Data Source: from January 1985 to October 2022 (~38 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.28%
1 Day
Nov 29 2022, 04:00PM Eastern Time
3.82%
Current Month
November 2022
The Developed World ex-US 20/80 Portfolio is a Low Risk portfolio and can be implemented with 2 ETFs.
It's exposed for 20% on the Stock Market.
In the last 30 Years, the Developed World ex-US 20/80 Portfolio obtained a 5.49% compound annual return, with a 5.17% standard deviation.
Asset Allocation and ETFs
The Developed World ex-US 20/80 Portfolio has the following asset allocation:
The Developed World ex-US 20/80 Portfolio can be implemented with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 20.00 % | VEA | Vanguard FTSE Developed Markets | Equity, EAFE, Large Cap | |
| 80.00 % | BNDX | Vanguard Total International Bond | Bond, Developed Markets, 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 Developed World ex-US 20/80 Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
DEVELOPED WORLD EX-US 20/80 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
(~38Y) |
|
| Developed World ex-US 20/80 Portfolio | 0.28 | 3.82 | 1.50 | -6.57 | -14.45 | 0.16 | 2.36 | 5.49 | 7.13 | |
| US Inflation Adjusted return | 1.09 | -9.37 | -20.60 | -3.55 | -0.20 | 2.91 | 4.22 | |||
| Components | ||||||||||
|
VEA Vanguard FTSE Developed Markets |
0.27 |
03:59PM Nov 29 2022 |
10.49 | 6.08 | -12.47 | -23.51 | 0.19 | 4.56 | 5.26 | 6.38 |
|
BNDX Vanguard Total International Bond |
0.29 |
04:00PM Nov 29 2022 |
2.16 | 0.54 | -5.17 | -12.15 | -0.04 | 1.61 | 5.17 | 6.62 |
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) 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%
Live update: World Markets and Indexes
Portfolio Metrics as of Oct 31, 2022
Metrics of Developed World ex-US 20/80 Portfolio, updated as of 31 October 2022.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
DEVELOPED WORLD EX-US 20/80 PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 October 2022 (~38 years)
Swipe left to see all data
| Metrics as of Oct 31, 2022 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~38Y) |
|
| Portfolio Return (%) |
1.50 | -6.64 | -6.57 | -14.45 | -3.05 | 0.16 | 2.36 | 4.67 | 5.49 | 7.13 |
| US Inflation (%) | 0.41 | 0.59 | 3.08 | 7.75 | 5.01 | 3.85 | 2.57 | 2.52 | 2.51 | 2.79 |
| Infl. Adjusted Return (%) |
1.09 | -7.19 | -9.37 | -20.60 | -7.67 | -3.55 | -0.20 | 2.10 | 2.91 | 4.22 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 7.91 | 6.75 | 5.68 | 4.74 | 5.01 | 5.17 | 5.75 | |||
| Sharpe Ratio | -1.92 | -0.51 | -0.14 | 0.39 | 0.71 | 0.64 | 0.55 | |||
| Sortino Ratio | -2.95 | -0.66 | -0.18 | 0.48 | 0.91 | 0.86 | 0.77 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -15.82 | -16.80 | -16.80 | -16.80 | -16.80 | -16.80 | -16.80 | |||
| Start (yyyy mm) | 2022 01 | 2021 08 | 2021 08 | 2021 08 | 2021 08 | 2021 08 | 2021 08 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
