Data Source: from January 1994 to December 2021

Last Update: 31 December 2021

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 6.22% compound annual return, with a 5.98% standard deviation.

In the last 25 years, a 7.08% compound annual return, with a 6.87% standard deviation.

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 December 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
Rob Arnott Portfolio +2.51 +3.97 +4.46 +11.04 +11.84 +7.89 +6.22 +7.18 +7.08
--- Inflation Adjusted return +2.03 +1.72 +1.03 +3.65 +8.03 +4.83 +4.01 +4.76 +4.68
Components
VEU
Vanguard FTSE All-World ex-US
+3.69 +1.96 -1.37 +8.28 +13.60 +9.89 +7.57 +6.87 +5.48
VNQ
Vanguard Real Estate
+9.69 +15.03 +15.74 +40.52 +19.96 +11.22 +11.50 +10.89 +9.94
VV
Vanguard Large-Cap
+4.17 +10.38 +10.81 +27.40 +26.47 +18.72 +16.63 +9.69 +9.88
BNDX
Vanguard Total International Bond
-0.74 -0.14 -0.17 -2.28 +3.32 +3.03 +3.80 +4.96 +5.22
LQD
iShares Investment Grade Corporate Bond
-0.03 +0.38 -0.08 -1.85 +8.53 +5.66 +4.94 +5.65 +5.93
TLT
iShares 20+ Year Treasury Bond
-2.01 +3.18 +3.55 -4.60 +8.75 +6.68 +4.51 +6.76 +7.00
TIP
iShares TIPS Bond
+0.40 +2.39 +4.14 +5.67 +8.26 +5.18 +2.93 +5.18 +5.79
DBC
Invesco DB Commodity Tracking
+6.67 +2.97 +7.95 +41.36 +13.37 +6.19 -2.24 +4.21 +2.40
(*) 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

Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92% , 10Y: 2.12% , 20Y: 2.31% , 25Y: 2.29%

In 2021, the portfolio granted a 2.57% dividend yield. If you are interested in getting periodic income, please refer to the Rob Arnott Portfolio: Dividend Yield page.

Historical Returns

Historical returns and stats of Rob Arnott Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

ROB ARNOTT PORTFOLIO
Last Update: 31 December 2021
Swipe left to see all data
Period Return
Dec 2021
update
Return
Inflation
Adjusted
Standard
Deviation(*)
Max
Drawdown
Months
Pos - Neg
1M
Dec 2021
+2.51%
+2.03%
0.00%
1 - 0
3M
+3.97%
+1.72%
-1.46%
Nov 2021 - Nov 2021
2 - 1
6M
+4.46%
+1.03%
-1.71%
Sep 2021 - Sep 2021
4 - 2
YTD
+11.04%
+3.65%
5.39%
-1.71%
Sep 2021 - Sep 2021
9 - 3
75% pos
1Y
+11.04%
+3.65%
5.39%
-1.71%
Sep 2021 - Sep 2021
9 - 3
75% pos
3Y
+11.84%
annualized
+8.03%
annualized
7.56%
-8.72%
Feb 2020 - Mar 2020
28 - 8
78% pos
5Y
+7.89%
annualized
+4.83%
annualized
6.50%
-8.72%
Feb 2020 - Mar 2020
46 - 14
77% pos
10Y
+6.22%
annualized
+4.01%
annualized
5.98%
-8.72%
Feb 2020 - Mar 2020
84 - 36
70% pos
20Y
+7.18%
annualized
+4.76%
annualized
7.21%
-24.27%
Jun 2008 - Feb 2009
166 - 74
69% pos
25Y
+7.08%
annualized
+4.68%
annualized
6.87%
-24.27%
Jun 2008 - Feb 2009
204 - 96
68% pos
MAX
01 Jan 1994
+7.32%
annualized
+4.86%
annualized
6.73%
-24.27%
Jun 2008 - Feb 2009
231 - 105
69% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

Is the Rob Arnott Portfolio actually efficient, compared to other Lazy Portfolios?

Best Classic Portfolios, with Medium Risk, ordered by 25 Years annualized return.

25 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Couch Potato
Scott Burns
+8.33% -27.03% 50 50 0 Compare
All Weather Portfolio
Ray Dalio
+7.89% -12.19% 30 55 15 Compare
Robo Advisor 50
Betterment
+7.63% -30.72% 49.9 50.1 0 Compare
Simplified Permanent Portfolio
+7.48% -13.28% 25 50 25 Compare
Stocks/Bonds 40/60
+7.24% -19.17% 40 60 0 Compare

See all portfolios

Our overall ratings, assigned to the Rob Arnott Portfolio. The portfolio is classified as Medium Risk.

