Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023
The iShares Lifepath Fund Portfolio is a Medium Risk portfolio and can be implemented with 6 ETFs.
It's exposed for 40.42% on the Stock Market.
In the last 30 Years, the iShares Lifepath Fund Portfolio obtained a 6.45% compound annual return, with a 6.88% standard deviation.
Asset Allocation and ETFs
The iShares Lifepath Fund Portfolio has the following asset allocation:
The iShares Lifepath Fund Portfolio can be implemented with the following ETFs:
Weight | Ticker | ETF Name | Investment Themes | |
---|---|---|---|---|
22.09 % | VV | Vanguard Large-Cap | Equity, U.S., Large Cap | |
13.67 % | VEU | Vanguard FTSE All-World ex-US | Equity, Global ex-US, Large Cap | |
4.15 % | IJR | iShares Core S&P Small-Cap | Equity, U.S., Small Cap | |
0.51 % | VNQ | Vanguard Real Estate | Real Estate, U.S. | |
50.82 % | BND | Vanguard Total Bond Market | Bond, U.S., All-Term | |
8.76 % | TIP | iShares TIPS Bond | Bond, U.S., All-Term |
Portfolio and ETF Returns as of Feb 28, 2023
The iShares Lifepath Fund Portfolio guaranteed the following returns.
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Chg (%) | Return (%) | Return (%) as of Feb 28, 2023 |
||||||||
---|---|---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Mar 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~38Y) |
|
iShares Lifepath Fund Portfolio | 0.18 | 0.51 | -2.81 | -0.16 | -9.19 | 3.38 | 4.55 | 6.45 | 7.98 | |
US Inflation Adjusted return | -3.35 | -1.71 | -14.36 | -0.45 | 1.88 | 3.85 | 5.05 | |||
Components | ||||||||||
VV Vanguard Large-Cap |
0.87 | Mar 20 2023 | -0.36 | -2.40 | 0.97 | -8.75 | 9.59 | 12.07 | 9.71 | 8.90 |
VEU Vanguard FTSE All-World ex-US |
1.01 | Mar 20 2023 | -1.77 | -4.39 | 7.42 | -7.28 | 1.97 | 4.24 | 5.50 | 8.03 |
IJR iShares Core S&P Small-Cap |
1.46 | Mar 20 2023 | -7.84 | -1.21 | 6.33 | -3.60 | 7.80 | 10.87 | 10.28 | 11.48 |
VNQ Vanguard Real Estate |
1.14 | Mar 20 2023 | -4.96 | -5.86 | -5.50 | -13.27 | 7.07 | 6.31 | 8.64 | 7.02 |
BND Vanguard Total Bond Market |
-0.43 | Mar 20 2023 | 2.08 | -2.90 | -2.30 | -9.97 | 0.49 | 1.05 | 4.25 | 4.49 |
TIP iShares TIPS Bond |
0.09 | Mar 20 2023 | 1.44 | -1.35 | -4.27 | -11.42 | 2.21 | 0.98 | 5.20 | 6.82 |
US Inflation is updated to Feb 2023. Current inflation (annualized) is 1Y: 6.04% , 5Y: 3.86% , 10Y: 2.63% , 30Y: 2.51%
Portfolio Metrics as of Feb 28, 2023
Metrics of iShares Lifepath Fund Portfolio, updated as of 28 February 2023.
