Last Update: 31 May 2020

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 5.85% compound annual return, with a 5.97% standard deviation.

In 2019, the portfolio granted a 3.13% 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

Portfolio and ETF Returns

The Rob Arnott Portfolio guaranteed the following returns.

ROB ARNOTT PORTFOLIO RETURNS (%)
Last Update: 31 May 2020
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*)
Rob Arnott Portfolio +2.07 -1.41 -1.11 +5.62 +4.94 +4.19 +5.85
Components
VEU - Vanguard FTSE All-World ex-US +4.68 -5.11 -10.83 -2.79 -0.08 +1.04 +4.75
VNQ - Vanguard Real Estate +1.73 -10.67 -15.29 -7.67 +2.11 +3.86 +8.83
VV - Vanguard Large-Cap +5.16 +3.87 -1.58 +13.37 +10.42 +9.84 +13.16
BNDX - Vanguard Total International Bond +0.41 -0.65 +1.59 +5.21 +4.60 +4.03 +4.92
LQD - iShares Investment Grade Corporate Bond +2.46 +0.65 +4.79 +12.85 +6.70 +5.71 +6.08
TLT - iShares 20+ Year Treasury Bond -1.76 +5.77 +17.58 +26.65 +12.25 +8.54 +8.43
TIP - iShares TIPS Bond +0.65 +1.88 +5.38 +8.06 +4.31 +3.27 +3.41
DBC - Invesco DB Commodity Tracking +8.07 -13.45 -21.82 -20.89 -5.98 -7.30 -5.77
(*) 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: 31 May 2020
Swipe left to see all data
Period Returns
May 2020
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+2.07%
0.00%
1 - 0
3M
-1.41%
-7.24%
Mar 2020 - Mar 2020
2 - 1
6M
-1.11%
-8.71%
Feb 2020 - Mar 2020
4 - 2
YTD
-2.20%
-8.71%
Feb 2020 - Mar 2020
3 - 2
1Y
+5.62%
9.44%
-8.71%
Feb 2020 - Mar 2020
10 - 2
3Y
+4.94%
annualized
6.86%
-8.71%
Feb 2020 - Mar 2020
28 - 8
5Y
+4.19%
annualized
6.32%
-8.71%
Feb 2020 - Mar 2020
42 - 18
10Y
+5.85%
annualized
5.97%
-8.71%
Feb 2020 - Mar 2020
83 - 37
MAX
01 Jan 2007
+5.15%
annualized
7.84%
-24.26%
Jun 2008 - Feb 2009
107 - 54

* Annualized St.Dev. of monthly returns

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Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns

Rob Arnott Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+5.60% +29.35%
Mar 2009 - Feb 2010
-22.41%
Mar 2008 - Feb 2009
18.67%
2 Years
+5.37% +21.91%
Mar 2009 - Feb 2011
-8.96%
Mar 2007 - Feb 2009
7.97%
3 Years
+5.84% +17.62%
Mar 2009 - Feb 2012
+1.28%
Feb 2013 - Jan 2016
0.00%
5 Years
+5.72% +12.47%
Mar 2009 - Feb 2014
+2.71%
Apr 2015 - Mar 2020
0.00%
7 Years
+5.68% +8.89%
Apr 2009 - Mar 2016
+3.20%
Apr 2013 - Mar 2020
0.00%
10 Years
+5.82% +7.91%
Mar 2009 - Feb 2019
+4.71%
May 2008 - Apr 2018
0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

Swipe left to see all data
Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
-2.20% 0.8 -1.6 -7.2 4.1 2.1
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

* 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

BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013

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