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)
0.37%
1 Day
Nov 29 2022, 04:00PM Eastern Time
2.87%
Current Month
November 2022

The Total Bond US Portfolio is a Low Risk portfolio and can be implemented with 1 ETF.

It's exposed for 0% on the Stock Market.

In the last 30 Years, the Total Bond US Portfolio obtained a 4.32% compound annual return, with a 3.97% standard deviation.

Asset Allocation and ETFs

The Total Bond US Portfolio has the following asset allocation:

0% Stocks
100% Fixed Income
0% Commodities

The Total Bond US Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
100.00 %
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 Total Bond US Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
TOTAL BOND US 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)
Total Bond US Portfolio -0.37 2.87 -1.16 -6.55 -15.59 -0.50 0.65 4.32 4.48
US Inflation Adjusted return -1.56 -9.34 -21.66 -4.19 -1.86 1.77 2.32
Components
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 Total Bond US Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
TOTAL BOND US 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 (%)
-1.16 -7.94 -6.55 -15.59 -3.73 -0.50 0.65 2.91 4.32 4.48
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 (%)
-1.56 -8.48 -9.34 -21.66 -8.33 -4.19 -1.86 0.39 1.77 2.32
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 6.47 5.55 4.97 4.15 4.06 3.97 4.31
Sharpe Ratio -2.52 -0.75 -0.30 0.03 0.45 0.54 0.11
Sortino Ratio -3.75 -0.99 -0.40 0.04 0.61 0.73 0.17
MAXIMUM DRAWDOWN
Drawdown Depth (%) -15.77 -17.28 -17.28 -17.28 -17.28 -17.28 -17.28
Start (yyyy mm) 2021 12 2020 08 2020 08 2020 08 2020 08 2020 08 2020 08
Bottom (yyyy mm) 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10
Start to Bottom (# months) 11 27 27 27 27 27 27
Start to Recovery (# months) in progress
> 11
> 27
> 27
> 27
> 27
> 27
> 27
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 34.57 19.06 20.18 13.97 10.77 8.93
Worst Return (%) -15.59 -3.73 -0.50 0.65 1.73 2.18
% Positive Periods 87% 99% 100% 100% 100% 100%
MONTHS
Positive 0 0 2 3 16 29 65 149 235 1248
Negative 1 3 4 9 20 31 55 91 125 574
% Positive 0% 0% 33% 25% 44% 48% 54% 62% 65% 68%
WITHDRAWAL RATES (WR)
Safe WR (%) 33.66 20.64 10.22 6.07 5.35 4.14
Perpetual WR (%) 0.00 0.00 0.00 0.39 1.74 2.27
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 Dividends

In 2021, the Total Bond US Portfolio granted a 2.06% dividend yield. If you are interested in getting periodic income, please refer to the Total Bond US Portfolio: Dividend Yield page.

Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 1992, now would be worth 3557.46$, with a total return of 255.75% (4.32% annualized).

The Inflation Adjusted Capital now would be 1692.71$, with a net total return of 69.27% (1.77% annualized).
An investment of 1000$, since January 1871, now would be worth 775055.36$, with a total return of 77405.54% (4.48% annualized).