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Metrics as of Feb 28, 2023 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~38Y) |
|
Portfolio Return (%) |
-2.81 | -0.47 | -0.16 | -9.19 | 1.91 | 3.38 | 4.55 | 6.00 | 6.45 | 7.98 |
US Inflation (%) | 0.56 | 1.05 | 1.58 | 6.04 | 5.16 | 3.86 | 2.63 | 2.51 | 2.51 | 2.79 |
Infl. Adjusted Return (%) |
-3.35 | -1.50 | -1.71 | -14.36 | -3.09 | -0.45 | 1.88 | 3.40 | 3.85 | 5.05 |
Returns / Inflation rates over 1 year are annualized. | ||||||||||
RISK INDICATORS | ||||||||||
Standard Deviation (%) | 13.56 | 10.86 | 9.18 | 7.27 | 7.18 | 6.88 | 7.20 | |||
Sharpe Ratio | -0.83 | 0.11 | 0.24 | 0.54 | 0.68 | 0.62 | 0.56 | |||
Sortino Ratio | -1.24 | 0.15 | 0.32 | 0.70 | 0.88 | 0.81 | 0.74 | |||
MAXIMUM DRAWDOWN | ||||||||||
Drawdown Depth (%) | -14.92 | -18.92 | -18.92 | -18.92 | -21.23 | -21.23 | -21.23 | |||
Start (yyyy mm) | 2022 03 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | |||
Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
Start to Bottom (# months) | 7 | 9 | 9 | 9 | 16 | 16 | 16 | |||
Start to Recovery (# months) in progress |
> 12
|
> 14
|
> 14
|
> 14
|
26
|
26
|
26
|
|||
ROLLING PERIOD RETURNS - Annualized | ||||||||||
Best Return (%) | 37.31 | 19.50 | 17.19 | 12.16 | 10.59 | 9.10 | ||||
Worst Return (%) | -18.54 | -2.45 | 1.14 | 3.50 | 5.24 | 6.39 | ||||
% Positive Periods | 87% | 99% | 100% | 100% | 100% | 100% | ||||
MONTHS | ||||||||||
Positive | 0 | 1 | 3 | 5 | 21 | 37 | 78 | 163 | 244 | 314 |
Negative | 1 | 2 | 3 | 7 | 15 | 23 | 42 | 77 | 116 | 144 |
% Positive | 0% | 33% | 50% | 42% | 58% | 62% | 65% | 68% | 68% | 69% |
WITHDRAWAL RATES (WR) | ||||||||||
Safe WR (%) | 35.01 | 21.82 | 12.33 | 8.09 | 6.81 | 8.71 | ||||
Perpetual WR (%) | 0.00 | 0.00 | 1.84 | 3.29 | 3.71 | 4.81 |
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
|
|
|
|
|
|
||
---|---|---|---|---|---|---|---|
Asset | VV | VEU | IJR | VNQ | BND | TIP | |
VV |
1.00
|
0.84
|
0.96
|
0.90
|
0.71
|
0.86
|
|
VEU |
0.84
|
1.00
|
0.80
|
0.83
|
0.89
|
0.82
|
|
IJR |
0.96
|
0.80
|
1.00
|
0.84
|
0.70
|
0.87
|
|
VNQ |
0.90
|
0.83
|
0.84
|
1.00
|
0.72
|
0.86
|
|
BND |
0.71
|
0.89
|
0.70
|
0.72
|
1.00
|
0.81
|
|
TIP |
0.86
|
0.82
|
0.87
|
0.86
|
0.81
|
1.00
|
|
|
|
|
|
|
||
---|---|---|---|---|---|---|---|
Asset | VV | VEU | IJR | VNQ | BND | TIP | |
VV |
1.00
|
0.87
|
0.90
|
0.84
|
0.45
|
0.60
|
|
VEU |
0.87
|
1.00
|
0.86
|
0.77
|
0.49
|
0.52
|
|
IJR |
0.90
|
0.86
|
1.00
|
0.79
|
0.32
|
0.47
|
|
VNQ |
0.84
|
0.77
|
0.79
|
1.00
|
0.53
|
0.66
|
|
BND |
0.45
