Data Source: from January 1972 to October 2022 (~51 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 03:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.40%
1 Day
Nov 29 2022, 03:00PM Eastern Time
4.47%
Current Month
November 2022
The Frank Armstrong Ideal Index Portfolio is a High Risk portfolio and can be implemented with 7 ETFs.
It's exposed for 70% on the Stock Market.
In the last 30 Years, the Frank Armstrong Ideal Index Portfolio obtained a 7.00% compound annual return, with a 10.51% standard deviation.
Asset Allocation and ETFs
The Frank Armstrong Ideal Index Portfolio has the following asset allocation:
The Frank Armstrong Ideal Index Portfolio can be implemented with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 31.00 % | VEU | Vanguard FTSE All-World ex-US | Equity, Global ex-US, Large Cap | |
| 9.25 % | IJS | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value | |
| 9.25 % | VTV | Vanguard Value | Equity, U.S., Large Cap, Value | |
| 8.00 % | VNQ | Vanguard Real Estate | Real Estate, U.S. | |
| 6.25 % | IJT | iShares S&P Small-Cap 600 Growth | Equity, U.S., Small Cap, Growth | |
| 6.25 % | VV | Vanguard Large-Cap | Equity, U.S., Large Cap | |
| 30.00 % | SHY | iShares 1-3 Year Treasury Bond | Bond, U.S., Short Term |
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 Frank Armstrong Ideal Index Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
FRANK ARMSTRONG IDEAL INDEX PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 03:00PM 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
(~51Y) |
|
| Frank Armstrong Ideal Index Portfolio | 0.40 | 4.47 | 4.60 | -6.54 | -13.39 | 3.25 | 5.77 | 7.00 | 9.13 | |
| US Inflation Adjusted return | 4.17 | -9.33 | -19.62 | -0.58 | 3.12 | 4.38 | 4.95 | |||
| Components | ||||||||||
|
VEU Vanguard FTSE All-World ex-US |
0.77 |
02:59PM Nov 29 2022 |
10.79 | 3.40 | -13.38 | -24.31 | -0.30 | 3.59 | 5.18 | 6.31 |
|
IJS iShares S&P Small-Cap 600 Value |
0.45 |
02:57PM Nov 29 2022 |
1.68 | 14.40 | -0.71 | -7.38 | 6.48 | 11.01 | 11.05 | 13.63 |
|
VTV Vanguard Value |
0.18 |
02:59PM Nov 29 2022 |
3.91 | 11.73 | -0.64 | -0.92 | 9.10 | 11.78 | 9.62 | 11.17 |
|
VNQ Vanguard Real Estate |
1.25 |
03:00PM Nov 29 2022 |
3.36 | 3.51 | -18.78 | -21.44 | 4.00 | 6.69 | 9.03 | 10.60 |
|
IJT iShares S&P Small-Cap 600 Growth |
0.35 |
02:59PM Nov 29 2022 |
1.45 | 9.89 | -0.87 | -16.82 | 7.01 | 11.64 | 9.81 | 9.78 |
|
VV Vanguard Large-Cap |
-0.36 |
02:56PM Nov 29 2022 |
1.94 | 7.89 | -5.89 | -16.73 | 10.24 | 12.65 | 9.85 | 10.35 |
|
SHY iShares 1-3 Year Treasury Bond |
0.00 |
03:00PM Nov 29 2022 |
0.43 | -0.13 | -1.72 | -4.91 | 0.41 | 0.45 | 3.11 | 5.33 |
Returns over 1 year are annualized | Available data source: since Jan 1972