| Start to Bottom (# months) | 9 | 14 | 14 | 14 | 14 | 14 | 14 | |||
| Start to Recovery (# months) in progress |
> 10
|
> 15
|
> 15
|
> 15
|
> 15
|
> 15
|
> 15
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 41.14 | 23.04 | 17.56 | 12.64 | 10.00 | 8.67 | ||||
| Worst Return (%) | -15.42 | -3.44 | 0.04 | 2.25 | 4.63 | 5.36 | ||||
| % Positive Periods | 91% | 98% | 100% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 1 | 1 | 2 | 3 | 19 | 36 | 79 | 171 | 244 | 313 |
| Negative | 0 | 2 | 4 | 9 | 17 | 24 | 41 | 69 | 116 | 141 |
| % Positive | 100% | 33% | 33% | 25% | 53% | 60% | 66% | 71% | 68% | 69% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 33.69 | 20.82 | 11.41 | 7.28 | 6.11 | 8.45 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.00 | 2.05 | 2.83 | 4.05 | ||||
- 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 Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 October 2022
Swipe left to see all data
|
|
|
||
|---|---|---|---|
| Asset | VEA | BNDX | |
| VEA |
1.00
|
0.66
|
|
| BNDX |
0.66
|
1.00
|
|
|
|
||
|---|---|---|---|
| Asset | VEA | BNDX | |
| VEA |
1.00
|
0.38
|
|
| BNDX |
0.38
|
1.00
|
|
|
|
||
|---|---|---|---|
| Asset | VEA | BNDX | |
| VEA |
1.00
|
0.30
|
|
| BNDX |
0.30
|
1.00
|
|
|
|
||
|---|---|---|---|
| Asset | VEA | BNDX | |
| VEA |
1.00
|
0.14
|
|
| BNDX |
0.14
|
1.00
|
|
|
|
||
|---|---|---|---|
| Asset | VEA | BNDX | |
| VEA |
1.00
|
0.19
|
|
| BNDX |
0.19
|
1.00
|
Portfolio Dividends
In 2021, the Developed World ex-US 20/80 Portfolio granted a 3.53% dividend yield. If you are interested in getting periodic income, please refer to the Developed World ex-US 20/80 Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Oct 31, 2022
An investment of 1000$, since November 1992,
now would be worth 4971.92$, with a total return of 397.19% (5.49% annualized).
The Inflation Adjusted Capital now would be 2365.74$, with a net total return of 136.57% (2.91% annualized).
The Inflation Adjusted Capital now would be 2365.74$, with a net total return of 136.57% (2.91% annualized).
An investment of 1000$, since January 1985,
now would be worth 13537.28$, with a total return of 1253.73% (7.13% annualized).
The Inflation Adjusted Capital now would be 4783.28$, with a net total return of 378.33% (4.22% annualized).
The Inflation Adjusted Capital now would be 4783.28$, with a net total return of 378.33% (4.22% annualized).
Drawdowns
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -16.80% | Aug 2021 | Sep 2022 | 14 | in progress | 1 | 15 |
| -15.55% | Mar 2008 | Nov 2008 | 9 | Aug 2009 | 9 | 18 |
| -7.46% | Dec 1996 | Apr 1997 | 5 | Sep 1998 | 17 | 22 |
| -6.51% | Feb 1994 | Feb 1995 | 13 | Jul 1995 | 5 | 18 |
| -5.99% | Feb 2020 | Mar 2020 | 2 | Jul 2020 | 4 | 6 |
| -4.48% | May 2013 | Jun 2013 | 2 | Dec 2013 | 6 | 8 |
| -3.06% | Apr 2015 | Sep 2015 | 6 | Mar 2016 | 6 | 12 |
| -2.76% | Oct 2016 | Nov 2016 | 2 | Apr 2017 | 5 | 7 |
| -2.68% | Aug 2011 | Sep 2011 | 2 | Dec 2011 | 3 | 5 |
