Consolidated Returns as of 31 March 2023
The Paul Farrell Second Grader's Starter Portfolio is a Very High Risk portfolio and can be implemented with 3 ETFs.
It's exposed for 90% on the Stock Market.
In the last 30 Years, the Paul Farrell Second Grader's Starter Portfolio obtained a 8.09% compound annual return, with a 13.75% standard deviation.
Asset Allocation and ETFs
The Paul Farrell Second Grader's Starter Portfolio has the following asset allocation:
The Paul Farrell Second Grader's Starter Portfolio can be implemented with the following ETFs:
Weight | Ticker | ETF Name | Investment Themes | |
---|---|---|---|---|
60.00 % | VTI | Vanguard Total Stock Market | Equity, U.S., Large Cap | |
30.00 % | VEU | Vanguard FTSE All-World ex-US | Equity, Global ex-US, Large Cap | |
10.00 % | BND | Vanguard Total Bond Market | Bond, U.S., All-Term |
Portfolio and ETF Returns as of Mar 31, 2023
The Paul Farrell Second Grader's Starter Portfolio guaranteed the following returns.
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Chg (%) | Return (%) | Return (%) as of Mar 31, 2023 |
||||||||
---|---|---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Apr 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~53Y) |
|
Paul Farrell Second Grader's Starter Portfolio | n.a. | n.a. | 2.74 | 15.84 | -7.01 | 7.19 | 8.60 | 8.09 | 9.68 | |
US Inflation Adjusted return | 2.74 | 14.29 | -11.14 | 3.26 | 5.85 | 5.46 | 5.49 | |||
Components | ||||||||||
VTI Vanguard Total Stock Market |
n.a. | - | n.a. | 2.71 | 14.74 | -8.80 | 10.36 | 11.68 | 9.65 | 9.04 |
VEU Vanguard FTSE All-World ex-US |
n.a. | - | n.a. | 2.84 | 22.31 | -4.18 | 2.63 | 4.47 | 5.26 | 8.07 |
BND Vanguard Total Bond Market |
n.a. | - | n.a. | 2.68 | 4.69 | -4.95 | 0.89 | 1.31 | 4.33 | 4.51 |
US Inflation is updated to Feb 2023. Waiting for updates, inflation of Mar 2023 is set to 0%. Current inflation (annualized) is 1Y: 4.64% , 5Y: 3.81% , 10Y: 2.60% , 30Y: 2.50%
Portfolio Metrics as of Mar 31, 2023
Metrics of Paul Farrell Second Grader's Starter Portfolio, updated as of 31 March 2023.
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Metrics as of Mar 31, 2023 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~53Y) |
|
Portfolio Return (%) |
2.74 | 6.67 | 15.84 | -7.01 | 14.34 | 7.19 | 8.60 | 9.18 | 8.09 | 9.68 |
US Inflation (%) | 0.00 | 1.36 | 1.36 | 4.64 | 5.24 | 3.81 | 2.60 | 2.48 | 2.50 | 3.98 |
Infl. Adjusted Return (%) |
2.74 | 5.24 | 14.29 | -11.14 | 8.65 | 3.26 | 5.85 | 6.54 | 5.46 | 5.49 |
Waiting for updates, inflation of Mar 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
