Data Source: from January 1985 to December 2022 (~38 years)
Consolidated Returns as of 31 December 2022
Live Update: Jan 30 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.93%
1 Day
Jan 30 2023
5.35%
Current Month
January 2023

The Jane Bryant Quinn Portfolio is a High Risk portfolio and can be implemented with 5 ETFs.

It's exposed for 70% on the Stock Market.

In the last 30 Years, the Jane Bryant Quinn Portfolio obtained a 7.77% compound annual return, with a 10.59% standard deviation.

Asset Allocation and ETFs

The Jane Bryant Quinn Portfolio has the following asset allocation:

70% Stocks
30% Fixed Income
0% Commodities

The Jane Bryant Quinn Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
40.00 %
VTI Vanguard Total Stock Market Equity, U.S., Large Cap
20.00 %
VEA Vanguard FTSE Developed Markets Equity, EAFE, Large Cap
10.00 %
VNQ Vanguard Real Estate Real Estate, U.S.
20.00 %
BND Vanguard Total Bond Market Bond, U.S., All-Term
10.00 %
TIP iShares TIPS Bond Bond, U.S., All-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 as of Dec 31, 2022

The Jane Bryant Quinn Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: January 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
JANE BRYANT QUINN PORTFOLIO RETURNS
Consolidated returns as of 31 December 2022
Live Update: Jan 30 2023
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Dec 31, 2022
  1 Day Time ET(*) Jan 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~38Y)
Jane Bryant Quinn Portfolio -0.93 5.35 -3.53 -0.11 -17.43 4.57 6.99 7.77 9.15
US Inflation Adjusted return -3.24 -0.28 -22.44 0.76 4.27 5.15 6.21
Components
VTI
Vanguard Total Stock Market
-1.34 Jan 30 2023 5.24 -5.85 2.30 -19.51 8.68 12.07 9.54 9.01
VEA
Vanguard FTSE Developed Markets
-0.83 Jan 30 2023 8.36 -2.18 4.39 -15.36 1.63 4.85 5.55 8.03
VNQ
Vanguard Real Estate
-1.27 Jan 30 2023 8.14 -5.03 -7.18 -26.24 3.65 6.42 8.92 10.58
BND
Vanguard Total Bond Market
-0.28 Jan 30 2023 2.84 -0.81 -3.09 -13.11 -0.03 1.00 4.37 4.49
TIP
iShares TIPS Bond
-0.49 Jan 30 2023 2.04 -1.32 -4.47 -13.10 1.68 0.87 5.37 6.83
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Dec 2022. Current inflation (annualized) is 1Y: 6.45% , 5Y: 3.78% , 10Y: 2.60% , 30Y: 2.49%

Portfolio Metrics as of Dec 31, 2022

Metrics of Jane Bryant Quinn Portfolio, updated as of 31 December 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
JANE BRYANT QUINN PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 December 2022 (~38 years)
Swipe left to see all data
Metrics as of Dec 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~38Y)
Portfolio
Return (%)
-3.53 6.87 -0.11 -17.43 2.77 4.57 6.99 7.63 7.77 9.15
US Inflation (%) -0.31 0.00 0.16 6.45 4.92 3.78 2.60 2.51 2.49 2.76
Infl. Adjusted
Return (%)
-3.24 6.87 -0.28 -22.44 -2.05 0.76 4.27 5.00 5.15 6.21
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 16.78 15.51 13.38 10.64 11.24 10.59 10.66
Sharpe Ratio -1.12 0.14 0.26 0.60 0.58 0.53 0.48
Sortino Ratio -1.73 0.19 0.34 0.78 0.75 0.68 0.63
MAXIMUM DRAWDOWN
Drawdown Depth (%) -22.74 -22.74 -22.74 -22.74 -39.55 -39.55 -39.55
Start (yyyy mm) 2022 01 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) 9 9 9 9 16 16 16
Start to Recovery (# months) in progress
> 12
> 12
> 12
> 12
39
39
39
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 43.51 21.43 19.60 13.33 11.68 10.10
Worst Return (%) -33.98 -9.45 -1.99 1.87 5.46 7.63
% Positive Periods 81% 90% 99% 100% 100% 100%
MONTHS
Positive 0 2 3 4 21 38 81 160 239 309
Negative 1 1 3 8 15 22 39 80 121 147
% Positive 0% 67% 50% 33% 58% 63% 68% 67% 66% 68%
WITHDRAWAL RATES (WR)
Safe WR (%) 36.33 22.59 14.44 9.33 7.95 9.93
Perpetual WR (%) 0.00 0.75 4.10 4.76 4.90 5.85
Terms and Definitions
  • 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.

