Data Source: from March 1987 to December 2021
Last Update: 31 December 2021
The Emerging Markets Stocks 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 4.73% compound annual return, with a 16.44% standard deviation.
In the last 25 years, a 5.94% compound annual return, with a 23.08% standard deviation.
Asset Allocation and ETFs
The Emerging Markets Stocks Portfolio has the following asset allocation:
The Emerging Markets Stocks 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 Stocks Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | 20Y(*) | 25Y(*) | |
|---|---|---|---|---|---|---|---|---|---|
| Emerging Markets Stocks Portfolio | +1.53 | -1.57 | -10.09 | -3.61 | +10.06 | +9.16 | +4.73 | +8.87 | +5.94 |
| --- Inflation Adjusted return | +1.05 | -3.70 | -13.04 | -10.02 | +6.31 | +6.07 | +2.56 | +6.41 | +3.57 |
| Components | |||||||||
|
EEM iShares MSCI Emerging Markets |
+1.53 | -1.57 | -10.09 | -3.61 | +10.06 | +9.16 | +4.73 | +8.87 | +5.94 |
- the reinvestment of dividends
Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92% , 10Y: 2.12% , 20Y: 2.31% , 25Y: 2.29%
In 2021, the 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.
Historical Returns
Historical returns and stats of Emerging Markets Stocks Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.
| Period | Return Dec 2021 update |
Return Inflation Adjusted |
Standard Deviation(*) |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|---|
|
1M
Dec 2021
|
+1.53%
|
+1.05%
|
0.00%
|
1 - 0
|
|
|
3M
|
-1.57%
|
-3.70%
|
-4.08%
Nov 2021 - Nov 2021
|
2 - 1
|
|
|
6M
|
-10.09%
|
-13.04%
|
-11.44%
Jul 2021 - Nov 2021
|
3 - 3
|
|
|
YTD
|
-3.61%
|
-10.02%
|
9.72%
|
-11.44%
Jul 2021 - Nov 2021
|
8 - 4
67% pos
|
|
1Y
|
-3.61%
|
-10.02%
|
9.72%
|
-11.44%
Jul 2021 - Nov 2021
|
8 - 4
67% pos
|
|
3Y
|
+10.06%
annualized
|
+6.31%
annualized
|
18.18%
|
-23.94%
Jan 2020 - Mar 2020
|
23 - 13
64% pos
|
|
5Y
|
+9.16%
annualized
|
+6.07%
annualized
|
16.71%
|
-29.69%
Feb 2018 - Mar 2020
|
37 - 23
62% pos
|
|
10Y
|
+4.73%
annualized
|
+2.56%
annualized
|
16.44%
|
-30.19%
Sep 2014 - Feb 2016
|
65 - 55
54% pos
|
|
20Y
|
+8.87%
annualized
|
+6.41%
annualized
|
21.21%
|
-60.44%
Nov 2007 - Feb 2009
|
138 - 102
58% pos
|
|
25Y
|
+5.94%
annualized
|
+3.57%
annualized
|
23.08%
|
-60.44%
Nov 2007 - Feb 2009
|
168 - 132
56% pos
|
|
MAX
01 Mar 1987
|
+8.60%
annualized
|
+5.77%
annualized
|
26.21%
|
-60.44%
Nov 2007 - Feb 2009
|
239 - 179
57% pos
|
Portfolio efficiency
Is the Emerging Markets Stocks Portfolio actually efficient, compared to other Lazy Portfolios?
Best Classic Portfolios, with Very High Risk, ordered by 25 Years annualized return.
25 Years Stats |
% Allocation |
||||||
|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Drawdown | Stocks | Bonds | Comm. | ||
| Technology |
+13.30% | -81.08% | 100 | 0 | 0 | Compare | |
| US Stocks |
+9.88% | -50.84% | 100 | 0 | 0 | Compare | |
| Warren Buffett Portfolio Warren Buffett |
+9.38% | -45.53% | 90 | 10 | 0 | Compare | |
| Aggressive Global Income |
+9.25% | -52.62% | 80 | 20 | 0 | Compare | |
| Stocks/Bonds 80/20 |
+9.17% | -41.09% | 80 | 20 | 0 | Compare | |
Our overall ratings, assigned to the Emerging Markets Stocks Portfolio. The portfolio is classified as Very High Risk.
