Data Source: from January 1996 to September 2021

Last Update: 30 September 2021

The Rob Arnott Portfolio is exposed for 30% on the Stock Market and for 10% on Commodities.

It's a Medium Risk portfolio and it can be replicated with 8 ETFs.

In the last 10 years, the portfolio obtained a 6.31% compound annual return, with a 6.02% standard deviation.

In the last 25 years, a 7.16% compound annual return, with a 6.87% standard deviation.

In 2020, the portfolio granted a 1.88% dividend yield. If you are interested in getting periodic income, please refer to the Rob Arnott Portfolio: Dividend Yield page.

Asset Allocation and ETFs

The Rob Arnott Portfolio has the following asset allocation:

30% Stocks
60% Fixed Income
10% Commodities

The Rob Arnott Portfolio can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
10.00 % VEU Vanguard FTSE All-World ex-US Equity, Global ex-US, Large Cap
10.00 % VNQ Vanguard Real Estate Real Estate, U.S.
10.00 % VV Vanguard Large-Cap Equity, U.S., Large Cap
20.00 % BNDX Vanguard Total International Bond Bond, Developed Markets, All-Term
20.00 % LQD iShares Investment Grade Corporate Bond Bond, U.S., All-Term
10.00 % TLT iShares 20+ Year Treasury Bond Bond, U.S., Long-Term
10.00 % TIP iShares TIPS Bond Bond, U.S., All-Term
10.00 % DBC Invesco DB Commodity Tracking Commodity, Broad Diversified
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

The Rob Arnott Portfolio guaranteed the following returns.

ROB ARNOTT PORTFOLIO RETURNS (%)
Last Update: 30 September 2021
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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
Rob Arnott Portfolio -1.71 +0.48 +6.72 +12.60 +8.68 +6.56 +6.31 +7.03 +7.16
Components
VEU
Vanguard FTSE All-World ex-US
-3.33 -3.26 +1.87 +23.82 +8.34 +9.04 +7.99 +7.18 +5.40
VNQ
Vanguard Real Estate
-5.68 +0.62 +12.29 +33.49 +11.96 +7.52 +11.52 +10.37 +10.07
VV
Vanguard Large-Cap
-4.71 +0.39 +9.10 +30.17 +16.63 +17.28 +16.75 +9.70 +9.80
BNDX
Vanguard Total International Bond
-1.08 -0.03 +0.15 -1.08 +3.98 +2.63 +4.08 +5.06 +5.33
LQD
iShares Investment Grade Corporate Bond
-1.51 -0.45 +3.45 +1.11 +8.18 +4.75 +5.18 +5.62 +6.06
TLT
iShares 20+ Year Treasury Bond
-2.91 +0.36 +7.41 -10.30 +9.25 +3.19 +4.33 +6.48 +7.06
TIP
iShares TIPS Bond
-0.78 +1.71 +4.97 +4.88 +7.23 +4.13 +2.97 +4.99 +5.88
DBC
Invesco DB Commodity Tracking
+5.21 +4.83 +21.49 +54.52 +4.95 +6.71 -2.13 +3.43 +2.64
(*) annualized
Portfolio returns are calculated assuming:
  • a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
  • the reinvestment of dividends

If you are interested in getting periodic income, please refer to the Rob Arnott Portfolio: Dividend Yield page.

Historical Returns

Rob Arnott Portfolio - Historical returns and stats.