The Inflation Adjusted Capital now would be 32439.65$, with a net total return of 3143.96% (2.32% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-17.28% Aug 2020 Oct 2022 27 in progress 27
-5.01% Feb 1994 Jun 1994 5 Mar 1995 9 14
-4.01% May 2013 Aug 2013 4 May 2014 9 13
-3.88% Apr 2008 Oct 2008 7 Dec 2008 2 9
-3.68% Aug 2016 Nov 2016 4 Aug 2017 9 13
-3.47% Jun 2003 Jul 2003 2 Jan 2004 6 8
-3.16% Feb 1996 May 1996 4 Oct 1996 5 9
-3.03% Apr 2004 May 2004 2 Aug 2004 3 5
-2.67% Feb 2015 Jun 2015 5 Feb 2016 8 13
-2.65% Jan 2009 Feb 2009 2 Jun 2009 4 6
-2.64% Feb 1999 Aug 1999 7 Mar 2000 7 14
-2.63% Sep 2017 Oct 2018 14 Jan 2019 3 17
-1.91% Nov 2001 Dec 2001 2 May 2002 5 7
-1.90% Sep 2005 Oct 2005 2 Aug 2006 10 12
-1.70% Nov 2010 Dec 2010 2 May 2011 5 7
-1.56% Dec 2012 Jan 2013 2 Apr 2013 3 5
-1.47% Dec 1996 Mar 1997 4 Apr 1997 1 5
-1.45% Dec 2009 Dec 2009 1 Feb 2010 2 3
-1.43% Mar 2020 Mar 2020 1 Apr 2020 1 2
-1.16% May 2007 Jun 2007 2 Aug 2007 2 4
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-17.28% Aug 2020 Oct 2022 27 in progress 27
-10.70% Jul 1979 Feb 1980 8 Apr 1980 2 10
-8.66% May 1958 Sep 1959 17 Jul 1960 10 27
-8.66% Jul 1980 Aug 1981 14 Nov 1981 3 17
-8.40% Jul 1895 Aug 1896 14 Jan 1897 5 19
-7.91% Apr 1971 Jul 1971 4 Oct 1971 3 7
-6.88% Aug 1968 Sep 1969 14 Feb 1970 5 19
-6.76% Sep 1931 Jan 1932 5 Jun 1932 5 10
-5.95% Mar 1970 May 1970 3 Sep 1970 4 7
-5.87% Jul 1873 Oct 1873 4 Feb 1874 4 8
-5.86% Mar 1987 Sep 1987 7 Jan 1988 4 11
-5.80% Feb 1898 Apr 1898 3 Jul 1898 3 6
-5.01% Feb 1994 Jun 1994 5 Mar 1995 9 14
-4.92% Aug 1939 Sep 1939 2 Mar 1940 6 8
-4.69% Jul 1871 Feb 1872 8 Jun 1872 4 12
-4.66% Feb 1984 May 1984 4 Jul 1984 2 6
-4.62% Jun 1902 Jul 1902 2 Oct 1902 3 5
-4.28% Nov 1919 May 1920 7 Oct 1920 5 12
-4.27% Apr 1967 Nov 1967 8 Jan 1968 2 10
-4.13% Aug 1907 Dec 1907 5 Mar 1908 3 8

Rolling Returns ( more details)

Total Bond US Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
4.67 34.57
Oct 1981 - Sep 1982
-15.59
Nov 2021 - Oct 2022
13.25%
2 Years
4.68 25.05
Jul 1984 - Jun 1986
-8.32
Nov 2020 - Oct 2022
3.11%
3 Years
4.69 19.06
Jul 1982 - Jun 1985
-3.73
Nov 2019 - Oct 2022
0.90%
5 Years
4.67 20.18
Sep 1981 - Aug 1986
-0.50
Nov 2017 - Oct 2022
0.17%
7 Years
4.66 15.97
Mar 1980 - Feb 1987
0.36
Nov 2015 - Oct 2022
0.00%
10 Years
4.67 13.97
Oct 1981 - Sep 1991
0.65
Nov 2012 - Oct 2022
0.00%
15 Years
4.68 11.71
Oct 1981 - Sep 1996
1.40
Feb 1945 - Jan 1960
0.00%
20 Years
4.70 10.77
Oct 1981 - Sep 2001
1.73
Aug 1939 - Jul 1959
0.00%
30 Years
4.71 8.93
Sep 1981 - Aug 2011
2.18
Jan 1940 - Dec 1969
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 Total Bond US Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Total Bond US 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
-0.21
40%
-0.43
20%
-0.57
40%
-0.25
40%
0.83
100%
0.22
60%
1.02
80%
-0.10
40%
-1.28
0%
-0.44
40%
0.38
60%
0.44
60%
 Capital Growth on monthly avg returns
100
99.79
99.36
98.80
98.55
99.37
99.59
100.61
100.51
99.23
98.79
99.17
99.60
Best 2.0
2020
1.7
2020
1.9
2019
2.8
2020
1.8
2019
1.2
2019
2.4
2022
2.8
2019
-0.1
2020
0.3
2019
1.2
2020
1.9
2018
Worst -2.1
2022
-1.5
2021
-2.8
2022
-4.0
2022
0.2
2021
-1.7
2022
0.0
2018
-2.8
2022
-4.2
2022
-1.2
2022
-0.1
2017
-0.3
2021
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
0.36
60%
-0.10
50%
-0.15
50%
0.15
60%
0.35
70%
0.05
60%
0.71
80%
0.01
40%
-0.54
30%
-0.16
50%
-0.03
50%
0.09
50%
 Capital Growth on monthly avg returns
100
100.36
100.26
100.11
100.25
100.60
100.65
101.37
101.38
100.83
100.67
100.65
100.74
Best 2.4
2015
1.7
2020
1.9
2019
2.8
2020
1.8
2019
2.0
2016
2.4
2022
2.8
2019
1.1
2013
0.9
2013
1.2
2020
1.9
2018
Worst -2.1
2022
-1.5
2021
-2.8
2022
-4.0
2022
-1.9
2013
-1.7
2022
-0.3
2014
-2.8
2022
-4.2
2022
-1.2
2022
-2.6
2016
-0.9
2012
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
0.29
68%
0.37
72%
0.35
72%
0.33
68%
0.45
70%
0.41
70%
0.17
61%
0.26
62%
0.39
68%
0.39
69%
0.61
72%
0.47
70%
 Capital Growth on monthly avg returns
100
100.29
100.66
101.02
101.35
101.80
102.21
102.38
102.65
103.05
103.46
104.09
104.58
Best 5.5
1968
6.9
1970
5.0
1971
10.5
1980
5.7
1985
3.1
1986
4.5
1982
5.1
1982
4.6
1982
6.5
1981
8.4
1981
5.3
1873
Worst -3.1
1896
-7.5
1980
-2.9
1898
-4.8
1970
-3.2
1984
-2.5
1967
-3.4
1875
-5.0
1980
-4.2
2022
-5.7
1979
-2.6
2016
-3.1
1969
Monthly Seasonality over the period Jan 1871 - Oct 2022