|
0.49
|
0.32
|
0.53
|
1.00
|
0.83
|
|
TIP |
0.60
|
0.52
|
0.47
|
0.66
|
0.83
|
1.00
|
|
|
|
|
|
|
||
---|---|---|---|---|---|---|---|
Asset | VV | VEU | IJR | VNQ | BND | TIP | |
VV |
1.00
|
0.85
|
0.87
|
0.72
|
0.34
|
0.44
|
|
VEU |
0.85
|
1.00
|
0.76
|
0.64
|
0.40
|
0.46
|
|
IJR |
0.87
|
0.76
|
1.00
|
0.65
|
0.19
|
0.30
|
|
VNQ |
0.72
|
0.64
|
0.65
|
1.00
|
0.57
|
0.64
|
|
BND |
0.34
|
0.40
|
0.19
|
0.57
|
1.00
|
0.83
|
|
TIP |
0.44
|
0.46
|
0.30
|
0.64
|
0.83
|
1.00
|
|
|
|
|
|
|
||
---|---|---|---|---|---|---|---|
Asset | VV | VEU | IJR | VNQ | BND | TIP | |
VV |
1.00
|
0.81
|
0.82
|
0.61
|
0.15
|
0.20
|
|
VEU |
0.81
|
1.00
|
0.74
|
0.58
|
0.15
|
0.20
|
|
IJR |
0.82
|
0.74
|
1.00
|
0.64
|
0.05
|
0.11
|
|
VNQ |
0.61
|
0.58
|
0.64
|
1.00
|
0.29
|
0.32
|
|
BND |
0.15
|
0.15
|
0.05
|
0.29
|
1.00
|
0.83
|
|
TIP |
0.20
|
0.20
|
0.11
|
0.32
|
0.83
|
1.00
|
|
|
|
|
|
|
||
---|---|---|---|---|---|---|---|
Asset | VV | VEU | IJR | VNQ | BND | TIP | |
VV |
1.00
|
0.72
|
0.84
|
0.60
|
0.20
|
0.24
|
|
VEU |
0.72
|
1.00
|
0.65
|
0.52
|
0.17
|
0.21
|
|
IJR |
0.84
|
0.65
|
1.00
|
0.65
|
0.08
|
0.12
|
|
VNQ |
0.60
|
0.52
|
0.65
|
1.00
|
0.28
|
0.29
|
|
BND |
0.20
|
0.17
|
0.08
|
0.28
|
1.00
|
0.88
|
|
TIP |
0.24
|
0.21
|
0.12
|
0.29
|
0.88
|
1.00
|
Portfolio Dividends
In 2022, the iShares Lifepath Fund Portfolio granted a 2.36% dividend yield. If you are interested in getting periodic income, please refer to the iShares Lifepath Fund Portfolio: Dividend Yield page.
Capital Growth as of Feb 28, 2023
The Inflation Adjusted Capital now would be 3105.43$, with a net total return of 210.54% (3.85% annualized).
The Inflation Adjusted Capital now would be 6556.79$, with a net total return of 555.68% (5.05% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-21.23% | Nov 2007 | Feb 2009 | 16 | Dec 2009 | 10 | 26 |
-18.92% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
-8.33% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
-7.15% | Feb 2001 | Sep 2002 | 20 | May 2003 | 8 | 28 |
-5.64% | May 2011 | Sep 2011 | 5 | Jan 2012 | 4 | 9 |
-5.36% | Jul 1998 | Aug 1998 | 2 | Nov 1998 | 3 | 5 |
-5.27% | Sep 2018 | Dec 2018 | 4 | Mar 2019 | 3 | 7 |
-4.89% | Feb 1994 | Jun 1994 | 5 | Mar 1995 | 9 | 14 |
-4.45% | May 2015 | Sep 2015 | 5 | May 2016 | 8 | 13 |
-3.83% | May 2010 | Jun 2010 | 2 | Sep 2010 | 3 | 5 |
-3.16% | Sep 2000 | Nov 2000 | 3 | Jan 2001 | 2 | 5 |
-3.07% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
-3.01% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 |