| -2.07% | May 1999 | May 1999 | 1 | Oct 1999 | 5 | 6 |
| -1.97% | Aug 2018 | Oct 2018 | 3 | Jan 2019 | 3 | 6 |
| -1.94% | Nov 1993 | Nov 1993 | 1 | Dec 1993 | 1 | 2 |
| -1.93% | May 2012 | May 2012 | 1 | Jul 2012 | 2 | 3 |
| -1.80% | Nov 2010 | Nov 2010 | 1 | Feb 2011 | 3 | 4 |
| -1.64% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
| -1.64% | Feb 1999 | Feb 1999 | 1 | Apr 1999 | 2 | 3 |
| -1.49% | Jan 2021 | Feb 2021 | 2 | May 2021 | 3 | 5 |
| -1.48% | May 2010 | May 2010 | 1 | Jul 2010 | 2 | 3 |
| -1.41% | May 2001 | Jun 2001 | 2 | Jul 2001 | 1 | 3 |
| -1.36% | Jan 1996 | Jan 1996 | 1 | Apr 1996 | 3 | 4 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -16.80% | Aug 2021 | Sep 2022 | 14 | in progress | 1 | 15 |
| -15.55% | Mar 2008 | Nov 2008 | 9 | Aug 2009 | 9 | 18 |
| -7.46% | Dec 1996 | Apr 1997 | 5 | Sep 1998 | 17 | 22 |
| -7.02% | Jan 1990 | Apr 1990 | 4 | Jul 1990 | 3 | 7 |
| -6.51% | Feb 1994 | Feb 1995 | 13 | Jul 1995 | 5 | 18 |
| -6.31% | Aug 1990 | Sep 1990 | 2 | Dec 1990 | 3 | 5 |
| -5.99% | Feb 2020 | Mar 2020 | 2 | Jul 2020 | 4 | 6 |
| -4.48% | May 2013 | Jun 2013 | 2 | Dec 2013 | 6 | 8 |
| -4.18% | Jan 1992 | Mar 1992 | 3 | Jul 1992 | 4 | 7 |
| -3.32% | May 1986 | May 1986 | 1 | Jun 1986 | 1 | 2 |
| -3.06% | Apr 2015 | Sep 2015 | 6 | Mar 2016 | 6 | 12 |
| -2.76% | Oct 2016 | Nov 2016 | 2 | Apr 2017 | 5 | 7 |
| -2.68% | Aug 2011 | Sep 2011 | 2 | Dec 2011 | 3 | 5 |
| -2.58% | Sep 1987 | Oct 1987 | 2 | Jan 1988 | 3 | 5 |
| -2.33% | Aug 1989 | Aug 1989 | 1 | Nov 1989 | 3 | 4 |
| -2.26% | Oct 1992 | Oct 1992 | 1 | Dec 1992 | 2 | 3 |
| -2.24% | Feb 1985 | Feb 1985 | 1 | Mar 1985 | 1 | 2 |
| -2.21% | Sep 1986 | Oct 1986 | 2 | Dec 1986 | 2 | 4 |
| -2.07% | May 1999 | May 1999 | 1 | Oct 1999 | 5 | 6 |
| -1.97% | Aug 2018 | Oct 2018 | 3 | Jan 2019 | 3 | 6 |
Rolling Returns ( more details)
Developed World ex-US 20/80 Portfolio: annualized rolling and average returns
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| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
7.50 |
41.14 May 1985 - Apr 1986 |
-15.42 Oct 2021 - Sep 2022 |
9.26% |
| 2 Years |
7.23 |
30.27 Mar 1985 - Feb 1987 |
-6.22 Oct 2020 - Sep 2022 |
3.71% |
| 3 Years |
7.05 |
23.04 Mar 1985 - Feb 1988 |
-3.44 Oct 2019 - Sep 2022 |
2.15% |
| 5 Years |
6.90 |
17.56 Jan 1985 - Dec 1989 |
0.04 Oct 2017 - Sep 2022 |
0.00% |
| 7 Years |
6.88 |
15.21 Jan 1985 - Dec 1991 |
1.50 Nov 2015 - Oct 2022 |
0.00% |
| 10 Years |
6.82 |
12.64 Jan 1985 - Dec 1994 |
2.25 Oct 2012 - Sep 2022 |
0.00% |
| 15 Years |
6.73 |
11.17 Jan 1985 - Dec 1999 |
3.40 Nov 2007 - Oct 2022 |
0.00% |
| 20 Years |
6.75 |
10.00 Jan 1985 - Dec 2004 |
4.63 Oct 2002 - Sep 2022 |
0.00% |
| 30 Years |
6.86 |
8.67 Mar 1985 - Feb 2015 |
5.36 Oct 1992 - Sep 2022 |
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 Developed World ex-US 20/80 Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Developed World ex-US 20/80 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.
