Data Source: from January 1986 to September 2021
Last Update: 30 September 2021
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 8.83% compound annual return, with a 15.89% standard deviation.
In the last 25 years, a 6.67% compound annual return, with a 18.24% standard deviation.
In 2020, the portfolio granted a 2.85% dividend yield. If you are interested in getting periodic income, please refer to the European Stocks Portfolio: Dividend Yield page.
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 |
Portfolio and ETF Returns
The European Stocks Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | 20Y(*) | 25Y(*) | |
|---|---|---|---|---|---|---|---|---|---|
| European Stocks Portfolio | -5.38 | -1.88 | +5.90 | +29.41 | +8.66 | +9.50 | +8.83 | +6.74 | +6.67 |
| Components | |||||||||
|
VGK Vanguard FTSE Europe |
-5.38 | -1.88 | +5.90 | +29.41 | +8.66 | +9.50 | +8.83 | +6.74 | +6.67 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
If you are interested in getting periodic income, please refer to the European Stocks Portfolio: Dividend Yield page.
Historical Returns
European Stocks Portfolio - Historical returns and stats.
| Period | Returns Sep 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-5.38%
|
-5.38%
Sep 2021 - Sep 2021
|
0 - 1 | |
|
3M
|
-1.88%
|
-5.38%
Sep 2021 - Sep 2021
|
2 - 1 | |
|
6M
|
+5.90%
|
-5.38%
Sep 2021 - Sep 2021
|
4 - 2 | |
|
YTD
|
+11.23%
|
-5.38%
Sep 2021 - Sep 2021
|
6 - 3 | |
|
1Y
|
+29.41%
|
19.10%
|
-5.42%
Oct 2020 - Oct 2020
|
8 - 4 |
|
3Y
|
+8.66%
annualized
|
19.73%
|
-25.66%
Jan 2020 - Mar 2020
|
22 - 14 |
|
5Y
|
+9.50%
annualized
|
16.62%
|
-25.66%
Jan 2020 - Mar 2020
|
37 - 23 |
|
10Y
|
+8.83%
annualized
|
15.89%
|
-25.66%
Jan 2020 - Mar 2020
|
73 - 47 |
|
20Y
|
+6.74%
annualized
|
18.61%
|
-59.76%
Nov 2007 - Feb 2009
|
141 - 99 |
|
25Y
|
+6.67%
annualized
|
18.24%
|
-59.76%
Nov 2007 - Feb 2009
|
178 - 122 |
|
MAX
01 Jan 1986
|
+8.83%
annualized
|
17.68%
|
-59.76%
Nov 2007 - Feb 2009
|
264 - 165 |
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 |
+9.79% | -50.84% | 100 | 0 | 0 | Compare | |
| Warren Buffett |
+9.32% | -45.53% | 90 | 10 | 0 | Compare | |
| Aggressive Global Income |
+9.18% | -52.62% | 80 | 20 | 0 | Compare | |
| Stocks/Bonds 80/20 |
+9.12% | -41.09% | 80 | 20 | 0 | Compare | |
Capital Growth
Drawdowns
Rolling Returns ( more details)
European Stocks Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+10.03% |
+58.54% Mar 2009 - Feb 2010 |
-52.96% Mar 2008 - Feb 2009 |
30.86% |
| 2 Years |
+8.53% |
+38.87% Mar 2009 - Feb 2011 |
-30.58% Mar 2007 - Feb 2009 |
21.92% |
| 3 Years |
+8.19% |
+30.55% Apr 2003 - Mar 2006 |
-18.37% Apr 2000 - Mar 2003 |
21.07% |
| 5 Years |
+7.88% |
+25.37% Oct 2002 - Sep 2007 |
-8.13% Jun 2007 - May 2012 |
13.78% |
| 7 Years |
+7.73% |
+20.28% Jan 1993 - Dec 1999 |
-1.10% Nov 2007 - Oct 2014 |
1.16% |
| 10 Years |
+7.73% |
+16.50% Aug 1988 - Jul 1998 |
-1.57% Mar 1999 - Feb 2009 |
1.29% |
| 15 Years |
+7.30% |
+14.56% Jan 1986 - Dec 2000 |
+2.90% Apr 2005 - Mar 2020 |
0.00% |
| 20 Years |
+7.31% |
+12.20% Dec 1987 - Nov 2007 |
+2.21% Apr 2000 - Mar 2020 |
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 European Stocks Portfolio: Rolling Returns page.
Seasonality and Yearly/Monthly Returns
European 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 % |
-0.15 58% |
0.76 58% |
1.12 67% |
3.25 78% |
0.03 58% |
0.02 47% |
1.84 69% |
-0.58 53% |
-0.68 56% |
0.43 60% |
1.05 60% |
3.06 74% |
| Best Year |
6.7 2019 |
11.1 1986 |
8.8 1986 |
13.5 2003 |
14.3 2009 |
8.3 2012 |
14.2 2010 |
10.1 1986 |
11.3 2010 |
12.4 2011 |
16.4 2020 |
10.2 1999 |
| Worst Year |
-13.8 2009 |
-10.4 2009 |
-16.7 2020 |
-4.3 2000 |
-12.0 2012 |
-9.0 2008 |
-11.1 2002 |
-12.5 1998 |
-13.1 2002 |
-21.8 2008 |
-7.8 2010 |
-4.8 2018 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns of European Stocks Portfolio
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+11.23% | -0.9 | 2.6 | 3.3 | 4.8 | 4.5 | -1.4 | 1.9 | 1.8 | -5.4 | |||
| 2020 |
+6.11% | -3.1 | -8.0 | -16.7 | 6.5 | 5.8 | 3.9 | 3.7 | 4.3 | -3.1 | -5.4 | 16.4 | 5.7 |
| 2019 |
+24.86% | 6.7 | 3.2 | 0.8 | 3.9 | -5.7 | 6.4 | -2.6 | -1.7 | 2.6 | 3.8 | 1.3 | 4.5 |
| 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