Monthly/Yearly Returns

Total Bond US 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
1248 Positive Months (68%) - 574 Negative Months (32%)
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
-15.50 -20.95 -2.1 -1.1 -2.8 -4.0 0.8 -1.7 2.4 -2.8 -4.2 -1.2
2021
-1.86 -8.31 -0.9 -1.5 -1.3 0.9 0.2 0.9 1.2 -0.2 -1.0 0.1 0.2 -0.3
2020
+7.71 +6.27 2.0 1.7 -1.4 2.8 0.7 0.7 1.5 -0.9 -0.1 -0.6 1.2 0.2
2019
+8.83 +6.40 1.1 -0.1 1.9 0.0 1.8 1.2 0.1 2.8 -0.6 0.3 0.0 -0.1
2018
-0.12 -1.99 -1.2 -1.0 0.7 -0.9 0.7 0.0 0.0 0.7 -0.5 -0.9 0.6 1.9
2017
+3.57 +1.43 0.2 0.6 0.0 0.8 0.7 0.1 0.4 0.9 -0.5 0.0 -0.1 0.5
2016
+2.52 +0.44 1.2 0.9 0.9 0.4 0.0 2.0 0.6 -0.3 0.1 -0.9 -2.6 0.3
2015
+0.56 -0.17 2.4 -1.3 0.5 -0.3 -0.5 -1.1 0.9 -0.2 0.8 0.0 -0.4 -0.2
2014
+5.82 +5.02 1.5 0.5 -0.2 0.8 1.1 0.1 -0.3 1.1 -0.6 0.7 0.8 0.1
2013
-2.10 -3.55 -0.7 0.5 0.1 1.0 -1.9 -1.6 0.4 -0.9 1.1 0.9 -0.3 -0.6
2012
+3.16 +1.39 0.6 0.0 -0.5 1.1 0.9 0.1 1.2 0.2 0.2 -0.1 0.3 -0.9
2011
+7.92 +4.82 0.1 0.3 -0.1 1.5 1.2 -0.4 1.6 1.7 0.7 0.1 -0.1 1.2
2010
+6.20 +4.63 1.3 0.3 -0.2 1.1 1.1 1.5 0.9 1.6 0.0 0.3 -0.7 -1.0
2009
+3.64 +0.89 -2.1 -0.6 1.1 0.5 0.7 0.6 1.3 1.0 1.0 0.3 1.3 -1.4
2008
+6.86 +6.76 1.3 0.1 0.4 -0.3 -1.0 0.0 0.0 0.8 -0.5 -2.9 3.9 5.1
2007
+6.92 +2.73 -0.1 1.5 0.0 0.5 -0.8 -0.4 0.8 1.3 0.7 0.9 1.9 0.2
2006
+4.27 +1.69 -0.1 0.4 -1.0 -0.2 -0.1 0.1 1.3 1.6 0.8 0.7 1.1 -0.5
2005
+2.40 -0.99 0.7 -0.6 -0.5 1.4 1.1 0.6 -1.0 1.4 -1.1 -0.8 0.5 1.0
2004
+4.24 +0.95 0.9 1.0 0.8 -2.6 -0.4 0.6 1.0 1.9 0.2 0.8 -0.8 0.9
2003
+3.97 +2.06 0.1 1.4 -0.1 0.9 1.8 -0.1 -3.3 0.6 2.7 -1.0 0.3 0.9
2002
+8.26 +5.74 0.7 0.9 -1.5 1.7 0.8 0.3 0.5 1.7 1.5 -0.6 0.0 2.1
2001
+8.43 +6.77 1.8 0.9 0.5 -0.5 0.7 0.5 2.2 1.1 0.9 1.9 -1.3 -0.6
2000
+11.39 +7.74 -0.2 1.2 1.4 -0.5 -0.2 2.1 0.9 1.4 0.8 0.6 1.6 1.8
1999
-0.76 -3.35 0.8 -1.8 0.6 0.4 -0.8 -0.5 -0.4 -0.1 1.3 0.3 0.0 -0.5
1998
+8.58 +6.86 1.3 -0.1 0.3 0.5 1.0 0.8 0.2 1.9 2.0 -0.6 0.5 0.4
1997
+9.44 +7.61 0.2 0.1 -1.0 1.5 0.9 1.2 2.8 -0.9 1.4 1.4 0.3 1.0
1996
+3.58 +0.25 0.6 -1.8 -0.8 -0.5 -0.2 1.3 0.2 -0.2 1.7 2.2 1.8 -0.9
1995
+18.18 +15.26 1.9 2.2 0.7 1.3 4.0 0.7 -0.3 1.2 1.0 1.5 1.4 1.4
1994
