Data Source: from January 1970 to October 2022 (~53 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 02:59PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.31%
1 Day
Nov 29 2022, 02:59PM Eastern Time
11.39%
Current Month
November 2022
The European 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 European Stocks Portfolio obtained a 6.82% compound annual return, with a 17.60% standard deviation.
Asset Allocation and ETFs
The European Stocks Portfolio has the following asset allocation:
The European Stocks Portfolio can be implemented with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 100.00 % | VGK | Vanguard FTSE Europe | Equity, Developed Europe, 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 European Stocks Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends
EUROPEAN STOCKS PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 02:59PM 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
(~53Y) |
|
| European Stocks Portfolio | 0.31 | 11.39 | 8.43 | -12.23 | -24.69 | 0.13 | 4.27 | 6.82 | 8.35 | |
| US Inflation Adjusted return | 7.99 | -14.85 | -30.10 | -3.59 | 1.67 | 4.21 | 4.19 | |||
| Components | ||||||||||
|
VGK Vanguard FTSE Europe |
0.31 |
02:59PM Nov 29 2022 |
11.39 | 8.43 | -12.23 | -24.69 | 0.13 | 4.27 | 6.82 | 7.87 |
Returns over 1 year are annualized | Available data source: since Jan 1970
(*) 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 European 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
EUROPEAN STOCKS PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1970 - 31 October 2022 (~53 years)
Swipe left to see all data
| Metrics as of Oct 31, 2022 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~53Y) |
|
| Portfolio Return (%) |
8.43 | -9.38 | -12.23 | -24.69 | -0.39 | 0.13 | 4.27 | 6.12 | 6.82 | 8.35 |
| US Inflation (%) | 0.41 | 0.59 | 3.08 | 7.75 | 5.01 | 3.85 | 2.57 | 2.52 | 2.51 | 3.99 |
| Infl. Adjusted Return (%) |
7.99 | -9.91 | -14.85 | -30.10 | -5.15 | -3.59 | 1.67 | 3.51 | 4.21 | 4.19 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 20.61 | 21.90 | 18.98 | 16.14 | 18.66 | 17.60 | 17.34 | |||
| Sharpe Ratio | -1.23 | -0.04 | -0.04 | 0.23 | 0.27 | 0.26 | 0.25 | |||
| Sortino Ratio | -1.89 | -0.05 | -0.06 | 0.31 | 0.36 | 0.35 | 0.34 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -30.58 | -30.98 | -30.98 | -30.98 | -59.77 | -59.77 | -59.77 | |||
| Start (yyyy mm) | 2022 01 | 2021 09 | 2021 09 | 2021 09 | 2007 11 | 2007 11 | 2007 11 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Start to Bottom (# months) | 9 | 13 | 13 | 13 | 16 | 16 | 16 | |||
| Start to Recovery (# months) in progress |
> 10
|
> 14
|
> 14
|
> 14
|
78
|
78
|
78
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 92.07 | 53.23 | 38.41 | 21.29 | 16.28 | 13.84 | ||||
| Worst Return (%) | -52.96 | -18.37 | -8.13 | -1.57 | 2.21 | 6.13 | ||||
| % Positive Periods | 70% | 81% | 90% | 99% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 1 | 1 | 3 | 5 | 21 | 33 | 70 | 140 | 217 | 381 |
| Negative | 0 | 2 | 3 | 7 | 15 | 27 | 50 | 100 | 143 | 253 |
| % Positive | 100% | 33% | 50% | 42% | 58% | 55% | 58% | 58% | 60% | 60% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 37.41 | 20.40 | 12.93 | 9.17 | 8.32 | 4.16 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 1.64 | 3.40 | 4.04 | 4.02 | ||||
- 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 European Stocks Portfolio granted a 3.49% dividend yield. If you are interested in getting periodic income, please refer to the European Stocks Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Oct 31, 2022
An investment of 1000$, since November 1992,
now would be worth 7240.16$, with a total return of 624.02% (6.82% annualized).
The Inflation Adjusted Capital now would be 3445.01$, with a net total return of 244.50% (4.21% annualized).
The Inflation Adjusted Capital now would be 3445.01$, with a net total return of 244.50% (4.21% annualized).
An investment of 1000$, since January 1970,
now would be worth 69238.71$, with a total return of 6823.87% (8.35% annualized).