(*) 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 Frank Armstrong Ideal Index Portfolio, updated as of 31 October 2022.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
FRANK ARMSTRONG IDEAL INDEX PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1972 - 31 October 2022 (~51 years)
Swipe left to see all data
| Metrics as of Oct 31, 2022 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~51Y) |
|
| Portfolio Return (%) |
4.60 | -5.74 | -6.54 | -13.39 | 2.60 | 3.25 | 5.77 | 6.90 | 7.00 | 9.13 |
| US Inflation (%) | 0.41 | 0.59 | 3.08 | 7.75 | 5.01 | 3.85 | 2.57 | 2.52 | 2.51 | 3.97 |
| Infl. Adjusted Return (%) |
4.17 | -6.29 | -9.33 | -19.62 | -2.30 | -0.58 | 3.12 | 4.27 | 4.38 | 4.95 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 12.90 | 13.46 | 11.99 | 9.76 | 11.10 | 10.51 | 10.73 | |||
| Sharpe Ratio | -1.09 | 0.16 | 0.19 | 0.54 | 0.52 | 0.46 | 0.48 | |||
| Sortino Ratio | -1.61 | 0.21 | 0.24 | 0.70 | 0.68 | 0.59 | 0.64 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -18.25 | -18.25 | -18.25 | -18.25 | -40.11 | -40.11 | -40.11 | |||
| Start (yyyy mm) | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 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 | 9 | 9 | 9 | 16 | 16 | 16 | |||
| Start to Recovery (# months) in progress |
> 10
|
> 10
|
> 10
|
> 10
|
40
|
40
|
40
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 48.42 | 32.10 | 27.40 | 19.33 | 14.99 | 12.67 | ||||
| Worst Return (%) | -34.14 | -9.11 | -1.14 | 2.74 | 5.01 | 6.75 | ||||
| % Positive Periods | 80% | 93% | 99% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 1 | 1 | 3 | 5 | 22 | 38 | 80 | 158 | 234 | 402 |
| Negative | 0 | 2 | 3 | 7 | 14 | 22 | 40 | 82 | 126 | 208 |
| % Positive | 100% | 33% | 50% | 42% | 61% | 63% | 67% | 66% | 65% | 66% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 36.51 | 21.40 | 13.14 | 8.73 | 7.03 | 5.44 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 3.03 | 4.10 | 4.20 | 4.72 | ||||
- 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 Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 October 2022
Swipe left to see all data
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|
| Asset | VEU | IJS | VTV | VNQ | IJT | VV | SHY | |
| VEU |
1.00
|
0.91
|
0.95
|
0.82
|
0.87
|
0.91
|
0.57
|
|
| IJS |
0.91
|
1.00
|
0.95
|
0.76
|
0.94
|
0.92
|
0.55
|
|
| VTV |
0.95
|
0.95
|
1.00
|
0.80
|
0.87
|
0.91
|
0.42
|
|
| VNQ |
0.82
|
0.76
|
0.80
|
1.00
|
0.82
|
0.88
|
0.32
|
|
| IJT |
0.87
|
0.94
|
0.87
|
0.82
|
1.00
|
0.96
|
0.58
|
|
| VV |
0.91
|
0.92
|
0.91
|
0.88
|
0.96
|
1.00
|
0.46
|
|
| SHY |
0.57
|
0.55
|
0.42
|
0.32
|
0.58
|
0.46
|
1.00
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|
| Asset | VEU | IJS | VTV | VNQ | IJT | VV | SHY | |
| VEU |
1.00
|
0.87
|
0.90
|
0.74
|
0.87
|
0.89
|
-0.03
|
|
| IJS |
0.87
|
1.00
|
0.91
|
0.74
|
0.94
|
0.85
|
-0.15
|
|
| VTV |
0.90
|
0.91
|