RISK INDICATORS | ||||||||||
Standard Deviation (%) | 20.55 | 16.56 | 16.38 | 13.26 | 13.99 | 13.75 | 13.99 | |||
Sharpe Ratio | -0.46 | 0.82 | 0.36 | 0.60 | 0.57 | 0.43 | 0.41 | |||
Sortino Ratio | -0.66 | 1.12 | 0.48 | 0.79 | 0.75 | 0.56 | 0.55 | |||
MAXIMUM DRAWDOWN | ||||||||||
Drawdown Depth (%) | -19.73 | -24.21 | -24.21 | -24.21 | -48.52 | -48.52 | -48.52 | |||
Start (yyyy mm) | 2022 04 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | |||
Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
Start to Bottom (# months) | 6 | 9 | 9 | 9 | 16 | 16 | 16 | |||
Start to Recovery (# months) in progress |
> 12
|
> 15
|
> 15
|
> 15
|
59
|
59
|
59
|
|||
ROLLING PERIOD RETURNS - Annualized | ||||||||||
Best Return (%) | 57.57 | 36.51 | 30.27 | 19.47 | 15.76 | 13.57 | ||||
Worst Return (%) | -41.49 | -14.58 | -3.66 | -0.63 | 4.51 | 7.62 | ||||
% Positive Periods | 80% | 88% | 97% | 100% | 100% | 100% | ||||
MONTHS | ||||||||||
Positive | 1 | 2 | 4 | 6 | 23 | 39 | 81 | 159 | 230 | 407 |
Negative | 0 | 1 | 2 | 6 | 13 | 21 | 39 | 81 | 130 | 232 |
% Positive | 100% | 67% | 67% | 50% | 64% | 65% | 68% | 66% | 64% | 64% |
WITHDRAWAL RATES (WR) | ||||||||||
Safe WR (%) | 46.88 | 23.36 | 14.72 | 10.42 | 7.53 | 5.03 | ||||
Perpetual WR (%) | 7.96 | 3.16 | 5.53 | 6.14 | 5.18 | 5.20 |
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
|
|
|
||
---|---|---|---|---|
Asset | VTI | VEU | BND | |
VTI |
1.00
|
0.85
|
0.78
|
|
VEU |
0.85
|
1.00
|
0.90
|
|
BND |
0.78
|
0.90
|
1.00
|
|
|
|
||
---|---|---|---|---|
Asset | VTI | VEU | BND | |
VTI |
1.00
|
0.88
|
0.44
|
|
VEU |
0.88
|
1.00
|
0.49
|
|
BND |
0.44
|
0.49
|
1.00
|
|
|
|
||
---|---|---|---|---|
Asset | VTI | VEU | BND | |
VTI |
1.00
|
0.85
|
0.33
|
|
VEU |
0.85
|
1.00
|
0.40
|
|
BND |
0.33
|
0.40
|
1.00
|
|
|
|
||
---|---|---|---|---|
Asset | VTI | VEU | BND | |
VTI |
1.00
|
0.83
|
0.14
|
|
VEU |
0.83
|
1.00
|
0.15
|
|
BND |
0.14
|
0.15
|
1.00
|
|
|
|
||
---|---|---|---|---|
Asset | VTI | VEU | BND | |
VTI |
1.00
|
0.79
|
0.22
|
|
VEU |
0.79
|
1.00
|
0.19
|
|
BND |
0.22
|
0.19
|
1.00
|
Portfolio Dividends
In 2022, the Paul Farrell Second Grader's Starter Portfolio granted a 1.80% dividend yield. If you are interested in getting periodic income, please refer to the Paul Farrell Second Grader's Starter Portfolio: Dividend Yield page.
Capital Growth as of Mar 31, 2023
The Inflation Adjusted Capital now would be 4924.05$, with a net total return of 392.40% (5.46% annualized).
