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.
Asset Allocation and ETFs
The Frank Armstrong Ideal Index Portfolio has the following asset allocation:
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 % | VTV | Vanguard Value | Equity, U.S., Large Cap | |
| 9.25 % | VIOV | Vanguard S&P Small-Cap 600 Value | Equity, U.S., Small Cap | |
| 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 % | VGSH | Vanguard Short-Term Treasury Index | 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:
| Range | Returns Aug 2019 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-1.38%
|
-1.38%
Aug 2019 - Aug 2019
|
0 - 1 | |
|
YTD
|
+9.49%
|
-4.03%
May 2019 - May 2019
|
5 - 3 | |
|
1Y
|
-0.87%
|
11.98%
|
-9.47%
Sep 2018 - Dec 2018
|
6 - 6 |
|
3Y
|
+6.02%
annualized
|
7.93%
|
-9.47%
Sep 2018 - Dec 2018
|
26 - 10 |
|
5Y
|
+4.36%
annualized
|
8.04%
|
-9.47%
Sep 2018 - Dec 2018
|
39 - 21 |
|
MAX
Dec 2010
|
+5.90%
annualized
|
8.73%
|
-15.48%
May 2011 - Sep 2011
|
69 - 35 |
* Annualized St.Dev. of monthly returns
Best High Risk Porftolios, ordered by 5Y annualized return.
| Portfolio | 5Y Return ▾ | #ETF | Stocks | Bonds | Comm. | |
|---|---|---|---|---|---|---|
| Simple Path to Wealth JL Collins |
+8.07% | 2 | 75 | 25 | 0 | |
| Stocks/Bonds 60/40 |
+7.14% | 2 | 60 | 40 | 0 | |
| Yale Endowment David Swensen |
+6.42% | 6 | 70 | 30 | 0 | |
| Edge Select Moderately Aggressive Merrill Lynch |
+6.09% | 12 | 69 | 31 | 0 | |
| Coffee House Bill Schultheis |
+5.74% | 7 | 60 | 40 | 0 |
Capital Growth
Drawdowns
Rolling Returns
Frank Armstrong Ideal Index Portfolio: annualized rolling and average returns
| Return (*) | |||
|---|---|---|---|
| Rolling Period | Average | Best | Worst |
| 1 Year |
+6.50% |
+18.47% Jun 2012 - May 2013 |
-8.12% Mar 2015 - Feb 2016 |
| 2 Years |
+7.13% |
+15.50% Oct 2011 - Sep 2013 |
-1.31% Mar 2014 - Feb 2016 |
| 3 Years |
+6.86% |
+12.55% Oct 2011 - Sep 2014 |
+3.15% Nov 2013 - Oct 2016 |
| 5 Years |
+6.37% |
+8.96% Oct 2011 - Sep 2016 |
+3.50% Jan 2014 - Dec 2018 |
| 7 Years |
+6.93% |
+8.98% Oct 2011 - Sep 2018 |
+5.93% May 2011 - Apr 2018 |
* Annualized rolling and average returns over full calendar month periods
Yearly Returns - Monthly Returns Heatmap
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2019 |
+9.49% | 6.2 | 1.8 | 0.4 | 2.2 | -4.0 | 4.4 | -0.1 | -1.4 | ||||
| 2018 |
-6.66% | 2.5 | -3.5 | 0.0 | 0.4 | 1.0 | -0.1 | 2.1 | 0.8 | -0.6 | -5.4 | 1.6 | -5.3 |
| 2017 |
+13.83% | 1.3 | 1.5 | 0.7 | 0.9 | 0.7 | 1.0 | 1.7 | -0.2 | 2.1 | 1.0 | 1.4 | 0.9 |
| 2016 |
+9.02% | -3.6 | -0.5 | 5.7 | 0.9 | 0.3 | 0.8 | 2.9 | 0.1 | 0.5 | -2.0 | 2.0 | 2.1 |
| 2015 |
-1.57% | -0.5 | 3.2 | -0.2 | 0.9 | 0.1 | -1.5 | 0.4 | -4.7 | -1.9 | 4.5 | -0.0 | -1.5 |
| 2014 |
+4.15% | -2.6 | 3.5 | 0.5 | 0.4 | 1.2 | 1.6 | -1.5 | 1.8 | -3.1 | 2.4 | 0.6 | -0.7 |
| 2013 |
+16.08% | 2.8 | 0.1 | 1.7 | 2.0 | -0.4 | -1.5 | 3.5 | -2.2 | 4.1 | 2.8 | 1.0 | 1.1 |
| 2012 |
+12.33% | 4.2 | 2.6 | 1.1 | -0.7 | -6.0 | 3.8 | 0.4 | 1.8 | 1.8 | -0.4 | 0.7 | 2.8 |
| 2011 |
-3.02% | 0.8 | 2.6 | 0.2 | 3.1 | -1.1 | -1.3 | -1.4 | -5.2 | -7.4 | 8.3 | -1.2 | 0.4 |