Last Update: 31 December 2020
The Total Bond World Developed Portfolio is exposed for 0% on the Stock Market.
It's a Low Risk portfolio and it can be replicated with 1 ETF.
In the last 10 years, the portfolio obtained a 4.9% compound annual return, with a 3.02% standard deviation.
In 2020, the portfolio granted a 1.16% dividend yield. If you are interested in getting periodic income, please refer to the Total Bond World Developed Portfolio: Dividend Yield page.
Asset Allocation and ETFs
The Total Bond World Developed Portfolio has the following asset allocation:
The Total Bond World Developed Portfolio can be replicated with the following ETFs:
Weight | Ticker | ETF Name | Investment Themes | |
---|---|---|---|---|
100.00 % | BNDX | Vanguard Total International Bond | Bond, Developed Markets, All-Term |
Portfolio and ETF Returns
The Total Bond World Developed Portfolio guaranteed the following returns.
1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
---|---|---|---|---|---|---|---|
Total Bond World Developed Portfolio | +0.36 | +1.09 | +2.15 | +4.65 | +5.09 | +4.45 | +4.90 |
Components | |||||||
BNDX - Vanguard Total International Bond | +0.36 | +1.09 | +2.15 | +4.65 | +5.09 | +4.45 | +4.90 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
If you are interested in getting periodic income, please refer to the Total Bond World Developed Portfolio: Dividend Yield page.
Historical Returns
Total Bond World Developed Portfolio - Historical returns and stats.
Period | Returns Dec 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
---|---|---|---|---|
1M
|
+0.36%
|
0.00%
|
1 - 0 | |
3M
|
+1.09%
|
0.00%
|
3 - 0 | |
6M
|
+2.15%
|
-0.76%
Aug 2020 - Aug 2020
|
5 - 1 | |
YTD
|
+4.65%
|
4.17%
|
-2.91%
Mar 2020 - Mar 2020
|
10 - 2 |
1Y
|
+4.65%
|
4.17%
|
-2.91%
Mar 2020 - Mar 2020
|
10 - 2 |
3Y
|
+5.09%
annualized
|
3.26%
|
-2.91%
Mar 2020 - Mar 2020
|
26 - 10 |
5Y
|
+4.45%
annualized
|
3.06%
|
-3.03%
Oct 2016 - Jan 2017
|
43 - 17 |
10Y
|
+4.90%
annualized
|
3.02%
|
-4.25%
May 2013 - Aug 2013
|
89 - 31 |
MAX
01 Jan 1999
|
+5.54%
annualized
|
3.55%
|
-10.04%
Mar 2008 - Nov 2008
|
189 - 75 |
* Annualized St.Dev. of monthly returns
Best Low Risk Porftolios, ordered by 10Y annualized return.
Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
---|---|---|---|---|---|---|
High Yield Bonds Income |
+6.17% | 0 | 100 | 0 | Compare | |
World Developed 20/80 |
+5.93% | 20 | 80 | 0 | Compare | |
Stocks/Bonds 20/80 |
+5.84% | 20 | 80 | 0 | Compare | |
Total Bond World Developed |
+4.90% | 0 | 100 | 0 | ||
Edge Select Conservative Merrill Lynch |
+4.78% | 21 | 79 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns (more details)
Total Bond World Developed Portfolio: annualized rolling and average returns
Return (*) | Negative Periods |
|||
---|---|---|---|---|
Rolling Period | Average | Best | Worst | |
1 Year |
+5.76% |
+20.60% Dec 2008 - Nov 2009 |
-5.78% Mar 2008 - Feb 2009 |
6.72% |
2 Years |
+5.79% |
+15.19% Nov 2008 - Oct 2010 |
-1.25% Dec 2006 - Nov 2008 |
0.83% |
3 Years |
+5.67% |
+11.43% Nov 2008 - Oct 2011 |
+0.76% Dec 2005 - Nov 2008 |
0.00% |
5 Years |
+5.61% |
+9.07% Dec 2008 - Nov 2013 |
+2.65% Dec 2003 - Nov 2008 |
0.00% |
7 Years |
+5.64% |
+7.84% Dec 2008 - Nov 2015 |
+3.48% Nov 2001 - Oct 2008 |
0.00% |
10 Years |
+5.82% |
+6.97% Sep 2000 - Aug 2010 |
+4.50% Sep 2010 - Aug 2020 |
0.00% |
15 Years |
+5.63% |
+6.72% Feb 2000 - Jan 2015 |
+4.89% Jun 2003 - May 2018 |
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 World Developed Portfolio: Rolling Returns page.
