Data Source: from January 1986 to June 2022
Consolidated Returns as of 30 June 2022
Live Update: Jul 05 2022, 02:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.41%
1 Day
Jul 05 2022, 02:00PM Eastern Time
0.88%
Current Month
July 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 7.11% compound annual return, with a 10.36% standard deviation.

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 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

The Frank Armstrong Ideal Index Portfolio guaranteed the following returns.

According to the available data source, let's assume we built the portfolio on January 1986.

Portfolio returns are calculated in USD, assuming: July 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
FRANK ARMSTRONG IDEAL INDEX PORTFOLIO RETURNS
Consolidated returns as of 30 June 2022
Live Update: Jul 05 2022, 02:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Jun 30, 2022
  1 Day Time ET(*) Jul 2022 1M 6M 1Y 5Y(*) 10Y(*) 30Y(*)
Frank Armstrong Ideal Index Portfolio -1.41 -0.88 -5.62 -12.94 -10.63 4.59 6.34 7.11
US Inflation Adjusted return -5.62 -16.33 -16.92 0.95 3.78 4.53
Components
VEU
Vanguard FTSE All-World ex-US
-2.68 01:59PM
Jul 05 2022
-2.70 -7.68 -17.38 -18.51 2.89 5.19 5.29
IJS
iShares S&P Small-Cap 600 Value
-1.71 02:00PM
Jul 05 2022
-0.63 -8.96 -14.31 -14.23 6.57 10.79 11.03
VTV
Vanguard Value
-2.33 01:59PM
Jul 05 2022
-1.35 -7.89 -9.29 -1.75 9.23 11.77 9.47
VNQ
Vanguard Real Estate
-1.65 01:59PM
Jul 05 2022
0.12 -7.46 -20.54 -8.02 5.69 7.49 9.57
IJT
iShares S&P Small-Cap 600 Growth
-0.36 01:59PM
Jul 05 2022
0.42 -8.24 -23.84 -19.95 7.11 11.10 9.85
VV
Vanguard Large-Cap
-0.84 01:59PM
Jul 05 2022
0.22 -8.26 -21.46 -12.97 11.11 12.82 9.87
SHY
iShares 1-3 Year Treasury Bond
0.01 01:59PM
Jul 05 2022
0.31 -0.59 -2.99 -3.55 0.78 0.65 3.26
(*) Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)

US Inflation is updated to May 2022. Waiting for updates, inflation of Jun 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.57% , 5Y: 3.61% , 10Y: 2.46% , 30Y: 2.47%

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.

Historical Returns as of Jun 30, 2022

Historical returns and stats of Frank Armstrong Ideal Index Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

FRANK ARMSTRONG IDEAL INDEX PORTFOLIO
Consolidated returns as of 30 June 2022
Data Source: from January 1986 to June 2022
Swipe left to see all data
Period Return (%)
as of Jun 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jun 2022
-5.62
-5.62
-5.62
Jun 2022 - Jun 2022
0 - 1
3M
-9.26
-10.43
-9.26
Apr 2022 - Jun 2022
1 - 2
6M
-12.94
-16.33
-12.94
Jan 2022 - Jun 2022
2 - 4
YTD
-12.94
-16.33
-12.94
Jan 2022 - Jun 2022
2 - 4
1Y
-10.63
-16.92
9.63
-12.94
Jan 2022 - Jun 2022
5 - 7
42% pos
3Y(*)
4.07
-0.42
12.29
-17.16
Jan 2020 - Mar 2020
22 - 14
61% pos
5Y(*)
4.59
0.95
11.19
-17.16
Jan 2020 - Mar 2020
39 - 21
65% pos
10Y(*)
6.34
3.78
9.26
-17.16
Jan 2020 - Mar 2020
81 - 39
68% pos
15Y(*)
4.50
2.15
11.84
-40.11
Nov 2007 - Feb 2009
113 - 67
63% pos
20Y(*)
6.49
3.94
11.09
-40.11
Nov 2007 - Feb 2009
158 - 82
66% pos
25Y(*)
6.08
3.57
10.93
-40.11
Nov 2007 - Feb 2009
190 - 110
63% pos
30Y(*)
7.11
4.53
10.36
-40.11
Nov 2007 - Feb 2009
235 - 125
65% pos
MAX(*)
01 Jan 1986
7.95
5.09
10.50
-40.11
Nov 2007 - Feb 2009
291 - 147
66% pos
(*) Returns over 1 year are annualized

Returns and stats are calculated assuming a yearly rebalancing of the components weight. How do returns change with different rebalancing strategies?

Capital Growth as of Jun 30, 2022

An investment of 1000$, since July 1992, now would be worth 7856.09$, with a total return of 685.61% (7.11% annualized).

