Data Source: from September 2005 to March 2023 (~18 years)
Consolidated Returns as of 31 March 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
2.99%
March 2023

The Stocks/Bonds 40/60 ESG Portfolio is a Medium Risk portfolio and can be implemented with 2 ETFs.

It's exposed for 40% on the Stock Market.

In the last 15 Years, the Stocks/Bonds 40/60 ESG Portfolio obtained a 5.74% compound annual return, with a 8.50% standard deviation.

Asset Allocation and ETFs

The Stocks/Bonds 40/60 ESG Portfolio has the following asset allocation:

40% Stocks
60% Fixed Income
0% Commodities

The Stocks/Bonds 40/60 ESG Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
40.00 %
ESGV Vanguard ESG U.S. Stock ETF Equity, U.S., Large Cap, Growth
60.00 %
NUBD Nuveen ESG U.S. Aggregate Bond ETF 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 Mar 31, 2023

The Stocks/Bonds 40/60 ESG Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming:
STOCKS/BONDS 40/60 ESG PORTFOLIO RETURNS
Consolidated returns as of 31 March 2023
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Mar 31, 2023
  1 Day Time ET(*) Apr 2023 1M 6M 1Y 5Y 10Y MAX
(~18Y)
Stocks/Bonds 40/60 ESG Portfolio n.a. n.a. 2.99 8.71 -6.72 4.49 4.83 5.84
US Inflation Adjusted return 2.99 7.25 -10.86 0.65 2.17 3.30
Components
ESGV
Vanguard ESG U.S. Stock ETF 		n.a. - n.a. 3.43 14.85 -10.29 8.96 9.67 8.41
NUBD
Nuveen ESG U.S. Aggregate Bond ETF 		n.a. - n.a. 2.68 4.94 -4.67 0.85 1.09 4.97
Returns over 1 year are annualized | Available data source: since Sep 2005
(*) Eastern Time (ET - America/New York)

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%

Live update: World Markets and Indexes

Portfolio Metrics as of Mar 31, 2023

Metrics of Stocks/Bonds 40/60 ESG Portfolio, updated as of 31 March 2023.

Portfolio metrics are calculated based on monthly returns, assuming:
STOCKS/BONDS 40/60 ESG PORTFOLIO
Portfolio Metrics
Data Source: 1 September 2005 - 31 March 2023 (~18 years)
Swipe left to see all data
Metrics as of Mar 31, 2023
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~18Y)
Portfolio
Return (%)		 2.99 5.55 8.71 -6.72 4.75 4.49 4.83 5.84
US Inflation (%) 0.00 1.36 1.36 4.64 5.24 3.81 2.60 2.45
Infl. Adjusted
Return (%)		 2.99 4.13 7.25 -10.86 -0.47 0.65 2.17 3.30
Waiting for updates, inflation of Mar 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 14.02 10.62 9.27 7.45 7.97
Sharpe Ratio -0.65 0.38 0.35 0.55 0.23
Sortino Ratio -0.94 0.50 0.47 0.74 0.31
MAXIMUM DRAWDOWN
Drawdown Depth (%) -14.20 -19.76 -19.76 -19.76 -22.88
Start (yyyy mm) 2022 04 2022 01 2022 01 2022 01 2008 06
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2009 02
Start to Bottom (# months) 6 9 9 9 9
Start to Recovery (# months) in progress
> 12
> 15
> 15
> 15
16
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 37.50 17.74 14.96 9.10
Worst Return (%) -21.80 -3.30 2.65 4.71
% Positive Periods 84% 96% 100% 100%
MONTHS
Positive 1 2 4 6 21 38 79 138
Negative 0 1 2 6 15 22 41 73
% Positive 100% 67% 67% 50% 58% 63% 66% 65%
WITHDRAWAL RATES (WR)
Safe WR (%) 37.21 22.21 12.35 7.84
Perpetual WR (%) 0.00 0.65 2.13 3.20
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 March 2023
Swipe left to see all data
 
 
Asset ESGV NUBD
ESGV
1.00
0.81
NUBD
0.81
1.00
 
 
Asset ESGV NUBD
ESGV
1.00
0.39
NUBD
0.39
1.00
 
 
Asset ESGV NUBD
ESGV
1.00
0.28
NUBD
0.28
1.00
 
 
Asset ESGV NUBD
ESGV
1.00
0.31
NUBD
0.31
1.00

Portfolio Dividends

In 2022, the Stocks/Bonds 40/60 ESG Portfolio granted a 1.89% dividend yield. If you are interested in getting periodic income, please refer to the Stocks/Bonds 40/60 ESG Portfolio: Dividend Yield page.