Seasonality and Yearly/Monthly Returns
Total Bond World Developed Portfolio Seasonality
Months | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average | 0.9 | 0.5 | 0.3 | 0.4 | 0.2 | 0.2 | 0.9 | 0.7 | 0.3 | 0.2 | 0.2 | 0.7 |
Best |
2.7 2008 |
1.5 2003 |
1.8 2019 |
1.9 2020 |
1.7 2003 |
2.0 2016 |
3.1 2009 |
2.9 2010 |
1.8 2009 |
2.8 2001 |
1.2 2000 |
4.3 2008 |
Worst |
-1.0 2017 |
-1.5 1999 |
-2.9 2020 |
-1.0 2015 |
-2.3 2013 |
-2.0 2013 |
-2.0 2003 |
-0.8 2020 |
-4.7 2008 |
-3.1 2008 |
-1.3 2016 |
-0.9 2010 |
Gain Frequency |
73 | 82 | 68 | 68 | 68 | 55 | 86 | 77 | 73 | 73 | 68 | 68 |
Detail of Monthly Returns
Months | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2020 |
+4.65% | 1.9 | 0.7 | -2.9 | 1.9 | 0.4 | 0.5 | 1.0 | -0.8 | 0.9 | 0.3 | 0.4 | 0.4 |
2019 |
+7.87% | 1.0 | 0.2 | 1.8 | 0.2 | 1.3 | 1.6 | 1.3 | 2.1 | -0.4 | -0.5 | -0.5 | -0.3 |
2018 |
+2.81% | -0.6 | 0.3 | 1.2 | -0.1 | -0.2 | 0.6 | 0.1 | 0.1 | -0.2 | 0.1 | 0.5 | 1.2 |
2017 |
+2.40% | -1.0 | 0.9 | 0.0 | 0.5 | 0.7 | -0.5 | 0.2 | 0.9 | -0.4 | 0.6 | 0.2 | 0.3 |
2016 |
+4.61% | 1.3 | 1.3 | 0.8 | -0.3 | 0.8 | 2.0 | 0.8 | 0.1 | 0.0 | -1.3 | -1.3 | 0.4 |
2015 |
+1.19% | 1.8 | -0.2 | 0.5 | -1.0 | -0.5 | -1.4 | 1.3 | -0.7 | 0.8 | 0.6 | 0.2 | -0.1 |
2014 |
+8.74% | 1.4 | 0.5 | 0.3 | 0.6 | 0.7 | 0.6 | 0.5 | 1.4 | -0.1 | 0.6 | 0.9 | 1.0 |
2013 |
-0.81% | -0.3 | 0.8 | 0.6 | 1.0 | -2.3 | -2.0 | 0.5 | -0.6 | 0.6 | 0.8 | 0.3 | -0.2 |
2012 |
+9.54% | 1.3 | 0.1 | 0.4 | 1.2 | 0.5 | 0.3 | 1.8 | 0.8 | 1.5 | 0.2 | 0.8 | 0.3 |
2011 |
+8.60% | 0.3 | 0.6 | 0.0 | 1.0 | 0.9 | -0.4 | 2.1 | 0.7 | 0.7 | 0.4 | -0.6 | 2.6 |
2010 |
+8.53% | 2.0 | 0.4 | 0.6 | 1.5 | 0.9 | 1.5 | 0.4 | 2.9 | 0.1 | 0.0 | -1.1 | -0.9 |
2009 |
+15.30% | 1.2 | -0.8 | 0.5 | 1.5 | 1.6 | 1.7 | 3.1 | 2.4 | 1.8 | 0.8 | 0.8 | -0.3 |
2008 |
-2.35% | 2.7 | 1.4 | -1.1 | -1.0 | -1.0 | -0.8 | 0.9 | 0.6 | -4.7 | -3.1 | -0.3 | 4.3 |
2007 |
+4.99% | -0.3 | 1.2 | -0.1 | 0.1 | -1.2 | -0.4 | 1.6 | 0.3 | 1.0 | 0.9 | 1.0 | 0.9 |
2006 |
+2.94% | -0.2 | 0.2 | -0.5 | -0.2 | 0.3 | 0.0 | 1.0 | 1.2 | 0.6 | 0.4 | 0.9 | -0.8 |
2005 |
+4.98% | 0.7 | -0.3 | 0.7 | 1.2 | 0.7 | 0.8 | -0.3 | 0.9 | -0.3 | -0.7 | 0.4 | 1.1 |
2004 |
+6.11% | 0.5 | 1.1 | 0.6 | -0.8 | -0.1 | 0.1 | 0.5 | 1.3 | 0.3 | 0.8 | 0.9 | 0.8 |
2003 |
+3.93% | 1.1 | 1.5 | -0.4 | 0.5 | 1.7 | -0.4 | -2.0 | 0.0 | 1.7 | -1.0 | 0.2 | 1.1 |
2002 |
+9.29% | 0.5 | 0.5 | -1.0 | 1.5 | 0.3 | 0.9 | 0.9 | 1.1 | 1.6 | 0.0 | 0.5 | 2.1 |
2001 |
+10.83% | 2.2 | 0.9 | 1.6 | -0.6 | 0.4 | -0.3 | 2.9 | 1.0 | 0.7 | 2.8 | -0.7 | -0.4 |
2000 |
+9.20% | -0.4 | 1.2 | 1.4 | 0.2 | 0.4 | 1.1 | 0.8 | 0.3 | 1.2 | 0.3 | 1.2 | 1.2 |
1999 |
+0.29% | 2.3 | -1.5 | 0.7 | 1.0 | -1.5 | -1.2 | -0.1 | -0.4 | 0.5 | 0.3 | -0.1 | 0.5 |
* Note: Portofolio Returns, up to December 2013, 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:
BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013