-2.66 -5.19 1.4 -1.8 -2.3 -0.8 0.0 -0.2 1.8 0.1 -1.4 -0.1 -0.2 0.8
1993
+9.68 +6.75 1.8 2.0 0.4 0.7 0.1 1.8 0.6 1.7 0.4 0.3 -1.0 0.5
1992
+7.14 +4.12 -1.4 0.6 -0.5 0.7 1.8 1.3 1.9 1.0 1.3 -1.2 0.0 1.5
1991
+15.25 +11.82 1.1 0.8 0.7 1.0 0.7 -0.1 1.3 2.0 2.0 1.0 0.7 3.0
1990
+8.65 +2.40 -1.9 0.8 0.1 -0.9 2.9 1.6 1.3 -1.2 0.7 1.5 2.2 1.5
1989
+13.64 +8.60 0.9 -0.6 0.3 2.0 2.5 2.9 2.2 -1.6 0.5 2.5 0.7 0.7
1988
+7.35 +2.81 3.1 1.2 -1.1 -0.6 -1.0 2.7 -0.5 0.2 2.2 1.5 -0.9 0.4
1987
+1.54 -2.78 1.3 0.5 -0.6 -3.2 -0.4 1.4 -0.1 -0.8 -2.3 3.5 0.7 1.6
1986
+15.10 +13.85 0.5 3.2 3.6 0.7 -2.1 3.1 1.5 3.2 -1.9 1.5 1.0 -0.1
1985
+22.24 +17.77 2.1 -2.0 1.9 2.4 5.7 0.9 -0.5 1.8 0.9 1.8 2.4 3.1
1984
+15.01 +10.65 1.8 -0.5 -1.0 0.0 -3.2 1.3 4.3 1.4 2.1 4.3 2.2 1.6
1983
+5.22 +1.38 0.0 2.7 -0.9 2.4 -1.7 0.1 -2.2 0.2 3.2 0.2 1.1 0.2
1982
+31.13 +26.30 0.2 1.6 0.2 2.9 1.7 -1.9 4.5 5.1 4.6 5.2 1.7 1.9
1981
+9.41 +0.45 0.3 -2.3 2.5 -2.6 2.8 0.3 -2.2 -1.6 0.8 6.5 8.4 -3.1
1980
+2.88 -8.56 -1.9 -7.5 1.7 10.5 4.6 2.3 -1.6 -5.0 0.2 -2.1 -0.4 3.1
1979
+5.35 -7.01 2.2 -0.6 1.2 0.1 2.0 1.9 -0.3 -0.7 0.3 -5.7 3.8 1.1
1978
+1.15 -7.22 -0.1 0.1 0.2 0.2 -0.1 -0.2 0.9 0.9 0.4 -1.9 1.6 -0.7
1977
+1.04 -5.31 -2.4 -0.1 0.7 0.7 0.7 1.3 -0.8 1.0 -0.1 -0.8 0.9 -0.1
1976
+13.75 +8.47 0.9 0.5 0.9 0.8 -1.2 1.5 1.1 1.9 1.1 1.7 3.7 0.2
1975
+7.36 +0.40 0.7 1.5 -0.9 -1.9 2.8 -0.2 -0.4 0.3 -0.4 3.8 -0.3 2.3
1974
+5.70 -5.91 0.2 0.3 -2.2 -1.6 1.3 -0.4 0.2 0.0 3.1 1.1 2.2 1.5
1973
+4.47 -3.89 -0.3 -0.6 0.2 0.9 0.4 0.1 -3.4 3.1 3.0 0.2 0.7 0.3
1972
+2.72 -0.66 -0.6 0.8 -1.3 1.4 0.9 -0.4 0.6 -0.5 0.6 0.4 0.9 -0.1
1971
+9.50 +6.03 3.5 0.0 5.0 -3.7 -1.8 -1.9 -0.7 4.7 2.5 1.4 -0.1 0.7
1970
+17.24 +11.05 1.5 6.9 -0.9 -4.8 -0.4 2.5 2.7 -0.3 2.0 0.2 6.9 0.4
1969
-2.12 -7.83 0.6 0.3 0.5 1.5 -1.8 -0.4 1.3 -0.4 -3.8 5.0 -1.6 -3.1
1968
+2.90 -1.74 5.5 0.0 -1.3 0.4 -0.7 1.9 2.2 0.0 -0.3 -0.7 -1.1 -2.7
1967
-0.53 -3.47 1.5 -1.0 2.3 -1.6 0.4 -2.5 1.1 -0.2 0.3 -1.8 -0.1 1.0
1966
+4.97 +1.46 0.4 -2.2 2.8 -0.3 0.3 -1.0 -0.2 -2.0 3.1 0.8 -0.8 4.2
1965
+0.72 -1.18 0.5 0.1 0.5 0.3 0.2 0.6 0.2 -0.1 -0.3 -0.1 -0.2 -1.0
1964
+3.89 +2.90 0.3 0.1 0.0 0.5 0.6 0.7 0.0 0.2 0.6 0.5 0.0 0.3