1.00
|
0.78
|
0.88
|
0.93
|
-0.15
|
|
| VNQ |
0.74
|
0.74
|
0.78
|
1.00
|
0.79
|
0.82
|
0.03
|
|
| IJT |
0.87
|
0.94
|
0.88
|
0.79
|
1.00
|
0.91
|
-0.04
|
|
| VV |
0.89
|
0.85
|
0.93
|
0.82
|
0.91
|
1.00
|
-0.02
|
|
| SHY |
-0.03
|
-0.15
|
-0.15
|
0.03
|
-0.04
|
-0.02
|
1.00
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|
| Asset | VEU | IJS | VTV | VNQ | IJT | VV | SHY | |
| VEU |
1.00
|
0.76
|
0.83
|
0.62
|
0.76
|
0.85
|
-0.02
|
|
| IJS |
0.76
|
1.00
|
0.89
|
0.61
|
0.95
|
0.83
|
-0.19
|
|
| VTV |
0.83
|
0.89
|
1.00
|
0.66
|
0.86
|
0.94
|
-0.19
|
|
| VNQ |
0.62
|
0.61
|
0.66
|
1.00
|
0.65
|
0.70
|
0.10
|
|
| IJT |
0.76
|
0.95
|
0.86
|
0.65
|
1.00
|
0.88
|
-0.09
|
|
| VV |
0.85
|
0.83
|
0.94
|
0.70
|
0.88
|
1.00
|
-0.06
|
|
| SHY |
-0.02
|
-0.19
|
-0.19
|
0.10
|
-0.09
|
-0.06
|
1.00
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|
| Asset | VEU | IJS | VTV | VNQ | IJT | VV | SHY | |
| VEU |
1.00
|
0.73
|
0.80
|
0.58
|
0.72
|
0.81
|
-0.16
|
|
| IJS |
0.73
|
1.00
|
0.85
|
0.68
|
0.90
|
0.82
|
-0.18
|
|
| VTV |
0.80
|
0.85
|
1.00
|
0.63
|
0.76
|
0.95
|
-0.15
|
|
| VNQ |
0.58
|
0.68
|
0.63
|
1.00
|
0.58
|
0.60
|
-0.03
|
|
| IJT |
0.72
|
0.90
|
0.76
|
0.58
|
1.00
|
0.80
|
-0.21
|
|
| VV |
0.81
|
0.82
|
0.95
|
0.60
|
0.80
|
1.00
|
-0.15
|
|
| SHY |
-0.16
|
-0.18
|
-0.15
|
-0.03
|
-0.21
|
-0.15
|
1.00
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|
| Asset | VEU | IJS | VTV | VNQ | IJT | VV | SHY | |
| VEU |
1.00
|
0.68
|
0.76
|
0.53
|
0.68
|
0.77
|
0.06
|
|
| IJS |
0.68
|
1.00
|
0.86
|
0.70
|
0.92
|
0.83
|
0.04
|
|
| VTV |
0.76
|
0.86
|
1.00
|
0.63
|
0.80
|
0.95
|
0.08
|
|
| VNQ |
0.53
|
0.70
|
0.63
|
1.00
|
0.61
|
0.60
|
0.05
|
|
| IJT |
0.68
|
0.92
|
0.80
|
0.61
|
1.00
|
0.84
|
0.00
|
|
| VV |
0.77
|
0.83
|
0.95
|
0.60
|
0.84
|
1.00
|
0.08
|
|
| SHY |
0.06
|
0.04
|
0.08
|
0.05
|
0.00
|
0.08
|
1.00
|
Portfolio Dividends
In 2021, the Frank Armstrong Ideal Index Portfolio granted a 1.94% dividend yield. If you are interested in getting periodic income, please refer to the Frank Armstrong Ideal Index Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Oct 31, 2022
An investment of 1000$, since November 1992,
now would be worth 7605.08$, with a total return of 660.51% (7.00% annualized).
The Inflation Adjusted Capital now would be 3618.65$, with a net total return of 261.86% (4.38% annualized).
The Inflation Adjusted Capital now would be 3618.65$, with a net total return of 261.86% (4.38% annualized).
An investment of 1000$, since January 1972,
now would be worth 84704.98$, with a total return of 8370.50% (9.13% annualized).
The Inflation Adjusted Capital now would be 11681.99$, with a net total return of 1068.20% (4.95% annualized).
The Inflation Adjusted Capital now would be 11681.99$, with a net total return of 1068.20% (4.95% annualized).
