US Stocks Portfolio: ETF allocation and returns

The US Stocks Portfolio is exposed for 100% on the Stock Market .

It's a Very High Risk portfolio and it can be replicated with 1 ETF.

In the last 10 years, the portfolio obtained a 13.64% compound annual return, with a 12.90% standard deviation (Last Update: October 2019).

Asset Allocation and ETFs

The US Stocks Portfolio has the following asset allocation:

        100% Stocks
      
        0% Fixed Income
      
        0% Commodities

The US Stocks Portfolio can be replicated with the following ETFs:

Weight		Ticker	ETF Name	Investment Themes
100.00 %		VTI	Vanguard Total Stock Market	Equity, U.S., Large Cap

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

US Stocks Portfolio - Historical returns and stats:

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Range	Returns Oct 2019	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+2.11%		0.00%	1 - 0
YTD	+22.47%		-6.45% May 2019 - May 2019	8 - 2
1Y	+13.49%	16.73%	-9.16% Dec 2018 - Dec 2018	9 - 3
3Y	+14.46% annualized	12.18%	-14.20% Oct 2018 - Dec 2018	30 - 6
5Y	+10.29% annualized	12.05%	-14.20% Oct 2018 - Dec 2018	44 - 16
10Y	+13.64% annualized	12.90%	-17.57% May 2011 - Sep 2011	86 - 34
MAX Dec 1971	+10.38% annualized	15.35%	-50.84% Nov 2007 - Feb 2009	360 - 214

* Annualized St.Dev. of monthly returns

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

Portfolio	10Y Return ▾	#ETF	Stocks	Bonds
US Stocks	+13.64%	1	100	0
Warren Buffett	+12.48%	2	90	10
Second Grader's Starter Paul Farrell	+10.24%	3	90	10
Ultimate Buy and Hold Strategy Paul Merriman	+10.18%	10	100	0
Core Four Rick Ferri	+9.81%	4	80	20

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
-17.57%	May 2011	Sep 2011	5	Feb 2012	5	10
-14.20%	Oct 2018	Dec 2018	3	Apr 2019	4	7
-13.25%	May 2010	Jun 2010	2	Oct 2010	4	6
-8.83%	Aug 2015	Sep 2015	2	May 2016	8	10
-6.83%	Apr 2012	May 2012	2	Aug 2012	3	5
-6.45%	May 2019	May 2019	1	Jun 2019	1	2
-5.64%	Feb 2018	Mar 2018	2	Jul 2018	4	6
-3.57%	Jan 2010	Jan 2010	1	Mar 2010	2	3
-3.17%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-3.03%	Aug 2013	Aug 2013	1	Sep 2013	1	2
-2.78%	Dec 2014	Jan 2015	2	Feb 2015	1	3
-2.19%	Oct 2016	Oct 2016	1	Nov 2016	1	2
-2.10%	Sep 2014	Sep 2014	1	Oct 2014	1	2
-2.08%	Aug 2019	Aug 2019	1	Oct 2019	2	3
-1.99%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-1.81%	Oct 2012	Oct 2012	1	Dec 2012	2	3
-1.67%	Jun 2015	Jun 2015	1	Jul 2015	1	2
-1.43%	Jun 2013	Jun 2013	1	Jul 2013	1	2
-1.16%	Mar 2015	Mar 2015	1	May 2015	2	3

Worst drawdowns since December 1971.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-50.84%	Nov 2007	Feb 2009	16	Feb 2012	36	52
-45.86%	Jan 1973	Sep 1974	21	Dec 1976	27	48
-43.94%	Sep 2000	Sep 2002	25	Mar 2006	42	67
-29.34%	Sep 1987	Nov 1987	3	May 1989	18	21
-17.83%	Dec 1980	Jul 1982	20	Oct 1982	3	23
-17.56%	Jul 1998	Aug 1998	2	Nov 1998	3	5
-16.19%	Jun 1990	Oct 1990	5	Feb 1991	4	9
-14.20%	Oct 2018	Dec 2018	3	Apr 2019	4	7
-11.98%	Mar 1980	Mar 1980	1	Jun 1980	3	4
-11.64%	Sep 1978	Oct 1978	2	Mar 1979	5	7
-10.95%	Jul 1983	May 1984	11	Dec 1984	7	18
-9.64%	Jan 1977	Feb 1978	14	Apr 1978	2	16
-8.83%	Aug 2015	Sep 2015	2	May 2016	8	10
-8.44%	Apr 2000	May 2000	2	Aug 2000	3	5
-7.92%	Sep 1986	Sep 1986	1	Jan 1987	4	5
-7.43%	Feb 1994	Jun 1994	5	Feb 1995	8	13
-7.22%	Oct 1979	Oct 1979	1	Dec 1979	2	3
-7.01%	Jan 1990	Jan 1990	1	May 1990	4	5
-6.83%	Apr 2012	May 2012	2	Aug 2012	3	5
-6.45%	May 2019	May 2019	1	Jun 2019	1	2

