Data Source: from January 1972 to October 2022 (~51 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.24%
1 Day
Nov 29 2022, 04:00PM Eastern Time
2.54%
Current Month
November 2022

The Marvin Appel One-Decision Portfolio is a Medium Risk portfolio and can be implemented with 5 ETFs.

It's exposed for 50% on the Stock Market.

In the last 30 Years, the Marvin Appel One-Decision Portfolio obtained a 7.07% compound annual return, with a 8.15% standard deviation.

Asset Allocation and ETFs

The Marvin Appel One-Decision Portfolio has the following asset allocation:

50% Stocks
50% Fixed Income
0% Commodities

The Marvin Appel One-Decision Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
20.00 %
SPY SPDR S&P 500 Equity, U.S., Large Cap
20.00 %
VNQ Vanguard Real Estate Real Estate, U.S.
10.00 %
IJS iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
30.00 %
BIL SPDR Blmbg Barclays 1-3 Mth T-Bill Bond, U.S., Ultra Short-Term
20.00 %
LQD iShares Investment Grade Corporate 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 Oct 31, 2022

The Marvin Appel One-Decision Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: November 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
MARVIN APPEL ONE-DECISION PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Oct 31, 2022
  1 Day Time ET(*) Nov 2022 1M 6M 1Y 5Y 10Y 30Y MAX
(~51Y)
Marvin Appel One-Decision Portfolio 0.24 2.54 3.38 -6.16 -11.65 4.24 5.79 7.07 8.69
US Inflation Adjusted return 2.96 -8.97 -18.00 0.37 3.15 4.45 4.53
Components
SPY
SPDR S&P 500
-0.17 04:00PM
Nov 29 2022
2.34 8.13 -5.47 -14.63 10.37 12.68 9.71 10.27
VNQ
Vanguard Real Estate
1.59 04:00PM
Nov 29 2022
3.71 3.51 -18.78 -21.44 4.00 6.69 9.03 10.60
IJS
iShares S&P Small-Cap 600 Value
0.53 03:59PM
Nov 29 2022
1.76 14.40 -0.71 -7.38 6.48 11.01 11.05 13.63
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
0.02 03:59PM
Nov 29 2022
0.30 0.16 0.71 0.70 0.98 0.53 2.18 3.99
LQD
iShares Investment Grade Corporate Bond
-0.53 04:00PM
Nov 29 2022
5.32 -0.75 -8.56 -21.95 -0.57 1.29 5.20 5.60
Returns over 1 year are annualized | Available data source: since Jan 1972
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Oct 2022. Current inflation (annualized) is 1Y: 7.75% , 5Y: 3.85% , 10Y: 2.57% , 30Y: 2.51%

Portfolio Metrics as of Oct 31, 2022

Metrics of Marvin Appel One-Decision Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
MARVIN APPEL ONE-DECISION PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1972 - 31 October 2022 (~51 years)
Swipe left to see all data
Metrics as of Oct 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~51Y)
Portfolio
Return (%)
3.38 -6.06 -6.16 -11.65 2.55 4.24 5.79 6.47 7.07 8.69
US Inflation (%) 0.41 0.59 3.08 7.75 5.01 3.85 2.57 2.52 2.51 3.97
Infl. Adjusted
Return (%)
2.96 -6.60 -8.97 -18.00 -2.35 0.37 3.15 3.86 4.45 4.53
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 12.15 11.72 10.18 8.18 9.04 8.15 8.09
Sharpe Ratio -1.02 0.18 0.32 0.64 0.60 0.60 0.58
Sortino Ratio -1.52 0.23 0.41 0.83 0.76 0.77 0.76
MAXIMUM DRAWDOWN
Drawdown Depth (%) -16.74 -16.74 -16.74 -16.74 -31.96 -31.96 -31.96
Start (yyyy mm) 2022 01 2022 01 2022 01 2022 01 2007 06 2007 06 2007 06
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 21 21 21
Start to Recovery (# months) in progress
> 10
> 10
> 10
> 10
41
41
41
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 41.76 22.71 20.24 15.47 13.00 11.95
Worst Return (%) -26.73 -7.87 -1.50 3.02 5.80 6.95
% Positive Periods 86% 95% 100% 100% 100% 100%
MONTHS
Positive 1 1 2 4 23 42 86 168 254 429
Negative 0 2 4 8 13 18 34 72 106 181
% Positive 100% 33% 33% 33% 64% 70% 72% 70% 71% 70%
WITHDRAWAL RATES (WR)
Safe WR (%) 35.87 21.92 12.89 7.88 6.90 4.70
Perpetual WR (%) 0.00 0.37 3.05 3.71 4.26 4.34
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 October 2022
Swipe left to see all data
 
