Data Source: from January 1871 to October 2022 (~152 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.20%
1 Day
Nov 29 2022, 04:00PM Eastern Time
2.24%
Current Month
November 2022

The JL Collins Simple Path to Wealth Portfolio is a High Risk portfolio and can be implemented with 2 ETFs.

It's exposed for 75% on the Stock Market.

In the last 30 Years, the JL Collins Simple Path to Wealth Portfolio obtained a 8.74% compound annual return, with a 11.50% standard deviation.

Asset Allocation and ETFs

The JL Collins Simple Path to Wealth Portfolio has the following asset allocation:

75% Stocks
25% Fixed Income
0% Commodities

The JL Collins Simple Path to Wealth Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
75.00 %
VTI Vanguard Total Stock Market Equity, U.S., Large Cap
25.00 %
BND Vanguard Total Bond Market Bond, U.S., All-Term
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 as of Oct 31, 2022

The JL Collins Simple Path to Wealth Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: November 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
JL COLLINS SIMPLE PATH TO WEALTH PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Oct 31, 2022
  1 Day Time ET(*) Nov 2022 1M 6M 1Y 5Y 10Y 30Y MAX
(~152Y)
JL Collins Simple Path to Wealth Portfolio -0.20 2.24 5.56 -5.72 -16.46 7.37 9.60 8.74 8.20
US Inflation Adjusted return 5.14 -8.54 -22.46 3.38 6.86 6.08 5.96
Components
VTI
Vanguard Total Stock Market
-0.15 03:59PM
Nov 29 2022
2.04 8.11 -5.43 -16.87 9.80 12.41 9.79 10.34
BND
Vanguard Total Bond Market
-0.37 04:00PM
Nov 29 2022
2.87 -1.16 -6.55 -15.59 -0.50 0.65 4.32 6.25
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Oct 2022. Current inflation (annualized) is 1Y: 7.75% , 5Y: 3.85% , 10Y: 2.57% , 30Y: 2.51%

Portfolio Metrics as of Oct 31, 2022

Metrics of JL Collins Simple Path to Wealth Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
JL COLLINS SIMPLE PATH TO WEALTH PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1871 - 31 October 2022 (~152 years)
Swipe left to see all data
Metrics as of Oct 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~152Y)
Portfolio
Return (%)
5.56 -6.15 -5.72 -16.46 6.46 7.37 9.60 8.58 8.74 8.20
US Inflation (%) 0.41 0.59 3.08 7.75 5.01 3.85 2.57 2.52 2.51 2.11
Infl. Adjusted
Return (%)
5.14 -6.70 -8.54 -22.46 1.38 3.38 6.86 5.92 6.08 5.96
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 16.88 16.32 14.42 11.44 11.46 11.50 12.50
Sharpe Ratio -1.02 0.37 0.44 0.79 0.65 0.57 0.34
Sortino Ratio -1.51 0.49 0.58 1.04 0.85 0.74 0.47
MAXIMUM DRAWDOWN
Drawdown Depth (%) -22.24 -22.24 -22.24 -22.24 -38.53 -38.53 -72.36
Start (yyyy mm) 2022 01 2022 01 2022 01 2022 01 2007 11 2007 11 1929 09
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2009 02 2009 02 1932 05
Start to Bottom (# months) 9 9 9 9 16 16 33
Start to Recovery (# months) in progress
> 10
> 10
> 10
> 10
38
38
89
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 109.11 34.94 28.33 16.47 15.70 12.96
Worst Return (%) -54.20 -32.34 -12.63 -1.79 2.55 3.45
% Positive Periods 76% 87% 95% 99% 100% 100%
MONTHS
Positive 1 1 3 5 23 41 87 165 241 1124
Negative 0 2 3 7 13 19 33 75 119 698
% Positive 100% 33% 50% 42% 64% 68% 73% 69% 67% 62%
WITHDRAWAL RATES (WR)
Safe WR (%) 39.87 23.78 15.37 8.61 7.98 7.98
Perpetual WR (%) 1.36 3.27 6.42 5.59 5.73 5.63
Terms and Definitions
  • 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.

Correlation coefficient is a numerical value between -1 and +1.

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.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 October 2022
Swipe left to see all data
 
 
Asset VTI BND
VTI
1.00
0.69
BND
0.69
1.00
 
 
Asset VTI BND
VTI
1.00
0.39
BND
0.39
1.00
 
 
Asset VTI BND
VTI
1.00
0.28
BND
0.28
1.00
 
 
Asset VTI BND
VTI
1.00
0.11
BND
0.11
1.00
 
 
Asset VTI BND
VTI
1.00
0.14
BND
0.14
1.00

Portfolio Dividends

In 2021, the JL Collins Simple Path to Wealth Portfolio granted a 1.65% dividend yield. If you are interested in getting periodic income, please refer to the JL Collins Simple Path to Wealth Portfolio: Dividend Yield page.

Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 1992, now would be worth 12347.71$, with a total return of 1134.77% (8.74% annualized).

The Inflation Adjusted Capital now would be 5875.28$, with a net total return of 487.53% (6.08% annualized).
An investment of 1000$, since January 1871, now would be worth 157954898.92$, with a total return of 15795389.89% (8.20% annualized).

The Inflation Adjusted Capital now would be 6611142.64$, with a net total return of 661014.26% (5.96% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-38.53% Nov 2007 Feb 2009 16 Dec 2010 22 38
-30.50% Sep 2000 Sep 2002 25 Dec 2004 27 52
-22.24% Jan 2022 Sep 2022 9 in progress 1 10
-15.46% Feb 2020 Mar 2020 2 Jul 2020 4 6
-13.02% Jul 1998 Aug 1998 2 Nov 1998 3 5
-12.27% May 2011 Sep 2011 5 Feb 2012 5 10
-10.58% Oct 2018 Dec 2018 3 Apr 2019 4 7
-6.83% Feb 1994 Jun 1994 5 Feb 1995 8 13
-6.60% Jun 2015 Sep 2015 4 May 2016 8 12
-6.51% Apr 2000 May 2000 2 Aug 2000 3 5
-4.80% Apr 2012 May 2012 2 Aug 2012 3 5
-4.79% Jul 1999 Sep 1999 3 Nov 1999 2 5
-4.59% May 2019 May 2019 1 Jun 2019 1 2
-4.42% Jun 1996 Jul 1996 2 Sep 1996 2 4
-4.38% Feb 2018 Mar 2018 2 Jul 2018 4 6
-4.25% Sep 2020 Oct 2020 2 Nov 2020 1 3
-3.89% Jun 2007 Jul 2007 2 Sep 2007 2 4
-3.72% Sep 2021 Sep 2021 1 Oct 2021 1 2
-3.67% Feb 1997 Mar 1997 2 May 1997 2 4
-3.25% Feb 1999 Feb 1999 1 Apr 1999 2 3
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-72.36% Sep 1929 May 1932 33 Jan 1937 56 89
-39.03% Mar 1937 Mar 1938 13 Mar 1943 60 73
-38.53% Nov 2007 Feb 2009 16 Dec 2010 22 38
-34.54% Jan 1973 Sep 1974 21 Jan 1976 16 37
-30.50% Sep 2000 Sep 2002 25 Dec 2004 27 52
-24.84% Apr 1876 Jun 1877 15 Jan 1879 19 34
-23.27% Sep 1987 Nov 1987 3 Apr 1989 17 20
-23.08% Dec 1968 Jun 1970 19 Feb 1971 8 27
-22.56% Oct 1906 Nov 1907 14 Nov 1908 12 26
-22.24% Jan 2022 Sep 2022 9 in progress 1 10
-20.33% Feb 1893 Aug 1893 7 Aug 1895 24 31
-20.28% Oct 1902 Oct 1903 13 Nov 1904 13 26
-17.15% Nov 1919 Jun 1921 20 Mar 1922 9 29
-16.97% Jul 1881 Jun 1884 36 Nov 1885 17 53
-16.65% Dec 1916 Dec 1917 13 Apr 1919 16 29
-16.39% Jan 1962 Jun 1962 6 Apr 1963 10 16
-16.21% Jun 1946 Nov 1946 6 Oct 1949 35 41
-15.46% Feb 2020 Mar 2020 2 Jul 2020 4 6
-15.16% Nov 1912 Oct 1914 24 Apr 1915 6 30
-14.54% Oct 1895 Aug 1896 11 Jul 1897 11 22

Rolling Returns ( more details)

JL Collins Simple Path to Wealth Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
9.26 109.11
Jul 1932 - Jun 1933
-54.20
Jul 1931 - Jun 1932
24.30%
2 Years
8.77 43.49
Jul 1932 - Jun 1934
-42.58
Jun 1930 - May 1932
17.07%
3 Years
8.56 34.94
Mar 1933 - Feb 1936
-32.34
Jul 1929 - Jun 1932
12.76%
5 Years
8.43 28.33
Jun 1932 - May 1937
-12.63
Jun 1927 - May 1932
4.99%
7 Years
8.39 19.66
Apr 1980 - Mar 1987
-4.94
Jul 1925 - Jun 1932
2.19%
10 Years
8.37 16.47
Sep 1977 - Aug 1987
-1.79
Sep 1929 - Aug 1939
0.59%
15 Years
8.30 16.43
Aug 1982 - Jul 1997
1.52
Sep 1929 - Aug 1944
0.00%
20 Years
8.34 15.70
Apr 1980 - Mar 2000
2.55
Jul 1912 - Jun 1932
0.00%
30 Years
8.50 12.96
Jul 1970 - Jun 2000
3.45
Jun 1902 - May 1932
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 JL Collins Simple Path to Wealth Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in JL Collins Simple Path to Wealth Portfolio?

