Data Source: from January 1994 to September 2021

Last Update: 30 September 2021

The Frank Armstrong Ideal Index Portfolio is exposed for 70% on the Stock Market.

It's a High Risk portfolio and it can be replicated with 7 ETFs.

In the last 10 years, the portfolio obtained a 8.65% compound annual return, with a 9.39% standard deviation.

In the last 25 years, a 7.07% compound annual return, with a 10.81% standard deviation.

In 2020, the portfolio granted a 1.75% dividend yield. If you are interested in getting periodic income, please refer to the Frank Armstrong Ideal Index Portfolio: Dividend Yield page.

Asset Allocation and ETFs

The Frank Armstrong Ideal Index Portfolio has the following asset allocation:

70% Stocks
30% Fixed Income
0% Commodities

The Frank Armstrong Ideal Index Portfolio can be replicated 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

The Frank Armstrong Ideal Index Portfolio guaranteed the following returns.

FRANK ARMSTRONG IDEAL INDEX PORTFOLIO RETURNS (%)
Last Update: 30 September 2021
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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
Frank Armstrong Ideal Index Portfolio -2.66 -1.55 +2.72 +22.70 +7.89 +8.35 +8.65 +7.37 +7.07
Components
VEU
Vanguard FTSE All-World ex-US
-3.33 -3.26 +1.87 +23.82 +8.34 +9.04 +7.99 +7.18 +5.40
IJS
iShares S&P Small-Cap 600 Value
-1.46 -4.03 +0.66 +66.24 +8.16 +11.74 +14.78 +10.60 +10.64
VTV
Vanguard Value
-3.94 -0.95 +4.14 +32.59 +9.86 +12.14 +14.05 +8.41 +8.67
VNQ
Vanguard Real Estate
-5.68 +0.62 +12.29 +33.49 +11.96 +7.52 +11.52 +10.37 +10.07
IJT
iShares S&P Small-Cap 600 Growth
-3.52 -1.68 +1.79 +48.48 +9.83 +14.68 +16.08 +11.83 +10.02
VV
Vanguard Large-Cap
-4.71 +0.39 +9.10 +30.17 +16.63 +17.28 +16.75 +9.70 +9.80
SHY
iShares 1-3 Year Treasury Bond
-0.10 +0.03 -0.02 -0.10 +2.53 +1.51 +1.03 +2.20 +3.12
(*) annualized
Portfolio returns are calculated assuming:
  • 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 Frank Armstrong Ideal Index Portfolio: Dividend Yield page.

Historical Returns

Frank Armstrong Ideal Index Portfolio - Historical returns and stats.

FRANK ARMSTRONG IDEAL INDEX PORTFOLIO
Last Update: 30 September 2021
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Period Returns
Sep 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-2.66%
-2.66%
Sep 2021 - Sep 2021
0 - 1
3M
-1.55%
-2.66%
Sep 2021 - Sep 2021
1 - 2
6M
+2.72%
-2.66%
Sep 2021 - Sep 2021
4 - 2
YTD
+9.31%
-2.66%
Sep 2021 - Sep 2021
7 - 2
1Y
+22.70%
9.63%
-2.66%
Sep 2021 - Sep 2021
9 - 3
3Y
+7.89%
annualized
12.77%
-17.17%
Jan 2020 - Mar 2020
24 - 12
5Y
+8.35%
annualized
10.31%
-17.17%
Jan 2020 - Mar 2020
43 - 17
10Y
+8.65%
annualized
9.39%
-17.17%
Jan 2020 - Mar 2020
83 - 37
20Y
+7.37%
annualized
10.93%
-40.12%
Nov 2007 - Feb 2009
160 - 80
25Y
+7.07%
annualized
10.81%
-40.12%
Nov 2007 - Feb 2009
195 - 105
MAX
01 Jan 1994
+7.26%
annualized
10.46%
-40.12%
Nov 2007 - Feb 2009
218 - 115
* Annualized St.Dev. of monthly returns

Best Classic Portfolios, with High Risk, ordered by 25 Years annualized return.