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 |
0.23
60% |
-0.70
20% |
-0.77
60% |
0.07
80% |
0.24
40% |
0.11
80% |
1.45
100% |
-0.55
40% |
-1.03
40% |
0.02
60% |
0.70
60% |
0.56
80% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.23
|
99.53
|
98.77
|
98.83
|
99.07
|
99.18
|
100.62
|
100.06
|
99.03
|
99.05
|
99.74
|
100.30
|
| Best |
2.3 2019 |
0.7 2019 |
1.5 2019 |
2.7 2020 |
1.3 2020 |
2.4 2019 |
3.6 2022 |
1.3 2019 |
0.4 2020 |
1.5 2022 |
2.9 2020 |
1.4 2020 |
| Worst |
-1.9 2022 |
-1.5 2022 |
-5.1 2020 |
-3.8 2022 |
-0.5 2018 |
-3.2 2022 |
0.6 2019 |
-4.0 2022 |
-4.2 2022 |
-1.6 2018 |
-0.2 2021 |
-0.1 2018 |
Monthly Seasonality over the period Nov 2017 - Oct 2022
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.32
60% |
0.09
60% |
-0.03
80% |
0.41
80% |
0.12
50% |
-0.17
60% |
1.22
90% |
-0.37
50% |
-0.35
50% |
0.31
70% |
0.45
60% |
0.45
80% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.32
|
100.41
|
100.38
|
100.79
|
100.91
|
100.75
|
101.98
|
101.60
|
101.24
|
101.55
|
102.01
|
102.47
|
| Best |
2.3 2019 |
1.5 2014 |
1.9 2016 |
2.7 2020 |
1.3 2017 |
2.4 2019 |
3.6 2022 |
1.3 2019 |
2.1 2013 |
1.8 2015 |
2.9 2020 |
1.4 2020 |
| Worst |
-1.9 2022 |
-1.5 2022 |
-5.1 2020 |
-3.8 2022 |
-2.4 2013 |
-3.2 2022 |
-0.1 2014 |
-4.0 2022 |
-4.2 2022 |
-1.6 2018 |
-1.3 2016 |
-0.5 2015 |
Monthly Seasonality over the period Nov 2012 - Oct 2022
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.46
68% |
0.44
66% |
0.41
71% |
0.72
82% |
0.48
53% |
0.30
63% |
1.07
76% |
0.38
66% |
0.25
63% |
0.68
76% |
0.51
62% |
1.38
81% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.46
|
100.91
|
101.32
|
102.05
|
102.54
|
102.85
|
103.95
|
104.35
|
104.61
|
105.32
|
105.86
|
107.32
|
| Best |
4.4 1985 |
5.7 1986 |
5.2 1986 |
3.2 2009 |
5.2 1985 |
3.8 1986 |
4.6 2009 |
4.2 1986 |
4.7 1998 |
5.1 1998 |
3.7 1985 |
5.0 1991 |
| Worst |
-4.2 1997 |
-2.4 2009 |
-5.1 2020 |
-3.8 2022 |
-3.3 1986 |
-3.2 2022 |
-1.8 1997 |
-4.1 1990 |
-5.8 2008 |
-5.9 2008 |
-2.4 1997 |
-0.9 1997 |
Monthly Seasonality over the period Jan 1985 - Oct 2022
Monthly/Yearly Returns