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

For further information about the seasonality, check the Asset Class Seasonality page.
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
Gain Frequency
1.04
60%
-1.23
40%
-1.22
60%
1.87
80%
0.42
80%
0.73
80%
3.45
100%
1.10
60%
-2.61
40%
0.99
60%
2.98
80%
0.64
80%
 Capital Growth on monthly avg returns
100
101.04
99.81
98.59
100.43
100.86
101.60
105.11
106.26
103.49
104.52
107.63
108.31
Best 6.7
2019
2.7
2019
2.5
2021
10.0
2020
4.1
2020
5.7
2019
7.4
2022
5.0
2020
1.2
2019
5.6
2022
9.1
2020
3.6
2020
Worst -5.1
2022
-5.5
2020
-10.5
2020
-7.8
2022
-4.6
2019
-6.5
2022
1.1
2019
-3.5
2022
-7.9
2022
-5.9
2018
-1.1
2021
-6.5
2018
Monthly Seasonality over the period Nov 2017 - Oct 2022
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
Gain Frequency
0.31
50%
0.58
70%
0.20
70%
1.31
90%
0.85
90%
0.41
70%
2.64
90%
0.21
60%
-1.15
50%
1.64
70%
2.28
90%
0.59
70%
 Capital Growth on monthly avg returns
100
100.31
100.89
101.09
102.41
103.28
103.70
106.44
106.66
105.43
107.16
109.60
110.25
Best 6.7
2019
3.9
2015
5.5
2016
10.0
2020
4.1
2020
5.7
2019
7.4
2022
5.0
2020
3.3
2013
5.8
2015
9.1
2020
3.6
2020
Worst -5.1
2022
-5.5
2020
-10.5
2020
-7.8
2022
-4.6
2019
-6.5
2022
-1.6
2014
-4.7
2015
-7.9
2022
-5.9
2018
-1.1
2021
-6.5
2018
Monthly Seasonality over the period Nov 2012 - Oct 2022
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
Gain Frequency
1.23
66%
0.39
58%
0.48
64%
1.11
65%
0.27
57%
0.56
59%
1.09
58%
0.98
66%
-0.03
58%
0.45
56%
1.01
62%
1.16
72%
 Capital Growth on monthly avg returns
100
101.23
101.62
102.11
103.24
103.51
104.10
105.23
106.26
106.23
106.71
107.79
109.04
Best 10.7
1975
8.9
1931
8.2
1928
31.0
1933
13.3
1933
18.4
1938
24.6
1932
26.8
1932
11.0
1939
11.6
1974
10.0
1928
8.8
1873
Worst -6.6
2009
-13.4
1933
-19.1
1938
-13.7
1932
-17.7
1940
-12.5
1930
-7.8
1934
-11.5
1998
-21.8
1931
-17.3
1987
-9.5
1929
-10.0
1931
Monthly Seasonality over the period Jan 1871 - Oct 2022

