The European 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 5.06% compound annual return, with a 16.68% standard deviation (Last Update: August 2019).
Asset Allocation and ETFs
The European Stocks Portfolio has the following asset allocation:
The European Stocks Portfolio can be replicated with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 100.00 % | VGK | Vanguard FTSE Europe | Equity, Developed Europe, 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
European Stocks Portfolio - Historical returns and stats:
| Range | Returns Aug 2019 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-1.65%
|
-1.65%
Aug 2019 - Aug 2019
|
0 - 1 | |
|
YTD
|
+10.75%
|
-5.67%
May 2019 - May 2019
|
5 - 3 | |
|
1Y
|
-3.52%
|
15.44%
|
-12.95%
Oct 2018 - Dec 2018
|
6 - 6 |
|
3Y
|
+6.04%
annualized
|
12.40%
|
-19.45%
Feb 2018 - Dec 2018
|
21 - 15 |
|
5Y
|
+1.39%
annualized
|
12.90%
|
-19.45%
Feb 2018 - Dec 2018
|
32 - 28 |
|
10Y
|
+5.06%
annualized
|
16.68%
|
-27.75%
May 2011 - Sep 2011
|
66 - 54 |
|
MAX
Dec 1985
|
+8.48%
annualized
|
17.46%
|
-59.76%
Nov 2007 - Feb 2009
|
247 - 157 |
* 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 |
+13.36% | 1 | 100 | 0 | 0 | |
| Warren Buffett |
+12.24% | 2 | 90 | 10 | 0 | |
| Core Four Rick Ferri |
+9.60% | 4 | 80 | 20 | 0 | |
| Four Funds Bogleheads |
+9.06% | 4 | 80 | 20 | 0 | |
| Three Funds Bogleheads |
+9.06% | 3 | 80 | 20 | 0 |
Capital Growth
Drawdowns
Rolling Returns
European Stocks Portfolio: annualized rolling and average returns
| Return (*) | |||
|---|---|---|---|
| Rolling Period | Average | Best | Worst |
| 1 Year |
+9.80% |
+58.54% Mar 2009 - Feb 2010 |
-52.96% Mar 2008 - Feb 2009 |
| 2 Years |
+8.76% |
+38.87% Mar 2009 - Feb 2011 |
-30.58% Mar 2007 - Feb 2009 |
| 3 Years |
+8.42% |
+30.55% Apr 2003 - Mar 2006 |
-18.37% Apr 2000 - Mar 2003 |
| 5 Years |
+8.05% |
+25.37% Oct 2002 - Sep 2007 |
-8.13% Jun 2007 - May 2012 |
| 7 Years |
+7.99% |
+20.28% Jan 1993 - Dec 1999 |
-1.10% Nov 2007 - Oct 2014 |
| 10 Years |
+7.92% |
+16.50% Aug 1988 - Jul 1998 |
-1.57% Mar 1999 - Feb 2009 |
| 15 Years |
+7.62% |
+14.56% Jan 1986 - Dec 2000 |
+3.11% Jan 2000 - Dec 2014 |
* 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 |
+10.75% | 6.7 | 3.2 | 0.8 | 3.9 | -5.7 | 6.4 | -2.6 | -1.7 | ||||
| 2018 |
-14.91% | 5.6 | -6.2 | -0.4 | 2.2 | -2.4 | -1.3 | 3.4 | -2.8 | 0.1 | -7.9 | -0.7 | -4.8 |
| 2017 |
+26.99% | 3.0 | 0.6 | 4.4 | 3.9 | 4.9 | -0.5 | 2.8 | 0.1 | 3.2 | 0.5 | -0.1 | 1.5 |
| 2016 |
-0.37% | -5.6 | -3.2 | 7.0 | 2.8 | -0.5 | -4.0 | 3.5 | 0.7 | 0.8 | -3.5 | -2.3 | 4.9 |
| 2015 |
-1.94% | 0.5 | 6.1 | -2.4 | 4.2 | 0.3 | -3.3 | 2.7 | -7.0 | -4.1 | 5.9 | -1.3 | -2.6 |
| 2014 |
-7.10% | -4.6 | 7.3 | -0.7 | 2.7 | 0.8 | -0.1 | -4.3 | 0.7 | -4.0 | -1.9 | 2.1 | -4.7 |
| 2013 |
