Last Update: 31 July 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 5.99% 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
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: 31 July 2020
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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*)
Rob Arnott Portfolio +3.30 +7.38 +2.07 +7.48 +6.20 +5.59 +5.99
Components
VEU - Vanguard FTSE All-World ex-US +3.93 +13.54 -3.88 +1.41 +1.36 +3.34 +4.67
VNQ - Vanguard Real Estate +3.64 +7.98 -11.85 -5.11 +2.98 +4.94 +9.06
VV - Vanguard Large-Cap +5.98 +13.77 +3.23 +12.93 +12.35 +11.56 +13.90
BNDX - Vanguard Total International Bond +0.95 +1.91 +1.50 +3.83 +5.25 +4.36 +4.88
LQD - iShares Investment Grade Corporate Bond +3.10 +7.88 +7.13 +14.80 +8.10 +7.03 +6.07
TLT - iShares 20+ Year Treasury Bond +4.44 +2.94 +18.18 +31.13 +13.96 +9.49 +8.43
TIP - iShares TIPS Bond +2.33 +4.01 +6.24 +10.48 +5.59 +4.05 +3.65
DBC - Invesco DB Commodity Tracking +5.12 +18.72 -11.25 -15.45 -3.97 -3.27 -5.27
(*) 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 July 2020
Swipe left to see all data
Period Returns
Jul 2020
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+3.30%
0.00%
1 - 0
3M
+7.38%
0.00%
3 - 0
6M
+2.07%
-8.71%
Feb 2020 - Mar 2020
4 - 2
YTD
+2.89%
-8.71%
Feb 2020 - Mar 2020
5 - 2
1Y
+7.48%
9.61%
-8.71%
Feb 2020 - Mar 2020
10 - 2
3Y
+6.20%
annualized
7.08%
-8.71%
Feb 2020 - Mar 2020
28 - 8
5Y
+5.59%
annualized
6.39%
-8.71%
Feb 2020 - Mar 2020
43 - 17
10Y
+5.99%
annualized
5.97%
-8.71%
Feb 2020 - Mar 2020
83 - 37
MAX
01 Jan 2007
+5.48%
annualized
7.84%
-24.26%
Jun 2008 - Feb 2009
109 - 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

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+5.60% +29.35%
Mar 2009 - Feb 2010
-22.41%
Mar 2008 - Feb 2009
18.42%
2 Years
+5.39% +21.91%
Mar 2009 - Feb 2011
-8.96%
Mar 2007 - Feb 2009
7.86%
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
+5.66% +8.89%
Apr 2009 - Mar 2016
+3.20%
Apr 2013 - Mar 2020
0.00%
10 Years
+5.83% +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
+2.89% 0.8 -1.6 -7.2 4.1 2.1 1.9 3.3
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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