early Forties Burton Malkiel |
+8.48 | 13.38 | -48.28 | 85 | 15 | 0 | ||
|
Seven Value Scott Burns |
+8.41 | 11.18 | -41.22 | 71.5 | 28.5 | 0 | ||
|
Robo Advisor 90 Betterment |
+8.41 | 14.24 | -50.07 | 90.1 | 9.9 | 0 | ||
|
Late Sixties and Beyond Burton Malkiel |
+8.41 | 11.45 | -41.80 | 71 | 29 | 0 | ||
|
Mid-Twenties Burton Malkiel |
+8.39 | 13.72 | -49.50 | 87 | 13 | 0 | ||
|
Yale Endowment David Swensen |
+8.35 | 10.67 | -39.48 | 70 | 30 | 0 | ||
|
Edge Select Aggressive Merrill Lynch |
+8.33 | 13.02 | -45.65 | 84 | 16 | 0 | ||
|
Talmud Portfolio Roger Gibson |
+8.27 | 10.53 | -40.17 | 66.7 | 33.3 | 0 | ||
|
Robo Advisor 80 Betterment |
+8.23 | 12.87 | -45.47 | 80 | 20 | 0 | ||
|
Six Ways from Sunday Scott Burns |
+8.16 | 10.79 | -39.14 | 66.7 | 33.3 | 0 | ||
|
Second Grader's Starter Paul Farrell |
+8.16 | 13.62 | -48.52 | 90 | 10 | 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 | ||
|
Core Four Rick Ferri |
+8.00 | 11.94 | -44.44 | 80 | 20 | 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 | ||
|
Four Funds Bogleheads |
+7.84 | 12.22 | -44.08 | 80 | 20 | 0 | ||
|
Jane Bryant Quinn Portfolio Jane Bryant Quinn |
+7.82 | 10.53 | -39.55 | 70 | 30 | 0 | ||
|
Gone Fishin' Portfolio Alexander Green |
+7.82 | 11.89 | -43.02 | 65 | 30 | 5 | ||
|
Coffeehouse Bill Schultheis |
+7.78 | 9.41 | -33.93 | 60 | 40 | 0 | ||
|
Three Funds Bogleheads |
+7.72 | 12.15 | -43.68 | 80 | 20 | 0 | ||
|
Golden Butterfly |
+7.70 | 7.36 | -17.79 | 40 | 40 | 20 | ||
|
LifeStrategy Growth Fund Vanguard |
+7.68 | 12.18 | -44.18 | 80 | 20 | 0 | ||
|
Long Term Portfolio Ben Stein |
+7.67 | 12.23 | -45.92 | 80 | 20 | 0 | ||
|
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 | ||
|
Perfect Portfolio Ben Stein |
+7.56 | 12.21 | -44.81 | 80 | 20 | 0 | ||
|
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 | ||
|
Five Asset Roger Gibson |
+7.47 | 11.11 | -44.75 | 60 | 20 | 20 | ||
|
Dimensional 2030 Retirement Income DFA |
+7.46 | 9.06 | -31.78 | 55.9 | 44.1 | 0 | ||
|
Gretchen Tai Portfolio Gretchen Tai |
+7.44 | 11.46 | -41.80 | 70 | 30 | 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 | ||
|
Sheltered Sam 50/50 Bill Bernstein |
+7.08 | 7.68 | -28.23 | 48.5 | 50 | 1.5 | ||
|
One-Decision Portfolio Marvin Appel |
+7.07 | 8.15 | -31.96 | 50 | 50 | 0 | ||
|
Dynamic 40/60 Income |
+7.03 | 7.91 | -29.84 | 40 | 60 | 0 | ||
|
Ivy Portfolio Mebane Faber |
+7.01 | 11.42 | -47.39 | 60 | 20 | 20 | ||
|
GAA Global Asset Allocation Mebane Faber |
+7.01 | 7.74 | -24.91 | 40.5 | 49.5 | 10 | ||
|
Ideal Index Frank Armstrong |