The Inflation Adjusted Capital now would be 17180.24$, with a net total return of 1618.02% (5.49% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-48.52% | Nov 2007 | Feb 2009 | 16 | Sep 2012 | 43 | 59 |
-39.03% | Apr 2000 | Sep 2002 | 30 | Jul 2005 | 34 | 64 |
-24.21% | Jan 2022 | Sep 2022 | 9 | in progress | 6 | 15 |
-19.32% | Jan 2020 | Mar 2020 | 3 | Aug 2020 | 5 | 8 |
-14.32% | Jul 1998 | Aug 1998 | 2 | Nov 1998 | 3 | 5 |
-11.99% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 |
-10.88% | Jun 2015 | Feb 2016 | 9 | Jul 2016 | 5 | 14 |
-5.44% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
-5.17% | Feb 2018 | Mar 2018 | 2 | Aug 2018 | 5 | 7 |
-5.09% | Feb 1994 | Mar 1994 | 2 | Aug 1994 | 5 | 7 |
-4.84% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
-4.52% | Oct 1997 | Oct 1997 | 1 | Feb 1998 | 4 | 5 |
-4.50% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 |
-4.47% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
-4.39% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
-4.27% | Sep 1994 | Nov 1994 | 3 | Mar 1995 | 4 | 7 |
-4.22% | Nov 1993 | Nov 1993 | 1 | Jan 1994 | 2 | 3 |
-3.84% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-3.49% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
-3.36% | May 2006 | Jun 2006 | 2 | Sep 2006 | 3 | 5 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-48.52% | Nov 2007 | Feb 2009 | 16 | Sep 2012 | 43 | 59 |
-39.03% | Apr 2000 | Sep 2002 | 30 | Jul 2005 | 34 | 64 |
-38.74% | Jan 1973 | Sep 1974 | 21 | Mar 1976 | 18 | 39 |
-24.21% | Jan 2022 | Sep 2022 | 9 | in progress | 6 | 15 |
-21.75% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 |
-19.60% | Jan 1970 | Jun 1970 | 6 | Dec 1970 | 6 | 12 |
-19.32% | Jan 2020 | Mar 2020 | 3 | Aug 2020 | 5 | 8 |
-17.61% | Dec 1980 | Jul 1982 | 20 | Oct 1982 | 3 | 23 |
-16.95% | Jan 1990 | Sep 1990 | 9 | Feb 1991 | 5 | 14 |
-14.32% | Jul 1998 | Aug 1998 | 2 | Nov 1998 | 3 | 5 |
-11.99% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 |
-10.99% | Feb 1980 | Mar 1980 | 2 | Jun 1980 | 3 | 5 |
-10.88% | Jun 2015 | Feb 2016 | 9 | Jul 2016 | 5 | 14 |
-8.94% | Jul 1983 | May 1984 | 11 | Aug 1984 | 3 | 14 |
-8.59% | Oct 1978 | Oct 1978 | 1 | Jan 1979 | 3 | 4 |
-7.18% | Oct 1979 | Oct 1979 | 1 | Dec 1979 | 2 | 3 |
-5.44% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
-5.36% | May 1971 | Jul 1971 | 3 | Dec 1971 | 5 | 8 |
-5.18% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 |
-5.17% | Feb 2018 | Mar 2018 | 2 | Aug 2018 | 5 | 7 |
Rolling Returns ( more details)
Paul Farrell Second Grader's Starter Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
11.11 |
57.57 Jul 1982 - Jun 1983 |
-41.49 Mar 2008 - Feb 2009 |