Drawdowns
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Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -40.11% | Nov 2007 | Feb 2009 | 16 | Feb 2011 | 24 | 40 |
| -18.25% | Jan 2022 | Sep 2022 | 9 | in progress | 1 | 10 |
| -17.16% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
| -16.33% | Feb 2001 | Sep 2002 | 20 | Oct 2003 | 13 | 33 |
| -15.51% | May 2011 | Sep 2011 | 5 | Dec 2012 | 15 | 20 |
| -12.21% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 |
| -9.48% | Sep 2018 | Dec 2018 | 4 | Apr 2019 | 4 | 8 |
| -8.72% | Jun 2015 | Feb 2016 | 9 | Jul 2016 | 5 | 14 |
| -5.59% | Sep 2000 | Nov 2000 | 3 | Jan 2001 | 2 | 5 |
| -4.41% | Nov 1993 | Nov 1993 | 1 | Jan 1994 | 2 | 3 |
| -4.20% | Sep 1994 | Nov 1994 | 3 | Apr 1995 | 5 | 8 |
| -4.04% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
| -4.02% | Oct 1997 | Oct 1997 | 1 | Feb 1998 | 4 | 5 |
| -3.80% | Feb 1994 | Mar 1994 | 2 | Aug 1994 | 5 | 7 |
| -3.56% | Feb 2018 | Feb 2018 | 1 | Aug 2018 | 6 | 7 |
| -3.40% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
| -3.19% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
| -3.12% | Sep 2014 | Sep 2014 | 1 | Feb 2015 | 5 | 6 |
| -3.11% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
| -3.10% | Jun 2007 | Jul 2007 | 2 | Sep 2007 | 2 | 4 |
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Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -40.11% | Nov 2007 | Feb 2009 | 16 | Feb 2011 | 24 | 40 |
| -27.37% | Jan 1973 | Sep 1974 | 21 | Jun 1975 | 9 | 30 |
| -18.25% | Jan 2022 | Sep 2022 | 9 | in progress | 1 | 10 |
| -17.16% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
| -16.33% | Feb 2001 | Sep 2002 | 20 | Oct 2003 | 13 | 33 |
| -15.51% | May 2011 | Sep 2011 | 5 | Dec 2012 | 15 | 20 |
| -14.90% | Sep 1987 | Nov 1987 | 3 | Oct 1988 | 11 | 14 |
| -14.74% | Jan 1990 | Sep 1990 | 9 | Mar 1991 | 6 | 15 |
| -12.21% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 |
| -9.55% | Feb 1980 | Mar 1980 | 2 | May 1980 | 2 | 4 |
| -9.48% | Sep 2018 | Dec 2018 | 4 | Apr 2019 | 4 | 8 |
| -9.10% | Jul 1975 | Sep 1975 | 3 | Jan 1976 | 4 | 7 |
| -8.72% | Jun 2015 | Feb 2016 | 9 | Jul 2016 | 5 | 14 |
| -8.57% | Dec 1981 | Jul 1982 | 8 | Sep 1982 | 2 | 10 |
| -7.60% | Jul 1981 | Sep 1981 | 3 | Nov 1981 | 2 | 5 |
| -7.53% | Oct 1978 | Oct 1978 | 1 | Jan 1979 | 3 | 4 |
| -7.14% | Sep 1979 | Oct 1979 | 2 | Jan 1980 | 3 | 5 |
| -5.59% | Sep 2000 | Nov 2000 | 3 | Jan 2001 | 2 | 5 |
| -4.89% | Feb 1984 | May 1984 | 4 | Aug 1984 | 3 | 7 |
| -4.41% | Nov 1993 | Nov 1993 | 1 | Jan 1994 | 2 | 3 |
Rolling Returns ( more details)
Frank Armstrong Ideal Index Portfolio: annualized rolling and average returns