1963
+1.64 -0.01 0.2 -0.3 0.3 0.3 0.3 0.0 0.3 0.2 -0.1 -0.3 0.9 -0.2
1962
+5.71 +4.32 0.0 1.2 1.5 0.3 0.0 -0.5 0.0 1.0 0.5 0.5 0.3 0.9
1961
+1.32 +0.65 0.3 0.8 0.6 -0.1 0.8 -1.1 -0.1 -0.7 0.8 0.8 0.1 -0.7
1960
+13.04 +11.52 0.3 2.4 2.4 0.2 -0.1 2.1 2.5 1.2 0.4 -0.3 0.1 1.2
1959
-1.70 -3.37 0.3 0.8 0.0 -0.8 -1.2 0.1 -0.2 0.1 -1.7 1.6 0.3 -1.0
1958
-2.81 -4.50 1.2 0.5 0.8 1.0 -0.2 -0.2 -1.7 -2.6 -1.6 -0.1 0.8 -0.7
1957
+8.57 +5.51 0.5 1.5 -0.1 -0.1 -0.5 -1.1 -0.5 0.6 0.6 0.1 2.6 4.8
1956
-1.55 -4.40 0.3 0.9 -0.7 -1.5 1.3 0.9 -0.6 -1.5 -0.1 0.7 -0.9 -0.5
1955
-0.77 -1.14 -0.6 -0.1 0.1 -0.4 0.2 0.1 -0.8 -0.3 0.3 1.1 0.2 -0.3
1954
+2.83 +3.60 1.2 0.3 1.1 0.9 -0.5 0.1 0.9 -0.4 0.0 -0.3 -0.3 -0.1
1953
+3.64 +2.87 -0.6 -0.3 -0.2 -0.3 -1.5 -0.1 1.9 0.2 1.1 2.2 0.2 1.1
1952
+2.25 +1.48 0.2 -0.2 0.2 1.2 0.6 -0.1 -0.3 -0.6 -0.7 1.5 0.3 0.1
1951
+0.05 -5.62 0.7 -0.3 -1.1 -0.6 -0.6 0.2 1.2 1.2 -1.0 0.0 -0.1 0.5
1950
-0.12 -5.72 -0.6 0.1 0.1 -0.2 0.2 -0.3 0.3 0.3 -0.1 -0.3 0.0 0.4
1949
+4.38 +6.59 0.6 0.2 0.5 0.2 0.2 0.9 0.4 0.8 -0.2 0.1 0.1 0.6
1948
+2.60 -0.38 0.2 0.4 0.3 0.3 1.0 -0.7 0.0 0.0 0.4 -0.2 0.6 0.4
1947
-0.45 -8.53 0.6 0.4 0.2 0.1 0.3 -0.1 0.3 0.5 -0.2 -0.7 -0.7 -1.2
1946
+0.72 -14.74 0.7 0.3 0.3 -1.2 0.1 0.4 -0.2 -0.4 -0.3 0.4 -0.5 1.0
1945
+5.13 +2.82 1.4 0.7 0.6 1.2 0.1 0.5 -0.2 0.3 0.4 0.6 0.5 -1.0
1944
+2.27 -0.03 0.2 0.5 0.2 0.1 0.2 0.1 0.2 0.4 0.1 0.1 0.2 0.1
1943
+2.47 -0.47 0.6 0.1 0.0 0.4 0.7 0.3 0.0 0.0 0.2 0.0 -0.1 0.1
1942
+1.30 -7.09 0.2 -0.5 0.9 -0.4 0.4 0.0 -0.1 0.1 0.1 0.2 0.0 0.4
1941
+2.24 -6.99 0.1 -0.7 1.4 0.9 0.0 1.0 1.2 -0.5 0.0 0.6 -0.2 -1.6
1940
+4.30 +3.56 -0.1 0.0 0.9 -0.5 -1.6 1.4 0.7 0.2 0.8 0.6 1.5 0.5
1939
+3.10 +3.10 0.1 0.6 0.9 0.7 1.4 -0.2 0.3 -1.0 -3.9 2.2 1.1 1.0
1938
+4.38 +7.37 0.4 0.6 0.0 1.0 0.6 0.0 0.3 0.4 -0.5 1.2 -0.1 0.5
1937
+1.88 -0.95 0.7 0.3 -2.0 -0.3 0.6 0.1 1.1 -0.5 0.5 0.3 0.8 0.4
1936
+4.52 +3.03 0.3 0.7 0.6 0.3 0.3 0.0 0.2 0.8 -0.1 0.1 1.2 0.1
1935
+3.91 +0.90 1.6 0.7 0.2 0.5 0.3 0.3 0.4 -1.1 -0.1 0.6 0.1 0.4
1934
+7.29 +5.69 0.7 1.9 1.3 0.7 0.8 0.6 0.5 -0.7 -1.3 1.7 0.2 0.7
1933
+2.99 +2.21 1.5 -0.4 -0.5 0.4 1.4 1.1 0.4 0.3 0.5 0.1 -1.6 -0.2
