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 6.46% compound annual return, with a 5.53% standard deviation (Last Update: October 2019).

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

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:

Swipe left to see all data
Range Returns
Oct 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+0.75%
0.00%
1 - 0
YTD
+15.00%
-0.49%
May 2019 - May 2019
9 - 1
1Y
+13.42%
5.40%
-1.40%
Dec 2018 - Dec 2018
10 - 2
3Y
+6.22%
annualized
4.80%
-4.84%
Sep 2018 - Dec 2018
28 - 8
5Y
+4.51%
annualized
5.04%
-6.22%
Mar 2015 - Jan 2016
40 - 20
10Y
+6.46%
annualized
5.53%
-6.22%
Mar 2015 - Jan 2016
83 - 37
MAX
Dec 2006
+5.46%
annualized
7.62%
-24.26%
Jun 2008 - Feb 2009
102 - 52

* Annualized St.Dev. of monthly returns

Best Medium Risk Porftolios, ordered by 10Y annualized return.

Portfolio 10Y Return ▾ #ETF Stocks Bonds Comm.
Couch Potato
Scott Burns
+8.64% 2 50 50 0
Stocks/Bonds 40/60
+7.76% 2 40 60 0
All Weather Portfolio
Ray Dalio
+7.65% 5 30 55 15
Edge Select Moderately Conservative
Merrill Lynch
+6.93% 12 37 63 0
Lifepath Fund
iShares
+6.71% 6 40.42 59.58 0

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Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns

Rob Arnott Portfolio: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+5.44% +29.35%
Mar 2009 - Feb 2010
-22.41%
Mar 2008 - Feb 2009
18.88%
2 Years
+5.38% +21.91%
Mar 2009 - Feb 2011
-8.96%
Mar 2007 - Feb 2009
8.40%
3 Years
+5.85% +17.62%
Mar 2009 - Feb 2012
+1.28%
Feb 2013 - Jan 2016
0.00%
5 Years
+5.85% +12.47%
Mar 2009 - Feb 2014
+3.11%
Jan 2014 - Dec 2018
0.00%
7 Years
+5.82% +8.89%
Apr 2009 - Mar 2016
+3.89%
Jan 2012 - Dec 2018
0.00%
10 Years
+5.81% +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

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2019
+15.00% 4.5 0.7 2.3 0.8 -0.5 3.0 0.4 2.0 0.2 0.8
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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