Rolling Returns

US Stocks Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+11.64%	+66.73% Jul 1982 - Jun 1983	-43.33% Mar 2008 - Feb 2009	21.49%
2 Years	+11.12%	+39.52% Mar 2009 - Feb 2011	-26.16% Mar 2007 - Feb 2009	14.16%
3 Years	+11.15%	+30.70% Apr 1995 - Mar 1998	-16.22% Apr 2000 - Mar 2003	12.99%
5 Years	+11.20%	+27.25% Aug 1982 - Jul 1987	-6.14% Mar 2004 - Feb 2009	8.16%
7 Years	+11.22%	+21.23% Aug 1982 - Jul 1989	-2.98% Mar 2002 - Feb 2009	1.22%
10 Years	+11.09%	+18.89% Oct 1990 - Sep 2000	-2.47% Mar 1999 - Feb 2009	3.08%
15 Years	+11.11%	+18.21% Aug 1982 - Jul 1997	+4.37% 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	+22.47%	8.5	3.6	1.4	3.9	-6.5	7.1	1.4	-2.1	1.8	2.1
2018	-5.21%	5.2	-3.8	-2.0	0.5	2.7	0.7	3.3	3.4	0.2	-7.4	2.0	-9.2
2017	+21.21%	1.9	3.7	0.1	1.1	1.0	1.0	1.9	0.2	2.4	2.2	3.0	1.2
2016	+12.83%	-5.7	-0.0	7.1	0.7	1.7	0.3	4.0	0.2	0.2	-2.2	4.5	2.0
2015	+0.36%	-2.7	5.7	-1.2	0.6	1.3	-1.7	1.7	-6.1	-2.9	7.9	0.6	-2.1
2014	+12.54%	-3.2	4.9	0.5	0.1	2.1	2.6	-2.0	4.2	-2.1	2.8	2.5	-0.0
2013	+33.45%	5.4	1.3	4.0	1.6	2.4	-1.4	5.8	-3.0	3.9	4.3	2.7	2.7
2012	+16.45%	5.1	4.2	3.1	-0.6	-6.2	4.1	0.9	2.7	2.5	-1.8	0.8	1.3
2011	+0.97%	2.1	3.7	0.4	2.9	-1.1	-1.8	-2.3	-6.1	-7.6	11.4	-0.4	1.0
2010	+17.42%	-3.6	3.4	6.4	2.2	-7.9	-5.8	7.0	-4.7	9.5	4.0	0.5	7.0
2009	+28.89%	-8.1	-10.5	8.3	11.0	5.5	0.4	7.7	3.7	4.1	-2.6	5.7	2.9
2008	-36.98%	-6.2	-2.5	-0.9	4.9	2.0	-8.1	-0.6	1.5	-9.2	-17.5	-8.0	1.8
2007	+5.37%	1.9	-1.6	1.1	4.0	3.7	-1.8	-3.5	1.5	3.9	1.8	-4.5	-0.7
2006	+15.69%	3.2	0.2	2.1	1.0	-3.2	0.1	-0.1	2.3	2.3	3.5	2.3	1.2
2005	+6.31%	-2.5	2.1	-1.9	-2.2	3.9	0.8	4.4	-1.1	0.8	-2.4	4.6	0.0
2004	+12.79%	2.6	1.4	-1.0	-2.2	1.5	2.0	-3.6	0.1	1.7	1.8	4.7	3.4
2003	+30.75%	-2.8	-1.5	0.8	8.6	5.8	1.6	2.3	2.4	-1.1	6.1	1.5	4.0
2002	-20.47%	-0.9	-1.8	3.7	-4.5	-1.4	-6.9	-8.3	0.8	-10.1	7.5	6.0	-5.1
2001	-10.97%	3.8	-9.4	-6.7	8.2	1.0	-1.6	-1.7	-6.0	-9.0	2.5	7.6	1.8
2000	-10.57%	-4.2	2.5	5.7	-5.2	-3.4	4.4	-2.0	7.3	-4.7	-2.0	-9.9	1.8