Monthly/Yearly Returns

JL Collins Simple Path to Wealth Portfolio data source starts from January 1871: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1871 - Oct 2022
1124 Positive Months (62%) - 698 Negative Months (38%)
MONTHLY RETURNS TABLE
Jan 1871 - Oct 2022
(Scroll down to see all data)
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
2022
-17.91 -23.20 -5.1 -2.1 1.7 -7.8 0.0 -6.5 7.4 -3.5 -7.9 5.6
2021
+18.79 +10.98 -0.5 2.0 2.5 4.1 0.4 2.1 1.6 2.2 -3.7 5.2 -1.1 2.9
2020
+17.70 +16.12 0.4 -5.5 -10.5 10.0 4.1 1.9 4.6 5.0 -2.7 -1.6 9.1 3.6
2019
+25.21 +22.41 6.7 2.7 1.5 3.0 -4.6 5.7 1.1 -1.0 1.2 1.7 2.9 2.2
2018
-3.94 -5.74 3.6 -3.1 -1.3 0.1 2.2 0.5 2.5 2.8 0.0 -5.9 1.7 -6.5
2017
+16.80 +14.39 1.4 2.9 0.0 1.0 0.9 0.7 1.5 0.3 1.8 1.7 2.3 1.0
2016
+10.25 +8.01 -4.0 0.2 5.5 0.6 1.3 0.7 3.1 0.1 0.2 -1.9 2.7 1.6
2015
+0.41 -0.32 -1.5 3.9 -0.7 0.4 0.9 -1.5 1.5 -4.7 -2.0 5.8 0.4 -1.6
2014
+10.86 +10.03 -2.0 3.7 0.3 0.2 1.8 2.0 -1.6 3.4 -1.7 2.2 2.1 0.0
2013
+24.56 +22.72 3.9 1.1 3.0 1.5 1.4 -1.5 4.6 -2.6 3.3 3.5 2.1 2.1
2012
+13.13 +11.19 4.0 3.2 2.2 -0.2 -4.6 3.1 1.0 2.1 2.0 -1.4 0.7 0.8
2011
+2.71 -0.25 1.6 2.9 0.3 2.6 -0.5 -1.5 -1.3 -4.1 -5.4 8.2 -0.3 1.0
2010
+14.62 +12.93 -2.4 2.6 4.7 1.9 -5.7 -4.0 5.3 -3.1 6.9 3.1 0.2 5.0
2009
+22.58 +19.33 -6.6 -7.9 6.2 8.2 4.3 0.4 6.2 3.1 3.4 -2.0 4.7 1.9
2008
-26.02 -26.09 -4.3 -1.8 -0.5 3.5 1.2 -6.0 -0.4 1.3 -6.9 -13.2 -4.1 3.0
2007
+5.76 +1.61 1.4 -0.9 0.8 3.1 2.6 -1.4 -2.5 1.4 3.1 1.6 -3.0 -0.5
2006
+12.84 +10.04 2.4 0.3 1.3 0.7 -2.5 0.1 0.2 2.1 1.9 2.9 2.0 0.8
2005
+5.33 +1.85 -1.7 1.4 -1.5 -1.3 3.1 0.7 3.0 -0.5 0.3 -2.0 3.6 0.3
2004
+10.65 +7.16 2.2 1.3 -0.6 -2.3 1.0 1.7 -2.5 0.5 1.3 1.6 3.4 2.8
2003
+24.06 +21.77 -2.1 -0.8 0.5 6.6 4.8 1.2 1.0 2.0 -0.2 4.5 1.2 3.3
2002
-13.29 -15.30 -0.5 -1.1 2.4 -2.9 -0.8 -5.0 -5.9 1.0 -6.6 4.8 4.2 -3.0
2001
-6.12 -7.55 3.3 -6.9 -4.8 5.7 0.9 -1.1 -0.7 -4.0 -6.1 2.3 4.8 1.1
2000
-5.08 -8.19 -3.2 2.2 4.6 -4.0 -2.6 3.8 -1.2 5.7 -3.3 -1.4 -6.8 1.8
1999
+17.67 +14.59 2.9 -3.2 3.1 3.6 -1.7 3.8 -2.6 -0.7 -1.6 4.9 2.6 5.8
1998
+19.59 +17.70 0.7 5.5 3.9 1.0 -1.9 2.9 -1.7 -11.5 5.4 5.4 4.8 5.0
1997
+25.61 +23.50 4.2 -0.1 -3.6 3.8 5.6 3.6 6.6 -3.1 4.8 -2.4 2.7 1.6
1996
+16.62 +12.87 2.2 0.8 0.7 1.7 2.0 -0.4 -4.1 2.3 4.5 1.6 5.7 -1.2
1995
+31.38 +28.13 2.1 3.6 2.2 2.2 3.6 2.4 3.0 1.1 3.0 -0.6 3.5 1.5
1994
-0.79 -3.38 2.7 -2.1 -3.9 0.5 0.7 -2.1 2.8 3.3 -1.8 1.2 -2.8 1.1