Readings that may interest you
Softwar: A Novel Theory on Power Projection and the National Strategic ...
The Intelligent Investor Rev Ed.: The Definitive Book on Value Investing
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Capital Growth as of Mar 31, 2023

An investment of 1000$, since April 2008, now would be worth 2311.30$, with a total return of 131.13% (5.74% annualized).

The Inflation Adjusted Capital now would be 1640.50$, with a net total return of 64.05% (3.36% annualized).
An investment of 1000$, since September 2005, now would be worth 2713.13$, with a total return of 171.31% (5.84% annualized).

The Inflation Adjusted Capital now would be 1771.23$, with a net total return of 77.12% (3.30% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-22.88% Jun 2008 Feb 2009 9 Sep 2009 7 16
-19.76% Jan 2022 Sep 2022 9 in progress 6 15
-10.14% May 2011 Sep 2011 5 Feb 2012 5 10
-6.33% Feb 2020 Mar 2020 2 May 2020 2 4
-6.32% Feb 2018 Dec 2018 11 Mar 2019 3 14
-5.47% Jun 2015 Jan 2016 8 Apr 2016 3 11
-4.31% May 2010 Jun 2010 2 Sep 2010 3 5
-2.92% Sep 2021 Sep 2021 1 Oct 2021 1 2
-2.83% Sep 2020 Oct 2020 2 Nov 2020 1 3
-2.80% Apr 2012 May 2012 2 Jul 2012 2 4
-2.34% Sep 2014 Sep 2014 1 Nov 2014 2 3
-1.89% Aug 2013 Aug 2013 1 Sep 2013 1 2
-1.85% Jun 2013 Jun 2013 1 Jul 2013 1 2
-1.78% Jul 2014 Jul 2014 1 Aug 2014 1 2
-1.73% May 2019 May 2019 1 Jun 2019 1 2
-1.33% Sep 2016 Oct 2016 2 Jan 2017 3 5
-1.09% Oct 2009 Oct 2009 1 Nov 2009 1 2
-0.62% Jan 2021 Feb 2021 2 Mar 2021 1 3
-0.50% Nov 2010 Nov 2010 1 Dec 2010 1 2
-0.42% Jan 2014 Jan 2014 1 Feb 2014 1 2
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-22.88% Jun 2008 Feb 2009 9 Sep 2009 7 16
-19.76% Jan 2022 Sep 2022 9 in progress 6 15
-10.14% May 2011 Sep 2011 5 Feb 2012 5 10
-6.33% Feb 2020 Mar 2020 2 May 2020 2 4
-6.32% Feb 2018 Dec 2018 11 Mar 2019 3 14
-5.47% Jun 2015 Jan 2016 8 Apr 2016 3 11
-4.31% May 2010 Jun 2010 2 Sep 2010 3 5
-2.92% Sep 2021 Sep 2021 1 Oct 2021 1 2
-2.83% Sep 2020 Oct 2020 2 Nov 2020 1 3
-2.80% Apr 2012 May 2012 2 Jul 2012 2 4
-2.34% Sep 2014 Sep 2014 1 Nov 2014 2 3
-1.94% Oct 2005 Oct 2005 1 Dec 2005 2 3
-1.89% Aug 2013 Aug 2013 1 Sep 2013 1 2
-1.85% Jun 2013 Jun 2013 1 Jul 2013 1 2
-1.78% Jul 2014 Jul 2014 1 Aug 2014 1 2
-1.75% Feb 2008 Mar 2008 2 May 2008 2 4
-1.73% May 2019 May 2019 1 Jun 2019 1 2
-1.33% Sep 2016 Oct 2016 2 Jan 2017 3 5
-1.28% May 2006 May 2006 1 Jul 2006 2 3
-1.09% Oct 2009 Oct 2009 1 Nov 2009 1 2

Rolling Returns ( more details)

