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

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 ETF: Ticker - 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 % VTIP -
Vanguard Short-Term Infl-Prot Secs
Bond, U.S., All-Term
10.00 % DBC -
Invesco DB Commodity Tracking
Commodity, Broad Diversified

Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at each January 1st).

Last Update: June 2019.

Capital Growth and Historical Returns

An investment of 1000$, since January 2013, now would be worth 1314.47$, with a total return of 31.45% (4.30% annualized).

Capital Growth:

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:

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

Swipe left to see all data
Range Returns
Jun 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+2.97%
0.00%
1 - 0
YTD
+10.96%
-0.60%
May 2019 - May 2019
5 - 1
1Y
+7.01%
6.62%
-4.74%
Sep 2018 - Dec 2018
7 - 5
3Y
+4.68%
annualized
4.85%
-4.74%
Sep 2018 - Dec 2018
25 - 11
5Y
+3.80%
annualized
5.14%
-6.06%
Mar 2015 - Jan 2016
37 - 23
MAX
Dec 2012
+4.30%
annualized
5.10%
-6.06%
Mar 2015 - Jan 2016
51 - 27

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

Rob Arnott Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*)
Rolling Period Average Best Worst
1 Year
+3.93% +11.92%
Sep 2013 - Aug 2014
-5.93%
Feb 2015 - Jan 2016
2 Years
+3.76% +8.56%
Feb 2016 - Jan 2018
+0.17%
Mar 2014 - Feb 2016
3 Years
+3.71% +5.73%
Mar 2016 - Feb 2019
+1.36%
Feb 2013 - Jan 2016
5 Years
+3.82% +4.74%
Sep 2013 - Aug 2018
+3.02%
Jan 2014 - Dec 2018

* 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
2019
+10.96% 4.5 0.7 2.2 0.8 -0.6 3.0
2018
-3.93% 0.3 -2.7 1.0 -0.0 1.0 0.2 0.6 0.6 -0.2 -3.2 -0.0 -1.4
2017
+8.81% 0.5 1.5 -0.4 0.6 0.9 0.3 1.2 0.8 0.3 0.9 0.8 1.1
2016
+6.91% -1.0 0.5 3.9 1.1 0.5 2.9 1.1 -0.4 0.3 -2.0 -1.6 1.6
2015
-3.06% 2.0 0.1 -0.5 -0.1 -0.9 -1.9 0.3 -2.5 -0.1 2.3 -0.8 -1.0
2014
+7.09% 0.5 2.4 0.3 1.3 1.4 0.8 -0.7 1.9 -2.7 1.7 0.5 -0.5
2013
+2.10% 0.8 0.2 0.9 2.0 -2.7 -2.4 1.7 -1.5 1.6 2.0 -0.5 0.4