Correlation coefficient is a numerical value between -1 and +1.

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.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 December 2022
Swipe left to see all data
 
 
 
 
 
Asset VTI VEA VNQ BND TIP
VTI
1.00
0.89
0.90
0.68
0.81
VEA
0.89
1.00
0.84
0.83
0.81
VNQ
0.90
0.84
1.00
0.62
0.82
BND
0.68
0.83
0.62
1.00
0.79
TIP
0.81
0.81
0.82
0.79
1.00
 
 
 
 
 
Asset VTI VEA VNQ BND TIP
VTI
1.00
0.91
0.83
0.41
0.57
VEA
0.91
1.00
0.77
0.43
0.53
VNQ
0.83
0.77
1.00
0.50
0.66
BND
0.41
0.43
0.50
1.00
0.84
TIP
0.57
0.53
0.66
0.84
1.00
 
 
 
 
 
Asset VTI VEA VNQ BND TIP
VTI
1.00
0.87
0.71
0.30
0.42
VEA
0.87
1.00
0.65
0.35
0.45
VNQ
0.71
0.65
1.00
0.53
0.62
BND
0.30
0.35
0.53
1.00
0.83
TIP
0.42
0.45
0.62
0.83
1.00
 
 
 
 
 
Asset VTI VEA VNQ BND TIP
VTI
1.00
0.82
0.62
0.12
0.19
VEA
0.82
1.00
0.58
0.14
0.19
VNQ
0.62
0.58
1.00
0.29
0.32
BND
0.12
0.14
0.29
1.00
0.84
TIP
0.19
0.19
0.32
0.84
1.00
 
 
 
 
 
Asset VTI VEA VNQ BND TIP
VTI
1.00
0.72
0.62
0.18
0.22
VEA
0.72
1.00
0.52
0.17
0.20
VNQ
0.62
0.52
1.00
0.27
0.29
BND
0.18
0.17
0.27
1.00
0.88
TIP
0.22
0.20
0.29
0.88
1.00

Portfolio Dividends

In 2022, the Jane Bryant Quinn Portfolio granted a 2.33% dividend yield. If you are interested in getting periodic income, please refer to the Jane Bryant Quinn Portfolio: Dividend Yield page.

Capital Growth as of Dec 31, 2022

An investment of 1000$, since January 1993, now would be worth 9432.36$, with a total return of 843.24% (7.77% annualized).

The Inflation Adjusted Capital now would be 4509.65$, with a net total return of 350.97% (5.15% annualized).
An investment of 1000$, since January 1985, now would be worth 27832.94$, with a total return of 2683.29% (9.15% annualized).

The Inflation Adjusted Capital now would be 9874.79$, with a net total return of 887.48% (6.21% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-39.55% Nov 2007 Feb 2009 16 Jan 2011 23 39
-22.74% Jan 2022 Sep 2022 9 in progress 3 12
-19.90% Sep 2000 Sep 2002 25 Nov 2003 14 39
-15.08% Feb 2020 Mar 2020 2 Jul 2020 4 6
-12.25% May 2011 Sep 2011 5 Feb 2012 5 10
-10.67% Jul 1998 Aug 1998 2 Nov 1998 3 5
-9.19% Sep 2018 Dec 2018 4 Mar 2019 3 7
-6.67% Jun 2015 Feb 2016 9 Jun 2016 4 13
-5.55% Feb 1994 Nov 1994 10 Mar 1995 4 14
-5.01% Apr 2012 May 2012 2 Aug 2012 3 5
-4.32% Apr 2000 May 2000 2 Aug 2000 3 5
-3.99% Apr 2004 Apr 2004 1 Sep 2004 5 6
-3.97% Sep 2020 Oct 2020 2 Nov 2020 1 3
-3.93% Jun 2007 Jul 2007 2 Sep 2007 2 4
-3.90% Feb 2018 Mar 2018 2 Aug 2018 5 7
-3.67% Nov 1993 Nov 1993 1 Jan 1994 2 3
-3.45% Sep 2021 Sep 2021 1 Oct 2021 1 2
-3.25% May 2019 May 2019 1 Jun 2019 1 2
-3.22% Aug 1997 Aug 1997 1 Sep 1997 1 2
-2.95% May 2013 Jun 2013 2 Jul 2013 1 3
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-39.55% Nov 2007 Feb 2009 16 Jan 2011 23 39
-22.74% Jan 2022 Sep 2022 9 in progress 3 12
-19.90% Sep 2000 Sep 2002 25 Nov 2003 14 39
-16.68% Sep 1987 Nov 1987 3 Dec 1988 13 16
-15.08% Feb 2020 Mar 2020 2 Jul 2020 4 6
-12.59% Jan 1990 Sep 1990 9 Feb 1991 5 14
-12.25% May 2011 Sep 2011 5 Feb 2012 5 10
-10.67% Jul 1998 Aug 1998 2 Nov 1998 3 5
-9.19% Sep 2018 Dec 2018 4 Mar 2019 3 7
-6.67% Jun 2015 Feb 2016 9 Jun 2016 4 13
-5.55% Feb 1994 Nov 1994 10 Mar 1995 4 14
-5.01% Apr 2012 May 2012 2 Aug 2012 3 5
-4.32% Apr 2000 May 2000 2 Aug 2000 3 5
-4.18% Sep 1986 Sep 1986 1 Jan 1987 4 5
-3.99% Apr 2004 Apr 2004 1 Sep 2004 5 6
-3.97% Sep 2020 Oct 2020 2 Nov 2020 1 3
-3.93% Jun 2007 Jul 2007 2 Sep 2007 2 4
-3.90% Feb 2018 Mar 2018 2 Aug 2018 5 7
-3.67% Nov 1993 Nov 1993 1 Jan 1994 2 3
-3.54% Jan 1992 Mar 1992 3 Jul 1992 4 7