Stocks/Bonds 40/60 ESG Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period		 Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
 6.33 37.50
Mar 2009 - Feb 2010 		-21.80
Mar 2008 - Feb 2009 		16.50%
2 Years
 6.53 25.49
Mar 2009 - Feb 2011 		-9.54
Mar 2007 - Feb 2009 		10.11%
3 Years
 6.56 17.74
Mar 2009 - Feb 2012 		-3.30
Mar 2006 - Feb 2009 		3.98%
5 Years
 6.82 14.96
Mar 2009 - Feb 2014 		2.65
Oct 2017 - Sep 2022 		0.00%
7 Years
 6.84 11.15
Dec 2008 - Nov 2015 		3.56
Nov 2015 - Oct 2022 		0.00%
10 Years
 6.84 9.10
Mar 2009 - Feb 2019 		4.71
Mar 2013 - Feb 2023 		0.00%
15 Years
 6.47 7.32
Aug 2006 - Jul 2021 		5.12
Oct 2007 - Sep 2022 		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 Stocks/Bonds 40/60 ESG Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Stocks/Bonds 40/60 ESG 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
1.16
60%
-1.03
20%
0.14
60%
0.81
80%
0.22
80%
0.52
60%
2.36
100%
0.34
80%
-2.26
20%
0.27
60%
2.38
80%
-0.09
60%
 Capital Growth on monthly avg returns
100
101.16
100.12
100.27
101.08
101.31
101.84
104.24
104.59
102.23
102.50
104.94
104.84
Best 5.0
2023 		1.4
2019 		3.0
2023 		5.6
2020 		2.3
2020 		3.6
2019 		5.1
2022 		2.4
2020 		0.2
2019 		3.1
2021 		5.1
2020 		1.8
2020
Worst -4.1
2022 		-2.4
2023 		-4.4
2020 		-6.3
2022 		-1.7
2019 		-3.9
2022 		0.9
2018 		-3.5
2022 		-6.1
2022 		-3.5
2018 		-0.3
2021 		-2.9
2022
Monthly Seasonality over the period Apr 2018 - Mar 2023
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
0.54
60%
-0.16
50%
0.39
50%
0.70
90%
0.48
90%
0.16
50%
1.54
80%
0.04
70%
-1.12
30%
0.76
70%
1.65
90%
0.01
60%
 Capital Growth on monthly avg returns
100
100.54
100.39
100.78
101.49
101.97
102.14
103.71
103.75
102.59
103.37
105.07
105.09
Best 5.0
2023 		2.5
2014 		3.9
2016 		5.6
2020 		2.3
2020 		3.6
2019 		5.1
2022 		2.5
2014 		2.7
2013 		3.1
2021 		5.1
2020 		1.8
2020
Worst -4.1
2022 		-3.1
2018 		-4.4
2020 		-6.3
2022 		-1.7
2019 		-3.9
2022 		-1.8
2014 		-3.5
2022 		-6.1
2022 		-3.5
2018 		-0.3
2021 		-2.9
2022
Monthly Seasonality over the period Apr 2013 - Mar 2023
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
0.85
67%
0.09
56%
0.73
67%
1.35
88%
0.23
71%
-0.23
41%
1.43
71%
0.21
71%
-0.57
50%
0.32
67%
1.06
72%
0.56
67%
 Capital Growth on monthly avg returns
100
100.85
100.94
101.68
103.05
103.29
103.05
104.53
104.75
104.16
104.49
105.60
106.18
Best 5.0
2023 		2.5
2014 		4.4
2009 		7.6
2009 		4.7
2009 		3.6
2019 		5.6
2009 		2.6
2009 		4.5
2010 		5.4
2011 		5.1
2020 		4.3
2008
Worst -4.1
2022 		-5.1
2009 		-4.4
2020 		-6.3
2022 		-3.3
2010 		-4.3
2008 		-1.8
2014 		-3.5
2022 		-6.6
2008 		-8.4
2008 		-2.6
2008 		-2.9
2022
Monthly Seasonality over the period Sep 2005 - Mar 2023