1932
+12.27 +25.13 -2.1 1.9 2.2 2.6 -0.1 0.6 2.1 1.6 0.8 0.5 0.4 1.3
1931
-2.07 +7.99 0.5 -0.5 0.6 0.4 1.2 0.6 0.1 0.1 -0.3 -2.8 0.3 -2.1
1930
+7.75 +15.11 0.0 0.7 1.6 -0.1 1.0 1.0 0.5 0.4 0.7 0.8 0.7 0.3
1929
+4.25 +3.64 -0.3 -0.6 -0.7 1.1 0.3 -0.1 0.7 -0.3 0.4 1.1 2.5 0.2
1928
-0.93 +0.23 0.0 0.0 0.3 -0.2 -0.2 -0.3 -1.0 -0.4 0.3 0.1 0.9 -0.5
1927
+5.30 +7.73 0.6 0.4 1.1 0.3 0.5 -0.1 0.0 0.5 0.3 0.2 0.7 0.7
1926
+4.71 +5.89 0.5 0.7 0.2 0.3 0.5 0.2 0.1 0.1 0.2 0.4 0.7 0.7
1925
+3.17 -0.29 0.2 0.2 0.1 0.4 0.7 0.8 0.2 -0.4 0.2 0.4 0.4 0.1
1924
+7.88 +7.88 0.8 0.6 0.4 0.8 1.0 1.8 0.7 0.6 0.3 0.8 0.1 -0.1
1923
+3.71 +1.31 0.3 0.2 -0.1 0.3 0.5 0.6 0.3 0.2 0.2 0.0 0.6 0.5
1922
+5.52 +8.01 0.5 0.0 1.1 1.4 0.5 0.5 1.1 0.5 -0.2 -0.5 0.1 0.4
1921
+13.13 +26.87 1.8 0.1 0.5 0.7 0.4 0.3 0.5 0.8 1.2 2.7 1.9 1.7
1920
+0.21 -2.37 0.1 -0.6 0.0 -1.1 -2.0 0.7 0.1 -0.4 2.2 3.1 -0.7 -1.1
1919
+2.22 -10.76 0.3 -0.2 0.1 0.4 0.8 0.2 0.1 -0.1 0.8 0.5 -0.4 -0.3
1918
+4.60 -13.15 0.6 0.8 0.6 0.4 0.4 1.3 0.4 0.4 0.1 0.0 0.8 -1.3
1917
-1.69 -16.76 -0.1 0.9 -1.9 0.0 -1.6 -0.5 0.5 0.3 1.4 -0.2 0.4 -0.8
1916
+3.65 -7.96 0.1 1.3 0.7 0.1 0.5 -0.6 -0.3 0.5 0.5 0.3 -0.3 0.8
1915
+6.25 +4.19 0.7 0.4 1.2 0.8 0.2 0.2 -0.7 1.5 -0.2 0.1 0.8 1.2
1914
+6.48 +5.43 1.6 1.0 0.2 -0.1 0.6 0.3 0.1 0.7 0.7 0.7 0.7 0.0
1913
+3.87 +0.76 0.5 0.6 0.3 0.1 1.1 0.3 -1.9 0.0 0.0 -0.2 1.7 1.4
1912
+1.57 -5.35 0.2 0.3 0.4 0.5 0.0 -0.1 0.1 -0.4 0.3 0.0 0.2 0.0
1911
+4.10 +6.29 0.5 1.5 0.5 0.1 -1.0 0.8 0.5 -0.2 0.4 0.5 0.3 0.4
1910
+4.18 +12.77 -0.3 0.4 0.0 0.4 0.2 0.6 0.5 0.6 0.8 0.4 0.4 0.2
1909
+1.45 -8.21 0.5 0.5 0.5 0.5 0.5 0.5 -0.2 -0.9 -0.4 0.6 -0.6 0.1
1908
+11.41 +7.83 0.8 1.2 2.7 2.3 0.7 -0.2 0.6 0.3 0.3 0.7 0.6 0.9
1907
-0.31 +1.85 -0.1 0.7 1.6 0.8 0.1 0.1 0.7 -0.7 -0.4 0.2 -1.7 -1.6
1906
+0.73 -4.56 0.2 -0.5 0.2 1.1 -1.0 -0.4 0.2 0.6 0.5 -0.1 0.0 0.0
1905
+0.66 +0.67 0.1 0.1 1.6 0.1 -0.5 0.7 0.1 0.4 0.9 0.1 -1.0 -1.9
1904
+5.83 +1.10 0.5 -0.2 0.9 0.6 0.3 1.0 0.5 -0.1 1.0 0.7 -0.1 0.7
1903
+2.16 +8.10 0.3 0.6 1.2 -1.2 1.0 -0.4 -0.5 0.3 0.9 0.4 -0.4 0.2
1902
+0.98 -5.73 0.5 0.3 0.3 0.2 0.2 -2.4 -2.2 0.4 3.9 0.9 -0.6 -0.4
1901