Rolling Returns ( more details)

Jane Bryant Quinn Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
9.81 43.51
Mar 2009 - Feb 2010
-33.98
Mar 2008 - Feb 2009
18.65%
2 Years
9.34 32.56
Apr 1985 - Mar 1987
-19.20
Mar 2007 - Feb 2009
11.32%
3 Years
8.93 21.43
Mar 1985 - Feb 1988
-9.45
Mar 2006 - Feb 2009
9.74%
5 Years
8.68 19.60
Jan 1985 - Dec 1989
-1.99
Mar 2004 - Feb 2009
0.50%
7 Years
8.58 15.99
Jan 1985 - Dec 1991
1.35
Mar 2002 - Feb 2009
0.00%
10 Years
8.52 13.33
Oct 1990 - Sep 2000
1.87
Mar 1999 - Feb 2009
0.00%
15 Years
8.12 14.19
Jan 1985 - Dec 1999
5.22
Oct 2007 - Sep 2022
0.00%
20 Years
8.13 11.68
Jan 1985 - Dec 2004
5.46
Apr 2000 - Mar 2020
0.00%
30 Years
8.54 10.10
Jan 1985 - Dec 2014
7.63
Oct 1992 - Sep 2022
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 Jane Bryant Quinn Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Jane Bryant Quinn Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.76
60%
-1.40
40%
-1.15
60%
1.58
80%
0.50
60%
0.37
80%
2.82
100%
0.54
60%
-2.56
20%
0.65
60%
3.26
80%
0.03
60%
 Capital Growth on monthly avg returns
100
100.76
99.35
98.21
99.76
100.25
100.62
103.45
104.01
101.34
102.00
105.33
105.36
Best 6.5
2019
2.0
2019
2.3
2021
8.0
2020
3.5
2020
4.5
2019
6.4
2022
3.8
2020
1.3
2019
4.5
2022
8.7
2020
3.5
2021
Worst -4.7
2022
-5.0
2020
-10.7
2020
-6.4
2022
-3.3
2019
-6.5
2022
0.4
2019
-4.2
2022
-8.4
2022
-5.4
2018
-1.7
2021
-5.3
2018
Monthly Seasonality over the period Jan 2018 - Dec 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.43
60%
0.18
60%
0.20
70%
1.36
90%
0.56
70%
0.09
70%
2.29
90%
-0.24
50%
-1.15
40%
1.28
70%
2.07
80%
0.26
60%
 Capital Growth on monthly avg returns
100
100.43
100.61
100.82
102.19
102.77
102.86
105.22
104.96
103.76
105.09
107.26
107.54
Best 6.5
2019
3.7
2014
5.6
2016
8.0
2020
3.5
2020
4.5
2019
6.4
2022
3.8
2020
4.0
2013
5.0
2015
8.7
2020
3.5
2021
Worst -4.7
2022
-5.0
2020
-10.7
2020
-6.4
2022
-3.3
2019
-6.5
2022
-1.3
2014
-4.7
2015
-8.4
2022
-5.4
2018
-1.7
2021
-5.3
2018
Monthly Seasonality over the period Jan 2013 - Dec 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.82
66%
0.56
61%
0.92
71%
1.44
82%
0.87
71%
0.32
66%
1.28
66%
0.07
63%
-0.36
53%
0.52
66%
1.24
71%
1.67
79%
 Capital Growth on monthly avg returns
100
100.82
101.39
102.32
103.80
104.70
105.03
106.38
106.45
106.07
106.62
107.94
109.75
Best 8.4
1987
6.5
1986
6.9
1986
8.8
2009
6.6
1990
4.5
2019
6.5
2009
5.4
1986
6.0
2010
7.7
2011
8.7
2020
7.0
1991
Worst -8.2
2009
-8.3
2009
-10.7
2020
-6.4
2022
-5.7
2010
-6.5
2022
-5.3
2002
-9.4
1998
-8.4
2022
-15.2
2008
-4.9
2008
-5.3
2018
Monthly Seasonality over the period Jan 1985 - Dec 2022

