European Stocks Portfolio: ETF allocation and returns

Last Update: 31 January 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 6.02% compound annual return, with a 16.54% standard deviation.

Asset Allocation and ETFs

The European Stocks Portfolio has the following asset allocation:

        100% Stocks
      
        0% Fixed Income
      
        0% Commodities

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

Historical Returns

European Stocks Portfolio - Historical returns and stats.

Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

EUROPEAN STOCKS PORTFOLIO

Last Update: 31 January 2020

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Period	Returns Jan 2020	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	-3.09%		-3.09% Jan 2020 - Jan 2020	0 - 1
3M	+2.59%		-3.09% Jan 2020 - Jan 2020	2 - 1
6M	+7.46%		-3.09% Jan 2020 - Jan 2020	4 - 2
YTD	-3.09%		-3.09% Jan 2020 - Jan 2020	0 - 1
1Y	+13.42%	12.08%	-5.67% May 2019 - May 2019	8 - 4
3Y	+8.29% annualized	12.31%	-19.45% Feb 2018 - Dec 2018	22 - 14
5Y	+4.91% annualized	12.87%	-19.45% Feb 2018 - Dec 2018	34 - 26
10Y	+6.02% annualized	16.54%	-27.75% May 2011 - Sep 2011	68 - 52
MAX 01 Jan 1986	+8.65% annualized	17.39%	-59.76% Nov 2007 - Feb 2009	251 - 158

* Annualized St.Dev. of monthly returns

Best Very High Risk Porftolios, ordered by 10Y annualized return.

Portfolio	10Y Return ▾	#ETF	Stocks	Bonds
Technology	+18.98%	1	100	0
US Stocks	+13.83%	1	100	0
Warren Buffett	+12.70%	2	90	10
Second Grader's Starter Paul Farrell	+10.41%	3	90	10
Ultimate Buy and Hold Strategy Paul Merriman	+9.99%	10	100	0

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since January 2010.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-27.75%	May 2011	Sep 2011	5	Jul 2013	22	27
-20.91%	Jun 2014	Feb 2016	21	May 2017	15	36
-19.45%	Feb 2018	Dec 2018	11	Dec 2019	12	23
-16.50%	Apr 2010	Jun 2010	3	Sep 2010	3	6
-7.81%	Nov 2010	Nov 2010	1	Dec 2010	1	2
-4.57%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-3.09%	Jan 2020	Jan 2020	1	in progress	0	1
-1.47%	Aug 2013	Aug 2013	1	Sep 2013	1	2
-1.03%	Mar 2011	Mar 2011	1	Apr 2011	1	2
-0.65%	Mar 2014	Mar 2014	1	Apr 2014	1	2
-0.55%	Feb 2010	Feb 2010	1	Mar 2010	1	2
-0.51%	Jun 2017	Jun 2017	1	Jul 2017	1	2
-0.05%	Nov 2017	Nov 2017	1	Dec 2017	1	2

Worst drawdowns since December 1985.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-59.76%	Nov 2007	Feb 2009	16	Apr 2014	62	78
-45.89%	Apr 2000	Sep 2002	30	Dec 2004	27	57
-23.14%	Oct 1987	Nov 1987	2	Jul 1989	20	22
-20.91%	Jun 2014	Feb 2016	21	May 2017	15	36
-20.22%	Aug 1990	Sep 1990	2	May 1992	20	22
-19.45%	Feb 2018	Dec 2018	11	Dec 2019	12	23
-16.03%	Aug 1998	Sep 1998	2	Apr 1999	7	9
-12.85%	Jun 1992	Nov 1992	6	Aug 1993	9	15
-8.83%	May 1986	May 1986	1	Aug 1986	3	4
-7.18%	Jan 2000	Jan 2000	1	Mar 2000	2	3
-7.01%	Feb 1994	Jun 1994	5	Aug 1994	2	7
-6.85%	Oct 1989	Oct 1989	1	Dec 1989	2	3
-6.66%	Sep 1986	Sep 1986	1	Dec 1986	3	4
-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
-3.73%	Jan 1990	Apr 1990	4	May 1990	1	5

Rolling Returns

European Stocks Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+9.84%	+58.54% Mar 2009 - Feb 2010	-52.96% Mar 2008 - Feb 2009	31.16%
2 Years	+8.66%	+38.87% Mar 2009 - Feb 2011	-30.58% Mar 2007 - Feb 2009	21.24%
3 Years	+8.43%	+30.55% Apr 2003 - Mar 2006	-18.37% Apr 2000 - Mar 2003	20.86%
5 Years	+7.99%	+25.37% Oct 2002 - Sep 2007	-8.13% Jun 2007 - May 2012	14.00%
7 Years	+7.96%	+20.28% Jan 1993 - Dec 1999	-1.10% Nov 2007 - Oct 2014	1.23%
10 Years	+7.88%	+16.50% Aug 1988 - Jul 1998	-1.57% Mar 1999 - Feb 2009	1.38%
15 Years	+7.57%	+14.56% Jan 1986 - Dec 2000	+3.11% Jan 2000 - Dec 2014	0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2020	-3.09%	-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