20.22% |
2 Years |
10.61 |
41.25 Oct 1985 - Sep 1987 |
-23.51 Mar 2007 - Feb 2009 |
12.66% |
3 Years |
10.29 |
36.51 Aug 1984 - Jul 1987 |
-14.58 Apr 2000 - Mar 2003 |
11.59% |
5 Years |
10.23 |
30.27 Aug 1982 - Jul 1987 |
-3.66 Mar 2004 - Feb 2009 |
2.93% |
7 Years |
10.29 |
24.05 Aug 1982 - Jul 1989 |
-0.39 Mar 2002 - Feb 2009 |
0.18% |
10 Years |
10.41 |
19.47 Sep 1977 - Aug 1987 |
-0.63 Mar 1999 - Feb 2009 |
0.38% |
15 Years |
10.35 |
17.90 Oct 1974 - Sep 1989 |
4.25 Mar 1994 - Feb 2009 |
0.00% |
20 Years |
10.25 |
15.76 Apr 1980 - Mar 2000 |
4.51 Apr 2000 - Mar 2020 |
0.00% |
30 Years |
10.23 |
13.57 Jul 1970 - Jun 2000 |
7.62 Apr 1990 - Mar 2020 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the Paul Farrell Second Grader's Starter Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Paul Farrell Second Grader's Starter Portfolio?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
1.80
40% |
-1.44
40% |
-0.94
80% |
1.94
80% |
0.39
80% |
0.54
60% |
3.10
100% |
0.73
60% |
-2.66
40% |
0.82
60% |
4.09
80% |
-0.06
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
101.80
|
100.34
|
99.40
|
101.33
|
101.72
|
102.28
|
105.44
|
106.21
|
103.39
|
104.24
|
108.50
|
108.44
|
Best |
7.5 2019 |
2.6 2019 |
2.7 2023 |
10.0 2020 |
4.6 2020 |
6.2 2019 |
6.7 2022 |
5.5 2020 |
1.9 2019 |
5.7 2022 |
10.9 2020 |
4.5 2020 |
Worst |
-4.6 2022 |
-6.6 2020 |
-12.9 2020 |
-7.8 2022 |
-5.4 2019 |
-7.4 2022 |
0.4 2019 |
-3.8 2022 |
-8.8 2022 |
-7.0 2018 |
-2.1 2021 |
-6.9 2018 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
0.62
40% |
0.05
50% |
0.11
70% |
1.66
90% |
0.71
90% |
0.17
60% |
2.57
90% |
-0.14
60% |
-1.17
50% |
1.63
70% |
2.75
80% |
0.19
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
100.62
|
100.67
|
100.79
|
102.47
|
103.19
|
103.36
|
106.02
|
105.88
|
104.64
|
106.35
|
109.27
|
109.48
|
Best |
7.5 2019 |
5.0 2015 |
6.8 2016 |
10.0 2020 |
4.6 2020 |
6.2 2019 |
6.7 2022 |
5.5 2020 |
4.7 2013 |
6.7 2015 |
10.9 2020 |
4.5 2020 |
Worst |
-5.0 2016 |
-6.6 2020 |
-12.9 2020 |
-7.8 2022 |
-5.4 2019 |
-7.4 2022 |
-1.7 2014 |
-6.0 2015 |
-8.8 2022 |
-7.0 2018 |
-2.1 2021 |
-6.9 2018 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
1.07
59% |
0.53
54% |
1.02
67% |
1.59
77% |
0.52
62% |
0.38
51% |
0.94
60% |
0.37
60% |
-0.48
60% |
0.83
62% |
1.76
74% |
1.72
77% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
101.07
|
101.61
|
102.65
|
104.28
|
104.83
|
105.23
|
106.22
|
106.62
|
106.10
|
106.98
|
108.86
|
110.73
|
Best |
12.0 1975 |
7.7 1986 |
8.0 2009 |
10.5 2009 |
8.9 1990 |
6.2 2019 |
8.3 1989 |
11.1 1982 |
8.7 2010 |