+1.83 -3.01 0.4 0.1 -0.3 0.8 -0.4 0.4 -0.3 -0.9 0.8 1.1 0.1 0.2
1900
+3.87 +7.81 0.1 0.4 1.0 -1.6 0.9 0.0 -0.4 -0.8 0.9 0.1 1.9 1.2
1899
-0.40 -14.76 0.3 -1.0 -0.1 0.4 -0.6 0.4 -1.0 -0.2 -0.5 -0.4 0.2 2.1
1898
+4.67 +3.13 0.5 -1.8 -2.9 -1.1 1.8 2.0 3.0 0.8 0.5 0.7 0.1 1.3
1897
+5.85 +5.85 1.8 0.3 0.4 0.4 -1.2 1.2 0.9 -0.5 -0.1 1.2 0.6 0.7
1896
+4.07 +5.63 -3.1 -0.2 1.5 1.3 -0.3 0.5 -1.8 -1.7 3.2 1.5 2.7 0.6
1895
+0.04 -2.76 -2.3 4.7 0.5 0.7 0.6 1.1 -0.4 -1.8 0.0 -4.4 2.5 -0.8
1894
+6.09 +13.67 -0.8 1.3 0.8 0.5 0.0 0.9 0.2 0.5 0.9 0.1 1.1 0.4
1893
+4.74 +13.22 -0.3 -0.2 0.9 0.1 -0.1 -1.2 -0.7 1.0 1.7 -0.1 2.1 1.6
1892
+2.12 +0.91 -0.2 0.5 0.8 -0.8 1.3 1.0 -0.6 0.0 -0.6 0.3 0.5 0.0
1891
+5.41 +10.75 -0.6 0.9 1.2 1.2 0.8 0.8 -3.2 0.5 1.6 -0.2 0.9 1.5
1890
+1.24 -0.03 -0.8 -1.4 -0.3 0.0 0.5 0.6 0.7 1.3 1.5 -1.0 0.5 -0.4
1889
+2.49 +8.81 -0.4 1.3 1.2 -0.4 0.6 0.4 -0.6 0.1 0.3 -0.5 0.2 0.4
1888
+5.49 +5.50 0.5 1.3 -1.1 0.1 1.6 1.1 0.0 0.7 1.1 -0.6 0.2 0.6
1887
+1.47 -4.41 -0.6 1.0 0.6 0.5 0.4 0.4 -0.9 -0.3 -1.1 0.7 1.3 -0.6
1886
+0.76 +5.67 -0.7 1.6 0.4 -0.6 -0.4 0.3 -0.5 -0.4 0.7 0.5 -0.5 0.3
1885
+5.34 +6.62 -0.6 0.7 0.6 -0.1 0.5 1.0 0.3 0.6 0.6 0.5 0.3 1.0
1884
+3.94 +15.86 0.1 0.4 0.8 -0.2 -1.8 -0.6 0.4 0.8 0.9 0.6 1.5 1.1
1883
+4.31 +12.90 -0.9 0.1 0.5 0.2 -0.2 0.3 -0.6 0.4 1.2 0.6 1.2 1.6
1882
+3.10 +5.05 -0.1 0.2 0.8 1.1 0.9 -0.4 -0.6 0.3 0.0 -0.7 0.3 1.2
1881
+3.49 -3.33 0.4 0.2 0.2 0.8 1.9 0.6 -1.4 -0.9 0.8 -0.8 0.6 1.1
1880
+5.28 +7.39 0.0 1.9 0.5 -0.2 0.7 0.9 -0.8 0.9 -0.7 -1.3 2.4 0.9
1879
+2.94 -13.18 -0.8 0.4 -0.5 0.7 2.3 -0.6 -0.8 -0.2 0.7 0.1 0.9 0.7
1878
+6.47 +23.79 0.7 0.7 0.0 -0.1 2.5 -0.4 -0.2 0.8 0.7 -0.1 0.9 0.9
1877
+3.66 +17.18 -1.5 0.4 0.1 1.5 2.3 -0.5 0.8 -0.1 -1.6 0.5 1.3 0.4
1876
+7.19 +9.07 -0.5 2.1 0.8 0.9 1.2 2.0 -0.8 -0.8 -0.6 0.4 1.4 0.9
1875
+6.49 +12.04 -0.9 1.3 0.6 1.8 1.8 1.6 -3.4 0.4 0.3 0.8 1.0 1.1
1874
+13.72 +20.35 -0.3 3.0 1.6 1.6 1.0 1.3 -2.4 1.1 0.6 1.1 2.2 2.4
1873
+4.25 +10.76 -1.3 0.6 1.2 1.1 1.8 1.5 -2.2 0.2 -2.0 -2.0 0.1 5.3
1872
+1.82 -0.46 -2.9 -0.4 0.5 2.1 2.2 1.2 -2.2 0.0 -1.3 1.3 0.5 0.9
1871
+2.78 +1.24 -0.6 1.7 0.5 1.0 1.0 0.6 -1.9 0.3 0.8 -0.9 0.0 0.3