ROB ARNOTT PORTFOLIO
Last Update: 30 September 2021
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Period Returns
Sep 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-1.71%
-1.71%
Sep 2021 - Sep 2021
0 - 1
3M
+0.48%
-1.71%
Sep 2021 - Sep 2021
2 - 1
6M
+6.72%
-1.71%
Sep 2021 - Sep 2021
5 - 1
YTD
+6.80%
-1.71%
Sep 2021 - Sep 2021
7 - 2
1Y
+12.60%
6.39%
-1.71%
Sep 2021 - Sep 2021
9 - 3
3Y
+8.68%
annualized
7.78%
-8.71%
Feb 2020 - Mar 2020
27 - 9
5Y
+6.56%
annualized
6.50%
-8.71%
Feb 2020 - Mar 2020
45 - 15
10Y
+6.31%
annualized
6.02%
-8.71%
Feb 2020 - Mar 2020
84 - 36
20Y
+7.03%
annualized
7.17%
-24.26%
Jun 2008 - Feb 2009
165 - 75
25Y
+7.16%
annualized
6.87%
-24.26%
Jun 2008 - Feb 2009
205 - 95
MAX
01 Jan 1996
+7.14%
annualized
6.79%
-24.26%
Jun 2008 - Feb 2009
212 - 97
* Annualized St.Dev. of monthly returns

Best Classic Portfolios, with Medium Risk, ordered by 25 Years annualized return.

25 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Couch Potato
Scott Burns
+8.32% -27.03% 50 50 0 Compare
All Weather Portfolio
Ray Dalio
+7.92% -12.19% 30 55 15 Compare
Robo Advisor 50
Betterment
+7.70% -30.72% 49.9 50.1 0 Compare
Stocks/Bonds 40/60
+7.27% -19.17% 40 60 0 Compare
Dynamic 40/60 Income
+7.22% -29.85% 40 60 0 Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns ( more details)

Rob Arnott Portfolio: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+7.35% +29.35%
Mar 2009 - Feb 2010
-22.41%
Mar 2008 - Feb 2009
9.73%
2 Years
+7.05% +21.91%
Mar 2009 - Feb 2011
-8.96%
Mar 2007 - Feb 2009
4.55%
3 Years
+6.93% +17.62%
Mar 2009 - Feb 2012
-3.13%
Mar 2006 - Feb 2009
1.82%
5 Years
+6.89% +12.47%
Mar 2009 - Feb 2014
+1.31%
Mar 2004 - Feb 2009
0.00%
7 Years
+6.94% +10.21%
Sep 1998 - Aug 2005
+3.20%
Apr 2013 - Mar 2020
0.00%
10 Years
+6.99% +9.19%
May 1997 - Apr 2007
+4.71%
May 2008 - Apr 2018
0.00%
15 Years
+6.97% +8.25%
May 1996 - Apr 2011
+5.27%
Apr 2005 - Mar 2020
0.00%
20 Years
+6.85% +7.48%
Aug 1996 - Jul 2016
+6.21%
Apr 2000 - Mar 2020
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 Rob Arnott Portfolio: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

Rob Arnott Portfolio Seasonality: in which months is it better to invest?

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

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

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
Win %
0.42
65%
0.23
69%
0.49
62%
1.26
85%
0.38
62%
0.55
73%
0.87
69%
0.63
73%
0.37
65%
0.16
60%
0.63
64%
1.17
76%
Best
Year
4.5
2019
2.4
2014
3.9
2016
4.5
2009
4.9
2003
3.1
2016
4.7
2009
2.7
2000
4.3
1998
4.2
2011
5.1
2020
8.2
2008
Worst
Year
-5.7
2009
-5.9
2009
-7.2
2020
-4.7
2004
-3.1
2013
-2.7
2013
-2.3
2003
-2.9
1998
-6.4
2008
-11.6
2008
-1.8
2016
-1.4
2018
Statistics calculated for the period Jan 1996 - Sep 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns of Rob Arnott Portfolio