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| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
9.98 |
48.42 Jul 1982 - Jun 1983 |
-34.14 Mar 2008 - Feb 2009 |
19.87% |
| 2 Years |
9.80 |
35.19 May 1985 - Apr 1987 |
-18.86 Mar 2007 - Feb 2009 |
9.71% |
| 3 Years |
9.82 |
32.10 Aug 1984 - Jul 1987 |
-9.11 Mar 2006 - Feb 2009 |
7.30% |
| 5 Years |
9.93 |
27.40 Aug 1982 - Jul 1987 |
-1.14 Mar 2004 - Feb 2009 |
0.73% |
| 7 Years |
9.95 |
22.08 Aug 1982 - Jul 1989 |
2.11 Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
9.99 |
19.33 Sep 1977 - Aug 1987 |
2.74 Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
9.87 |
17.85 Oct 1974 - Sep 1989 |
3.92 Oct 2007 - Sep 2022 |
0.00% |
| 20 Years |
9.68 |
14.99 Oct 1974 - Sep 1994 |
5.01 Apr 2000 - Mar 2020 |
0.00% |
| 30 Years |
9.63 |
12.67 Jan 1975 - Dec 2004 |
6.75 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 Frank Armstrong Ideal Index Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Frank Armstrong Ideal Index 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 |
0.97
60% |
-1.10
40% |
-1.53
80% |
1.27
80% |
0.42
80% |
0.16
60% |
1.73
60% |
0.09
60% |
-2.00
20% |
0.65
60% |
2.19
80% |
1.08
80% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.97
|
99.85
|
98.32
|
99.57
|
99.99
|
100.15
|
101.88
|
101.97
|
99.94
|
100.59
|
102.79
|
103.91
|
| Best |
6.2 2019 |
2.9 2021 |
2.5 2021 |
6.0 2020 |
2.6 2020 |
4.4 2019 |
4.2 2022 |
2.8 2020 |
2.0 2019 |
4.6 2022 |
9.0 2020 |
3.8 2020 |
| Worst |
-3.1 2022 |
-5.2 2020 |
-11.1 2020 |
-4.6 2022 |
-4.0 2019 |
-5.6 2022 |
-0.2 2021 |
-3.2 2022 |
-6.9 2022 |
-5.4 2018 |
-2.3 2021 |
-5.3 2018 |
Monthly Seasonality over the period Nov 2017 - Oct 2022
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 |
0.26
50% |
0.22
60% |
0.08
80% |
1.15
90% |
0.39
80% |
0.12
60% |
1.58
70% |
-0.46
50% |
-0.83
40% |
1.21
70% |
1.52
80% |
0.89
70% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.26
|
100.47
|
100.56
|
101.71
|
102.11
|
102.22
|
103.84
|
103.36
|
102.50
|
103.74
|
105.31
|
106.24
|
| Best |
6.2 2019 |
3.5 2014 |
5.7 2016 |
6.0 2020 |
2.6 2020 |
4.4 2019 |
4.2 2022 |
2.8 2020 |
4.1 2013 |
4.6 2022 |
9.0 2020 |
3.8 2020 |
| Worst |
-3.5 2016 |
-5.2 2020 |
-11.1 2020 |
-4.6 2022 |
-4.0 2019 |
-5.6 2022 |
-1.5 2014 |
-4.7 2015 |
-6.9 2022 |
-5.4 2018 |
-2.3 2021 |
-5.3 2018 |
Monthly Seasonality over the period Nov 2012 - Oct 2022
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 |
0.98
61% |
0.50
61% |
0.94
75% |
1.57
80% |
0.53
65% |
0.54
57% |
0.78
59% |
0.20
59% |
-0.16
57% |
0.63
63% |
1.24
74% |
1.62
82% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.98
|
101.48
|
102.44
|
104.05
|
104.60
|
105.16
|
105.98
|
106.19
|
106.02
|
106.69
|
108.01
|
109.77
|
| Best |
10.6 1975 |
