iShares Lifepath Fund Portfolio: ETF allocation and returns

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 6.71% compound annual return, with a 5.35% standard deviation (Last Update: October 2019).

Asset Allocation and ETFs

The iShares Lifepath Fund Portfolio has the following asset allocation:

        40.42% Stocks
      
        59.58% Fixed Income
      
        0% Commodities

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

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

iShares Lifepath Fund Portfolio - Historical returns and stats:

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Range	Returns Oct 2019	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+1.23%		0.00%	1 - 0
YTD	+13.27%		-1.68% May 2019 - May 2019	9 - 1
1Y	+11.91%	5.84%	-2.25% Dec 2018 - Dec 2018	10 - 2
3Y	+6.96% annualized	4.89%	-5.26% Sep 2018 - Dec 2018	27 - 9
5Y	+5.26% annualized	4.92%	-5.26% Sep 2018 - Dec 2018	40 - 20
10Y	+6.71% annualized	5.35%	-5.64% May 2011 - Sep 2011	82 - 38
MAX Dec 2000	+5.84% annualized	6.28%	-21.24% Nov 2007 - Feb 2009	153 - 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	+8.64%	2	50	50	0
Stocks/Bonds 40/60	+7.76%	2	40	60	0
All Weather Portfolio Ray Dalio	+7.65%	5	30	55	15
Edge Select Moderately Conservative Merrill Lynch	+6.93%	12	37	63	0
Lifepath Fund iShares	+6.71%	6	40.42	59.58	0

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since October 2009.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-5.64%	May 2011	Sep 2011	5	Jan 2012	4	9
-5.26%	Sep 2018	Dec 2018	4	Mar 2019	3	7
-4.45%	May 2015	Sep 2015	5	May 2016	8	13
-3.83%	May 2010	Jun 2010	2	Sep 2010	3	5
-2.99%	May 2013	Jun 2013	2	Sep 2013	3	5
-2.74%	May 2012	May 2012	1	Jul 2012	2	3
-2.73%	Feb 2018	Apr 2018	3	Aug 2018	4	7
-1.80%	Oct 2016	Nov 2016	2	Jan 2017	2	4
-1.78%	Sep 2014	Sep 2014	1	Nov 2014	2	3
-1.68%	May 2019	May 2019	1	Jun 2019	1	2
-0.92%	Jan 2010	Jan 2010	1	Feb 2010	1	2
-0.89%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-0.86%	Nov 2010	Nov 2010	1	Dec 2010	1	2
-0.69%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-0.50%	Dec 2014	Dec 2014	1	Jan 2015	1	2
-0.41%	Oct 2012	Oct 2012	1	Nov 2012	1	2
-0.19%	Mar 2015	Mar 2015	1	Apr 2015	1	2
-0.02%	Aug 2016	Aug 2016	1	Sep 2016	1	2

Worst drawdowns since December 2000.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-21.24%	Nov 2007	Feb 2009	16	Dec 2009	10	26
-7.14%	Feb 2001	Sep 2002	20	May 2003	8	28
-5.64%	May 2011	Sep 2011	5	Jan 2012	4	9
-5.26%	Sep 2018	Dec 2018	4	Mar 2019	3	7
-4.45%	May 2015	Sep 2015	5	May 2016	8	13
-3.83%	May 2010	Jun 2010	2	Sep 2010	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
-1.80%	Oct 2016	Nov 2016	2	Jan 2017	2	4
-1.78%	Sep 2014	Sep 2014	1	Nov 2014	2	3
-1.68%	May 2019	May 2019	1	Jun 2019	1	2
-1.54%	May 2006	May 2006	1	Aug 2006	3	4
-1.53%	Oct 2005	Oct 2005	1	Nov 2005	1	2
-1.24%	Mar 2005	Apr 2005	2	May 2005	1	3
-1.19%	Jun 2007	Jul 2007	2	Sep 2007	2	4
-0.94%	Jul 2003	Jul 2003	1	Aug 2003	1	2
-0.92%	Jan 2010	Jan 2010	1	Feb 2010	1	2
-0.89%	Jul 2014	Jul 2014	1	Aug 2014	1	2

Rolling Returns

iShares Lifepath Fund Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+6.10%	+27.21% Mar 2009 - Feb 2010	-18.54% Mar 2008 - Feb 2009	17.21%
2 Years	+6.22%	+19.57% Mar 2009 - Feb 2011	-7.79% Mar 2007 - Feb 2009	8.37%
3 Years	+6.30%	+14.90% Mar 2009 - Feb 2012	-2.45% Mar 2006 - Feb 2009	1.57%
5 Years	+6.22%	+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	+6.28%	+8.12% Mar 2009 - Feb 2019	+5.13% Dec 2006 - Nov 2016	0.00%
15 Years	+6.21%	+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

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2019	+13.27%	4.0	1.1	1.6	1.5	-1.7	3.4	0.3	0.6	0.6	1.2
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