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:

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

Portfolio efficiency

Compared to the Total Bond US 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
Simplified Permanent Portfolio
+6.80 6.61 -16.43 25 50 25
Desert Portfolio
Gyroscopic Investing
+6.56 5.29 -14.72 30 60 10
Permanent Portfolio
Harry Browne
+6.38 6.29 -15.92 25 50 25
Larry Portfolio
Larry Swedroe
+6.30 5.42 -15.96 30 70 0
Sheltered Sam 30/70
Bill Bernstein
+5.96 5.12 -16.58 29.1 70 0.9
Stocks/Bonds 20/80
+5.67 4.61 -16.57 20 80 0
Dimensional Retirement Income Fund
DFA
+5.62 4.73 -12.91 20.4 79.6 0
LifeStrategy Income Fund
Vanguard
+5.55 4.52 -16.61 20 80 0
Developed World ex-US 20/80
+5.49 5.17 -16.80 20 80 0
US Inflation Protection
+5.47 6.07 -14.74 0 100 0
Sheltered Sam 20/80
Bill Bernstein
+5.36 4.07 -11.24 19.4 80 0.6
Edge Select Conservative
Merrill Lynch
+5.28 4.08 -12.44 21 79 0
Robo Advisor 20
Betterment
+5.24 4.07 -12.16 19.9 80.1 0
Total Bond Developed World ex-US
+5.17 4.57 -14.88 0 100 0
Sheltered Sam 10/90
Bill Bernstein
+4.74 3.37 -9.93 9.7 90 0.3
Conservative Income
Charles Schwab
+4.51 3.50 -11.50 5 95 0
Total Bond US
+4.32 3.97 -17.28 0 100 0

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

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
High Yield Bonds Income
+6.71 8.58 -23.97 0 100 0
Stocks/Bonds 20/80 Momentum
+6.25 4.70 -17.91 20 80 0
All Country World 20/80
+5.89 5.41 -17.97 20 80 0
Stocks/Bonds 20/80
+5.67 4.61 -16.57 20 80 0
Dimensional Retirement Income Fund
DFA
+5.62 4.73 -12.91 20.4 79.6 0
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