1993
+10.39 +7.44 1.2 0.8 1.9 -1.9 2.3 0.9 0.0 3.4 0.1 1.3 -1.5 1.5
1992
+8.62 +5.55 -0.4 1.1 -1.9 1.2 0.9 -1.1 3.4 -1.3 1.1 0.5 3.1 1.7
1991
+28.11 +24.30 4.0 5.4 2.4 0.5 3.2 -3.5 4.0 2.5 -0.5 1.5 -2.8 8.8
1990
-2.40 -8.01 -5.7 1.4 1.9 -2.3 7.2 0.0 -0.5 -7.0 -3.6 -0.5 5.2 2.5
1989
+24.50 +18.97 5.2 -1.5 1.7 4.1 3.6 0.5 6.3 1.4 -0.1 -1.7 1.4 1.6
1988
+14.83 +9.97 4.1 4.2 -1.4 0.7 -0.3 4.4 -0.6 -2.1 3.3 1.6 -1.4 1.6
1987
+2.34 -2.00 10.0 3.8 1.6 -1.9 0.3 3.6 3.6 2.9 -2.1 -17.3 -5.3 5.8
1986
+14.71 +13.46 0.8 6.1 5.3 -0.5 3.2 1.7 -4.2 5.6 -6.5 3.9 1.3 -2.2
1985
+29.02 +24.29 7.4 0.9 0.1 0.4 5.6 1.5 -0.1 -0.1 -2.9 3.8 5.7 3.9
1984
+5.39 +1.39 -0.6 -3.1 0.7 0.2 -4.8 2.0 -0.4 8.5 0.5 1.1 -0.4 2.1
1983
+18.30 +13.98 3.1 2.9 2.4 6.2 0.6 3.0 -3.0 0.3 2.0 -2.1 2.6 -0.8
1982
+23.16 +18.61 -1.9 -3.4 -0.7 4.0 -1.6 -2.2 -0.2 9.9 2.5 9.9 4.2 1.6
1981
-0.76 -8.89 -3.0 0.6 4.1 -1.6 1.7 -0.7 -0.8 -4.7 -4.5 6.1 5.6 -2.9
1980
+25.59 +11.62 4.4 -1.6 -8.9 6.5 5.6 3.4 4.8 0.6 2.3 1.1 8.3 -2.2
1979
+19.52 +5.50 4.2 -2.2 5.2 0.7 -0.6 4.0 1.0 4.8 0.2 -6.9 5.8 2.4
1978
+6.63 -2.19 -4.2 -0.7 2.6 6.2 1.7 -0.9 4.5 3.4 -0.4 -9.0 3.0 1.1
1977
-2.26 -8.40 -3.4 -1.2 -0.5 0.5 -0.6 4.1 -1.2 -0.8 0.1 -3.1 3.6 0.6
1976
+23.29 +17.57 9.7 0.6 2.3 -0.6 -1.0 3.8 -0.3 0.3 2.1 -1.2 1.2 4.7
1975
+30.20 +21.76 10.7 4.9 2.2 3.3 5.0 4.1 -5.0 -1.8 -3.1 5.3 2.4 -0.4
1974
-19.44 -28.28 0.2 0.3 -2.3 -3.8 -2.7 -1.8 -5.2 -6.2 -6.8 11.6 -2.2 -1.4
1973
-12.52 -19.53 -2.1 -3.4 -0.5 -3.5 -1.6 -0.6 3.1 -1.3 4.7 0.0 -8.6 1.0
1972
+13.90 +10.15 1.9 2.6 0.4 0.8 1.5 -1.7 -0.2 2.7 -0.4 0.8 4.0 0.9
1971
+15.59 +11.94 4.3 1.1 4.4 2.2 -3.2 0.0 -2.9 4.2 0.4 -2.4 0.2 6.8
1970
+7.90 +2.21 -5.1 6.0 0.1 -7.6 -4.2 -2.5 6.2 3.3 3.3 -0.6 5.6 4.4
1969
-8.24 -13.59 -0.4 -3.4 2.8 2.1 -0.5 -4.2 -4.0 2.9 -2.8 4.6 -2.9 -2.1
1968
+10.76 +5.77 -1.6 -1.9 0.7 6.3 1.1 1.5 -0.5 4.2 0.1 0.7 3.6 -3.5
1967
+20.41 +16.85 6.7 0.3 4.0 3.3 -3.6 1.2 4.1 2.1 0.3 -2.3 0.5 2.6
1966
-5.30 -8.47 0.7 -1.6 -0.7 1.7 -3.7 -1.1 -0.7 -5.9 0.7 3.9 0.3 1.3
1965
+10.83 +8.74 2.9 0.2 -0.7 2.9 -0.2 -3.2 1.4 2.0 2.6 2.3 -0.4 0.7
1964
+13.27 +12.18 2.3 1.0 1.3 0.8 1.2 1.6 1.6 -1.0 2.5 0.9 -0.2 0.6
1963
+16.27 +14.39 3.8 -2.1 2.9 3.9 1.3 -1.4 -0.1 3.9 -0.8 2.6 -0.5 2.0
1962
-5.79 -7.03 -2.7 1.6 0.1 -4.4 -6.1 -5.8 4.6 1.5 -3.1 0.6 7.4 1.4
1961
+20.54 +19.73 5.0 2.4 2.3 0.5 1.9 -2.3 2.7 1.6 -1.2 2.6 3.3 0.3