 
 
 
 
Asset SPY VNQ IJS BIL LQD
SPY
1.00
0.88
0.92
-0.10
0.81
VNQ
0.88
1.00
0.76
-0.31
0.64
IJS
0.92
0.76
1.00
-0.09
0.73
BIL
-0.10
-0.31
-0.09
1.00
-0.30
LQD
0.81
0.64
0.73
-0.30
1.00
 
 
 
 
 
Asset SPY VNQ IJS BIL LQD
SPY
1.00
0.82
0.86
-0.24
0.60
VNQ
0.82
1.00
0.74
-0.24
0.64
IJS
0.86
0.74
1.00
-0.31
0.44
BIL
-0.24
-0.24
-0.31
1.00
-0.05
LQD
0.60
0.64
0.44
-0.05
1.00
 
 
 
 
 
Asset SPY VNQ IJS BIL LQD
SPY
1.00
0.70
0.84
-0.18
0.50
VNQ
0.70
1.00
0.61
-0.19
0.65
IJS
0.84
0.61
1.00
-0.24
0.34
BIL
-0.18
-0.19
-0.24
1.00
-0.06
LQD
0.50
0.65
0.34
-0.06
1.00
 
 
 
 
 
Asset SPY VNQ IJS BIL LQD
SPY
1.00
0.59
0.82
-0.02
0.30
VNQ
0.59
1.00
0.68
-0.01
0.41
IJS
0.82
0.68
1.00
-0.03
0.22
BIL
-0.02
-0.01
-0.03
1.00
0.00
LQD
0.30
0.41
0.22
0.00
1.00
 
 
 
 
 
Asset SPY VNQ IJS BIL LQD
SPY
1.00
0.60
0.83
-0.02
0.31
VNQ
0.60
1.00
0.70
-0.01
0.31
IJS
0.83
0.70
1.00
0.00
0.24
BIL
-0.02
-0.01
0.00
1.00
0.08
LQD
0.31
0.31
0.24
0.08
1.00

Portfolio Dividends

In 2021, the Marvin Appel One-Decision Portfolio granted a 1.66% dividend yield. If you are interested in getting periodic income, please refer to the Marvin Appel One-Decision Portfolio: Dividend Yield page.

Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 1992, now would be worth 7753.46$, with a total return of 675.35% (7.07% annualized).

The Inflation Adjusted Capital now would be 3689.25$, with a net total return of 268.93% (4.45% annualized).
An investment of 1000$, since January 1972, now would be worth 69073.74$, with a total return of 6807.37% (8.69% annualized).

