Stocks/Bonds 40/60 Portfolio: ETF allocation and returns

The Stocks/Bonds 40/60 Portfolio is exposed for 40% on the Stock Market .

It's a Medium Risk portfolio and it can be replicated with 2 ETFs.

In the last 10 years, the portfolio obtained a 7.76% compound annual return, with a 5.13% standard deviation (Last Update: October 2019).

Asset Allocation and ETFs

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

        40% Stocks
      
        60% Fixed Income
      
        0% Commodities

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

Weight		Ticker	ETF Name	Investment Themes
40.00 %		VTI	Vanguard Total Stock Market	Equity, U.S., Large Cap
60.00 %		BND	Vanguard Total Bond Market	Bond, U.S., All-Term

Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

Historical Returns

Stocks/Bonds 40/60 Portfolio - Historical returns and stats:

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Range	Returns Oct 2019	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+1.07%		0.00%	1 - 0
YTD	+14.36%		-1.77% May 2019 - May 2019	9 - 1
1Y	+12.61%	6.30%	-2.71% Dec 2018 - Dec 2018	10 - 2
3Y	+7.83% annualized	5.06%	-5.37% Sep 2018 - Dec 2018	29 - 7
5Y	+6.13% annualized	4.97%	-5.37% Sep 2018 - Dec 2018	45 - 15
10Y	+7.76% annualized	5.13%	-5.37% Sep 2018 - Dec 2018	88 - 32
MAX Dec 1986	+7.98% annualized	6.59%	-19.17% Nov 2007 - Feb 2009	276 - 118

* Annualized St.Dev. of monthly returns

Best Medium Risk Porftolios, ordered by 10Y annualized return.

Portfolio	10Y Return ▾	#ETF	Stocks	Bonds	Comm.
Couch Potato Scott Burns	+8.64%	2	50	50	0
Stocks/Bonds 40/60	+7.76%	2	40	60	0
All Weather Portfolio Ray Dalio	+7.65%	5	30	55	15
Edge Select Moderately Conservative Merrill Lynch	+6.93%	12	37	63	0
Lifepath Fund iShares	+6.71%	6	40.42	59.58	0

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since October 2009.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-5.37%	Sep 2018	Dec 2018	4	Mar 2019	3	7
-4.75%	Jun 2011	Sep 2011	4	Dec 2011	3	7
-3.96%	May 2010	Jun 2010	2	Sep 2010	3	5
-3.41%	Jun 2015	Sep 2015	4	Mar 2016	6	10
-2.87%	Feb 2018	Apr 2018	3	Jul 2018	3	6
-2.11%	May 2012	May 2012	1	Jul 2012	2	3
-1.84%	Aug 2013	Aug 2013	1	Sep 2013	1	2
-1.77%	May 2019	May 2019	1	Jun 2019	1	2
-1.61%	May 2013	Jun 2013	2	Jul 2013	1	3
-1.45%	Oct 2016	Oct 2016	1	Jan 2017	3	4
-1.20%	Sep 2014	Sep 2014	1	Oct 2014	1	2
-0.98%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-0.83%	Oct 2012	Oct 2012	1	Jan 2013	3	4
-0.66%	Jan 2010	Jan 2010	1	Feb 2010	1	2
-0.34%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-0.20%	Nov 2010	Nov 2010	1	Dec 2010	1	2
-0.14%	Mar 2015	Mar 2015	1	May 2015	2	3
-0.10%	Aug 2016	Aug 2016	1	Sep 2016	1	2

Worst drawdowns since December 1986.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-19.17%	Nov 2007	Feb 2009	16	Nov 2009	9	25
-13.08%	Sep 1987	Nov 1987	3	Oct 1988	11	14
-8.59%	Sep 2000	Sep 2002	25	May 2003	8	33
-6.25%	Jul 1998	Aug 1998	2	Nov 1998	3	5
-5.99%	Feb 1994	Jun 1994	5	Feb 1995	8	13
-5.70%	Aug 1990	Sep 1990	2	Dec 1990	3	5
-5.37%	Sep 2018	Dec 2018	4	Mar 2019	3	7
-4.75%	Jun 2011	Sep 2011	4	Dec 2011	3	7
-3.96%	May 2010	Jun 2010	2	Sep 2010	3	5
-3.94%	Jan 1990	Jan 1990	1	May 1990	4	5
-3.79%	Apr 2000	May 2000	2	Aug 2000	3	5
-3.41%	Jun 2015	Sep 2015	4	Mar 2016	6	10
-2.87%	Feb 2018	Apr 2018	3	Jul 2018	3	6
-2.57%	Feb 1999	Feb 1999	1	Apr 1999	2	3
-2.46%	Apr 2004	Apr 2004	1	Sep 2004	5	6
-2.45%	Apr 1987	May 1987	2	Jun 1987	1	3
-2.41%	Mar 1997	Mar 1997	1	Apr 1997	1	2
-2.32%	Jul 1999	Sep 1999	3	Oct 1999	1	4
-2.15%	Jul 1996	Jul 1996	1	Sep 1996	2	3
-2.12%	Aug 1997	Aug 1997	1	Sep 1997	1	2