14.9 1974 |
10.9 2020 |
8.1 1971 |
Worst |
-8.9 2009 |
-9.1 2009 |
-12.9 2020 |
-8.9 1970 |
-7.9 2010 |
-7.4 2022 |
-7.8 2002 |
-13.4 1998 |
-9.2 2008 |
-17.2 1987 |
-10.1 1973 |
-6.9 2018 |
Monthly/Yearly Returns
Paul Farrell Second Grader's Starter Portfolio data source starts from January 1970: let's focus on monthly and yearly returns.
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2023 |
+6.67 | +5.24 | 7.1 | -3.1 | 2.7 | |||||||||
2022 |
-17.70 | -22.69 | -4.6 | -2.5 | 1.5 | -7.8 | 0.4 | -7.4 | 6.7 | -3.8 | -8.8 | 5.7 | 7.3 | -4.2 |
2021 |
+17.70 | +9.96 | -0.2 | 2.4 | 2.6 | 3.9 | 1.2 | 1.4 | 0.8 | 2.2 | -3.8 | 5.0 | -2.1 | 3.4 |
2020 |
+16.72 | +15.16 | -0.9 | -6.6 | -12.9 | 10.0 | 4.6 | 2.7 | 4.8 | 5.5 | -2.7 | -1.8 | 10.9 | 4.5 |
2019 |
+25.83 | +23.02 | 7.5 | 2.6 | 1.3 | 3.2 | -5.4 | 6.2 | 0.4 | -1.7 | 1.9 | 2.3 | 2.6 | 2.9 |
2018 |
-7.40 | -9.13 | 4.7 | -4.0 | -1.2 | 0.4 | 1.1 | -0.2 | 2.9 | 1.5 | 0.2 | -7.0 | 1.7 | -6.9 |
2017 |
+21.30 | +18.80 | 2.4 | 2.7 | 0.9 | 1.4 | 1.6 | 0.7 | 2.2 | 0.4 | 2.0 | 1.9 | 2.0 | 1.4 |
2016 |
+9.42 | +7.20 | -5.0 | -0.6 | 6.8 | 1.1 | 0.8 | 0.2 | 3.7 | 0.3 | 0.6 | -1.9 | 1.8 | 1.8 |
2015 |
-1.16 | -1.88 | -1.4 | 5.0 | -1.1 | 1.8 | 0.4 | -2.0 | 1.0 | -6.0 | -2.9 | 6.7 | -0.1 | -2.0 |
2014 |
+6.75 | +5.94 | -3.5 | 4.6 | 0.4 | 0.6 | 1.9 | 2.1 | -1.7 | 2.9 | -2.8 | 1.8 | 1.5 | -1.1 |
2013 |
+24.11 | +22.28 | 3.9 | 0.4 | 2.6 | 2.2 | 0.4 | -2.1 | 5.0 | -2.6 | 4.7 | 3.7 | 1.8 | 2.1 |
2012 |
+15.86 | +13.87 | 5.2 | 4.2 | 1.5 | -0.8 | -7.1 | 4.4 | 0.8 | 2.4 | 2.6 | -0.9 | 1.0 | 2.2 |
2011 |
-2.83 | -5.63 | 1.5 | 3.1 | 0.2 | 3.5 | -1.5 | -1.5 | -1.9 | -6.0 | -8.2 | 10.1 | -0.9 | 0.1 |
2010 |
+14.62 | +12.93 | -3.7 | 2.5 | 5.8 | 0.9 | -7.9 | -3.8 | 7.4 | -3.7 | 8.7 | 3.5 | -1.0 | 6.5 |
2009 |
+28.98 | +25.56 | -8.9 | -9.1 | 8.0 | 10.5 | 7.9 | -0.4 | 8.0 | 3.2 | 4.4 | -2.6 | 5.0 | 2.0 |
2008 |
-34.54 | -34.60 | -5.9 | -1.5 | -0.5 | 4.6 | 1.5 | -7.4 | -1.5 | -0.5 | -9.2 | -17.1 | -6.0 | 4.0 |
2007 |
+8.57 | +4.31 | 1.4 | -0.8 | 1.5 | 3.6 | 3.1 | -0.9 | -2.4 | 0.8 | 4.3 | 3.0 | -3.9 | -1.1 |
2006 |
+17.83 | +14.92 | 4.0 | -0.1 | 2.1 | 2.1 | -3.3 | 0.0 | 0.4 | 2.3 | 1.5 | 3.4 | 2.7 | 1.7 |
2005 |
+8.70 | +5.11 | -1.9 | 2.6 | -2.1 | -1.8 | 2.4 | 0.9 | 3.6 | 0.3 | 1.8 | -2.5 | 3.6 | 1.7 |
2004 |
+14.35 | +10.74 | 2.1 | 1.7 | -0.4 | -2.5 | 1.0 | 2.0 | -3.1 | 0.5 | 1.9 | 2.1 | 5.0 | 3.5 |
2003 |
+30.95 | +28.53 | -2.8 | -1.5 | -0.1 | 8.1 | 5.5 | 1.8 | 2.0 | 2.3 | 0.4 | 5.6 | 1.6 | 4.9 |
2002 |
-15.98 | -17.93 | -1.8 | -0.7 | 3.7 | -2.4 | -0.4 | -5.3 | -7.8 | 0.6 | -8.9 | 5.8 | 4.9 | -3.7 |
2001 |