The Inflation Adjusted Capital now would be 9526.23$, with a net total return of 852.62% (4.53% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-31.96% Jun 2007 Feb 2009 21 Oct 2010 20 41
-16.74% Jan 2022 Sep 2022 9 in progress 1 10
-13.04% Feb 2020 Mar 2020 2 Nov 2020 8 10
-8.52% Jun 2011 Sep 2011 4 Jan 2012 4 8
-8.13% Jul 1998 Aug 1998 2 Dec 1998 4 6
-7.23% Apr 2002 Sep 2002 6 May 2003 8 14
-6.99% Sep 2018 Dec 2018 4 Mar 2019 3 7
-5.02% Feb 1994 Nov 1994 10 Mar 1995 4 14
-4.76% Apr 2015 Sep 2015 6 Mar 2016 6 12
-4.65% Apr 2004 Apr 2004 1 Aug 2004 4 5
-3.58% Aug 2001 Sep 2001 2 Dec 2001 3 5
-3.49% Feb 2001 Mar 2001 2 Jun 2001 3 5
-3.21% Aug 2016 Oct 2016 3 Jan 2017 3 6
-3.16% Jul 1999 Sep 1999 3 Dec 1999 3 6
-3.06% Feb 2018 Feb 2018 1 Jun 2018 4 5
-2.81% May 2012 May 2012 1 Jul 2012 2 3
-2.73% Sep 2021 Sep 2021 1 Oct 2021 1 2
-2.72% May 2013 Aug 2013 4 Oct 2013 2 6
-2.54% Sep 2014 Sep 2014 1 Oct 2014 1 2
-2.36% Aug 2005 Oct 2005 3 Nov 2005 1 4
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-31.96% Jun 2007 Feb 2009 21 Oct 2010 20 41
-18.44% Dec 1972 Sep 1974 22 Jun 1975 9 31
-16.74% Jan 2022 Sep 2022 9 in progress 1 10
-13.04% Feb 2020 Mar 2020 2 Nov 2020 8 10
-12.38% Sep 1987 Nov 1987 3 Sep 1988 10 13
-8.52% Jun 2011 Sep 2011 4 Jan 2012 4 8
-8.13% Jul 1998 Aug 1998 2 Dec 1998 4 6
-7.50% Jul 1990 Oct 1990 4 Jan 1991 3 7
-7.23% Apr 2002 Sep 2002 6 May 2003 8 14
-6.99% Sep 2018 Dec 2018 4 Mar 2019 3 7
-6.81% Sep 1979 Oct 1979 2 Jan 1980 3 5
-6.77% Feb 1980 Mar 1980 2 May 1980 2 4
-5.77% Sep 1978 Oct 1978 2 Jan 1979 3 5
-5.67% Jul 1975 Sep 1975 3 Jan 1976 4 7
-5.61% Jul 1981 Sep 1981 3 Nov 1981 2 5
-5.02% Feb 1994 Nov 1994 10 Mar 1995 4 14
-4.76% Apr 2015 Sep 2015 6 Mar 2016 6 12
-4.65% Apr 2004 Apr 2004 1 Aug 2004 4 5
-3.58% Aug 2001 Sep 2001 2 Dec 2001 3 5
-3.49% Feb 2001 Mar 2001 2 Jun 2001 3 5

Rolling Returns ( more details)

Marvin Appel One-Decision Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
9.31 41.76
Jul 1982 - Jun 1983
-26.73
Mar 2008 - Feb 2009
13.86%
2 Years
9.28 25.43
Mar 2009 - Feb 2011
-16.61
Mar 2007 - Feb 2009
5.79%
3 Years
9.34 22.71
Jul 1982 - Jun 1985
-7.87
Mar 2006 - Feb 2009
4.70%
5 Years
9.45 20.24
Aug 1982 - Jul 1987
-1.50
Mar 2004 - Feb 2009
0.36%
7 Years
9.49 18.16
Apr 1980 - Mar 1987
1.40
Mar 2002 - Feb 2009
0.00%
10 Years
9.55 15.47
Jan 1975 - Dec 1984
3.02
Mar 1999 - Feb 2009
0.00%
15 Years
9.38 14.71
Oct 1974 - Sep 1989
4.80
Oct 2007 - Sep 2022
0.00%
20 Years
9.37 13.00
Mar 1978 - Feb 1998
5.80
Apr 2000 - Mar 2020
0.00%
30 Years
9.35 11.95
Jan 1975 - Dec 2004
6.95
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 Marvin Appel One-Decision Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Marvin Appel One-Decision 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
0.48
80%
-1.00
40%
-0.83
80%
1.23
80%
0.50
60%
0.50
80%
2.26
100%
0.40
80%
-2.05
20%
0.71
60%
1.84
80%
0.63
80%
 Capital Growth on monthly avg returns
100
100.48
99.48
98.65
99.87
100.37
100.87
103.15
103.56
101.44
102.17
104.05
104.70
Best 5.9
2019
1.9
2021
2.3
2021
6.0
2020
2.0
2020
3.2
2019
5.0
2022
1.6
2018
1.3
2019
3.5
2021
6.4
2020
3.7
2021
Worst -3.9
2022
-3.7
2020
-9.7
2020
-4.5
2022
-2.0
2019
-4.6
2022
0.9
2019
-3.1
2022
-6.2
2022
-3.5
2018
-1.0
2021
-4.3
2018
Monthly Seasonality over the period Nov 2017 - Oct 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
0.36
80%
0.13
70%
0.26
80%
0.85
80%
0.39
70%
0.37
70%
1.75
90%
-0.22
50%
-0.97
30%
1.14
70%
1.20
90%
0.71
80%
 Capital Growth on monthly avg returns
100
100.36
100.49
100.76
101.62
102.01
102.39
104.18
103.95
102.95
104.12
105.38
106.12
Best 5.9
2019
2.6
2014
5.0
2016
6.0
2020
2.0
2020
3.2
2019
5.0
2022
2.3
2014
2.3
2013
3.5
2014
6.4
2020
3.7
2021
Worst -3.9
2022
-3.7
2020
-9.7
2020
-4.5
2022
-2.0
2019
-4.6
2022
-0.8
2014
-3.1
2015
-6.2
2022
-3.5
2018
-1.0
2021
-4.3
2018
Monthly Seasonality over the period Nov 2012 - Oct 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
1.06
73%
0.38
71%
0.82
75%
1.05
75%
0.56
73%
0.77
73%
0.88
73%
0.40
61%
0.00
53%
0.41
67%
0.99
74%
1.37
80%
 Capital Growth on monthly avg returns
100
101.06
101.45
102.28
103.36
103.94
104.74
105.66
106.09
106.08
106.52
107.58
109.06
Best 8.2
1975
4.1
1986
5.0
2016
9.1
2009
4.0
2003
4.1
1979
5.5
2009
5.4
1982
4.1
1997
7.1
1982
6.4
2020
6.2
2008
Worst -6.8
2009
-8.1
2009
-9.7
2020
-4.6
2004
-3.9
2010
-4.9
2008
-4.0
2002
-6.1
1998
-6.2
2022
-12.1
2008
-5.9
1973
-4.3
2018
Monthly Seasonality over the period Jan 1972 - Oct 2022