6.4 1991 |
6.8 1986 |
10.1 2009 |
6.2 1990 |
4.6 1975 |
7.1 2009 |
7.9 1982 |
6.5 2010 |
9.6 1974 |
9.0 2020 |
5.5 1991 |
| Worst |
-9.0 2009 |
-8.0 2009 |
-11.1 2020 |
-4.6 2022 |
-6.1 2010 |
-5.9 2008 |
-6.5 2002 |
-10.0 1998 |
-7.5 2011 |
-14.0 2008 |
-7.9 1973 |
-5.3 2018 |
Monthly Seasonality over the period Jan 1972 - Oct 2022
Monthly/Yearly Returns
Frank Armstrong Ideal Index Portfolio data source starts from January 1972: 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 1972 - Oct 2022
402 Positive Months (66%) - 208 Negative Months (34%)
MONTHLY RETURNS TABLE
Jan 1972 - Oct 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2022 |
-14.50 | -20.01 | -3.1 | -1.4 | 0.5 | -4.6 | 0.8 | -5.6 | 4.2 | -3.2 | -6.9 | 4.6 | ||
| 2021 |
+13.98 | +6.49 | 1.0 | 2.9 | 2.5 | 2.4 | 1.8 | 0.1 | -0.2 | 1.4 | -2.7 | 2.9 | -2.3 | 3.7 |
| 2020 |
+6.95 | +5.51 | -1.7 | -5.2 | -11.1 | 6.0 | 2.6 | 2.0 | 2.7 | 2.8 | -1.8 | -0.8 | 9.0 | 3.8 |
| 2019 |
+17.96 | +15.32 | 6.2 | 1.8 | 0.4 | 2.1 | -4.0 | 4.4 | -0.1 | -1.4 | 2.0 | 1.9 | 1.2 | 2.3 |
| 2018 |
-6.68 | -8.43 | 2.5 | -3.6 | 0.1 | 0.4 | 1.0 | -0.1 | 2.1 | 0.8 | -0.6 | -5.4 | 1.6 | -5.3 |
| 2017 |
+13.88 | +11.53 | 1.4 | 1.5 | 0.7 | 0.9 | 0.7 | 1.0 | 1.7 | -0.2 | 2.1 | 1.0 | 1.4 | 0.8 |
| 2016 |
+9.05 | +6.83 | -3.5 | -0.5 | 5.7 | 0.8 | 0.3 | 0.8 | 2.9 | 0.1 | 0.4 | -2.0 | 1.9 | 2.0 |
| 2015 |
-1.66 | -2.37 | -0.4 | 3.1 | -0.2 | 0.8 | 0.0 | -1.4 | 0.4 | -4.7 | -1.9 | 4.6 | -0.1 | -1.6 |
| 2014 |
+4.16 | +3.38 | -2.5 | 3.5 | 0.6 | 0.4 | 1.2 | 1.6 | -1.5 | 1.9 | -3.1 | 2.4 | 0.5 | -0.6 |
| 2013 |
+16.03 | +14.31 | 2.9 | 0.1 | 1.7 | 2.0 | -0.5 | -1.5 | 3.6 | -2.2 | 4.1 | 2.8 | 1.1 | 1.0 |
| 2012 |
+12.36 | +10.44 | 4.3 | 2.5 | 1.0 | -0.7 | -6.0 | 3.8 | 0.4 | 1.7 | 1.8 | -0.3 | 0.7 | 2.7 |
| 2011 |
-2.98 | -5.77 | 0.9 | 2.5 | 0.2 | 3.1 | -1.1 | -1.2 | -1.5 | -5.1 | -7.5 | 8.2 | -1.0 | 0.3 |
| 2010 |
+13.00 | +11.34 | -2.9 | 2.0 | 5.0 | 1.4 | -6.1 | -2.8 | 6.0 | -2.9 | 6.5 | 2.8 | -1.0 | 5.3 |
| 2009 |
+21.58 | +18.36 | -9.0 | -8.0 | 5.6 | 10.1 | 6.2 | -0.8 | 7.1 | 3.3 | 3.8 | -2.7 | 3.7 | 2.4 |
| 2008 |
-24.86 | -24.93 | -3.6 | -1.0 | 0.6 | 3.2 | 1.0 | -5.9 | -0.5 | -0.2 | -5.2 | -14.0 | -5.4 | 4.1 |
| 2007 |
+5.91 | +1.76 | 1.6 | -0.3 | 1.3 | 2.3 | 2.2 | -0.9 | -2.2 | 1.1 | 3.3 | 2.6 | -3.5 | -1.3 |
| 2006 |
+17.74 | +14.82 | 4.5 | 0.0 | 2.5 | 1.7 | -2.8 | 0.4 | 0.6 | 1.9 | 0.9 | 3.2 | 2.5 | 1.2 |
| 2005 |
+8.40 | +4.82 | -1.9 | 2.5 | -1.7 | -1.2 | 1.9 | 1.5 | 3.0 | 0.3 | 1.8 | -2.3 | 2.6 | 1.7 |
| 2004 |
+14.62 | +11.00 | 1.5 | 1.7 | 0.7 | -3.4 | 1.1 | 2.2 | -2.1 | 1.1 | 1.8 | 2.1 | 4.5 | 2.7 |
| 2003 |
+26.78 | +24.44 | -2.4 | -1.4 | -0.2 | 6.0 | 4.8 | 1.7 | 2.3 | 1.9 | 0.8 | 4.4 | 1.9 | 4.4 |
| 2002 |