Monthly/Yearly Returns

Jane Bryant Quinn Portfolio data source starts from January 1985: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1985 - Dec 2022
309 Positive Months (68%) - 147 Negative Months (32%)
MONTHLY RETURNS TABLE
Jan 1985 - Dec 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-17.43 -22.44 -4.7 -2.0 1.2 -6.4 -0.2 -6.5 6.4 -4.2 -8.4 4.5 6.0 -3.5
2021
+16.85 +9.17 -0.4 1.6 2.3 3.8 1.1 1.4 1.8 1.7 -3.5 4.3 -1.7 3.5
2020
+12.52 +11.01 0.1 -5.0 -10.7 8.0 3.5 2.0 3.7 3.8 -2.1 -1.9 8.7 3.4
2019
+22.28 +19.55 6.5 2.0 1.7 2.2 -3.3 4.5 0.4 -0.1 1.3 1.7 1.7 2.0
2018
-5.80 -7.57 2.3 -3.6 -0.3 0.3 1.3 0.4 1.8 1.5 -0.2 -5.4 1.6 -5.3
2017
+15.26 +12.88 1.6 2.2 0.4 1.1 1.2 0.7 1.6 0.3 1.4 1.2 1.7 1.0
2016
+7.50 +5.31 -3.3 -0.3 5.6 0.6 0.8 1.1 3.0 -0.4 0.3 -2.2 0.6 1.8
2015
+0.25 -0.48 0.5 2.7 -0.5 0.4 0.3 -2.0 1.8 -4.7 -1.6 5.0 -0.1 -1.2
2014
+8.38 +7.57 -1.4 3.7 0.1 1.0 1.8 1.4 -1.3 2.3 -2.7 2.4 1.4 -0.6
2013
+16.71 +14.98 3.1 0.5 2.2 2.6 -1.0 -2.0 3.7 -2.6 4.0 3.1 0.7 1.4
2012
+13.33 +11.39 4.1 2.5 1.7 -0.1 -4.9 3.5 1.0 1.7 1.4 -0.6 0.9 1.5
2011
+1.70 -1.23 1.6 2.8 -0.4 3.5 -0.6 -1.3 -0.5 -4.3 -6.1 7.7 -0.9 0.8
2010
+13.33 +11.66 -2.7 2.0 4.8 1.6 -5.7 -2.8 6.0 -2.1 6.0 3.2 -1.2 4.5
2009
+21.68 +18.46 -8.2 -8.3 6.0 8.8 5.3 -0.4 6.5 4.1 3.6 -2.0 4.4 1.7
2008
-25.24 -25.31 -3.4 -1.3 0.5 3.3 0.8 -5.8 -0.6 0.3 -6.2 -15.2 -4.9 5.6
2007
+5.31 +1.18 1.9 -0.4 0.8 2.5 1.7 -1.7 -2.3 1.4 3.3 2.2 -2.7 -1.2
2006
+15.94 +13.07 3.3 0.2 1.7 1.0 -2.3 0.6 1.0 2.3 1.3 3.0 2.4 0.6
2005
+7.17 +3.63 -2.1 1.8 -1.5 -0.3 2.1 1.1 2.7 0.3 1.1 -2.1 2.7 1.3
2004
+13.92 +10.32 2.0 1.6 0.6 -4.0 1.5 1.7 -1.8 1.6 1.2 2.2 3.5 3.2
2003
+25.19 +22.88 -2.1 -0.2 -0.1 5.8 4.9 1.3 1.0 1.8 1.3 3.8 1.6 3.9
2002
-7.62 -9.77 -1.2 0.0 2.9 -1.1 0.3 -2.9 -5.3 1.0 -5.4 2.4 3.4 -1.5
2001
-5.09 -6.54 2.1 -5.1 -3.6 4.7 0.1 -0.7 -0.6 -2.1 -5.3 1.6 3.3 0.8
2000
-0.41 -3.67 -2.9 1.9 3.9 -2.6 -1.8 3.4 -0.3 3.0 -2.3 -1.5 -3.6 2.7
1999
+16.11 +13.08 1.6 -2.7 2.6 4.0 -1.8 2.7 -1.0 -0.2 -0.7 3.2 2.4 5.1
1998
+13.62 +11.82 1.3 4.0 3.1 0.5 -0.9 1.7 -1.5 -9.4 3.3 4.5 3.8 3.3
1997
+17.16 +15.20 1.5 0.2 -2.3 2.2 5.0 3.6 4.7 -3.2 4.7 -2.6 1.4 1.3
1996
+13.55 +9.90 1.4 0.2 0.6 1.6 1.0 0.3 -2.8 1.5 3.5 1.4 4.5 -0.1
1995
+22.26 +19.24 0.4 1.5 2.5 2.0 2.8 1.3 2.7 0.4 2.3 -0.8 2.8 2.3
1994
-0.11 -2.71 4.0 -1.5 -3.8 0.7 0.2 -1.0 2.0 2.3 -2.2 0.8 -3.0 1.7
1993
+15.71 +12.62 1.6 2.2 4.0 0.8 1.8 0.5 1.3 3.5 -0.1 0.8 -3.7 2.2
1992
+4.45 +1.50 -0.6 -0.2 -2.7 0.5 2.6 -1.3 2.2 0.7 0.6 -1.0 2.1 1.6
1991
+23.33 +19.66 3.7 5.4 1.3 1.0 1.9 -3.5 3.4 1.1 1.5 1.2 -2.4 7.0
1990
-6.37 -11.76 -4.6 -0.6 -0.9 -2.2 6.6 0.4 0.3 -6.8 -4.9 2.4 2.6 1.9
1989
+19.01 +13.72 3.6 -0.9 0.6 3.2 1.6 0.6 6.4 -0.2 0.9 -1.4 1.8 1.6
1988
+15.53 +10.64 4.1 4.2 0.3 0.7 -1.0 2.5 0.0 -2.4 2.9 2.4 0.2 1.0
1987
+7.06 +2.51 8.4 3.0 3.0 0.7 0.1 1.6 1.7 3.1 -1.8 -13.1 -2.3 4.0
1986
+25.28 +23.92 1.4 6.5 6.9 1.4 0.2 3.7 -0.7 5.4 -4.2 0.5 2.2 -0.1
1985
+32.68 +27.82 6.8 0.9 0.9 1.0 5.9 1.8 0.3 0.3 -1.9 3.8 5.1 4.2