The Inflation Adjusted Capital now would be 8759.04$, with a net total return of 775.90% (4.19% annualized).
The Inflation Adjusted Capital now would be 8759.04$, with a net total return of 775.90% (4.19% annualized).
Drawdowns
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -59.77% | Nov 2007 | Feb 2009 | 16 | Apr 2014 | 62 | 78 |
| -45.88% | Apr 2000 | Sep 2002 | 30 | Dec 2004 | 27 | 57 |
| -30.98% | Sep 2021 | Sep 2022 | 13 | in progress | 1 | 14 |
| -25.65% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
| -20.91% | Jun 2014 | Feb 2016 | 21 | May 2017 | 15 | 36 |
| -19.44% | Feb 2018 | Dec 2018 | 11 | Dec 2019 | 12 | 23 |
| -16.03% | Aug 1998 | Sep 1998 | 2 | Apr 1999 | 7 | 9 |
| -7.18% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
| -7.00% | Feb 1994 | Jun 1994 | 5 | Aug 1994 | 2 | 7 |
| -5.68% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
| -4.95% | Oct 1997 | Oct 1997 | 1 | Jan 1998 | 3 | 4 |
| -4.90% | May 1999 | May 1999 | 1 | Oct 1999 | 5 | 6 |
| -4.49% | Mar 2005 | May 2005 | 3 | Jul 2005 | 2 | 5 |
| -4.08% | Sep 1994 | Sep 1994 | 1 | Mar 1995 | 6 | 7 |
| -3.97% | Aug 1995 | Aug 1995 | 1 | Dec 1995 | 4 | 5 |
| -3.23% | Oct 2005 | Oct 2005 | 1 | Dec 2005 | 2 | 3 |
| -3.19% | Jun 2007 | Jul 2007 | 2 | Sep 2007 | 2 | 4 |
| -2.93% | May 2006 | May 2006 | 1 | Aug 2006 | 3 | 4 |
| -2.19% | Nov 1993 | Nov 1993 | 1 | Dec 1993 | 1 | 2 |
| -1.89% | Jan 2005 | Jan 2005 | 1 | Feb 2005 | 1 | 2 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -59.77% | Nov 2007 | Feb 2009 | 16 | Apr 2014 | 62 | 78 |
| -45.88% | Apr 2000 | Sep 2002 | 30 | Dec 2004 | 27 | 57 |
| -38.16% | Jan 1973 | Sep 1974 | 21 | Jun 1975 | 9 | 30 |
| -33.23% | Dec 1980 | Jul 1982 | 20 | Apr 1983 | 9 | 29 |
| -30.98% | Sep 2021 | Sep 2022 | 13 | in progress | 1 | 14 |
| -26.83% | Jan 1970 | Jun 1970 | 6 | Mar 1971 | 9 | 15 |
| -25.65% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
| -23.15% | Oct 1987 | Nov 1987 | 2 | Jul 1989 | 20 | 22 |
| -20.91% | Jun 2014 | Feb 2016 | 21 | May 2017 | 15 | 36 |
| -20.21% | Aug 1990 | Sep 1990 | 2 | May 1992 | 20 | 22 |
| -19.44% | Feb 2018 | Dec 2018 | 11 | Dec 2019 | 12 | 23 |
| -19.23% | Feb 1976 | Nov 1976 | 10 | Dec 1977 | 13 | 23 |
| -16.03% | Aug 1998 | Sep 1998 | 2 | Apr 1999 | 7 | 9 |
| -12.85% | Jun 1992 | Nov 1992 | 6 | Aug 1993 | 9 | 15 |
| -12.84% | Feb 1980 | Mar 1980 | 2 | Sep 1980 | 6 | 8 |
| -10.90% | Jul 1975 | Sep 1975 | 3 | Jan 1976 | 4 | 7 |
| -10.12% | Dec 1983 | Jul 1984 | 8 | Jan 1985 | 6 | 14 |
| -8.83% | May 1986 | May 1986 | 1 | Aug 1986 | 3 | 4 |
| -7.42% | Sep 1979 | Oct 1979 | 2 | Jan 1980 | 3 | 5 |
| -7.18% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
Rolling Returns ( more details)
