Last Update: 31 January 2020
The iShares Lifepath Fund Portfolio is exposed for 40.42% on the Stock Market.
It's a Medium Risk portfolio and it can be replicated with 6 ETFs.
In the last 10 years, the portfolio obtained a 6.78% compound annual return, with a 5.28% standard deviation.
Asset Allocation and ETFs
The iShares Lifepath Fund Portfolio has the following asset allocation:
The iShares Lifepath Fund Portfolio can be replicated 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 |
Historical Returns
iShares Lifepath Fund Portfolio - Historical returns and stats.
Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).
| Period | Returns Jan 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+0.63%
|
0.00%
|
1 - 0 | |
|
3M
|
+3.23%
|
0.00%
|
3 - 0 | |
|
6M
|
+5.76%
|
0.00%
|
6 - 0 | |
|
YTD
|
+0.63%
|
0.00%
|
1 - 0 | |
|
1Y
|
+12.42%
|
3.85%
|
-1.68%
May 2019 - May 2019
|
11 - 1 |
|
3Y
|
+7.47%
annualized
|
4.87%
|
-5.26%
Sep 2018 - Dec 2018
|
28 - 8 |
|
5Y
|
+5.67%
annualized
|
4.92%
|
-5.26%
Sep 2018 - Dec 2018
|
41 - 19 |
|
10Y
|
+6.78%
annualized
|
5.28%
|
-5.64%
May 2011 - Sep 2011
|
83 - 37 |
|
MAX
01 Jan 2001
|
+5.94%
annualized
|
6.25%
|
-21.24%
Nov 2007 - Feb 2009
|
156 - 73 |
* Annualized St.Dev. of monthly returns
Best Medium Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | #ETF | Stocks | Bonds | Comm. | |
|---|---|---|---|---|---|---|
| Couch Potato Scott Burns |
+8.76% | 2 | 50 | 50 | 0 | |
| All Weather Portfolio Ray Dalio |
+7.92% | 5 | 30 | 55 | 15 | |
| Stocks/Bonds 40/60 |
+7.87% | 2 | 40 | 60 | 0 | |
| Robo Advisor 50 Betterment |
+7.33% | 10 | 49.9 | 50.1 | 0 | |
| Edge Select Moderately Conservative Merrill Lynch |
+6.98% | 12 | 37 | 63 | 0 |
Capital Growth
Drawdowns
Rolling Returns
iShares Lifepath Fund Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+6.20% |
+27.21% Mar 2009 - Feb 2010 |
-18.54% Mar 2008 - Feb 2009 |
16.97% |
| 2 Years |
+6.22% |
+19.57% Mar 2009 - Feb 2011 |
-7.79% Mar 2007 - Feb 2009 |
8.25% |
| 3 Years |
+6.32% |
+14.90% Mar 2009 - Feb 2012 |
-2.45% Mar 2006 - Feb 2009 |
1.55% |
| 5 Years |
+6.21% |
+11.85% Mar 2009 - Feb 2014 |
+1.14% Mar 2004 - Feb 2009 |
0.00% |
| 7 Years |
+6.14% |
+8.75% Mar 2009 - Feb 2016 |
+3.18% Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
+6.29% |
+8.12% Mar 2009 - Feb 2019 |
+5.13% Dec 2006 - Nov 2016 |
0.00% |
| 15 Years |
+6.20% |
+7.08% Feb 2003 - Jan 2018 |
+5.32% Feb 2001 - Jan 2016 |
0.00% |
* 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 |
| 2020 |
+0.63% | 0.6 | |||||||||||
| 2019 |
+16.20% | 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% | 1.4 | -2.4 | -0.1 | -0.3 | 0.9 | -0.1 | 1.3 | 1.1 | -0.3 | -3.8 | 1.1 | -2.3 |
| 2017 |
+11.24% | 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% | -1.5 | 0.3 | 3.5 | 0.6 | 0.3 | 1.3 | 2.0 | 0.0 | 0.4 | -1.4 | -0.4 | 1.1 |
| 2015 |
-0.37% | 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% | -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% | 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% | 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% | 0.7 | 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% | -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% | -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% | -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% | 0.6 | 0.5 | 0.7 | 1.9 | 0.9 | -0.7 | -0.5 | 1.1 | 2.3 | 1.9 | -0.7 | -0.5 |
| 2006 |
+10.06% | 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% | -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% | 1.3 | 1.4 | 0.4 | -2.8 | 0.5 | 1.3 | -0.9 | 1.4 | 0.9 | 1.4 | 1.9 | 2.1 |
| 2003 |
+16.31% | -1.2 | 0.3 | -0.2 | 3.8 | 3.7 | 0.6 | -0.9 | 1.5 | 1.6 | 2.3 | 0.9 | 3.1 |
| 2002 |
-1.88% | -0.5 | 0.2 | 1.1 | 0.0 | 0.4 | -2.0 | -3.0 | 1.4 | -2.5 | 1.6 | 1.9 | -0.2 |
| 2001 |
-0.13% | 2.2 | -2.7 | -2.1 | 2.6 | 0.3 | -0.6 | 0.8 | -1.0 | -2.9 | 2.1 | 1.1 | 0.2 |
* 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:
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
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