1960
+3.95 +2.56 -5.1 1.5 -0.1 -1.0 2.2 2.2 -0.9 2.5 -4.0 0.0 3.1 3.9
1959
+9.16 +7.30 0.6 0.4 0.3 3.0 1.4 0.0 2.9 -0.9 -3.6 1.5 1.3 2.1
1958
+32.90 +30.61 3.9 -1.1 2.9 3.0 1.4 2.3 3.2 0.7 3.8 2.3 2.2 4.3
1957
-5.31 -7.97 -2.7 -1.7 1.7 3.0 2.9 -0.1 1.0 -3.8 -4.2 -2.0 2.2 -1.4
1956
+5.99 +2.92 -2.3 3.1 5.4 -0.2 -4.4 3.5 4.1 -2.9 -3.1 0.9 -0.7 2.9
1955
+19.10 +18.65 1.1 0.2 -0.4 2.7 -0.1 6.3 4.6 -0.8 0.9 -2.3 6.1 -0.2
1954
+38.65 +39.68 4.4 0.5 2.8 4.2 2.7 0.3 4.9 -2.5 6.8 -1.4 6.6 4.3
1953
+1.41 +0.65 -0.2 -1.0 -1.4 -1.6 -0.1 -0.8 2.9 -3.8 0.8 4.8 1.2 0.9
1952
+10.77 +9.94 1.3 -2.7 3.7 -2.9 1.9 3.6 1.4 -1.2 -1.6 0.3 3.8 2.9
1951
+15.57 +9.03 5.0 0.6 -1.4 3.8 -3.1 -1.7 5.8 4.0 -0.4 -0.9 0.0 3.4
1950
+22.71 +15.84 1.6 1.2 0.7 3.8 3.5 -4.2 1.2 3.0 4.8 0.8 0.4 4.2
1949
+16.07 +18.53 0.8 -2.4 2.9 -1.0 -2.2 0.6 5.3 1.6 2.2 2.8 0.7 4.0
1948
+2.42 -0.55 -2.7 -3.2 5.9 2.3 6.4 0.3 -4.0 0.8 -2.0 5.4 -8.1 2.7
1947
+2.77 -5.58 2.1 -0.8 -1.0 -2.7 -0.4 4.1 3.1 -1.8 -0.9 1.7 -2.1 1.6
1946
-4.52 -19.18 5.8 -4.9 3.9 2.9 2.1 -2.6 -1.6 -5.2 -7.2 0.0 -0.6 3.8
1945
+29.94 +27.09 1.8 5.2 -3.0 7.3 1.3 0.2 -1.2 4.8 3.7 2.8 3.0 0.9
1944
+16.49 +13.87 1.6 0.4 1.7 -0.5 3.5 4.3 -1.2 1.2 0.2 0.4 0.7 3.1
1943
+21.54 +18.05 6.0 4.4 4.5 0.6 4.1 2.0 -3.8 1.3 2.3 -0.6 -5.5 5.0
1942
+12.87 +3.52 1.3 -2.3 -4.1 -3.1 5.1 1.6 2.5 0.8 2.3 5.3 -0.9 4.4
1941
-7.01 -15.41 -3.0 -0.8 1.2 -4.0 0.8 4.7 4.9 -0.2 -0.2 -4.3 -2.6 -3.1
1940
-4.30 -4.97 -2.2 1.0 1.5 0.0 -17.7 6.4 2.9 2.5 1.5 3.5 -2.1 0.4
1939
+2.53 +2.53 -4.7 3.0 -9.4 0.3 5.3 -4.1 8.2 -4.9 11.0 -0.1 -2.8 2.5
1938
+22.38 +25.88 1.3 4.9 -19.1 10.6 -3.0 18.4 5.8 -2.0 1.2 6.3 -2.6 3.2
1937
-25.67 -27.74 3.3 1.5 -0.9 -6.1 -0.3 -3.5 8.1 -3.9 -10.1 -6.8 -6.4 -2.8
1936
+26.37 +24.56 5.3 1.7 2.3 -5.6 3.8 2.6 5.6 1.1 0.4 6.2 0.8 -0.1
1935
+35.70 +31.76 -2.5 -2.6 -2.1 7.4 2.7 5.3 6.7 1.6 2.0 6.3 3.3 3.3
1934
+3.55 +2.01 8.6 -1.9 0.8 -1.4 -5.4 2.2 -7.8 4.1 -0.1 -1.4 6.5 0.3
1933
+43.64 +42.55 1.5 -13.4 2.9 31.0 13.3 11.2 -6.8 9.7 -8.8 -6.7 8.2 2.1
1932
-3.42 +7.64 -2.2 5.0 -8.0 -13.7 -15.4 0.2 24.6 26.8 -2.2 -10.0 -3.7 4.4
1931
-33.61 -26.79 4.2 8.9 -5.0 -7.0 -9.7 10.5 -5.2 1.1 -21.8 5.0 -6.3 -10.0
1930
-19.33 -13.81 4.8 1.9 6.6 -0.7 -1.0 -12.5 2.9 0.8 -9.6 -6.2 -1.2 -5.1
1929
-7.41 -7.95 4.3 -0.5 -0.3 1.6 -3.2 8.6 3.8 7.8 -3.8 -15.7 -9.5 2.0
1928
+28.78 +30.28 -0.4 -1.3 8.2 2.5 0.9 -3.3 0.7 5.8 2.0 1.2 10.0 0.2
1927