-2.99% | May 2013 | Jun 2013 | 2 | Sep 2013 | 3 | 5 |
-2.78% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
-2.74% | May 2012 | May 2012 | 1 | Jul 2012 | 2 | 3 |
-2.73% | Feb 2018 | Apr 2018 | 3 | Aug 2018 | 4 | 7 |
-2.48% | Feb 1999 | Feb 1999 | 1 | Apr 1999 | 2 | 3 |
-2.48% | Nov 1993 | Nov 1993 | 1 | Jan 1994 | 2 | 3 |
-2.41% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-21.23% | Nov 2007 | Feb 2009 | 16 | Dec 2009 | 10 | 26 |
-18.92% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
-10.86% | Sep 1987 | Nov 1987 | 3 | Sep 1988 | 10 | 13 |
-8.33% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
-7.15% | Feb 2001 | Sep 2002 | 20 | May 2003 | 8 | 28 |
-7.10% | Aug 1990 | Sep 1990 | 2 | Jan 1991 | 4 | 6 |
-5.78% | Jan 1990 | Apr 1990 | 4 | Jun 1990 | 2 | 6 |
-5.64% | May 2011 | Sep 2011 | 5 | Jan 2012 | 4 | 9 |
-5.36% | Jul 1998 | Aug 1998 | 2 | Nov 1998 | 3 | 5 |
-5.27% | Sep 2018 | Dec 2018 | 4 | Mar 2019 | 3 | 7 |
-4.89% | Feb 1994 | Jun 1994 | 5 | Mar 1995 | 9 | 14 |
-4.45% | May 2015 | Sep 2015 | 5 | May 2016 | 8 | 13 |
-3.83% | May 2010 | Jun 2010 | 2 | Sep 2010 | 3 | 5 |
-3.57% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 |
-3.16% | Sep 2000 | Nov 2000 | 3 | Jan 2001 | 2 | 5 |
-3.07% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
-3.01% | Apr 2000 | May 2000 | 2 | Aug 2000 | 3 | 5 |
-2.99% | May 2013 | Jun 2013 | 2 | Sep 2013 | 3 | 5 |
-2.92% | Jan 1992 | Mar 1992 | 3 | Jul 1992 | 4 | 7 |
-2.78% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
Rolling Returns ( more details)
iShares Lifepath Fund Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
8.21 |
37.31 Apr 1985 - Mar 1986 |
-18.54 Mar 2008 - Feb 2009 |
13.42% |
2 Years |
7.99 |
28.19 Apr 1985 - Mar 1987 |
-7.79 Mar 2007 - Feb 2009 |
6.67% |
3 Years |
7.81 |
19.50 Mar 1985 - Feb 1988 |
-2.45 Mar 2006 - Feb 2009 |
0.95% |
5 Years |
7.66 |
17.19 Jan 1985 - Dec 1989 |
1.14 Mar 2004 - Feb 2009 |
0.00% |
7 Years |
7.60 |
14.90 Jan 1985 - Dec 1991 |
3.18 Mar 2002 - Feb 2009 |
0.00% |
10 Years |
7.55 |
12.16 Oct 1985 - Sep 1995 |
3.50 Mar 1999 - Feb 2009 |
0.00% |
15 Years |
7.32 |
12.47 Jan 1985 - Dec 1999 |
4.33 Oct 2007 - Sep 2022 |
0.00% |
20 Years |
7.30 |
10.59 Jan 1985 - Dec 2004 |
5.24 Apr 2000 - Mar 2020 |
0.00% |
30 Years |
7.55 |
9.10 Jan 1985 - Dec 2014 |
6.39 Oct 1992 - Sep 2022 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the iShares Lifepath Fund Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in iShares Lifepath Fund Portfolio?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
1.21
60% |
