Last Update: 30 September 2020
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 4.64% compound annual return, with a 16.36% standard deviation.
In 2019, the portfolio granted a 3.99% 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(*) | |
|---|---|---|---|---|---|---|---|
| European Stocks Portfolio | -3.10 | +4.77 | +22.67 | +0.26 | -0.41 | +4.54 | +4.64 |
| Components | |||||||
| VGK - Vanguard FTSE Europe | -3.10 | +4.77 | +22.67 | +0.26 | -0.41 | +4.54 | +4.64 |
- 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 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-3.10%
|
-3.10%
Sep 2020 - Sep 2020
|
0 - 1 | |
|
3M
|
+4.77%
|
-3.10%
Sep 2020 - Sep 2020
|
2 - 1 | |
|
6M
|
+22.67%
|
-3.10%
Sep 2020 - Sep 2020
|
5 - 1 | |
|
YTD
|
-8.80%
|
-25.66%
Jan 2020 - Mar 2020
|
5 - 4 | |
|
1Y
|
+0.26%
|
22.78%
|
-25.66%
Jan 2020 - Mar 2020
|
8 - 4 |
|
3Y
|
-0.41%
annualized
|
17.01%
|
-25.66%
Jan 2020 - Mar 2020
|
20 - 16 |
|
5Y
|
+4.54%
annualized
|
15.20%
|
-25.66%
Jan 2020 - Mar 2020
|
35 - 25 |
|
10Y
|
+4.64%
annualized
|
16.36%
|
-27.75%
May 2011 - Sep 2011
|
70 - 50 |
|
MAX
01 Jan 1986
|
+8.29%
annualized
|
17.62%
|
-59.76%
Nov 2007 - Feb 2009
|
256 - 161 |
* Annualized St.Dev. of monthly returns
Best Very High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
|---|---|---|---|---|---|---|
| Technology |
+20.14% | 100 | 0 | 0 | Compare | |
| US Stocks |
+13.48% | 100 | 0 | 0 | Compare | |
| Warren Buffett |
+12.62% | 90 | 10 | 0 | Compare | |
| Second Grader's Starter Paul Farrell |
+9.82% | 90 | 10 | 0 | Compare | |
| Edge Select Aggressive Merrill Lynch |
+9.41% | 84 | 16 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns
European Stocks Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+9.56% |
+58.54% Mar 2009 - Feb 2010 |
-52.96% Mar 2008 - Feb 2009 |
31.53% |
| 2 Years |
+8.41% |
+38.87% Mar 2009 - Feb 2011 |
-30.58% Mar 2007 - Feb 2009 |
22.59% |
| 3 Years |
+8.26% |
+30.55% Apr 2003 - Mar 2006 |
-18.37% Apr 2000 - Mar 2003 |
21.47% |
| 5 Years |
+7.85% |
+25.37% Oct 2002 - Sep 2007 |
-8.13% Jun 2007 - May 2012 |
14.25% |
| 7 Years |
+7.85% |
+20.28% Jan 1993 - Dec 1999 |
-1.10% Nov 2007 - Oct 2014 |
1.20% |
| 10 Years |
+7.80% |
+16.50% Aug 1988 - Jul 1998 |
-1.57% Mar 1999 - Feb 2009 |
1.34% |
| 15 Years |
+7.44% |
+14.56% Jan 1986 - Dec 2000 |
+2.90% Apr 2005 - Mar 2020 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
Seasonality and Yearly/Monthly Returns
European Stocks Portfolio Seasonality
| Months | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average | -0.1 | 0.7 | 1.1 | 3.2 | -0.1 | 0.1 | 1.8 | -0.6 | -0.5 | 0.6 | 0.6 | 3.0 |
| Best |
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 |
7.3 2004 |
10.2 1999 |
| Worst |
-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 |
| Gain Frequency |
60 | 57 | 66 | 77 | 57 | 49 | 69 | 51 | 57 | 62 | 59 | 74 |
Detail of Monthly Returns
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
-8.80% | -3.1 | -8.0 | -16.7 | 6.5 | 5.8 | 3.9 | 3.7 | 4.3 | -3.1 | |||
| 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