Monthly/Yearly Returns

Marvin Appel One-Decision Portfolio data source starts from January 1972: 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 1972 - Oct 2022
429 Positive Months (70%) - 181 Negative Months (30%)
MONTHLY RETURNS TABLE
Jan 1972 - Oct 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
-13.93 -19.48 -3.9 -1.5 1.4 -4.5 -0.3 -4.6 5.0 -3.1 -6.2 3.4
2021
+16.51 +8.85 0.1 1.9 2.3 3.1 0.9 1.3 1.2 1.3 -2.7 3.5 -1.0 3.7
2020
+5.32 +3.90 0.1 -3.7 -9.7 6.0 2.0 1.5 2.7 1.5 -1.8 -0.9 6.4 2.0
2019
+18.51 +15.87 5.9 1.3 1.4 1.4 -2.0 3.2 0.9 0.7 1.3 1.0 0.9 1.2
2018
-3.64 -5.44 0.2 -3.1 0.4 0.2 1.9 1.0 1.5 1.6 -0.7 -3.5 1.3 -4.3
2017
+8.07 +5.84 0.2 1.9 -0.6 0.6 0.2 1.0 0.9 -0.1 1.2 0.4 1.6 0.5
2016
+8.52 +6.31 -2.2 0.3 5.0 0.1 0.7 2.2 2.4 -0.6 -0.3 -2.3 1.2 1.9
2015
-0.25 -0.97 1.0 0.6 0.2 -1.4 0.0 -1.7 1.4 -3.1 -0.1 3.5 0.2 -0.7
2014
+11.14 +10.31 0.2 2.6 0.4 0.9 1.3 1.0 -0.8 2.3 -2.5 3.5 1.2 0.6
2013
+10.43 +8.80 2.0 0.9 1.8 2.2 -0.9 -1.3 2.2 -2.6 2.3 2.7 0.1 0.8
2012
+10.65 +8.76 3.4 1.1 1.7 0.5 -2.8 2.6 1.3 0.9 0.7 -0.5 0.1 1.3
2011
+3.87 +0.88 1.1 2.3 -0.2 2.4 0.1 -1.4 0.1 -3.0 -4.5 6.7 -1.5 2.1
2010
+13.01 +11.34 -1.8 2.3 4.2 2.9 -3.9 -2.3 4.4 -1.3 3.7 2.1 -0.5 3.1
2009
+15.30 +12.24 -6.8 -8.1 2.9 9.1 2.2 0.1 5.5 4.1 2.9 -2.1 3.4 2.4
2008
-16.74 -16.82 -1.1 -1.6 1.1 2.7 0.2 -4.9 0.9 1.3 -4.2 -12.1 -5.3 6.2
2007
-0.68 -4.58 2.4 -0.6 -0.1 1.3 1.0 -2.4 -2.9 2.2 1.8 1.1 -3.0 -1.3
2006
+14.45 +11.62 2.9 0.8 1.6 -0.4 -1.6 1.2 1.0 2.0 1.4 2.9 2.1 -0.2
2005
+5.08 +1.61 -2.2 1.2 -1.1 0.6 2.1 1.7 2.7 -0.9 0.2 -1.7 2.4 0.1
2004
+12.05 +8.52 1.7 1.2 1.3 -4.6 1.8 1.5 -0.7 2.3 0.7 1.8 2.5 2.2
2003
+18.87 +16.67 -1.6 0.1 0.5 3.8 4.0 1.0 0.8 1.4 1.0 2.2 1.8 2.6
2002
-2.42 -4.69 0.2 0.2 2.5 -0.2 0.1 -1.2 -4.0 0.6 -2.7 0.2 2.4 -0.4
2001
+4.32 +2.72 2.3 -2.4 -1.1 2.6 0.9 1.2 0.0 -0.1 -3.5 0.4 3.0 1.2
2000
+9.42 +5.83 -1.3 0.2 3.4 0.6 -0.2 1.8 2.2 1.3 0.0 -0.9 -1.2 3.5
1999
