Frank Armstrong Ideal Index Portfolio: ETF allocation and returns

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.

Readings that may interest you

Fierce Conversations: Achieving Success at Work & in Life, One Conversation ...

Richer, Wiser, Happier: How the World's Greatest Investors Win in Markets ...

The Little Book of Common Sense Investing: The Only Way to Guarantee Your Fair ...

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
Simple Path to Wealth JL Collins	+8.92%	-38.54%	75	25	0	Compare
Talmud Portfolio Roger Gibson	+8.85%	-40.18%	66.67	33.33	0	Compare
Late Sixties and Beyond Burton Malkiel	+8.64%	-41.80%	71	29	0	Compare
Lazy Portfolio David Swensen	+8.43%	-40.88%	70	30	0	Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since October 1996 - Chart and Data

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-40.12%	Nov 2007	Feb 2009	16	Feb 2011	24	40
-17.17%	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
-12.22%	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
-4.04%	May 2019	May 2019	1	Jun 2019	1	2
-4.02%	Oct 1997	Oct 1997	1	Feb 1998	4	5
-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
-2.89%	Mar 2005	Apr 2005	2	Jun 2005	2	4
-2.81%	Feb 1999	Feb 1999	1	Apr 1999	2	3
-2.78%	May 2006	May 2006	1	Aug 2006	3	4
-2.66%	Sep 2021	Sep 2021	1	in progress		1

Worst drawdowns since January 1994 - Chart and Data

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-40.12%	Nov 2007	Feb 2009	16	Feb 2011	24	40
-17.17%	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
-12.22%	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
-4.21%	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
-3.79%	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
-3.04%	Jun 1996	Jul 1996	2	Sep 1996	2	4
-2.89%	Mar 2005	Apr 2005	2	Jun 2005	2	4

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	Negative Periods
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