-1.01
40% |
-1.00
40% |
0.72
60% |
0.56
80% |
0.34
60% |
1.98
100% |
0.23
80% |
-1.97
20% |
0.16
60% |
2.39
80% |
0.14
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
101.21
|
100.18
|
99.18
|
99.90
|
100.46
|
100.80
|
102.80
|
103.04
|
101.00
|
101.17
|
103.59
|
103.73
|
Best |
4.9 2023 |
1.1 2019 |
1.6 2019 |
5.5 2020 |
2.2 2020 |
3.4 2019 |
4.4 2022 |
1.9 2020 |
0.6 2019 |
2.4 2021 |
5.5 2020 |
2.2 2020 |
Worst |
-3.2 2022 |
-2.8 2023 |
-6.3 2020 |
-5.5 2022 |
-1.7 2019 |
-4.3 2022 |
0.3 2019 |
-3.4 2022 |
-6.5 2022 |
-3.8 2018 |
-0.8 2021 |
-2.4 2022 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
0.72
60% |
-0.21
60% |
0.00
60% |
0.82
80% |
0.44
70% |
0.08
60% |
1.57
90% |
-0.11
60% |
-0.85
40% |
0.68
70% |
1.41
70% |
0.17
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
100.72
|
100.51
|
100.51
|
101.34
|
101.79
|
101.87
|
103.47
|
103.36
|
102.48
|
103.18
|
104.63
|
104.80
|
Best |
4.9 2023 |
2.2 2014 |
3.5 2016 |
5.5 2020 |
2.2 2020 |
3.4 2019 |
4.4 2022 |
1.9 2020 |
2.9 2013 |
2.9 2015 |
5.5 2020 |
2.2 2020 |
Worst |
-3.2 2022 |
-2.8 2023 |
-6.3 2020 |
-5.5 2022 |
-1.7 2019 |
-4.3 2022 |
-0.9 2014 |
-3.4 2022 |
-6.5 2022 |
-3.8 2018 |
-0.8 2021 |
-2.4 2022 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
0.81
67% |
0.39
67% |
0.53
68% |
0.98
79% |
0.80
68% |
0.44
66% |
1.01
68% |
0.26
66% |
-0.08
55% |
0.55
71% |
1.02
66% |
1.25
82% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
100.81
|
101.21
|
101.74
|
102.74
|
103.56
|
104.02
|
105.07
|
105.34
|
105.26
|
105.83
|
106.92
|
108.25
|
Best |
5.8 1987 |
5.7 1986 |
5.6 1986 |
5.5 2020 |
6.1 1985 |
3.5 1986 |
5.1 1989 |
4.8 1986 |
3.8 2010 |
4.4 2011 |
5.5 2020 |
5.6 1991 |
Worst |
-5.2 2009 |
-4.5 2009 |
-6.3 2020 |
-5.5 2022 |
-3.1 2010 |
-4.3 2022 |
-3.0 2002 |
-5.0 1998 |
-6.5 2022 |
-9.2 2008 |
-2.5 1993 |
-2.4 2022 |
Monthly/Yearly Returns
iShares Lifepath Fund Portfolio data source starts from January 1985: let's focus on monthly and yearly returns.
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2023 |
+1.99 | +0.61 | 4.9 | -2.8 | ||||||||||
2022 |
-15.14 | -20.29 | -3.2 | -1.5 | -0.8 | -5.5 | 0.6 | -4.3 | 4.4 | -3.4 | -6.5 | 2.0 | 5.1 | -2.4 |
2021 |
+8.05 | +0.94 | -0.3 | 0.3 | 0.7 | 2.3 | 0.8 | 1.1 | 1.1 | 0.9 | -2.3 | 2.4 | -0.8 | 1.7 |
2020 |
+11.47 | +9.97 | 0.6 | -2.1 | -6.3 | 5.5 | 2.2 | 1.5 | 2.9 | 1.9 | -1.3 | -1.1 | 5.5 | 2.2 |
2019 |
+16.20 | +13.61 | 4.0 | 1.1 | 1.6 | 1.5 | -1.7 | 3.4 | 0.3 | 0.6 | 0.6 | 1.2 | 1.2 | 1.4 |
2018 |
-3.49 | -5.29 | 1.4 | -2.4 | -0.1 | -0.2 | 0.9 | 0.0 | 1.3 | 1.1 | -0.3 | -3.8 | 1.1 | -2.3 |