European Stocks Portfolio: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
11.07 |
92.07 May 1985 - Apr 1986 |
-52.96 Mar 2008 - Feb 2009 |
30.50% |
| 2 Years |
10.15 |
58.72 Jan 1985 - Dec 1986 |
-30.58 Mar 2007 - Feb 2009 |
21.11% |
| 3 Years |
9.64 |
53.23 Aug 1984 - Jul 1987 |
-18.37 Apr 2000 - Mar 2003 |
19.20% |
| 5 Years |
9.56 |
38.41 Aug 1982 - Jul 1987 |
-8.13 Jun 2007 - May 2012 |
10.09% |
| 7 Years |
9.58 |
28.01 Aug 1982 - Jul 1989 |
-1.10 Nov 2007 - Oct 2014 |
0.73% |
| 10 Years |
9.84 |
21.29 Aug 1982 - Jul 1992 |
-1.57 Mar 1999 - Feb 2009 |
0.78% |
| 15 Years |
10.24 |
19.85 Aug 1982 - Jul 1997 |
0.46 Oct 2007 - Sep 2022 |
0.00% |
| 20 Years |
10.30 |
16.28 Apr 1978 - Mar 1998 |
2.21 Apr 2000 - Mar 2020 |
0.00% |
| 30 Years |
10.30 |
13.84 Jun 1977 - May 2007 |
6.13 Apr 1990 - 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
In which months is it better to invest in European 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 |
0.95
40% |
-2.73
40% |
-2.55
60% |
2.21
80% |
0.92
60% |
-0.46
40% |
2.26
80% |
-1.16
40% |
-3.11
40% |
0.80
60% |
2.41
40% |
2.42
80% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.95
|
98.19
|
95.69
|
97.80
|
98.70
|
98.25
|
100.47
|
99.30
|
96.21
|
96.98
|
99.32
|
101.72
|
| Best |
6.7 2019 |
3.2 2019 |
3.3 2021 |
6.4 2020 |
5.8 2020 |
6.4 2019 |
5.0 2022 |
4.3 2020 |
2.6 2019 |
8.4 2022 |
16.4 2020 |
5.7 2020 |
| Worst |
-3.6 2022 |
-8.0 2020 |
-16.7 2020 |
-6.2 2022 |
-5.7 2019 |
-9.9 2022 |
-2.6 2019 |
-7.5 2022 |
-9.7 2022 |
-7.9 2018 |
-4.9 2021 |
-4.8 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 |
0.24
50% |
-0.63
50% |
-0.41
60% |
2.91
90% |
1.01
70% |
-1.46
20% |
2.36
80% |
-1.28
50% |
-1.25
50% |
0.91
60% |
1.40
50% |
1.69
70% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.24
|
99.61
|
99.21
|
102.10
|
103.13
|
101.62
|
104.02
|
102.68
|
101.40
|
102.33
|
103.76
|
105.52
|
| Best |
6.7 2019 |
7.3 2014 |
7.0 2016 |
6.4 2020 |
5.8 2020 |
6.4 2019 |
7.6 2013 |
4.3 2020 |
7.2 2013 |
8.4 2022 |
16.4 2020 |
5.7 2020 |
| Worst |
-5.6 2016 |
-8.0 2020 |
-16.7 2020 |
-6.2 2022 |
-5.7 2019 |
-9.9 2022 |
-4.3 2014 |
-7.5 2022 |
-9.7 2022 |
-7.9 2018 |
-4.9 2021 |
-4.8 2018 |
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 |
0.30
55% |
0.49
55% |
1.01
70% |
2.35
72% |
-0.07
55% |
0.10
49% |
1.30
62% |
0.02
55% |
-0.80
55% |
0.93
58% |
1.34
63% |
2.63
73% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.30
|
100.80
|
101.82
|
104.22
|
104.15
|
104.26
|
105.61
|
105.62
|
104.78
|
105.75
|
107.17
|
109.99
|
| Best |
12.7 1975 |
11.1 1986 |
8.8 1986 |
13.5 2003 |
14.3 2009 |
8.3 2012 |
14.2 2010 |
12.2 1982 |
11.3 2010 |
18.1 1974 |
16.4 2020 |
10.2 1999 |
| Worst |
-13.8 2009 |