Very High Risk
Bond weight:
Less than 25%
High Risk
Bond weight:
25% - 49.99%
Medium Risk
Bond weight:
50% - 74.99%
Low Risk
Bond weight:
At least 75%
Medium Risk
Portfolios
All
Portfolios
25 Years Ann. Return
(Inflation Adjusted)
+7.08%
(+4.68%)
Average : 3 / 5
Average : 3 / 5
Standard Deviation
over 25 Years
6.87%
Good : 3.2 / 5
Excellent : 4.1 / 5
Maximum Drawdown
over 25 Years
-24.27%
Average : 2.5 / 5
Good : 3.6 / 5
Easy to manage 8 ETFs
Bad : 1.5 / 5
Bad : 1.5 / 5
Rating assigned considering all the Medium Risk Portfolios Rating assigned considering all the Portfolios in the database

Capital Growth

Time Range:

An investment of 1000$, since January 1997, now would be worth 5531.74$, with a total return of 453.17% (7.08% annualized).

The Inflation Adjusted Capital now would be 3141.06$, with a net total return of 214.11% (4.68% annualized).

Drawdowns

Time Range:

Worst drawdowns since January 1997 - Chart and Data

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-24.27% Jun 2008 Feb 2009 9 Mar 2010 13 22
-8.72% Feb 2020 Mar 2020 2 Jul 2020 4 6
-6.23% Mar 2015 Jan 2016 11 Jun 2016 5 16
-5.66% May 2013 Jun 2013 2 Feb 2014 8 10
-4.84% Sep 2018 Dec 2018 4 Feb 2019 2 6
-4.70% Apr 2004 Apr 2004 1 Sep 2004 5 6
-4.10% Jul 1998 Aug 1998 2 Sep 1998 1 3
-3.86% Aug 2016 Nov 2016 4 May 2017 6 10
-3.51% Aug 2011 Sep 2011 2 Oct 2011 1 3
-2.99% May 2010 May 2010 1 Jul 2010 2 3
-2.79% Sep 2014 Sep 2014 1 Jan 2015 4 5
-2.77% Feb 2018 Feb 2018 1 Aug 2018 6 7
-2.71% Feb 1999 Feb 1999 1 Apr 1999 2 3
-2.50% Oct 2005 Oct 2005 1 Dec 2005 2 3
-2.47% Sep 2001 Sep 2001 1 Mar 2002 6 7
-2.42% Jun 2003 Jul 2003 2 Sep 2003 2 4
-2.41% Sep 2020 Oct 2020 2 Nov 2020 1 3
-2.36% Jan 1997 Mar 1997 3 May 1997 2 5
-2.26% Feb 2001 Mar 2001 2 Jul 2001 4 6
-2.17% May 2012 May 2012 1 Jul 2012 2 3

Rolling Returns ( more details)

Rob Arnott Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+7.67% +29.35%
Mar 2009 - Feb 2010
-22.41%
Mar 2008 - Feb 2009
9.85%
2 Years
+7.44% +21.91%
Mar 2009 - Feb 2011
-8.96%
Mar 2007 - Feb 2009
4.15%
3 Years
+7.29% +17.62%
Mar 2009 - Feb 2012
-3.13%
Mar 2006 - Feb 2009
1.66%
5 Years
+7.13% +12.47%
Mar 2009 - Feb 2014
+1.31%
Mar 2004 - Feb 2009
0.00%
7 Years
+7.11% +10.21%
Sep 1998 - Aug 2005
+3.20%
Apr 2013 - Mar 2020
0.00%
10 Years
+7.25% +10.18%
Jan 1995 - Dec 2004
+4.71%
May 2008 - Apr 2018
0.00%
15 Years
+7.08% +8.57%
Dec 1994 - Nov 2009
+5.27%
Apr 2005 - Mar 2020
0.00%
20 Years
+7.14% +8.40%
Dec 1994 - Nov 2014
+6.21%
Apr 2000 - Mar 2020
0.00%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Rob Arnott Portfolio: Rolling Returns page.

Seasonality

Rob Arnott Portfolio Seasonality: in which months is it better to invest?

