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

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

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

In the last 10 years, the portfolio obtained a 9.77% compound annual return, with a 7.60% standard deviation (Last Update: October 2019).

Asset Allocation and ETFs

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

        60% Stocks
      
        40% Fixed Income
      
        0% Commodities

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

Weight		Ticker	ETF Name	Investment Themes
60.00 %		VTI	Vanguard Total Stock Market	Equity, U.S., Large Cap
40.00 %		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 60/40 Portfolio - Historical returns and stats:

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Range	Returns Oct 2019	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+1.43%		0.00%	1 - 0
YTD	+17.06%		-3.41% May 2019 - May 2019	8 - 2
1Y	+12.96%	9.78%	-4.91% Dec 2018 - Dec 2018	9 - 3
3Y	+10.07% annualized	7.35%	-8.37% Sep 2018 - Dec 2018	28 - 8
5Y	+7.55% annualized	7.22%	-8.37% Sep 2018 - Dec 2018	44 - 16
10Y	+9.77% annualized	7.60%	-8.98% May 2011 - Sep 2011	87 - 33
MAX Dec 1986	+8.87% annualized	9.22%	-30.54% Nov 2007 - Feb 2009	266 - 128

* Annualized St.Dev. of monthly returns

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

Portfolio	10Y Return ▾	#ETF	Stocks	Bonds
Simple Path to Wealth JL Collins	+11.25%	2	75	25
Talmud Portfolio Roger Gibson	+10.47%	3	66.67	33.33
Yale Endowment David Swensen	+9.84%	6	70	30
Stocks/Bonds 60/40	+9.77%	2	60	40
Family Taxable Portfolio Ted Aronson	+9.04%	11	70	30

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
-8.98%	May 2011	Sep 2011	5	Jan 2012	4	9
-8.37%	Sep 2018	Dec 2018	4	Mar 2019	3	7
-7.13%	May 2010	Jun 2010	2	Sep 2010	3	5
-5.23%	Jun 2015	Sep 2015	4	Apr 2016	7	11
-3.67%	Feb 2018	Apr 2018	3	Jul 2018	3	6
-3.54%	May 2012	May 2012	1	Aug 2012	3	4
-3.41%	May 2019	May 2019	1	Jun 2019	1	2
-2.27%	Aug 2013	Aug 2013	1	Sep 2013	1	2
-1.70%	Oct 2016	Oct 2016	1	Dec 2016	2	3
-1.63%	Jan 2010	Jan 2010	1	Feb 2010	1	2
-1.51%	Jun 2013	Jun 2013	1	Jul 2013	1	2
-1.50%	Sep 2014	Sep 2014	1	Oct 2014	1	2
-1.32%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-1.28%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-1.17%	Oct 2012	Oct 2012	1	Jan 2013	3	4
-0.68%	Jan 2015	Jan 2015	1	Feb 2015	1	2
-0.48%	Mar 2015	Mar 2015	1	May 2015	2	3
-0.29%	Aug 2019	Aug 2019	1	Sep 2019	1	2

Worst drawdowns since December 1986.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-30.54%	Nov 2007	Feb 2009	16	Oct 2010	20	36
-21.55%	Sep 2000	Sep 2002	25	Jan 2004	16	41
-19.17%	Sep 1987	Nov 1987	3	Jan 1989	14	17
-10.18%	Jul 1998	Aug 1998	2	Nov 1998	3	5
-8.98%	May 2011	Sep 2011	5	Jan 2012	4	9
-8.51%	Jul 1990	Oct 1990	4	Jan 1991	3	7
-8.37%	Sep 2018	Dec 2018	4	Mar 2019	3	7
-6.47%	Feb 1994	Jun 1994	5	Feb 1995	8	13
-5.35%	Apr 2000	May 2000	2	Aug 2000	3	5
-5.23%	Jun 2015	Sep 2015	4	Apr 2016	7	11
-4.96%	Jan 1990	Jan 1990	1	May 1990	4	5
-3.76%	Jul 1999	Sep 1999	3	Oct 1999	1	4
-3.67%	Feb 2018	Apr 2018	3	Jul 2018	3	6
-3.54%	May 2012	May 2012	1	Aug 2012	3	4
-3.41%	May 2019	May 2019	1	Jun 2019	1	2
-3.33%	Jun 1996	Jul 1996	2	Sep 1996	2	4
-3.12%	Feb 1997	Mar 1997	2	Apr 1997	1	3
-3.07%	Jun 2007	Jul 2007	2	Sep 2007	2	4
-2.96%	Feb 1999	Feb 1999	1	Apr 1999	2	3
-2.86%	Jun 1991	Jun 1991	1	Jul 1991	1	2