Rolling Returns

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

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+8.05%	+25.63% Mar 2009 - Feb 2010	-16.25% Mar 2008 - Feb 2009	12.01%
2 Years	+8.06%	+18.91% Mar 2009 - Feb 2011	-7.31% Mar 2007 - Feb 2009	6.20%
3 Years	+8.02%	+17.79% Jan 1995 - Dec 1997	-2.41% Mar 2006 - Feb 2009	1.95%
5 Years	+7.99%	+15.33% Jan 1995 - Dec 1999	+0.55% Mar 2004 - Feb 2009	0.00%
7 Years	+7.89%	+13.48% Oct 1990 - Sep 1997	+2.31% Mar 2002 - Feb 2009	0.00%
10 Years	+7.76%	+12.59% Jan 1989 - Dec 1998	+2.89% Mar 1999 - Feb 2009	0.00%
15 Years	+7.37%	+10.02% Jan 1987 - Dec 2001	+5.31% Sep 2000 - Aug 2015	0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2019	+14.36%	4.1	1.4	1.7	1.7	-1.8	3.7	0.7	0.7	0.4	1.1
2018	-2.15%	1.4	-2.2	-0.4	-0.3	1.5	0.3	1.4	1.8	-0.2	-3.7	1.2	-2.7
2017	+10.63%	0.9	1.9	0.0	0.9	0.8	0.4	1.0	0.6	0.7	0.9	1.2	0.8
2016	+6.64%	-1.6	0.5	3.3	0.5	0.7	1.3	1.9	-0.1	0.2	-1.5	0.3	1.0
2015	+0.48%	0.4	1.4	-0.1	0.1	0.2	-1.3	1.2	-2.6	-0.7	3.1	0.0	-1.0
2014	+8.51%	-0.3	2.2	0.1	0.5	1.5	1.1	-1.0	2.4	-1.2	1.5	1.5	0.0
2013	+12.12%	1.8	0.9	1.7	1.3	-0.1	-1.6	2.7	-1.8	2.4	2.4	1.1	0.9
2012	+8.47%	2.4	1.8	1.0	0.4	-2.1	1.7	1.1	1.2	1.2	-0.8	0.5	0.0
2011	+5.14%	0.9	1.7	0.1	2.1	0.2	-1.0	0.0	-1.4	-2.5	4.2	-0.2	1.1
2010	+10.69%	-0.7	1.5	2.4	1.5	-2.6	-1.4	3.2	-0.9	3.5	1.8	-0.2	2.2
2009	+13.74%	-4.5	-4.4	3.7	4.4	2.6	0.5	4.0	2.2	2.4	-1.0	3.2	0.5
2008	-10.67%	-1.7	-0.9	-0.1	1.6	0.2	-3.2	-0.2	1.1	-3.8	-8.0	0.2	4.2
2007	+6.30%	0.7	0.2	0.5	1.9	1.1	-1.0	-1.0	1.4	2.0	1.3	-0.8	-0.2
2006	+8.84%	1.2	0.3	0.2	0.3	-1.4	0.1	0.8	1.9	1.4	1.9	1.6	0.2
2005	+3.96%	-0.6	0.4	-1.0	-0.1	2.2	0.6	1.1	0.4	-0.3	-1.4	2.1	0.6
2004	+7.66%	1.6	1.2	0.1	-2.5	0.3	1.2	-0.9	1.2	0.8	1.2	1.4	2.0
2003	+14.68%	-1.1	0.2	0.2	3.9	3.5	0.6	-1.0	1.4	1.1	2.1	0.8	2.3
2002	-3.23%	0.1	-0.2	0.5	-0.8	-0.1	-2.5	-2.7	1.4	-2.5	1.9	2.0	-0.4
2001	+0.67%	2.6	-3.3	-2.2	2.7	0.8	-0.3	0.7	-1.5	-2.6	2.1	1.6	0.2
2000	+2.61%	-1.8	1.7	3.1	-2.4	-1.4	3.0	-0.2	3.7	-1.4	-0.4	-2.7	1.8
1999	+9.07%	1.9	-2.6	1.9	2.2	-1.3	1.8	-1.6	-0.4	-0.3	2.8	1.5	3.0
1998	+14.45%	1.0	2.9	2.3	0.8	-0.6	2.0	-0.8	-5.5	3.7	2.6	2.8	2.9
1997	+18.06%	2.3	0.0	-2.4	2.7	3.4	2.5	5.0	-2.1	3.3	-0.7	1.6	1.3
1996	+10.53%	1.4	-0.4	0.0	0.7	1.0	0.4	-2.2	1.2	3.3	1.9	3.9	-1.0
1995	+25.22%	2.0	2.9	1.5	1.8	3.8	1.6	1.5	1.1	2.1	0.3	2.6	1.5
1994	-1.66%	2.1	-2.0	-3.2	-0.2	0.4	-1.2	2.3	1.9	-1.6	0.6	-1.6	1.0
1993	+10.06%	1.5	1.4	1.2	-0.7	1.3	1.3	0.3	2.6	0.2	0.8	-1.2	1.1
1992	+7.93%	-0.8	0.9	-1.3	1.0	1.3	0.1	2.7	-0.2	1.2	-0.3	1.6	1.6
1991	+22.10%	2.7	3.3	1.6	0.7	2.1	-2.0	2.8	2.3	0.6	1.3	-1.2	6.2
1990	+2.76%	-3.9	1.1	1.0	-1.7	5.2	0.7	0.3	-4.3	-1.5	0.5	3.7	2.0
1989	+19.43%	3.2	-1.1	1.0	3.2	3.1	1.6	4.5	0.1	0.2	0.2	1.1	1.2
1988	+11.34%	3.6	2.8	-1.3	0.1	-0.6	3.6	-0.6	-1.1	2.8	1.5	-1.2	1.1
1987	+1.97%	5.9	2.4	0.6	-2.4	-0.0	2.7	2.0	1.4	-2.2	-8.9	-2.5	3.8

* Note:
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