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:

  • VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
  • VEA - Vanguard FTSE Developed Markets: 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

Portfolio efficiency

Compared to the Jane Bryant Quinn Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum
+9.59 9.38 -32.52 60 40 0
Simple Path to Wealth
JL Collins
+8.57 11.55 -38.53 75 25 0
Yale Endowment
David Swensen
+8.32 10.75 -39.48 70 30 0
Six Ways from Sunday
Scott Burns
+8.07 10.83 -39.14 66.7 33.3 0
Stocks/Bonds 40/60 Momentum
+8.00 6.81 -21.11 40 60 0
Family Taxable Portfolio
Ted Aronson
+7.97 11.48 -38.46 70 30 0
Couch Potato
Scott Burns
+7.89 8.62 -27.04 50 50 0
Stocks/Bonds 60/40
+7.87 9.40 -30.55 60 40 0
Edge Select Moderately Aggressive
Merrill Lynch
+7.86 10.97 -38.23 69 31 0
Jane Bryant Quinn Portfolio
Jane Bryant Quinn
+7.77 10.59 -39.55 70 30 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.

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30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum
+9.59 9.38 -32.52 60 40 0
Simple Path to Wealth
JL Collins
+8.57 11.55 -38.53 75 25 0
Late Sixties and Beyond
Burton Malkiel
+8.43 11.53 -41.80 71 29 0
Seven Value
Scott Burns
+8.32 11.22 -41.22 71.5 28.5 0
Yale Endowment
David Swensen
+8.32 10.75 -39.48 70 30 0
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