Rolling Returns

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

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+9.06%	+35.19% Mar 2009 - Feb 2010	-25.46% Mar 2008 - Feb 2009	17.49%
2 Years	+9.02%	+25.48% Mar 2009 - Feb 2011	-13.47% Mar 2007 - Feb 2009	11.05%
3 Years	+8.91%	+22.00% Apr 1995 - Mar 1998	-6.40% Mar 2006 - Feb 2009	8.64%
5 Years	+8.82%	+19.17% Jan 1995 - Dec 1999	-1.44% Mar 2004 - Feb 2009	0.60%
7 Years	+8.68%	+15.78% Oct 1990 - Sep 1997	+0.82% Mar 2002 - Feb 2009	0.00%
10 Years	+8.44%	+14.59% Oct 1990 - Sep 2000	+1.34% Mar 1999 - Feb 2009	0.00%
15 Years	+7.86%	+11.00% Jan 1987 - Dec 2001	+5.21% 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	+17.06%	5.6	2.2	1.6	2.4	-3.4	4.8	0.9	-0.3	0.9	1.4
2018	-3.17%	2.6	-2.7	-0.9	-0.1	1.9	0.4	2.0	2.4	-0.1	-5.0	1.5	-4.9
2017	+14.15%	1.2	2.5	0.0	1.0	0.9	0.6	1.3	0.4	1.3	1.3	1.9	0.9
2016	+8.71%	-3.0	0.4	4.5	0.6	1.0	1.0	2.6	0.0	0.2	-1.7	1.7	1.4
2015	+0.44%	-0.7	2.8	-0.5	0.2	0.6	-1.5	1.4	-3.8	-1.4	4.6	0.2	-1.4
2014	+9.85%	-1.3	3.1	0.2	0.4	1.7	1.6	-1.3	3.0	-1.5	2.0	1.8	0.0
2013	+19.23%	3.0	1.0	2.5	1.4	0.8	-1.5	3.8	-2.3	2.9	3.1	1.7	1.6
2012	+11.13%	3.3	2.6	1.7	0.0	-3.5	2.5	1.0	1.7	1.6	-1.2	0.6	0.5
2011	+3.75%	1.3	2.4	0.2	2.3	-0.2	-1.2	-0.7	-3.0	-4.1	6.4	-0.2	1.1
2010	+12.93%	-1.6	2.2	3.7	1.8	-4.4	-2.9	4.4	-2.1	5.4	2.5	0.0	3.8
2009	+18.79%	-5.7	-6.4	5.1	6.5	3.6	0.5	5.2	2.7	3.0	-1.6	4.1	1.3
2008	-19.44%	-3.2	-1.4	-0.3	2.7	0.8	-4.8	-0.4	1.2	-5.5	-10.9	-2.1	3.5
2007	+5.99%	1.1	-0.4	0.7	2.6	2.0	-1.2	-1.9	1.4	2.6	1.5	-2.0	-0.3
2006	+11.12%	1.9	0.3	0.9	0.5	-2.0	0.1	0.5	2.0	1.7	2.4	1.9	0.6
2005	+4.74%	-1.2	1.0	-1.3	-0.8	2.7	0.7	2.2	-0.1	0.0	-1.7	3.0	0.4
2004	+9.37%	1.9	1.3	-0.3	-2.4	0.7	1.5	-1.8	0.8	1.1	1.4	2.5	2.5
2003	+20.04%	-1.6	-0.4	0.4	5.4	4.3	1.0	0.2	1.7	0.3	3.4	1.1	2.9
2002	-8.98%	-0.3	-0.7	1.6	-2.0	-0.5	-3.9	-4.5	1.2	-4.7	3.5	3.2	-1.8
2001	-3.21%	3.0	-5.3	-3.7	4.4	0.9	-0.7	-0.0	-2.9	-4.5	2.2	3.4	0.7
2000	-1.79%	-2.6	2.0	3.9	-3.3	-2.1	3.5	-0.8	4.8	-2.5	-1.0	-5.0	1.8
1999	+13.98%	2.5	-3.0	2.6	3.0	-1.6	3.0	-2.2	-0.6	-1.0	4.0	2.2	4.6
1998	+17.39%	0.8	4.4	3.2	0.9	-1.3	2.5	-1.3	-9.0	4.7	4.2	3.9	4.1
1997	+22.37%	3.4	-0.0	-3.1	3.3	4.7	3.2	5.9	-2.7	4.2	-1.7	2.2	1.5
1996	+14.01%	1.9	0.3	0.4	1.3	1.6	-0.1	-3.3	1.8	4.0	1.7	4.9	-1.1
1995	+28.74%	2.1	3.3	1.9	2.0	3.7	2.1	2.4	1.1	2.6	-0.2	3.2	1.5
1994	-1.16%	2.4	-2.1	-3.6	0.2	0.6	-1.7	2.6	2.7	-1.7	0.9	-2.3	1.1
1993	+10.25%	1.3	1.1	1.6	-1.4	1.9	1.1	0.1	3.0	0.2	1.1	-1.4	1.3
1992	+8.32%	-0.6	1.0	-1.7	1.1	1.1	-0.6	3.1	-0.8	1.2	0.2	2.5	1.7
1991	+25.53%	3.4	4.5	2.1	0.6	2.7	-2.9	3.5	2.4	-0.0	1.4	-2.1	7.7
1990	-0.19%	-5.0	1.3	1.5	-2.1	6.4	0.3	-0.2	-5.8	-2.7	-0.0	4.5	2.3
1989	+22.33%	4.3	-1.4	1.4	3.7	3.4	1.0	5.5	0.8	0.0	-0.9	1.3	1.4
1988	+13.33%	3.9	3.6	-1.3	0.5	-0.4	4.1	-0.6	-1.7	3.1	1.6	-1.3	1.4
1987	+2.18%	8.2	3.2	1.2	-2.1	0.2	3.2	3.0	2.3	-2.1	-13.9	-4.1	5.0

* 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