-10.4 2009 |
-16.7 2020 |
-10.4 1970 |
-12.0 2012 |
-9.9 2022 |
-11.1 2002 |
-12.5 1998 |
-13.1 2002 |
-21.8 2008 |
-9.6 1973 |
-5.1 1980 |
Monthly Seasonality over the period Jan 1970 - Oct 2022
Monthly/Yearly Returns
European Stocks Portfolio data source starts from January 1970: 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 1970 - Oct 2022
381 Positive Months (60%) - 253 Negative Months (40%)
MONTHLY RETURNS TABLE
Jan 1970 - 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 |
-24.73 | -29.58 | -3.6 | -5.3 | 0.2 | -6.2 | 2.4 | -9.9 | 5.0 | -7.5 | -9.7 | 8.4 | ||
| 2021 |
+16.88 | +9.20 | -0.9 | 2.6 | 3.3 | 4.8 | 4.5 | -1.4 | 1.9 | 1.8 | -5.4 | 5.0 | -4.9 | 5.2 |
| 2020 |
+6.11 | +4.69 | -3.1 | -8.0 | -16.7 | 6.4 | 5.8 | 3.9 | 3.7 | 4.3 | -3.1 | -5.4 | 16.4 | 5.7 |
| 2019 |
+24.86 | +22.07 | 6.7 | 3.2 | 0.8 | 3.9 | -5.7 | 6.4 | -2.6 | -1.6 | 2.6 | 3.8 | 1.3 | 4.5 |
| 2018 |
-14.91 | -16.50 | 5.6 | -6.1 | -0.4 | 2.1 | -2.4 | -1.3 | 3.4 | -2.8 | 0.1 | -7.9 | -0.7 | -4.8 |
| 2017 |
+26.99 | +24.36 | 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 | -2.39 | -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 | -2.65 | 0.5 | 6.1 | -2.4 | 4.2 | 0.3 | -3.3 | 2.7 | -7.0 | -4.1 | 5.9 | -1.2 | -2.6 |
| 2014 |
-7.10 | -7.80 | -4.6 | 7.3 | -0.6 | 2.6 | 0.8 | -0.1 | -4.3 | 0.7 | -4.0 | -1.9 | 2.1 | -4.7 |
| 2013 |
+24.38 | +22.54 | 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 | +19.49 | 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 | -14.19 | 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 | +4.49 | -6.3 | -0.6 | 6.5 | -3.8 | -11.7 | -1.6 | 14.2 | -4.6 | 11.3 | 4.9 | -7.8 | 9.1 |
| 2009 |
+31.33 | +27.85 | -13.8 | -10.4 | 7.7 | 13.2 | 14.3 | -2.4 | 11.3 | 5.5 | 4.8 | -2.6 | 4.5 | -0.2 |
| 2008 |
-44.71 | -44.76 | -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 | +8.80 | 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 | +29.76 | 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 | +5.65 | -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 | +17.05 | 1.1 | 2.9 | -3.1 | -0.8 | 1.5 | 1.6 | -2.7 | 0.0 | 4.0 | 3.6 | 7.3 | 4.2 |
| 2003 |
+38.70 | +36.14 | -4.7 | -3.3 | -1.5 | 13.5 | 6.6 | 1.0 | 2.0 | -0.2 | 2.0 | 6.6 | 4.3 | 8.2 |
| 2002 |
-17.95 | -19.85 | -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 | -21.52 | 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 | -11.22 | -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 | +13.61 | -0.8 | -2.7 | 1.3 | 3.1 | -4.9 | 2.3 | 0.8 | 1.1 | -0.8 | 3.6 | 3.0 | 10.2 |
| 1998 |