2017 |
+11.24 | +8.95 | 1.1 | 1.5 | 0.4 | 1.0 | 1.0 | 0.3 | 1.3 | 0.6 | 0.8 | 0.9 | 0.9 | 0.9 |
2016 |
+6.11 | +3.96 | -1.5 | 0.2 | 3.5 | 0.6 | 0.3 | 1.3 | 2.0 | 0.0 | 0.4 | -1.4 | -0.4 | 1.1 |
2015 |
-0.37 | -1.09 | 0.7 | 1.5 | -0.2 | 0.6 | -0.1 | -1.5 | 0.9 | -2.9 | -0.9 | 2.9 | -0.2 | -1.1 |
2014 |
+6.00 | +5.21 | -0.7 | 2.2 | 0.1 | 0.7 | 1.5 | 1.0 | -0.9 | 1.9 | -1.8 | 1.3 | 1.0 | -0.5 |
2013 |
+9.07 | +7.46 | 1.4 | 0.5 | 1.2 | 1.6 | -1.1 | -1.9 | 2.5 | -1.7 | 2.9 | 2.2 | 0.8 | 0.6 |
2012 |
+9.09 | +7.22 | 2.8 | 1.8 | 0.5 | 0.2 | -2.7 | 1.9 | 1.1 | 1.2 | 1.3 | -0.4 | 0.6 | 0.6 |
2011 |
+3.66 | +0.68 | 0.7 | 1.6 | 0.1 | 2.5 | -0.1 | -0.8 | 0.3 | -1.8 | -3.3 | 4.4 | -0.4 | 0.6 |
2010 |
+10.07 | +8.44 | -0.9 | 1.1 | 2.5 | 1.2 | -3.1 | -0.8 | 3.5 | -0.8 | 3.8 | 1.9 | -0.9 | 2.3 |
2009 |
+15.04 | +11.99 | -5.2 | -4.5 | 4.3 | 4.6 | 3.9 | 0.1 | 4.3 | 2.0 | 2.7 | -1.1 | 3.2 | 0.3 |
2008 |
-12.05 | -12.13 | -1.7 | -0.5 | 0.1 | 1.6 | 0.2 | -3.1 | -0.6 | 0.3 | -4.2 | -9.2 | -0.1 | 5.1 |
2007 |
+7.94 | +3.71 | 0.6 | 0.5 | 0.7 | 1.9 | 0.9 | -0.6 | -0.5 | 1.1 | 2.3 | 1.9 | -0.7 | -0.5 |
2006 |
+10.06 | +7.33 | 1.8 | 0.1 | 0.4 | 0.8 | -1.5 | 0.1 | 0.9 | 1.9 | 1.1 | 1.9 | 1.8 | 0.3 |
2005 |
+5.27 | +1.79 | -0.7 | 0.9 | -1.1 | -0.1 | 1.8 | 0.8 | 0.8 | 1.0 | 0.3 | -1.5 | 1.7 | 1.4 |
2004 |
+9.19 | +5.74 | 1.3 | 1.4 | 0.4 | -2.8 | 0.4 | 1.3 | -0.9 | 1.4 | 0.9 | 1.4 | 1.9 | 2.1 |
2003 |
+16.31 | +14.16 | -1.2 | 0.3 | -0.2 | 3.8 | 3.7 | 0.6 | -0.9 | 1.5 | 1.6 | 2.3 | 0.9 | 3.0 |
2002 |
-1.88 | -4.15 | -0.5 | 0.2 | 1.1 | 0.0 | 0.4 | -2.0 | -3.0 | 1.4 | -2.5 | 1.6 | 1.8 | -0.2 |
2001 |
-0.13 | -1.66 | 2.2 | -2.7 | -2.1 | 2.6 | 0.3 | -0.6 | 0.8 | -1.0 | -2.9 | 2.1 | 1.1 | 0.2 |
2000 |
+3.22 | -0.16 | -2.1 | 1.5 | 3.2 | -1.9 | -1.1 | 2.8 | -0.4 | 2.6 | -1.5 | -0.2 | -1.5 | 2.1 |
1999 |
+8.91 | +6.06 | 1.4 | -2.5 | 1.9 | 2.2 | -1.7 | 1.8 | -0.8 | -0.3 | 0.2 | 2.2 | 1.3 | 3.1 |
1998 |
+13.44 | +11.64 | 1.4 | 2.8 | 2.0 | 0.6 | -0.3 | 1.4 | -0.3 | -5.0 | 2.6 | 2.9 | 2.6 | 2.2 |
1997 |
+14.26 | +12.34 | 1.2 | 0.4 | -1.8 | 2.3 | 3.3 | 2.8 | 4.2 | -3.1 | 3.3 | -1.4 | 1.2 | 1.3 |
1996 |
+8.55 | +5.06 | 1.2 | -0.8 | 0.1 | 0.8 | 0.5 | 0.7 | -1.7 | 0.6 | 2.9 | 1.8 | 3.6 | -1.1 |
1995 |
+21.33 | +18.32 | 1.2 | 1.7 | 2.0 | 2.0 | 3.2 | 0.9 | 1.6 | 0.5 | 1.9 | 0.2 | 2.4 | 1.9 |
1994 |
-0.37 | -2.96 | 3.2 | -1.8 | -3.2 | 0.2 | 0.2 | -0.5 | 2.0 | 1.5 | -2.0 | 0.8 | -1.9 | 1.2 |
1993 |
+13.45 | +10.42 | 1.5 | 2.0 | 2.2 | 1.2 | 1.4 | 0.8 | 1.1 | 2.9 | -0.3 | 0.9 | -2.5 | 1.6 |
1992 |