+4.70 +1.97 0.4 -2.2 1.0 3.6 0.2 1.4 -1.4 -0.7 -1.1 0.9 0.5 2.1
1998
+5.32 +3.65 0.3 1.9 2.2 0.0 -0.8 1.1 -2.2 -6.1 3.6 1.5 2.1 1.8
1997
+17.36 +15.40 1.7 0.3 -1.2 1.2 3.1 2.8 3.6 -1.2 4.1 -1.1 1.4 1.6
1996
+15.52 +11.81 1.2 0.2 0.6 0.5 1.3 0.8 -1.3 1.7 2.4 1.8 3.6 1.9
1995
+19.02 +16.08 0.6 2.3 1.0 1.3 3.0 1.5 1.5 0.9 1.8 -0.7 2.2 2.2
1994
-1.28 -3.85 1.9 -1.2 -2.8 0.1 0.3 -1.0 1.3 1.7 -1.4 -0.2 -1.8 2.0
1993
+11.41 +8.43 2.3 2.0 2.7 -1.5 0.6 1.4 0.8 2.3 1.1 0.3 -1.8 0.8
1992
+9.68 +6.58 0.9 0.5 -0.9 0.6 1.8 -0.4 2.7 -0.4 1.1 0.0 1.9 1.6
1991
+23.01 +19.36 4.2 3.1 3.1 1.3 1.7 -2.0 2.3 1.5 0.8 0.6 -1.3 5.9
1990
-1.89 -7.54 -3.3 0.5 1.1 -1.4 3.3 0.6 -0.2 -4.5 -2.5 -0.4 3.9 1.4
1989
+15.28 +10.16 2.8 -0.6 1.2 2.7 2.3 1.2 3.7 0.6 -0.1 -0.9 0.9 0.6
1988
+12.57 +7.81 3.5 2.9 -0.5 0.5 -0.3 3.1 0.1 -0.7 2.1 1.2 -1.1 1.3
1987
+2.00 -2.33 5.2 2.4 0.8 -1.4 0.1 2.6 1.6 0.8 -1.2 -10.0 -1.4 3.3
1986
+13.98 +12.75 1.3 4.1 4.3 0.0 0.5 2.8 -1.9 3.5 -3.0 2.2 0.8 -1.1
1985
+20.92 +16.49 4.2 0.5 0.9 0.8 3.9 1.3 0.4 0.0 -1.3 2.6 2.9 3.1
1984
+12.26 +7.99 1.3 -0.9 0.4 0.6 -2.6 1.1 0.6 4.5 2.5 1.8 0.9 1.5
1983
+19.12 +14.77 1.9 2.1 3.3 4.6 0.5 1.8 -1.5 0.4 1.5 0.2 2.0 0.9
1982
+23.18 +18.64 -0.3 -0.9 0.0 2.8 0.0 -1.5 1.0 5.4 3.3 7.1 2.7 1.9
1981
+6.73 -2.01 -0.1 0.5 2.8 -0.2 1.4 0.6 -0.6 -2.5 -2.6 4.4 4.2 -1.2
1980
+17.14 +4.11 2.9 -1.2 -5.6 4.2 4.0 2.9 3.2 0.8 0.5 2.7 2.5 -0.4
1979
+17.24 +3.48 3.1 -0.4 3.9 0.6 0.1 4.1 1.7 4.9 -0.6 -6.2 3.3 2.1
1978
+7.38 -1.50 -1.8 0.3 2.3 3.2 0.2 -0.3 2.8 3.1 -0.1 -5.7 2.1 1.3
1977
+6.67 -0.03 -0.2 0.0 0.2 0.8 0.2 2.9 -0.3 0.1 0.3 -0.9 2.7 0.7
1976
+25.20 +19.39 7.5 2.1 1.3 0.4 -1.2 2.9 0.8 1.3 1.4 0.1 2.1 4.2
1975
+21.70 +13.80 8.2 2.8 1.6 2.2 2.4 3.8 -2.3 -1.0 -2.5 2.5 1.6 1.0
1974
-10.56 -20.39 1.6 1.1 -1.5 -2.6 -2.3 -0.3 -3.4 -3.8 -2.2 4.8 -1.6 -0.6
1973
-6.39 -13.88 -0.6 -2.3 0.3 -2.0 -1.4 0.3 1.7 -1.2 3.8 0.8 -5.9 0.3
1972
+8.28 +4.72 1.0 1.4 0.2 1.2 -1.3 1.2 1.2 0.6 0.5 0.2 1.9 -0.2