25 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Yale Endowment
David Swensen
+8.94% -39.46% 70 30 0 Compare
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+8.92% -38.54% 75 25 0 Compare
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Roger Gibson
+8.85% -40.18% 66.67 33.33 0 Compare
Late Sixties and Beyond
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+8.64% -41.80% 71 29 0 Compare
Lazy Portfolio
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+8.43% -40.88% 70 30 0 Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns ( more details)

Frank Armstrong Ideal Index Portfolio: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+7.86% +43.78%
Mar 2009 - Feb 2010
-34.14%
Mar 2008 - Feb 2009
22.98%
2 Years
+7.31% +30.28%
Mar 2009 - Feb 2011
-18.86%
Mar 2007 - Feb 2009
14.19%
3 Years
+7.08% +20.64%
Apr 2003 - Mar 2006
-9.11%
Mar 2006 - Feb 2009
12.75%
5 Years
+6.87% +15.93%
Oct 2002 - Sep 2007
-1.14%
Mar 2004 - Feb 2009
1.46%
7 Years
+6.67% +10.74%
Apr 2009 - Mar 2016
+2.11%
Mar 2002 - Feb 2009
0.00%
10 Years
+6.80% +10.29%
Mar 2009 - Feb 2019
+2.74%
Mar 1999 - Feb 2009
0.00%
15 Years
+6.57% +8.55%
Feb 2003 - Jan 2018
+4.67%
Mar 1994 - Feb 2009
0.00%
20 Years
+6.68% +7.80%
Mar 1995 - Feb 2015
+5.01%
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 Frank Armstrong Ideal Index Portfolio: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

Frank Armstrong Ideal Index 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.

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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.09
57%
0.15
64%
0.83
75%
1.91
86%
0.25
61%
0.41
57%
0.72
54%
-0.26
57%
0.08
57%
0.56
63%
1.24
74%
1.63
81%
Best
Year
6.2
2019
4.4
1998
5.7
2016
10.1
2009
6.2
2009
4.4
2019
7.1
2009
3.3
2009
6.5
2010
8.3
2011
9.0
2020
5.3
2010
Worst
Year
-9.0
2009
-8.0
2009
-11.1
2020
-3.4
2004
-6.1
2010
-5.9
2008
-6.6
2002
-10.0
1998
-7.5
2011
-14.0
2008
-5.4
2008
-5.3
2018
Statistics calculated for the period Jan 1994 - Sep 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns of Frank Armstrong Ideal Index Portfolio

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+9.31% 1.0 2.9 2.5 2.4 1.8 0.1 -0.2 1.4 -2.7
2020
+6.95% -1.7 -5.2 -11.1 6.0 2.6 2.0 2.7 2.8 -1.8 -0.8 9.0 3.9
2019
+17.96% 6.2 1.8 0.4 2.2 -4.0 4.4 -0.1 -1.4 2.0 1.9 1.2 2.4
2018
-6.68% 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% 1.4 1.5 0.7 0.9 0.7 1.0 1.7 -0.2 2.1 1.0 1.4 0.9
2016
+9.05% -3.5 -0.5 5.7 0.9 0.3 0.8 2.9 0.1 0.4 -2.0 1.9 2.0
2015
-1.66% -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% -2.5 3.5 0.6 0.5 1.2 1.6 -1.5 1.9 -3.1 2.4 0.5 -0.6
2013
+16.03% 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% 4.4 2.5 1.0 -0.7 -6.0 3.8 0.4 1.7 1.8 -0.4 0.7 2.7
2011
-2.98% 0.9 2.5 0.2 3.2 -1.1 -1.2 -1.5 -5.1 -7.5 8.3 -1.0 0.3
2010
+13.00% -2.9 2.0 5.0 1.4 -6.1 -2.8 6.0 -3.0 6.5 2.8 -1.0 5.3
2009
+21.58% -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% -3.6 -1.0 0.6 3.2 1.0 -5.9 -0.5 -0.2 -5.2 -14.0 -5.4 4.2
2007
+5.91% 1.6 -0.4 1.3 2.3 2.2 -1.0 -2.2 1.1 3.3 2.6 -3.5 -1.3
2006
+17.74% 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% -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% 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% -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% -1.5 0.2 4.0 0.3 0.0 -2.6 -6.6 0.4 -5.6 2.7 3.2 -1.7
2001
-3.80% 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% -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% 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% 0.9 4.4 2.9 0.4 -1.5 0.5 -1.4 -10.0 2.1 5.2 3.5 2.5
1997
+12.22% 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% 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% -0.6 0.4 2.8 2.2 1.4 0.8 3.3 -0.3 1.7 -1.6 2.7 2.6
1994
+1.99% 4.5 -0.7 -3.1 1.2 0.0 -0.3 1.3 2.1 -1.8 1.0 -3.4 1.4

* Note:
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
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