Less than 25%
25% - 49.99%
50% - 74.99%
At least 75%
| Very High Risk Portfolios |
All Portfolios |
||
|---|---|---|---|
| 25 Years Ann. Return (Inflation Adjusted) |
+5.94%
(+3.57%) |
Poor : 1 / 5
|
Average : 2.2 / 5
|
| Standard Deviation over 25 Years |
23.08% |
Poor : 1 / 5
|
Poor : 1 / 5
|
| Maximum Drawdown over 25 Years |
-60.44% |
Poor : 1 / 5
|
Poor : 1 / 5
|
| Easy to manage | 1 ETF |
Excellent : 5 / 5
|
Excellent : 5 / 5
|
| Rating assigned considering all the Very High Risk Portfolios | Rating assigned considering all the Portfolios in the database |
Capital Growth
An investment of 1000$, since January 1997, now would be worth 4233.86$, with a total return of 323.39% (5.94% annualized).
The Inflation Adjusted Capital now would be 2404.09$, with a net total return of 140.41% (3.57% annualized).
Drawdowns
Worst drawdowns since January 1997 - Chart and Data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -60.44% | Nov 2007 | Feb 2009 | 16 | Oct 2017 | 104 | 120 |
| -53.99% | Aug 1997 | Aug 1998 | 13 | Jan 2004 | 65 | 78 |
| -29.69% | Feb 2018 | Mar 2020 | 26 | Nov 2020 | 8 | 34 |
| -11.44% | Jul 2021 | Nov 2021 | 5 | in progress | 1 | 6 |
| -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 |
| -4.74% | Mar 1997 | Apr 1997 | 2 | Jun 1997 | 2 | 4 |
| -3.85% | Feb 2006 | Feb 2006 | 1 | Apr 2006 | 2 | 3 |
| -3.24% | Feb 2007 | Feb 2007 | 1 | Mar 2007 | 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 |
Rolling Returns ( more details)
Emerging Markets Stocks Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+14.14% |
+111.70% Jan 1991 - Dec 1991 |
-54.34% Dec 2007 - Nov 2008 |
33.91% |
| 2 Years |
+12.12% |
+64.67% Jan 1988 - Dec 1989 |
-25.90% Sep 1996 - Aug 1998 |
34.68% |
| 3 Years |
+11.35% |
+60.25% Jan 1989 - Dec 1991 |
-15.31% Sep 1995 - Aug 1998 |
26.37% |
| 5 Years |
+10.48% |
+49.02% Jan 1989 - Dec 1993 |
-10.37% Feb 1994 - Jan 1999 |
21.73% |
| 7 Years |
+9.31% |
+36.13% Nov 1987 - Oct 1994 |
-6.71% Oct 1994 - Sep 2001 |
13.43% |
| 10 Years |
+8.61% |
+22.76% Jan 1988 - Dec 1997 |
-0.12% Apr 1993 - Mar 2003 |
0.67% |
| 15 Years |
+9.12% |
+14.74% Oct 1990 - Sep 2005 |
+1.89% Feb 1994 - Jan 2009 |
0.00% |
| 20 Years |
+9.12% |
+18.64% Jan 1988 - Dec 2007 |
+4.57% Feb 1994 - Jan 2014 |
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
Emerging Markets Stocks Portfolio Seasonality: in which months is it better to invest?
In the table below, the average monthly return is represented.
Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).
Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Win % |
1.96 56% |
0.60 56% |
-0.34 46% |
2.90 74% |
0.40 54% |
0.40 54% |
1.93 63% |
-1.06 54% |
-0.31 49% |
1.04 66% |
0.37 49% |
3.91 66% |
| Best Year |
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 |
9.9 2004 |
32.8 1991 |
| Worst Year |
-10.7 1995 |
-13.6 1994 |
-21.6 1987 |
-9.8 2004 |
-12.5 1998 |
-14.6 1992 |
-8.5 2002 |
-26.1 1998 |
-17.9 2011 |
-36.0 1987 |
-9.8 2000 |
-8.1 1994 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly/Yearly Returns
Emerging Markets Stocks Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
-3.61 | -10.02 | 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 | +15.53 | -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 | +15.58 | 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 | -16.91 | 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 | +34.46 | 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 | +8.64 | -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 | -16.71 | -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 | -4.55 | -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 | -5.13 | -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 | +17.04 | 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 | -21.23 | -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 | +14.86 | -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 | +64.31 | -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 | -48.87 | -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 | +28.05 | 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 | +27.96 | 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 | +28.33 | -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 | +20.60 | 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 | +54.50 | 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 | -9.67 | 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 | -4.41 | 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 | -29.96 | -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 | +57.36 | -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 | -18.21 | 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 | +12.04 | 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 | -22.19 | 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 | +94.94 | 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 | -13.46 | 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 | +105.57 | 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 | -7.69 | -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 | +89.41 | 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 | +31.03 | 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 |
- | - | -21.6 | -11.5 | -1.4 | 18.4 | -4.4 | -36.0 | -7.3 | -2.8 | ||||
* 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