Monthly/Yearly Returns

Stocks/Bonds 40/60 ESG Portfolio data source starts from September 2005: 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
Sep 2005 - Mar 2023
138 Positive Months (65%) - 73 Negative Months (35%)
MONTHLY RETURNS TABLE
Sep 2005 - Mar 2023
(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
2023
 +5.55 +4.13 5.0 -2.4 3.0
2022
 -17.35 -22.36 -4.1 -2.0 -0.5 -6.3 0.1 -3.9 5.1 -3.5 -6.1 1.7 4.3 -2.9
2021
 +9.16 +1.99 -0.5 -0.1 0.8 2.7 0.0 1.8 1.6 1.3 -2.9 3.1 -0.3 1.6
2020
 +14.57 +13.03 1.3 -2.0 -4.4 5.6 2.3 1.6 3.2 2.4 -1.7 -1.2 5.1 1.8
2019
 +18.28 +15.63 4.0 1.4 1.9 1.8 -1.7 3.6 1.0 0.7 0.2 1.2 1.7 1.2
2018
 -6.08 -7.84 0.3 -3.1 0.1 0.3 0.4 -0.5 0.9 0.8 -0.8 -3.5 1.0 -2.2
2017
 +7.47 +5.25 0.9 1.0 -0.4 0.3 0.3 0.6 0.9 0.0 1.2 0.5 1.3 0.5
2016
 +6.31 +4.15 -1.9 1.0 3.9 1.1 0.4 -0.4 2.1 0.6 -0.3 -1.1 0.1 0.7
2015
 +0.50 -0.22 0.8 2.2 -0.1 0.6 0.8 -0.7 -0.6 -2.5 -1.2 2.8 0.8 -2.1
2014
 +6.76 +5.95 -0.4 2.5 -0.3 0.4 1.9 1.3 -1.8 2.5 -2.3 1.5 1.6 -0.2
2013
 +14.40 +12.70 3.1 1.0 1.8 0.5 0.2 -1.8 3.0 -1.9 2.7 2.5 0.8 1.8
2012
 +12.12 +10.21 3.9 2.4 0.3 -0.1 -2.7 1.8 1.2 1.7 1.5 0.2 0.6 0.8
2011
 +0.56 -2.33 1.2 2.0 0.4 2.8 -0.6 -1.3 -0.5 -3.2 -4.9 5.4 -0.7 0.4
2010
 +12.75 +11.09 -0.3 1.9 2.5 1.8 -3.3 -1.1 3.1 -0.5 4.5 1.7 -0.5 2.5
2009
 +25.96 +22.62 -1.9 -5.1 4.4 7.6 4.7 -0.6 5.6 2.6 3.8 -1.1 2.7 1.3
2008
 -16.02 -16.09 0.6 -0.7 -1.1 1.2 1.3 -4.3 -1.5 1.0 -6.6 -8.4 -2.6 4.3
2007
 +7.63 +3.41 1.1 1.8 0.0 1.7 1.0 -0.5 -0.4 0.2 1.8 1.1 -0.1 -0.4
2006
 +9.42 +6.71 2.1 -0.2 0.7 1.0 -1.3 0.4 1.4 1.6 0.5 1.3 1.9 -0.4
2005
 - - 0.3 -1.9 1.1 1.3

Portofolio Returns, up to September 2018, 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:

  • ESGV - Vanguard ESG U.S. Stock ETF: simulated historical serie, up to September 2018
  • NUBD - Nuveen ESG U.S. Aggregate Bond ETF: simulated historical serie, up to October 2017

Portfolio efficiency

Compared to the Stocks/Bonds 40/60 ESG Portfolio, the following portfolios granted a higher return over 15 Years and a less severe drawdown at the same time.

Swipe left to see all data
15 Years Stats (%)
% Allocation
Portfolio Return▾ Dev.Std Drawdown Stocks Bonds Comm
Golden Butterfly
 +6.55 8.48 -17.79 40 40 20
Stocks/Bonds 40/60
 +5.95 7.61 -18.63 40 60 0
Stocks/Bonds 40/60 Momentum
 +5.83 7.61 -21.11 40 60 0
Stocks/Bonds 40/60 ESG
 +5.74 8.50 -22.88 40 60 0

The following portfolios share asset allocation strategy and/or similar asset weights.

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5 Years Stats (%)
% Allocation
Portfolio Return▾ Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 40/60 with Bitcoin
 +6.31 10.21 -19.39 39 59 2
Stocks/Bonds 40/60 2x Leveraged
 +6.01 17.43 -36.46 40 60 0
Stocks/Bonds 40/60
 +4.87 9.47 -18.63 40 60 0
Stocks/Bonds 40/60 ESG
 +4.49 9.27 -19.76 40 60 0
Stocks/Bonds 40/60 Momentum
 +3.50 9.38 -21.11 40 60 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 15 Years and Medium Risk categorization.

Swipe left to see all data
15 Years Stats (%)
% Allocation
Portfolio Return▾ Dev.Std Drawdown Stocks Bonds Comm
Couch Potato
Scott Burns 		+6.74 9.74 -26.81 50 50 0
Stocks/Bonds 40/60
 +5.95 7.61 -18.63 40 60 0
Stocks/Bonds 40/60 Momentum
 +5.83 7.61 -21.11 40 60 0
One-Decision Portfolio
Marvin Appel 		+5.67 9.99 -29.59 50 50 0
All Weather Portfolio
Ray Dalio 		+5.67 8.12 -20.19 30 55 15
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