+26.32 +29.24 -1.3 3.8 0.8 1.5 4.2 -0.7 5.1 3.7 2.7 -3.3 5.7 1.8
1926
+9.77 +11.01 0.3 -2.8 -4.0 1.9 1.2 3.6 1.8 3.6 2.1 -2.0 2.2 1.8
1925
+20.13 +16.10 1.6 0.8 -4.9 2.5 4.2 0.6 2.9 0.3 2.2 4.7 0.0 4.0
1924
+22.24 +22.24 2.9 -1.0 -1.5 0.0 1.1 3.6 3.9 1.0 0.6 -0.1 5.6 4.4
1923
+4.96 +2.53 0.6 5.3 -0.7 -1.6 -2.5 -5.2 1.9 1.7 -1.8 0.2 4.7 2.7
1922
+23.16 +26.07 1.2 2.7 3.2 5.1 4.5 -2.7 1.7 6.0 -0.8 2.1 -3.4 1.9
1921
+10.85 +24.31 3.7 -0.5 -1.5 2.0 -1.2 -5.4 2.3 -1.2 2.5 2.6 5.5 1.8
1920
-10.45 -12.76 -1.5 -4.9 7.9 -5.0 -2.7 0.3 -0.9 1.9 1.0 2.4 -5.1 -3.5
1919
+15.27 +0.64 -0.8 2.8 0.8 4.4 6.8 -1.9 5.1 -5.9 2.0 6.4 -4.5 -0.1
1918
+14.77 -4.71 5.7 1.9 -2.7 1.2 1.4 2.1 -0.3 1.9 -1.3 4.2 -0.9 1.0
1917
-14.41 -27.53 -1.1 -3.1 2.6 -0.3 -2.1 2.2 -1.0 -1.2 -2.2 -2.9 -4.7 -1.5
1916
+6.95 -5.03 -0.9 -0.5 0.2 -0.5 2.0 0.9 -0.8 1.0 3.5 2.7 2.0 -2.6
1915
+24.93 +22.51 1.6 -0.8 2.3 6.0 -1.7 1.0 -0.4 3.7 2.9 4.5 3.1 0.5
1914
-2.47 -3.44 3.7 1.4 -1.2 -1.6 0.8 -0.1 -3.9 -6.1 0.4 -3.6 3.2 5.2
1913
-2.61 -5.53 0.1 -1.9 -0.7 0.6 -1.1 -2.9 1.1 2.6 1.3 -1.7 -0.7 0.9
1912
+5.73 -1.47 0.4 -0.3 2.5 2.7 0.0 0.4 0.4 1.9 0.7 0.1 -0.6 -2.5
1911
+3.63 +5.81 2.1 1.8 -0.6 -0.1 1.6 1.9 0.0 -3.5 -3.9 0.7 3.3 0.6
1910
-1.54 +6.58 -1.1 -2.0 2.4 -1.1 -0.6 -2.8 -2.9 2.5 1.3 3.9 0.6 -1.4
1909
+12.43 +1.73 0.5 -1.9 1.2 3.6 2.7 1.6 1.2 1.8 0.1 0.5 -0.4 1.1
1908
+32.43 +28.17 3.5 -2.4 3.8 4.7 4.8 -0.3 3.1 3.5 -0.8 1.2 5.6 2.1
1907
-18.25 -16.48 -1.6 -1.6 -6.2 1.2 -1.8 -1.5 3.5 -4.7 -0.1 -6.6 -3.6 3.5
1906
+0.63 -4.65 2.5 -0.8 -2.0 -0.9 -2.4 0.7 -2.1 5.6 2.4 -0.6 -0.5 -0.9
1905
+16.09 +16.10 2.0 3.6 2.9 -0.6 -3.6 1.4 2.7 3.2 0.8 1.4 -0.3 1.8
1904
+25.55 +19.93 1.7 -1.7 0.3 2.3 -1.2 0.7 3.6 2.9 3.9 5.0 4.5 1.2
1903
-12.31 -7.21 4.0 -0.2 -2.6 -3.3 -1.1 -4.1 -2.4 -3.2 -1.4 -2.1 0.2 3.5
1902
+6.41 -0.67 2.2 1.2 0.6 3.0 0.3 -0.6 1.6 2.6 1.4 -1.8 -2.6 -1.4
1901
+15.01 +9.54 6.9 1.7 2.5 6.6 -4.3 7.9 -5.7 0.7 -0.4 -0.9 1.6 -1.5
1900
+16.53 +20.96 1.8 2.3 1.6 1.4 -2.5 -1.4 0.7 1.6 0.8 -0.9 3.8 6.6
1899
+2.63 -12.17 5.6 2.5 0.9 0.9 -3.6 -1.8 2.3 1.8 -1.1 -0.6 1.4 -5.2
1898
+23.09 +21.27 2.8 0.0 -3.5 -1.0 5.9 4.0 1.6 3.5 0.5 -0.9 3.0 5.5
1897
+16.69 +16.69 0.9 -0.2 0.8 -1.7 0.5 4.2 4.0 5.2 4.1 -1.8 -2.1 2.2
1896
+3.42 +4.96 -1.3 3.5 -0.5 1.3 -0.1 -0.9 -5.0 -4.3 5.0 2.4 6.1 -2.3
1895
+3.72 +0.81 -1.1 0.4 0.4 3.7 4.5 2.0 0.5 1.0 0.7 -1.9 -1.8 -4.4
1894