-11.78 | -13.13 | 2.8 | -7.9 | -6.1 | 7.1 | -0.4 | -2.0 | -1.5 | -4.2 | -8.3 | 2.6 | 5.3 | 1.4 |
2000 |
-9.89 | -12.84 | -4.4 | 2.5 | 4.6 | -4.8 | -2.9 | 4.1 | -2.4 | 4.8 | -4.2 | -2.0 | -7.1 | 2.3 |
1999 |
+23.19 | +19.97 | 2.1 | -3.1 | 3.9 | 4.4 | -2.8 | 4.4 | -1.3 | -0.5 | -1.1 | 4.9 | 3.3 | 7.4 |
1998 |
+19.50 | +17.60 | 1.3 | 6.5 | 4.1 | 0.9 | -2.0 | 2.1 | -1.0 | -13.4 | 3.5 | 7.6 | 5.4 | 4.9 |
1997 |
+19.31 | +17.31 | 2.6 | 0.5 | -2.9 | 2.9 | 6.3 | 4.4 | 5.5 | -4.8 | 5.3 | -4.5 | 1.9 | 1.4 |
1996 |
+14.34 | +10.66 | 1.8 | 0.9 | 1.2 | 2.6 | 1.2 | -0.3 | -4.2 | 1.9 | 4.1 | 0.7 | 5.3 | -1.4 |
1995 |
+24.48 | +21.40 | 0.3 | 1.2 | 3.5 | 2.7 | 2.0 | 1.5 | 4.0 | -0.1 | 2.8 | -1.3 | 3.5 | 2.1 |
1994 |
+2.56 | -0.11 | 5.0 | -1.4 | -3.8 | 1.5 | 0.5 | -1.0 | 2.1 | 3.1 | -2.1 | 1.8 | -3.9 | 1.1 |
1993 |
+16.32 | +13.21 | 0.8 | 1.5 | 4.6 | 1.6 | 2.9 | -0.6 | 1.3 | 4.0 | -1.0 | 1.4 | -4.2 | 3.1 |
1992 |
+1.74 | -1.13 | -0.9 | -0.3 | -3.6 | 0.7 | 2.4 | -2.3 | 1.7 | 0.6 | 0.0 | -0.9 | 2.9 | 1.4 |
1991 |
+23.80 | +20.12 | 3.6 | 7.5 | 0.4 | 0.8 | 2.4 | -4.7 | 4.3 | 1.0 | 1.1 | 1.7 | -3.8 | 8.0 |
1990 |
-10.22 | -15.38 | -5.5 | -1.0 | -1.5 | -2.6 | 8.9 | -0.3 | 0.1 | -8.6 | -6.9 | 3.6 | 1.9 | 2.4 |
1989 |
+22.09 | +16.67 | 4.7 | -1.0 | 0.6 | 3.5 | 1.3 | -0.5 | 8.3 | 0.2 | 1.3 | -2.6 | 2.3 | 2.3 |
1988 |
+18.82 | +13.80 | 4.0 | 5.2 | 0.9 | 1.2 | -0.9 | 2.2 | 0.1 | -3.5 | 3.3 | 3.0 | 1.0 | 1.0 |
1987 |
+10.87 | +6.16 | 11.3 | 3.7 | 4.7 | 2.2 | 0.4 | 1.5 | 2.5 | 4.9 | -1.8 | -17.2 | -3.8 | 4.8 |
1986 |
+29.27 | +27.86 | 1.3 | 7.7 | 7.7 | 1.9 | 1.5 | 3.5 | -1.2 | 6.4 | -5.2 | 0.0 | 2.9 | 0.2 |
1985 |
+36.18 | +31.19 | 8.4 | 1.8 | 0.4 | 0.5 | 6.0 | 1.9 | 0.3 | 0.0 | -2.8 | 4.4 | 6.6 | 4.4 |
1984 |
+3.66 | -0.28 | -0.9 | -3.5 | 1.0 | 0.3 | -5.2 | 2.1 | -1.3 | 10.0 | 0.1 | 0.4 | -0.9 | 2.2 |
1983 |
+21.23 | +16.80 | 3.6 | 2.9 | 3.1 | 7.0 | 0.4 | 3.5 | -3.1 | 0.8 | 1.7 | -2.1 | 2.6 | -0.7 |
1982 |
+14.99 | +10.75 | -2.6 | -5.0 | -1.4 | 3.6 | -3.0 | -2.8 | -2.0 | 11.1 | 1.3 | 10.8 | 4.2 | 1.2 |
1981 |
-2.74 | -10.71 | -3.7 | 1.4 | 4.1 | -1.6 | 1.3 | -0.8 | -0.4 | -5.1 | -5.2 | 5.8 | 5.0 | -2.8 |
1980 |
+27.18 | +13.03 | 5.3 | -0.7 | -10.4 | 5.3 | 5.5 | 3.1 | 5.8 | 1.1 | 2.5 | 1.5 | 9.8 | -3.1 |
1979 |
+17.88 | +4.04 | 4.2 | -2.7 | 5.6 | 0.4 | -1.3 | 4.0 | 1.0 | 5.6 | 0.0 | -7.2 | 5.7 | 2.2 |
1978 |
+14.57 | +5.09 | -4.5 | -0.4 | 3.4 | 8.0 | 2.3 | -0.5 | 5.6 | 4.0 | 0.0 | -8.6 | 3.4 | 1.9 |
1977 |
+2.89 | -3.57 | -3.4 | -0.8 | -0.3 | 1.0 | -0.4 | 5.0 | -0.7 | -0.5 | 0.7 | -2.9 | 4.2 | 1.2 |
1976 |
+17.93 | +12.46 | 10.8 | -0.3 | 2.1 | -1.3 | -1.5 | 4.0 | -1.0 | -0.4 | 2.0 | -2.3 | 0.2 | 5.1 |