+4.84 | +1.89 | -1.4 | 0.4 | -1.9 | 0.7 | 2.3 | -0.3 | 2.0 | 0.8 | 0.9 | -1.3 | 1.2 | 1.5 |
1991 |
+19.41 | +15.86 | 2.3 | 4.1 | 0.6 | 0.8 | 1.5 | -2.3 | 2.6 | 1.6 | 1.7 | 1.2 | -1.4 | 5.6 |
1990 |
+0.16 | -5.60 | -3.5 | -0.1 | -0.5 | -1.7 | 5.6 | 0.8 | 0.8 | -4.7 | -2.5 | 2.4 | 2.2 | 1.8 |
1989 |
+17.85 | +12.62 | 2.7 | -0.9 | 0.5 | 2.8 | 2.1 | 1.3 | 5.1 | -0.9 | 0.8 | 0.2 | 1.6 | 1.4 |
1988 |
+12.45 | +7.69 | 3.6 | 3.0 | -0.4 | 0.2 | -0.9 | 2.5 | -0.2 | -1.7 | 2.9 | 2.4 | -0.1 | 0.7 |
1987 |
+5.68 | +1.19 | 5.8 | 1.9 | 2.0 | -0.5 | 0.1 | 1.6 | 1.2 | 2.1 | -2.1 | -7.5 | -1.6 | 3.2 |
1986 |
+22.44 | +21.11 | 0.8 | 5.7 | 5.6 | 1.3 | -0.5 | 3.5 | 0.0 | 4.8 | -3.6 | 0.9 | 2.1 | 0.1 |
1985 |
+28.90 | +24.18 | 4.8 | -0.5 | 1.3 | 1.4 | 6.1 | 1.3 | -0.1 | 1.0 | -0.7 | 3.0 | 4.4 | 4.0 |
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:
- VV - Vanguard Large-Cap: simulated historical serie, up to December 2004
- VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007
- IJR - iShares Core S&P Small-Cap: simulated historical serie, up to December 2000
- VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
- BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007
- TIP - iShares TIPS Bond: simulated historical serie, up to December 2003
Portfolio efficiency
Compared to the iShares Lifepath Fund Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Stocks/Bonds 40/60 Momentum |
+7.82 | 6.84 | -21.11 | 40 | 60 | 0 | ||
Golden Butterfly |
+7.66 | 7.52 | -17.79 | 40 | 40 | 20 | ||
All Weather Portfolio Ray Dalio |
+7.19 | 7.18 | -20.19 | 30 | 55 | 15 | ||
Simplified Permanent Portfolio |
+6.80 | 6.75 | -16.43 | 25 | 50 | 25 | ||
Stocks/Bonds 40/60 |
+6.80 | 6.82 | -19.17 | 40 | 60 | 0 | ||
Edge Select Moderately Conservative Merrill Lynch |
+6.54 | 6.72 | -20.48 | 37 | 63 | 0 | ||
Paul Boyer Portfolio Paul Boyer |
+6.47 | 7.41 | -18.04 | 25 | 50 | 25 | ||
Desert Portfolio Gyroscopic Investing |
+6.46 | 5.39 | -14.72 | 30 | 60 | 10 | ||
Lifepath Fund iShares |
+6.45 | 6.88 | -21.23 | 40.4 | 59.6 | 0 |
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Medium Risk categorization.
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Couch Potato Scott Burns |
+7.85 | 8.66 | -27.04 | 50 | 50 | 0 | ||
Stocks/Bonds 40/60 Momentum |
+7.82 | 6.84 | -21.11 | 40 | 60 | 0 | ||
Robo Advisor 50 Betterment |
+7.45 | 9.24 | -30.72 | 49.9 | 50.1 | 0 | ||
All Weather Portfolio Ray Dalio |
+7.19 | 7.18 | -20.19 | 30 | 55 | 15 | ||
Global Market Portfolio Credit Suisse |
+7.07 | 8.13 | -25.90 | 45 | 55 | 0 |