+4.21 +11.66 -1.3 1.8 2.8 1.5 -2.4 -0.4 -1.1 3.3 1.8 -1.9 0.6 -0.2
1893
-12.95 -5.90 1.4 -1.3 -2.4 0.1 -6.6 -3.7 -6.9 -1.3 5.7 2.2 1.8 -2.0
1892
+5.09 +3.85 1.6 0.5 1.3 -0.1 0.6 0.1 0.1 1.4 -1.8 1.8 0.1 -0.6
1891
+15.48 +21.33 3.8 1.2 -1.1 2.9 -0.1 -1.3 -2.0 2.8 6.8 0.0 -0.9 2.8
1890
-4.34 -5.54 1.1 -0.7 -0.1 2.0 3.8 0.1 0.1 -1.0 -0.4 -3.1 -4.7 -1.2
1889
+5.90 +12.43 1.6 1.4 -1.1 0.0 2.4 1.6 -1.5 1.2 2.1 -1.3 -0.5 -0.1
1888
+3.83 +3.85 1.1 0.3 -2.7 0.7 1.8 -1.7 2.3 2.1 2.4 -0.2 -1.2 -0.9
1887
-0.16 -5.94 -0.6 0.1 2.3 2.2 1.7 -1.7 -1.7 -1.5 -0.8 -1.9 2.2 -0.1
1886
+9.13 +14.45 0.0 2.0 -1.3 -1.0 -1.4 3.7 1.2 0.7 2.4 2.3 2.0 -1.8
1885
+23.82 +25.33 -1.3 3.1 0.9 0.4 -0.2 0.5 3.4 4.9 -0.3 5.0 5.5 0.1
1884
-8.30 +2.23 -1.8 2.5 0.3 -2.6 -6.4 -2.6 0.6 5.3 -1.8 -1.8 -0.5 0.6
1883
-3.07 +4.91 -0.4 -1.6 1.3 1.9 -1.3 1.1 -1.2 -3.2 1.4 -1.7 1.6 -0.9
1882
+3.46 +5.41 -0.9 -1.1 0.4 0.7 -0.3 0.0 4.5 2.7 1.2 -1.7 -2.7 1.0
1881
+1.01 -5.64 4.4 -0.4 0.8 -0.1 3.7 0.9 -3.2 -2.2 0.7 -1.6 0.5 -2.1
1880
+21.20 +23.62 3.2 2.3 1.8 -1.2 -5.4 0.9 3.7 3.5 0.1 2.3 5.0 3.7
1879
+37.70 +16.13 3.1 3.0 -0.9 2.8 4.4 0.9 1.3 1.0 3.3 8.9 4.7 0.2
1878
+13.81 +32.31 0.8 -0.6 1.8 2.9 1.5 2.1 1.9 -0.1 2.3 -0.2 0.5 0.3
1877
+0.08 +13.13 -0.3 -3.8 -3.2 -4.1 1.2 -4.6 3.7 5.4 4.4 2.3 -0.3 0.3
1876
-8.84 -7.24 1.9 1.9 0.3 -2.5 -2.2 0.4 -0.8 -3.1 -4.3 -0.1 -0.5 0.1
1875
+5.63 +11.14 0.4 0.7 1.6 2.0 -1.8 -0.6 -0.1 1.1 -0.2 -0.3 1.9 0.9
1874
+6.93 +13.17 4.0 3.0 -0.5 -1.7 -1.5 0.0 -0.5 0.6 1.6 0.2 1.1 0.6
1873
-0.84 +5.36 0.9 1.5 0.2 -0.2 1.3 0.1 -0.1 0.7 -5.5 -6.0 -1.8 8.8
1872
+8.79 +6.36 1.3 0.5 2.7 3.0 0.7 -0.2 -0.8 -0.7 -1.2 0.8 0.2 2.2
1871
+12.38 +10.70 0.1 2.0 2.5 3.0 2.5 0.1 -1.3 1.4 1.5 -3.6 1.3 2.4

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
  • BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007

Portfolio efficiency

Compared to the JL Collins Simple Path to Wealth Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum
+9.67 9.35 -32.52 60 40 0
Simple Path to Wealth
JL Collins
+8.74 11.50 -38.53 75 25 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum
+9.67 9.35 -32.52 60 40 0
Simple Path to Wealth
JL Collins
+8.74 11.50 -38.53 75 25 0
Seven Value
Scott Burns
+8.41 11.18 -41.22 71.5 28.5 0
Late Sixties and Beyond
Burton Malkiel
+8.41 11.45 -41.80 71 29 0
Yale Endowment
David Swensen
+8.35 10.67 -39.48 70 30 0
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