+28.86 | +26.82 | 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 | +22.15 | 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 | +17.36 | 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 | +19.25 | -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 | -0.78 | 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 | +25.67 | 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 | -6.04 | 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 | +9.06 | 2.8 | 7.7 | -6.8 | 1.0 | 1.5 | -8.0 | 7.2 | 1.8 | 3.2 | -2.1 | -2.6 | 7.6 |
| 1990 |
-3.87 | -9.40 | -0.1 | -2.5 | 1.7 | -2.9 | 7.2 | 4.1 | 5.0 | -9.9 | -11.4 | 7.9 | 0.4 | -1.4 |
| 1989 |
+28.18 | +22.48 | 4.4 | -0.9 | 0.6 | 3.0 | -4.5 | 2.4 | 11.7 | -1.0 | 2.4 | -6.9 | 5.6 | 9.8 |
| 1988 |
+13.69 | +8.88 | -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 | +2.51 | 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 | +39.42 | 1.4 | 11.1 | 8.8 | 9.3 | -8.8 | 4.2 | -0.6 | 10.1 | -6.7 | 0.7 | 4.6 | 3.0 |
| 1985 |
+78.72 | +72.18 | 11.5 | 4.9 | 3.4 | 3.0 | 8.4 | 4.2 | 2.6 | 2.2 | 0.2 | 6.0 | 7.7 | 5.8 |
| 1984 |
+0.52 | -3.29 | -1.0 | -3.8 | 1.2 | 0.2 | -6.0 | 1.7 | -2.0 | 11.1 | -0.5 | -0.2 | -1.5 | 2.3 |
| 1983 |
+20.82 | +16.41 | 3.4 | 2.4 | 3.5 | 7.6 | -0.9 | 3.7 | -3.3 | 1.8 | 1.2 | -1.4 | 2.2 | -0.7 |
| 1982 |
+3.86 | +0.03 | -2.9 | -6.6 | -2.3 | 2.7 | -4.6 | -3.4 | -4.1 | 12.2 | -0.4 | 11.1 | 3.4 | 0.6 |
| 1981 |
-12.54 | -19.71 | -5.0 | 1.5 | 3.2 | -2.8 | 0.0 | -1.5 | -0.6 | -6.3 | -6.0 | 4.8 | 4.0 | -3.6 |
| 1980 |
+11.80 | -0.64 | 4.3 | -1.2 | -11.8 | 2.7 | 4.1 | 1.3 | 5.6 | -0.2 | 1.4 | 0.7 | 11.1 | -5.1 |
| 1979 |
+12.18 | -0.98 | 3.6 | -3.3 | 5.3 | -0.1 | -2.2 | 3.6 | 0.7 | 5.9 | -0.2 | -7.2 | 4.9 | 1.4 |
| 1978 |
+21.77 | +11.70 | -4.7 | -0.3 | 3.9 | 9.5 | 2.5 | -0.3 | 6.5 | 4.3 | 0.6 | -7.0 | 3.4 | 2.6 |
| 1977 |
+21.77 | +14.12 | -2.5 | 1.1 | 1.3 | 2.5 | 1.1 | 6.4 | 0.9 | 1.0 | 2.2 | -1.2 | 4.9 | 2.5 |
| 1976 |
-7.88 | -12.15 | 9.5 | -3.3 | 0.4 | -3.6 | -3.7 | 3.0 | -3.4 | -2.5 | 0.3 | -5.4 | -2.6 | 4.2 |
| 1975 |
+41.32 | +32.15 | 12.7 | 6.8 | 2.8 | 5.4 | 5.9 | 5.2 | -6.3 | -1.7 | -3.3 | 6.6 | 3.4 | -1.0 |
| 1974 |
-24.15 | -32.48 | -0.9 | -0.1 | -2.0 | -3.8 | -2.2 | -1.7 | -7.6 | -8.2 | -11.0 | 18.1 | -3.6 | -1.9 |
| 1973 |
-8.86 | -16.16 | -1.4 | -3.1 | 0.3 | -3.9 | -0.7 | -0.1 | 5.0 | -2.3 | 4.9 | 0.4 | -9.6 | 2.0 |
| 1972 |
+14.25 | +10.49 | 1.8 | 2.7 | 0.4 | 0.4 | 1.5 | -2.3 | -0.4 | 3.7 | -0.8 | 0.9 | 4.7 | 1.1 |
| 1971 |
+26.21 | +22.21 | 5.3 | 2.1 | 4.8 | 4.7 | -2.9 | 1.2 | -2.8 | 4.5 | 0.4 | -2.8 | 0.9 | 8.9 |
| 1970 |
-10.74 | -15.45 | -8.6 | 4.3 | -0.8 | -10.4 | -7.6 | -6.6 | 6.8 | 3.8 | 2.7 | -2.5 | 4.3 | 5.5 |
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
Portfolio efficiency
Compared to the European 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 | ||
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 | ||