-7.53 | -9.67 | -1.5 | 0.2 | 4.0 | 0.3 | 0.0 | -2.6 | -6.5 | 0.4 | -5.6 | 2.7 | 3.2 | -1.7 |
| 2001 |
-3.80 | -5.27 | 2.1 | -4.4 | -3.4 | 4.8 | -0.2 | -0.6 | -0.8 | -1.2 | -6.3 | 1.8 | 3.2 | 1.7 |
| 2000 |
+2.04 | -1.30 | -3.1 | 2.0 | 2.7 | -1.5 | -1.2 | 2.5 | -0.5 | 2.5 | -1.6 | -0.8 | -3.3 | 4.6 |
| 1999 |
+13.53 | +10.57 | 0.0 | -2.8 | 2.4 | 4.5 | -1.5 | 2.9 | -0.2 | -0.9 | -0.4 | 1.9 | 1.9 | 5.2 |
| 1998 |
+8.85 | +7.13 | 0.9 | 4.4 | 2.9 | 0.4 | -1.5 | 0.5 | -1.4 | -10.0 | 2.1 | 5.2 | 3.4 | 2.5 |
| 1997 |
+12.22 | +10.34 | 0.6 | 0.4 | -1.3 | 0.9 | 5.1 | 3.7 | 3.3 | -3.2 | 4.8 | -4.0 | 0.5 | 1.3 |
| 1996 |
+11.54 | +7.96 | 0.9 | 0.7 | 1.2 | 2.2 | 0.7 | -0.1 | -3.0 | 1.7 | 2.5 | 0.5 | 3.5 | 0.3 |
| 1995 |
+16.29 | +13.41 | -0.6 | 0.4 | 2.8 | 2.1 | 1.4 | 0.8 | 3.3 | -0.2 | 1.7 | -1.6 | 2.7 | 2.6 |
| 1994 |
+1.99 | -0.66 | 4.5 | -0.7 | -3.1 | 1.2 | 0.0 | -0.3 | 1.2 | 2.1 | -1.8 | 1.0 | -3.4 | 1.4 |
| 1993 |
+17.70 | +14.56 | 1.7 | 2.1 | 4.8 | 2.5 | 1.9 | -0.4 | 1.8 | 3.3 | -0.3 | 0.7 | -4.4 | 2.9 |
| 1992 |
+3.75 | +0.82 | 0.3 | -0.3 | -2.9 | 0.4 | 2.9 | -1.7 | 1.2 | 1.4 | 0.2 | -1.4 | 2.0 | 1.6 |
| 1991 |
+20.38 | +16.80 | 3.5 | 6.4 | 0.6 | 1.2 | 1.6 | -3.7 | 3.0 | 0.5 | 2.1 | 1.4 | -2.9 | 5.5 |
| 1990 |
-9.45 | -14.66 | -3.8 | -1.3 | -2.1 | -2.0 | 6.2 | 0.2 | 0.3 | -6.6 | -6.1 | 3.6 | 0.7 | 1.8 |
| 1989 |
+15.59 | +10.45 | 2.9 | -0.1 | 0.2 | 2.6 | 0.4 | -0.2 | 6.2 | -0.5 | 1.6 | -2.2 | 2.0 | 1.7 |
| 1988 |
+17.45 | +12.48 | 3.5 | 4.5 | 2.0 | 1.2 | -1.1 | 1.5 | 0.4 | -2.7 | 2.4 | 2.6 | 1.3 | 0.8 |
| 1987 |
+10.19 | +5.51 | 7.9 | 2.6 | 4.4 | 2.6 | 0.3 | 0.5 | 1.2 | 3.9 | -1.2 | -12.7 | -1.3 | 3.0 |
| 1986 |
+28.89 | +27.49 | 1.6 | 6.1 | 6.8 | 2.6 | 0.1 | 3.8 | 0.4 | 5.2 | -2.8 | -1.1 | 2.5 | 1.0 |
| 1985 |
+31.78 | +26.96 | 6.4 | 1.7 | 0.8 | 1.0 | 4.9 | 2.0 | 0.7 | 0.1 | -1.8 | 3.6 | 4.9 | 3.8 |
| 1984 |
+7.88 | +3.78 | 0.5 | -2.3 | 0.7 | 0.4 | -3.8 | 1.5 | -0.9 | 7.4 | 1.3 | 0.9 | 0.1 | 2.1 |
| 1983 |
+21.11 | +16.69 | 3.2 | 2.5 | 3.2 | 6.0 | 0.7 | 2.6 | -2.0 | 0.7 | 1.5 | -1.0 | 2.3 | 0.0 |
| 1982 |
+16.37 | +12.07 | -1.8 | -3.1 | -0.6 | 3.0 | -1.7 | -2.2 | -0.6 | 7.9 | 1.7 | 8.8 | 3.4 | 1.2 |
| 1981 |
+4.16 | -4.37 | -1.5 | 1.1 | 4.0 | -0.8 | 1.3 | 0.1 | -0.7 | -3.8 | -3.3 | 5.4 | 4.5 | -1.8 |
| 1980 |
+22.04 | +8.46 | 4.4 | -1.3 | -8.3 | 5.4 | 5.1 | 2.8 | 4.6 | 0.9 | 1.2 | 1.9 | 5.9 | -1.6 |
| 1979 |
+17.78 | +3.96 | 3.9 | -1.7 | 5.0 | 0.6 | -0.8 | 4.1 | 1.4 | 5.0 | -0.3 | -6.9 | 4.6 | 2.2 |
| 1978 |
+15.30 | +5.76 | -2.7 | 0.6 | 3.4 | 5.7 | 1.9 | -0.1 | 4.4 | 4.0 | 0.3 | -7.5 | 3.1 | 1.8 |
| 1977 |
+9.26 | +2.40 | -1.1 | 0.0 | 0.4 | 1.3 | 0.2 | 4.2 | -0.2 | -0.2 | 0.9 | -1.5 | 3.8 | 1.3 |
| 1976 |
+18.88 | +13.36 | 9.0 | 0.9 | 1.3 | -0.9 | -2.1 | 3.3 | -0.5 | 0.1 | 1.6 | -1.4 | 1.7 | 5.0 |