The Inflation Adjusted Capital now would be 3776.11$, with a net total return of 277.61% (4.53% annualized).
An investment of 1000$, since January 1986, now would be worth 16290.87$, with a total return of 1529.09% (7.95% annualized).

The Inflation Adjusted Capital now would be 6120.10$, with a net total return of 512.01% (5.09% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-40.11% Nov 2007 Feb 2009 16 Feb 2011 24 40
-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
-12.94% Jan 2022 Jun 2022 6 in progress 6
-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
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-40.11% Nov 2007 Feb 2009 16 Feb 2011 24 40
-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
-12.94% Jan 2022 Jun 2022 6 in progress 6
-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
-3.91% Sep 1986 Oct 1986 2 Jan 1987 3 5
-3.80% Feb 1994 Mar 1994 2 Aug 1994 5 7
-3.65% Jun 1991 Jun 1991 1 Sep 1991 3 4
-3.56% Feb 2018 Feb 2018 1 Aug 2018 6 7
-3.40% Apr 2004 Apr 2004 1 Sep 2004 5 6

Rolling Returns ( more details)

Frank Armstrong Ideal Index Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
8.53 43.78
Mar 2009 - Feb 2010
-34.14
Mar 2008 - Feb 2009
20.37%
2 Years
7.91 30.28
Mar 2009 - Feb 2011
-18.86
Mar 2007 - Feb 2009
10.60%
3 Years
7.67 20.64
Apr 2003 - Mar 2006
-9.11
Mar 2006 - Feb 2009
9.43%
5 Years
7.56 15.93
Oct 2002 - Sep 2007
-1.14
Mar 2004 - Feb 2009
1.06%
7 Years
7.51 13.13
Oct 1990 - Sep 1997
2.11
Mar 2002 - Feb 2009
0.00%
10 Years
7.49 11.78
Jan 1986 - Dec 1995
2.74
Mar 1999 - Feb 2009
0.00%
15 Years
7.25 11.06
Feb 1986 - Jan 2001
4.50
Jul 2007 - Jun 2022
0.00%
20 Years
7.32 10.16
Feb 1986 - Jan 2006
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

Frank Armstrong Ideal Index Portfolio: in which months is it better to invest?

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.
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
Win %
0.46
59%
0.62
62%
1.02
76%
1.62
84%
0.55
68%
0.16
54%
0.97
64%
-0.07
58%
-0.05
56%
0.25
61%
0.86
69%
1.83
86%
Best
Year
7.9
1987
6.4
1991
6.8
1986
10.1
2009
6.2
1990
4.4
2019
7.1
2009
5.2
1986
6.5
2010
8.2
2011
9.0
2020
5.5
1991
Worst
Year
-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
-5.4
2008
-5.3
2018
Statistics calculated for the period Jan 1986 - Jun 2022

Monthly/Yearly Returns

Frank Armstrong Ideal Index Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
291 Positive Months (66%) - 147 Negative Months (34%)
Jan 1986 - Jun 2022
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
-12.94 -16.33 -3.1 -1.4 0.5 -4.6 0.8 -5.6
2021
+13.98 +6.43 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 +5.60 -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 +15.35 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 -8.44 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 +11.50 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 +6.86 -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 -2.28 -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 +3.48 -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 +14.30 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 +10.42 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 -5.86 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 +11.40 -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 +18.25 -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 -24.84 -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 +1.73 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 +14.84 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 +4.90 -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 +10.91 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 +24.25 -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 -9.76 -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 -5.32 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 -1.35 -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 +10.35 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 +7.90 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 +13.42 -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 -0.59 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 +14.49 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 +0.76 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 +16.90 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 -14.78 -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 +10.46 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 +5.61 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 +27.38 1.6 6.1 6.8 2.6 0.1 3.8 0.4 5.2 -2.8 -1.1 2.5 1.0

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

Is the Frank Armstrong Ideal Index Portfolio actually efficient, compared to other Lazy Portfolios?

Overall Ratings

The Frank Armstrong Ideal Index Portfolio is classified as High Risk.

Very High Risk
Bond weight:
Less than 25%
High Risk
Bond weight:
25% - 49.99%
Medium Risk
Bond weight:
50% - 74.99%
Low Risk
Bond weight:
At least 75%
High Risk
Portfolios
All
Portfolios
25 Years Ann. Return
(Inflation Adjusted)
+6.08%
(+3.57%)
Poor : 1 / 5
Average : 2.2 / 5
Standard Deviation
over 25 Years
10.93%
Average : 2.1 / 5
Good : 3.1 / 5
Maximum Drawdown
over 25 Years
-40.11%
Poor : 1 / 5
Average : 2.4 / 5
Easy to manage 7 ETFs
Bad : 2 / 5
Bad : 2 / 5
Rating assigned considering all the High Risk Portfolios Rating assigned considering all the Portfolios in the database

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Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 02:00PM Eastern Time.
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