+7.00 | 10.51 | -40.11 | 70 | 30 | 0 | ||
|
7Twelve Portfolio Craig Israelsen |
+6.94 | 9.67 | -37.96 | 50 | 33.3 | 16.7 | ||
|
Four Square Scott Burns |
+6.92 | 8.29 | -29.95 | 50 | 50 | 0 | ||
|
Stocks/Bonds 40/60 |
+6.90 | 6.70 | -19.17 | 40 | 60 | 0 | ||
|
European Stocks |
+6.82 | 17.60 | -59.77 | 100 | 0 | 0 | ||
|
Simplified Permanent Portfolio |
+6.80 | 6.61 | -16.43 | 25 | 50 | 25 | ||
|
Rob Arnott Portfolio Rob Arnott |
+6.75 | 6.96 | -24.27 | 30 | 60 | 10 | ||
|
High Yield Bonds Income |
+6.71 | 8.58 | -23.97 | 0 | 100 | 0 | ||
|
Edge Select Moderately Conservative Merrill Lynch |
+6.61 | 6.58 | -20.48 | 37 | 63 | 0 | ||
|
Desert Portfolio Gyroscopic Investing |
+6.56 | 5.29 | -14.72 | 30 | 60 | 10 | ||
|
Sheltered Sam 40/60 Bill Bernstein |
+6.54 | 6.35 | -22.05 | 38.8 | 60 | 1.2 | ||
|
Lifepath Fund iShares |
+6.51 | 6.75 | -21.23 | 40.4 | 59.6 | 0 | ||
|
All Country World 80/20 |
+6.51 | 12.56 | -47.32 | 80 | 20 | 0 | ||
|
Andrew Tobias Portfolio Andrew Tobias |
+6.48 | 9.81 | -36.42 | 66.7 | 33.3 | 0 | ||
|
All Country World 60/40 |
+6.44 | 9.86 | -36.70 | 60 | 40 | 0 | ||
|
Paul Boyer Portfolio Paul Boyer |
+6.41 | 7.24 | -18.04 | 25 | 50 | 25 | ||
|
All Country World Stocks |
+6.41 | 15.44 | -57.06 | 100 | 0 | 0 | ||
|
LifeStrategy Conservative Growth Vanguard |
+6.39 | 6.65 | -21.90 | 40 | 60 | 0 | ||
|
Permanent Portfolio Harry Browne |
+6.38 | 6.29 | -15.92 | 25 | 50 | 25 | ||
|
Larry Portfolio Larry Swedroe |
+6.30 | 5.42 | -15.96 | 30 | 70 | 0 | ||
|
Stocks/Bonds 20/80 Momentum |
+6.25 | 4.70 | -17.91 | 20 | 80 | 0 | ||
|
All Country World 40/60 |
+6.23 | 7.40 | -25.16 | 40 | 60 | 0 | ||
|
Sheltered Sam 30/70 Bill Bernstein |
+5.96 | 5.12 | -16.58 | 29.1 | 70 | 0.9 | ||
|
All Country World 20/80 |
+5.89 | 5.41 | -17.97 | 20 | 80 | 0 | ||
|
Eliminate Fat Tails Larry Swedroe |
+5.82 | 6.32 | -18.42 | 30 | 70 | 0 | ||
|
Developed World ex-US 60/40 |
+5.69 | 10.14 | -37.49 | 60 | 40 | 0 | ||
|
Stocks/Bonds 20/80 |
+5.67 | 4.61 | -16.57 | 20 | 80 | 0 | ||
|
Emerging Markets Stocks |
+5.66 | 23.02 | -60.44 | 100 | 0 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Very High Risk categorization.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Technology |
+13.06 | 23.81 | -81.08 | 100 | 0 | 0 | ||
|
US Stocks Momentum |
+12.44 | 15.06 | -53.85 | 100 | 0 | 0 | ||
|
Stocks/Bonds 80/20 Momentum |
+11.15 | 12.13 | -43.61 | 80 | 20 | 0 | ||
|
US Stocks |
+9.79 | 15.27 | -50.84 | 100 | 0 | 0 | ||
|
US Stocks Minimum Volatility |
+9.77 | 13.59 | -43.27 | 100 | 0 | 0 | ||