1975 |
+32.69 | +24.08 | 12.0 | 5.6 | 2.5 | 4.2 | 5.3 | 4.7 | -6.0 | -2.1 | -3.6 | 5.7 | 2.8 | -1.0 |
1974 |
-22.01 | -30.58 | 0.0 | 0.3 | -2.1 | -3.9 | -2.8 | -1.7 | -6.3 | -7.3 | -9.0 | 14.9 | -3.0 | -1.7 |
1973 |
-13.91 | -20.80 | -2.1 | -3.7 | -0.4 | -4.2 | -1.6 | -0.6 | 4.4 | -2.2 | 4.9 | 0.1 | -10.1 | 1.3 |
1972 |
+22.52 | +18.49 | 2.7 | 3.4 | 1.1 | 1.1 | 2.1 | -1.4 | 0.3 | 3.7 | -0.1 | 1.3 | 4.8 | 1.5 |
1971 |
+21.01 | +17.19 | 4.8 | 1.6 | 4.6 | 3.6 | -3.1 | 0.6 | -2.9 | 4.4 | 0.4 | -2.7 | 0.5 | 8.1 |
1970 |
+0.25 | -5.04 | -6.9 | 5.3 | -0.1 | -8.9 | -5.7 | -4.4 | 6.8 | 3.8 | 3.2 | -1.3 | 5.0 | 5.1 |
Portofolio Returns, up to December 2007, 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:
- VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
- VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007
- BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007
Portfolio efficiency
Compared to the Paul Farrell Second Grader's Starter Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Stocks/Bonds 80/20 Momentum |
+10.74 | 12.19 | -43.61 | 80 | 20 | 0 | ||
US Stocks Minimum Volatility |
+9.55 | 13.66 | -43.27 | 100 | 0 | 0 | ||
Stocks/Bonds 60/40 Momentum |
+9.37 | 9.41 | -32.52 | 60 | 40 | 0 | ||
Warren Buffett Portfolio Warren Buffett |
+9.26 | 13.52 | -45.52 | 90 | 10 | 0 | ||
Stocks/Bonds 80/20 |
+8.86 | 12.35 | -41.09 | 80 | 20 | 0 | ||
Robust Alpha Architect |
+8.70 | 10.96 | -44.20 | 70 | 20 | 10 | ||
Simple Path to Wealth JL Collins |
+8.64 | 11.61 | -38.53 | 75 | 25 | 0 | ||
Mid-Fifties Burton Malkiel |
+8.40 | 12.89 | -46.21 | 80 | 20 | 0 | ||
Late Thirties to Early Forties Burton Malkiel |
+8.33 | 13.51 | -48.28 | 85 | 15 | 0 | ||
Edge Select Aggressive Merrill Lynch |
+8.30 | 13.16 | -45.65 | 84 | 16 | 0 | ||
Sheltered Sam 80/20 Bill Bernstein |
+8.28 | 12.07 | -45.06 | 77.6 | 20 | 2.4 | ||
Late Sixties and Beyond Burton Malkiel |
+8.24 | 11.57 | -41.80 | 71 | 29 | 0 | ||
Yale Endowment David Swensen |
+8.14 | 10.82 | -39.48 | 70 | 30 | 0 | ||
Second Grader's Starter Paul Farrell |
+8.09 | 13.75 | -48.52 | 90 | 10 | 0 |
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Very High Risk categorization.
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Technology |
+13.29 | 23.95 | -81.08 | 100 | 0 | 0 | ||
US Stocks Momentum |
+11.92 | 15.12 | -53.85 | 100 | 0 | 0 | ||
Stocks/Bonds 80/20 Momentum |
+10.74 | 12.19 | -43.61 | 80 | 20 | 0 | ||
US Stocks |
+9.65 | 15.38 | -50.84 | 100 | 0 | 0 | ||
US Stocks Minimum Volatility |
+9.55 | 13.66 | -43.27 | 100 | 0 | 0 |