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 7.45% compound annual return, with a 9.34% standard deviation (Last Update: October 2019).

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

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

Historical Returns

Frank Armstrong Ideal Index Portfolio - Historical returns and stats:

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Range Returns
Oct 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+1.91%
0.00%
1 - 0
YTD
+13.84%
-4.04%
May 2019 - May 2019
7 - 3
1Y
+9.53%
10.70%
-5.29%
Dec 2018 - Dec 2018
8 - 4
3Y
+7.93%
annualized
7.87%
-9.48%
Sep 2018 - Dec 2018
27 - 9
5Y
+5.32%
annualized
7.89%
-9.48%
Sep 2018 - Dec 2018
40 - 20
10Y
+7.45%
annualized
9.34%
-15.51%
May 2011 - Sep 2011
80 - 40
MAX
Dec 1993
+7.02%
annualized
10.22%
-40.12%
Nov 2007 - Feb 2009
202 - 108

* Annualized St.Dev. of monthly returns

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

Portfolio 10Y Return ▾ #ETF Stocks Bonds Comm.
Simple Path to Wealth
JL Collins
+11.25% 2 75 25 0
Talmud Portfolio
Roger Gibson
+10.47% 3 66.67 33.33 0
Yale Endowment
David Swensen
+9.84% 6 70 30 0
Stocks/Bonds 60/40
+9.77% 2 60 40 0
Family Taxable Portfolio
Ted Aronson
+9.04% 11 70 30 0

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns

Frank Armstrong Ideal Index Portfolio: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+7.58% +43.78%
Mar 2009 - Feb 2010
-34.14%
Mar 2008 - Feb 2009
23.08%
2 Years
+7.41% +30.28%
Mar 2009 - Feb 2011
-18.86%
Mar 2007 - Feb 2009
14.29%
3 Years
+7.20% +20.64%
Apr 2003 - Mar 2006
-9.11%
Mar 2006 - Feb 2009
13.82%
5 Years
+6.90% +15.93%
Oct 2002 - Sep 2007
-1.14%
Mar 2004 - Feb 2009
1.59%
7 Years
+6.74% +10.74%
Apr 2009 - Mar 2016
+2.11%
Mar 2002 - Feb 2009
0.00%
10 Years
+6.81% +10.29%
Mar 2009 - Feb 2019
+2.74%
Mar 1999 - Feb 2009
0.00%
15 Years
+6.68% +8.55%
Feb 2003 - Jan 2018
+4.67%
Mar 1994 - Feb 2009
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
2019
+13.84% 6.2 1.8 0.4 2.2 -4.0 4.4 -0.1 -1.4 2.0 1.9
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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