| 1975 |
+28.38 | +20.05 | 10.6 | 3.9 | 1.6 | 3.2 | 4.6 | 4.6 | -4.3 | -1.8 | -3.3 | 4.7 | 2.0 | 0.3 |
| 1974 |
-13.41 | -22.92 | 1.3 | 0.8 | -1.9 | -3.3 | -2.3 | -1.0 | -4.4 | -5.4 | -4.7 | 9.6 | -1.7 | -0.5 |
| 1973 |
-10.09 | -17.29 | -1.7 | -3.2 | -0.1 | -2.9 | -2.0 | -0.3 | 2.7 | -1.4 | 5.4 | 0.7 | -7.9 | 0.8 |
| 1972 |
+17.91 | +14.03 | 2.1 | 2.7 | 0.9 | 1.4 | 0.8 | -0.3 | 0.7 | 2.3 | 0.1 | 1.2 | 4.1 | 0.6 |
Portofolio Returns, up to December 2007, 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:
- VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007
- IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
- VTV - Vanguard Value: simulated historical serie, up to December 2004
- VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
- IJT - iShares S&P Small-Cap 600 Growth: simulated historical serie, up to December 2000
- VV - Vanguard Large-Cap: simulated historical serie, up to December 2004
- SHY - iShares 1-3 Year Treasury Bond: simulated historical serie, up to December 2002
Portfolio efficiency
Compared to the Frank Armstrong Ideal Index 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 | ||
|
Stocks/Bonds 60/40 Momentum |
+9.67 | 9.35 | -32.52 | 60 | 40 | 0 | ||
|
Simple Path to Wealth JL Collins |
+8.74 | 11.50 | -38.53 | 75 | 25 | 0 | ||
|
Yale Endowment David Swensen |
+8.35 | 10.67 | -39.48 | 70 | 30 | 0 | ||
|
Six Ways from Sunday Scott Burns |
+8.16 | 10.79 | -39.14 | 66.7 | 33.3 | 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 | ||
|
Family Taxable Portfolio Ted Aronson |
+8.00 | 11.40 | -38.46 | 70 | 30 | 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 | ||
|
Jane Bryant Quinn Portfolio Jane Bryant Quinn |
+7.82 | 10.53 | -39.55 | 70 | 30 | 0 | ||
|
Coffeehouse Bill Schultheis |
+7.78 | 9.41 | -33.93 | 60 | 40 | 0 | ||
|
Golden Butterfly |
+7.70 | 7.36 | -17.79 | 40 | 40 | 20 | ||
|
Sheltered Sam 60/40 Bill Bernstein |
+7.60 | 9.07 | -34.12 | 58.2 | 40 | 1.8 | ||
|
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 | ||
|
Dimensional 2030 Retirement Income DFA |
+7.46 | 9.06 | -31.78 | 55.9 | 44.1 | 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 | ||
|
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 | ||
|
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 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Stocks/Bonds 60/40 Momentum |
+9.67 | 9.35 | -32.52 | 60 | 40 | 0 | ||
|
Simple Path to Wealth JL Collins |
+8.74 | 11.50 | -38.53 | 75 | 25 | 0 | ||
|
Seven Value Scott Burns |
+8.41 | 11.18 | -41.22 | 71.5 | 28.5 | 0 | ||
|
Late Sixties and Beyond Burton Malkiel |
+8.41 | 11.45 | -41.80 | 71 | 29 | 0 | ||
|
Yale Endowment David Swensen |
+8.35 | 10.67 | -39.48 | 70 | 30 | 0 | ||