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:

  • SPY - SPDR S&P 500: simulated historical serie, up to December 1993
  • VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
  • IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
  • BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill: simulated historical serie, up to December 2007
  • LQD - iShares Investment Grade Corporate Bond: simulated historical serie, up to December 2002

Portfolio efficiency

Compared to the Marvin Appel One-Decision 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
Couch Potato
Scott Burns
+8.06 8.58 -27.04 50 50 0
Stocks/Bonds 40/60 Momentum
+8.04 6.77 -21.11 40 60 0
Stocks/Bonds 60/40
+8.00 9.35 -30.55 60 40 0
Golden Butterfly
+7.70 7.36 -17.79 40 40 20
Robo Advisor 50
Betterment
+7.53 9.11 -30.72 49.9 50.1 0
Dimensional 2030 Retirement Income
DFA
+7.46 9.06 -31.78 55.9 44.1 0
Marc Faber Portfolio
Marc Faber
+7.35 9.37 -28.82 50 25 25
All Weather Portfolio
Ray Dalio
+7.29 7.01 -20.19 30 55 15
Sandwich Portfolio
Bob Clyatt
+7.29 8.11 -28.96 55 45 0
Edge Select Moderate
Merrill Lynch
+7.28 8.69 -29.58 53 47 0
Global Market Portfolio
Credit Suisse
+7.14 7.93 -25.90 45 55 0
Sheltered Sam 50/50
Bill Bernstein
+7.08 7.68 -28.23 48.5 50 1.5
One-Decision Portfolio
Marvin Appel
+7.07 8.15 -31.96 50 50 0

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

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Couch Potato
Scott Burns
+8.06 8.58 -27.04 50 50 0
Stocks/Bonds 40/60 Momentum
+8.04 6.77 -21.11 40 60 0
Robo Advisor 50
Betterment
+7.53 9.11 -30.72 49.9 50.1 0
All Weather Portfolio
Ray Dalio
+7.29 7.01 -20.19 30 55 15
Global Market Portfolio
Credit Suisse
+7.14 7.93 -25.90 45 55 0
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