+24.38% | 4.3 | -3.4 | 0.3 | 4.5 | 0.0 | -4.4 | 7.6 | -1.5 | 7.2 | 4.2 | 1.0 | 2.9 |
| 2012 |
+21.57% | 5.5 | 5.4 | 0.1 | -2.5 | -12.0 | 8.3 | 0.3 | 4.7 | 2.9 | 1.8 | 2.5 | 4.3 |
| 2011 |
-11.64% | 3.7 | 3.1 | -1.0 | 8.3 | -2.8 | -2.1 | -4.6 | -9.3 | -12.2 | 12.4 | -2.9 | -2.3 |
| 2010 |
+6.05% | -6.3 | -0.6 | 6.5 | -3.8 | -11.8 | -1.6 | 14.2 | -4.6 | 11.3 | 4.9 | -7.8 | 9.1 |
| 2009 |
+31.33% | -13.8 | -10.4 | 7.7 | 13.2 | 14.3 | -2.4 | 11.4 | 5.5 | 4.8 | -2.6 | 4.5 | -0.2 |
| 2008 |
-44.71% | -9.0 | -0.3 | 1.3 | 4.1 | 0.7 | -9.0 | -2.9 | -3.8 | -12.9 | -21.8 | -7.4 | 7.1 |
| 2007 |
+13.24% | 1.6 | -1.2 | 3.7 | 5.8 | 2.1 | -0.4 | -2.8 | 0.3 | 5.2 | 4.7 | -3.8 | -2.1 |
| 2006 |
+33.06% | 6.3 | -0.3 | 4.0 | 5.2 | -2.9 | 1.0 | 1.0 | 3.2 | 1.1 | 3.7 | 3.8 | 3.1 |
| 2005 |
+9.26% | -1.9 | 4.9 | -2.5 | -2.0 | -0.1 | 1.0 | 3.8 | 2.0 | 2.2 | -3.2 | 1.3 | 3.8 |
| 2004 |
+20.86% | 1.1 | 2.9 | -3.1 | -0.8 | 1.5 | 1.6 | -2.7 | 0.1 | 4.0 | 3.6 | 7.3 | 4.2 |
| 2003 |
+38.70% | -4.7 | -3.3 | -1.5 | 13.5 | 6.7 | 1.0 | 2.0 | -0.2 | 2.0 | 6.6 | 4.3 | 8.2 |
| 2002 |
-17.95% | -5.1 | 0.0 | 5.4 | -0.7 | 0.1 | -3.4 | -11.1 | -0.1 | -13.1 | 9.6 | 4.9 | -3.7 |
| 2001 |
-20.30% | 0.0 | -8.8 | -7.5 | 7.1 | -4.8 | -3.8 | 0.3 | -2.6 | -10.0 | 3.1 | 3.5 | 2.6 |
| 2000 |
-8.21% | -7.2 | 5.3 | 2.4 | -4.3 | -0.6 | 2.3 | -1.7 | -1.1 | -4.8 | -0.8 | -4.0 | 6.9 |
| 1999 |
+16.66% | -0.8 | -2.7 | 1.3 | 3.1 | -4.9 | 2.3 | 0.9 | 1.1 | -0.8 | 3.6 | 3.0 | 10.2 |
| 1998 |
+28.86% | 4.2 | 7.8 | 7.2 | 1.9 | 2.4 | 1.2 | 1.9 | -12.5 | -4.0 | 7.8 | 5.4 | 4.2 |
| 1997 |
+24.23% | 0.2 | 1.3 | 3.4 | -0.5 | 4.6 | 5.3 | 4.7 | -5.7 | 9.7 | -5.0 | 1.4 | 3.6 |
| 1996 |
+21.25% | 0.6 | 1.7 | 1.4 | 0.6 | 1.2 | 1.4 | -1.2 | 3.0 | 2.0 | 2.2 | 4.9 | 1.9 |
| 1995 |
+22.28% | -0.6 | 2.0 | 3.9 | 4.2 | 2.6 | 1.2 | 5.2 | -4.0 | 3.0 | -0.6 | 0.6 | 3.1 |
| 1994 |
+1.88% | 4.7 | -3.6 | -3.0 | 4.9 | -4.1 | -1.1 | 5.3 | 3.0 | -4.1 | 4.1 | -3.8 | 0.5 |
| 1993 |
+29.13% | 0.0 | 0.9 | 5.1 | 2.1 | 1.6 | -1.4 | 0.4 | 8.8 | -0.2 | 3.7 | -2.2 | 7.7 |
| 1992 |
-3.32% | 0.1 | 0.5 | -3.7 | 5.9 | 5.5 | -0.8 | -3.7 | 0.0 | -1.6 | -6.9 | -0.4 | 2.5 |
| 1991 |
+12.40% | 2.8 | 7.7 | -6.8 | 1.0 | 1.5 | -8.0 | 7.2 | 1.8 | 3.2 | -2.1 | -2.6 | 7.7 |
| 1990 |
-3.87% | -0.1 | -2.5 | 1.7 | -2.9 | 7.2 | 4.1 | 5.0 | -10.0 | -11.4 | 7.9 | 0.4 | -1.4 |
| 1989 |
+28.18% | 4.4 | -1.0 | 0.6 | 3.0 | -4.5 | 2.5 | 11.7 | -1.0 | 2.4 | -6.9 | 5.6 | 9.8 |
| 1988 |
+13.69% | -3.9 | 4.6 | 3.5 | 2.1 | -1.5 | -1.1 | 0.4 | -4.7 | 5.1 | 8.2 | 1.6 | -0.6 |
| 1987 |
+7.05% | 5.4 | 3.7 | 5.5 | 3.7 | 0.5 | 3.6 | 3.4 | 0.6 | 1.2 | -19.6 | -4.4 | 6.5 |
| 1986 |
+40.96% | 1.4 | 11.1 | 8.8 | 9.3 | -8.8 | 4.2 | -0.6 | 10.1 | -6.7 | 0.7 | 4.6 | 3.0 |
* 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:
VGK - Vanguard FTSE Europe: simulated historical serie, up to December 2005