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.

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

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

Historical Returns

Rob Arnott Portfolio - Historical returns and stats:

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Range Returns
Aug 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+1.86%
0.00%
1 - 0
YTD
+13.44%
-0.60%
May 2019 - May 2019
7 - 1
1Y
+8.08%
6.74%
-4.74%
Sep 2018 - Dec 2018
7 - 5
3Y
+5.20%
annualized
4.89%
-4.74%
Sep 2018 - Dec 2018
26 - 10
5Y
+4.01%
annualized
5.12%
-6.06%
Mar 2015 - Jan 2016
38 - 22
MAX
Dec 2012
+4.53%
annualized
5.07%
-6.06%
Mar 2015 - Jan 2016
53 - 27

* Annualized St.Dev. of monthly returns

Best Medium Risk Porftolios, ordered by 5Y annualized return.

Portfolio 5Y Return ▾ #ETF Stocks Bonds Comm.
Stocks/Bonds 40/60
+5.89% 2 40 60 0
Couch
Scott Burns
+5.87% 2 50 50 0
All Weather Portfolio
Ray Dalio
+5.52% 5 30 55 15
Permanent Portfolio
Harry Browne
+5.28% 4 25 50 25
Edge Select Moderately Conservative
Merrill Lynch
+5.06% 12 37 63 0

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns

Rob Arnott Portfolio: annualized rolling and average returns

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Return (*)
Rolling Period Average Best Worst
1 Year
+4.03% +11.92%
Sep 2013 - Aug 2014
-5.93%
Feb 2015 - Jan 2016
2 Years
+3.83% +8.56%
Feb 2016 - Jan 2018
+0.17%
Mar 2014 - Feb 2016
3 Years
+3.76% +5.73%
Mar 2016 - Feb 2019
+1.36%
Feb 2013 - Jan 2016
5 Years
+3.83% +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

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2019
+13.44% 4.5 0.7 2.2 0.8 -0.6 3.0 0.4 1.9
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

* 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:

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