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+6.80% -0.5 0.4 0.3 3.1 1.1 1.9 1.9 0.3 -1.7
2020
+7.98% 0.8 -1.6 -7.2 4.1 2.1 1.9 3.3 0.5 -1.0 -1.5 5.1 1.8
2019
+16.67% 4.5 0.7 2.3 0.8 -0.5 3.0 0.4 2.0 0.2 0.8 0.3 1.1
2018
-4.12% 0.2 -2.8 1.0 0.0 1.0 0.2 0.6 0.7 -0.3 -3.3 0.0 -1.4
2017
+9.02% 0.5 1.5 -0.4 0.6 0.9 0.2 1.2 0.9 0.2 0.9 0.9 1.2
2016
+7.14% -0.9 0.6 3.9 1.1 0.5 3.1 1.2 -0.3 0.2 -2.0 -1.8 1.5
2015
-3.26% 2.2 0.0 -0.5 -0.1 -1.0 -2.0 0.4 -2.6 -0.1 2.3 -0.8 -1.1
2014
+7.59% 0.7 2.4 0.2 1.4 1.5 0.8 -0.6 2.0 -2.8 1.8 0.5 -0.4
2013
+1.41% 0.7 0.2 0.9 2.1 -3.1 -2.7 1.7 -1.6 1.7 2.0 -0.6 0.3
2012
+10.55% 3.1 1.4 -0.1 1.0 -2.2 1.8 2.5 1.0 0.7 -0.3 0.7 0.6
2011
+7.73% 0.8 2.1 0.1 3.1 -0.1 -1.5 1.9 -0.8 -2.8 4.2 -1.1 1.8
2010
+11.89% -1.2 1.4 2.3 2.4 -3.0 0.4 3.5 1.1 2.9 1.3 -1.5 2.0
2009
+14.59% -5.7 -5.9 3.7 4.5 4.7 0.2 4.7 2.7 2.8 -0.5 3.2 0.1
2008
-11.48% 0.4 0.8 0.3 1.9 0.2 -1.4 -1.3 -0.4 -6.4 -11.6 -1.7 8.2
2007
+7.64% 0.8 1.2 -0.1 1.2 -0.2 -1.3 -0.3 1.3 2.9 2.6 -0.5 -0.1
2006
+8.97% 1.6 -0.2 -0.1 0.5 -1.0 0.5 1.8 1.8 0.4 2.2 2.6 -1.3
2005
+7.74% -0.5 1.2 -0.4 0.8 1.4 1.5 0.8 1.8 0.3 -2.5 1.4 1.8
2004
+11.93% 1.7 2.4 1.6 -4.7 1.3 0.4 0.3 2.5 1.3 2.0 1.1 1.8
2003
+17.00% -0.1 1.9 -1.4 2.6 4.9 -0.1 -2.3 1.7 3.0 1.3 1.0 3.5
2002
+8.16% -0.5 1.1 1.9 0.9 0.2 0.1 -1.0 2.4 0.1 -0.7 1.3 2.1
2001
+0.06% 1.0 -1.2 -1.1 1.6 0.1 -0.5 1.2 0.4 -2.5 1.5 -0.2 -0.2
2000
+12.87% -0.3 1.6 2.6 -0.6 0.8 2.9 0.1 2.7 -0.4 -0.4 1.5 1.9
1999
+7.22% 1.0 -2.7 2.8 2.6 -2.0 1.0 -0.2 0.5 0.6 0.3 1.0 2.3
1998
+6.53% 0.9 0.8 0.8 0.2 -0.4 0.6 -1.3 -2.9 4.3 1.7 0.2 1.5
1997
+7.20% -0.6 -0.6 -1.2 0.9 2.7 1.9 2.9 -2.1 3.7 -0.2 -0.5 0.3
1996
+11.02% 0.3 -0.6 0.5 0.7 0.1 1.4 -0.8 0.8 2.3 1.9 3.8 0.1

* Note:
Portofolio Returns, up to December 2013, 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:

  • 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
  • VV - Vanguard Large-Cap: simulated historical serie, up to December 2004
  • BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013
  • LQD - iShares Investment Grade Corporate Bond: simulated historical serie, up to December 2002
  • TLT - iShares 20+ Year Treasury Bond: simulated historical serie, up to December 2002
  • TIP - iShares TIPS Bond: simulated historical serie, up to December 2003
  • DBC - Invesco DB Commodity Tracking: simulated historical serie, up to December 2006
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