1999	+23.81%	3.7	-3.7	3.9	4.7	-2.0	5.2	-3.2	-0.9	-2.4	6.3	3.4	7.6
1998	+23.26%	0.4	7.3	5.1	1.1	-2.7	3.5	-2.3	-15.7	6.7	7.5	6.2	6.5
1997	+30.99%	5.5	-0.1	-4.5	4.5	7.1	4.4	7.8	-3.7	5.8	-3.4	3.3	1.7
1996	+20.96%	2.7	1.6	1.1	2.4	2.7	-0.8	-5.4	3.1	5.4	1.4	6.8	-1.3
1995	+35.79%	2.2	4.0	2.7	2.5	3.5	3.0	4.0	1.1	3.6	-1.2	4.2	1.5
1994	-0.17%	3.1	-2.2	-4.4	0.9	1.0	-2.7	3.1	4.4	-1.9	1.6	-3.7	1.2
1993	+10.62%	1.0	0.5	2.5	-2.8	3.0	0.6	-0.3	3.9	0.0	1.6	-1.6	1.9
1992	+9.11%	-0.0	1.3	-2.4	1.4	0.5	-1.9	3.9	-2.1	1.1	1.2	4.2	1.8
1991	+32.39%	5.0	6.9	2.9	0.4	4.0	-4.5	4.8	2.7	-1.2	1.7	-3.8	10.6
1990	-6.08%	-7.0	1.6	2.5	-2.8	8.8	-0.5	-1.1	-9.0	-5.2	-1.2	6.4	3.0
1989	+28.12%	6.6	-1.8	2.1	4.8	3.9	-0.2	7.6	2.3	-0.2	-2.8	1.6	1.8
1988	+17.32%	4.4	5.2	-1.4	1.1	-0.1	4.9	-0.6	-2.8	3.7	1.7	-1.6	2.0
1987	+2.61%	12.9	4.8	2.3	-1.5	0.5	4.2	4.6	3.8	-2.1	-22.3	-7.2	7.3
1986	+14.57%	0.8	7.1	5.8	-0.8	4.9	1.3	-5.9	6.4	-7.9	4.8	1.4	-2.9
1985	+31.27%	9.1	1.8	-0.4	-0.2	5.5	1.7	-0.0	-0.7	-4.1	4.4	6.8	4.2
1984	+2.19%	-1.5	-4.0	1.3	0.3	-5.3	2.3	-2.1	11.1	-0.0	-0.0	-1.3	2.3
1983	+22.66%	4.1	3.0	3.5	7.4	1.3	3.8	-3.2	0.4	1.7	-2.8	3.0	-1.0
1982	+20.50%	-2.7	-5.1	-1.0	4.4	-2.8	-2.4	-2.0	11.9	1.7	11.8	5.1	1.5
1981	-4.15%	-4.1	1.6	4.6	-1.2	1.4	-1.0	-0.3	-5.6	-6.4	6.0	4.6	-2.8
1980	+33.15%	6.5	0.2	-12.0	5.2	6.0	3.7	6.9	2.3	2.9	2.1	10.6	-3.5
1979	+24.25%	4.9	-2.7	6.6	0.8	-1.4	4.6	1.5	6.5	0.2	-7.2	6.4	2.8
1978	+8.45%	-5.6	-1.0	3.4	8.3	2.3	-1.1	5.7	4.2	-0.7	-11.0	3.5	1.7
1977	-3.36%	-3.7	-1.6	-1.0	0.5	-1.1	5.2	-1.3	-1.4	0.1	-4.0	4.5	0.8
1976	+26.47%	12.6	0.6	2.7	-1.0	-0.9	4.5	-0.7	-0.2	2.5	-2.1	0.4	6.1
1975	+37.82%	14.1	5.9	3.1	4.8	5.6	5.2	-6.1	-2.3	-3.8	5.7	3.1	-1.1
1974	-27.81%	0.3	0.3	-2.3	-4.6	-4.1	-2.2	-7.1	-8.7	-11.1	16.9	-4.1	-2.7
1973	-18.18%	-2.7	-4.4	-0.7	-5.1	-2.3	-0.8	5.7	-2.9	5.4	-0.0	-12.1	1.3
1972	+17.62%	2.8	3.2	0.9	0.6	1.7	-2.1	-0.4	3.7	-0.7	0.9	5.0	1.2

* Note:
Portofolio Returns, up to December 2001, 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