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.52
68%
0.19
68%
0.40
61%
1.24
86%
0.48
61%
0.50
71%
0.91
71%
0.61
71%
0.34
64%
0.27
64%
0.56
61%
1.31
79%
Best
Year
4.5
2019
2.4
2014
3.9
2016
4.5
2009
4.9
2003
3.1
2016
4.7
2009
2.7
2000
4.3
1998
4.2
2011
5.1
2020
8.2
2008
Worst
Year
-5.7
2009
-5.9
2009
-7.2
2020
-4.7
2004
-3.0
2013
-2.7
2013
-2.3
2003
-2.9
1998
-6.4
2008
-11.6
2008
-1.8
2016
-1.4
2018
Statistics calculated for the period Jan 1994 - Dec 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly/Yearly Returns

Rob Arnott Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
231 Positive Months (69%) - 105 Negative Months (31%)
Jan 1994 - Dec 2021
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+11.04 +3.65 -0.5 0.4 0.2 3.1 1.1 1.9 1.9 0.3 -1.7 2.9 -1.5 2.5
2020
+7.98 +6.60 0.8 -1.6 -7.2 4.1 2.1 1.8 3.3 0.5 -1.0 -1.5 5.1 1.8
2019
+16.67 +14.09 4.5 0.7 2.3 0.8 -0.5 3.0 0.4 2.0 0.2 0.7 0.3 1.1
2018
-4.12 -5.93 0.2 -2.8 1.0 0.0 1.0 0.2 0.5 0.7 -0.3 -3.3 0.0 -1.4
2017
+9.02 +6.77 0.5 1.5 -0.4 0.6 0.9 0.2 1.2 0.9 0.2 0.9 0.8 1.2
2016
+7.14 +4.98 -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 -3.87 2.2 0.0 -0.5 -0.1 -1.0 -1.9 0.4 -2.6 -0.1 2.3 -0.8 -1.1
2014
+7.59 +6.89 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 -0.10 0.7 0.2 0.9 2.1 -3.0 -2.7 1.7 -1.6 1.7 2.0 -0.6 0.3
2012
+10.55 +8.64 3.1 1.4 -0.1 0.9 -2.2 1.8 2.5 1.0 0.7 -0.3 0.7 0.6
2011
+7.73 +4.53 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 +10.30 -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 +11.45 -5.7 -5.9 3.7 4.5 4.7 0.2 4.7 2.7 2.8 -0.5 3.2 0.0
2008
-11.48 -11.46 0.4 0.8 0.3 1.9 0.2 -1.3 -1.3 -0.4 -6.4 -11.6 -1.7 8.2
2007
+7.64 +3.40 0.8 1.2 -0.1 1.2 -0.2 -1.3 -0.3 1.3 2.9 2.6 -0.5 0.0
2006
+8.97 +6.29 1.6 -0.2 -0.1 0.5 -1.0 0.4 1.8 1.8 0.4 2.2 2.6 -1.3
2005
+7.74 +4.26 -0.5 1.2 -0.4 0.8 1.4 1.5 0.8 1.8 0.3 -2.5 1.4 1.8
2004
+11.93 +8.31 1.7 2.4 1.6 -4.7 1.3 0.4 0.3 2.5 1.3 2.0 1.1 1.8
2003
+17.00 +14.66 -0.1 1.9 -1.4 2.6 4.9 -0.1 -2.3 1.7 2.9 1.3 1.0 3.5
2002
+8.16 +5.54 -0.5 1.1 1.9 0.9 0.2 0.1 -1.0 2.4 0.1 -0.7 1.3 2.1
2001
+0.06 -1.51 1.0 -1.2 -1.1 1.6 0.1 -0.5 1.2 0.4 -2.5 1.5 -0.2 -0.2
2000
+12.87 +9.12 -0.3 1.6 2.6 -0.6 0.8 2.9 0.1 2.7 -0.4 -0.4 1.5 1.9
1999
+7.22 +4.43 1.0 -2.7 2.8 2.6 -2.0 1.0 -0.2 0.5 0.6 0.3 1.0 2.3
1998
+6.53 +4.84 0.9 0.8 0.8 0.2 -0.3 0.6 -1.3 -2.9 4.3 1.7 0.2 1.4
1997
+7.20 +5.41 -0.6 -0.6 -1.1 0.9 2.7 1.9 2.9 -2.1 3.7 -0.2 -0.5 0.3
1996
+11.02 +7.40 0.3 -0.6 0.5 0.7 0.1 1.4 -0.8 0.8 2.3 1.9 3.8 0.1
1995
+21.23 +18.23 0.4 1.3 1.3 2.0 3.6 0.4 1.3 1.0 1.7 0.6 2.7 3.1
1994
-2.84 -5.30 3.2 -2.2 -3.1 0.1 -0.1 -0.5 1.6 -0.2 -1.9 0.1 -1.4 1.7

* 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
  • VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
  • VV - Vanguard Large-Cap: simulated historical serie, up to December 2004
  • BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013
  • LQD - iShares Investment Grade Corporate Bond: simulated historical serie, up to December 2002
  • TLT - iShares 20+ Year Treasury Bond: simulated historical serie, up to December 2002
  • TIP - iShares TIPS Bond: simulated historical serie, up to December 2003
  • DBC - Invesco DB Commodity Tracking: simulated historical serie, up to December 2006
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