Developed World ex-US 20/80 Portfolio data source starts from January 1985: 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 1985 - Oct 2022
313 Positive Months (69%) - 141 Negative Months (31%)
MONTHLY RETURNS TABLE
Jan 1985 - Oct 2022
(Scroll down to see all data)
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Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2022 |
-14.56 | -20.07 | -1.9 | -1.5 | -1.7 | -3.8 | -0.2 | -3.2 | 3.6 | -4.0 | -4.2 | 1.5 | ||
| 2021 |
+0.51 | -6.10 | -0.6 | -0.8 | 0.6 | 0.5 | 0.8 | 0.1 | 1.3 | 0.0 | -1.6 | 0.4 | -0.2 | 0.3 |
| 2020 |
+5.67 | +4.25 | 0.9 | -0.9 | -5.1 | 2.7 | 1.3 | 1.1 | 1.2 | 0.3 | 0.4 | -0.4 | 2.9 | 1.4 |
| 2019 |
+10.82 | +8.34 | 2.3 | 0.7 | 1.5 | 0.7 | -0.1 | 2.4 | 0.6 | 1.3 | 0.3 | 0.3 | -0.1 | 0.5 |
| 2018 |
-0.71 | -2.57 | 0.5 | -0.9 | 0.8 | 0.1 | -0.5 | 0.2 | 0.6 | -0.3 | -0.1 | -1.6 | 0.5 | -0.1 |
| 2017 |
+7.20 | +4.99 | 0.0 | 0.9 | 0.6 | 0.9 | 1.3 | -0.3 | 0.8 | 0.7 | 0.3 | 0.9 | 0.4 | 0.6 |
| 2016 |
+4.23 | +2.11 | -0.1 | 0.4 | 1.9 | 0.2 | 0.5 | 1.2 | 1.4 | 0.1 | 0.3 | -1.5 | -1.3 | 0.8 |
| 2015 |
+0.88 | +0.15 | 1.6 | 1.1 | 0.1 | 0.0 | -0.4 | -1.7 | 1.3 | -2.1 | -0.2 | 1.8 | 0.0 | -0.5 |
| 2014 |
+5.80 | +5.00 | 0.1 | 1.5 | 0.2 | 0.8 | 0.9 | 0.7 | -0.1 | 1.2 | -0.9 | 0.4 | 0.7 | 0.1 |
| 2013 |
+3.72 | +2.18 | 0.5 | 0.4 | 0.7 | 1.9 | -2.4 | -2.1 | 1.5 | -0.8 | 2.1 | 1.3 | 0.4 | 0.3 |
| 2012 |
+11.34 | +9.44 | 2.2 | 1.1 | 0.4 | 0.4 | -1.9 | 1.6 | 1.5 | 1.3 | 1.7 | 0.3 | 1.2 | 1.1 |
| 2011 |
+4.42 | +1.41 | 0.7 | 1.2 | -0.5 | 2.0 | 0.1 | -0.5 | 1.2 | -1.2 | -1.5 | 2.0 | -0.8 | 1.8 |
| 2010 |
+8.49 | +6.89 | 0.5 | 0.5 | 1.7 | 0.6 | -1.5 | 0.9 | 2.3 | 1.7 | 1.7 | 0.8 | -1.8 | 0.8 |
| 2009 |
+17.74 | +14.62 | -1.8 | -2.4 | 1.8 | 3.2 | 3.8 | 1.0 | 4.6 | 2.9 | 2.2 | 0.0 | 1.5 | -0.1 |
| 2008 |
-10.01 | -10.09 | 0.7 | 0.9 | -0.8 | 0.2 | -0.5 | -2.3 | 0.1 | -0.2 | -5.8 | -5.9 | -1.2 | 4.9 |
| 2007 |
+6.22 | +2.06 | 0.1 | 1.0 | 0.5 | 0.8 | -0.4 | -0.4 | 0.7 | 0.1 | 1.9 | 1.7 | 0.0 | 0.1 |
| 2006 |
+7.61 | +4.94 | 1.1 | 0.0 | 0.3 | 0.9 | -0.5 | -0.1 | 1.0 | 1.5 | 0.5 | 1.2 | 1.4 | 0.0 |
| 2005 |
+6.71 | +3.18 | 0.2 | 0.6 | 0.1 | 0.6 | 0.5 | 0.9 | 0.3 | 1.4 | 0.6 | -1.2 | 0.7 | 1.9 |
| 2004 |
+8.93 | +5.50 | 0.6 | 1.4 | 0.6 | -1.2 | 0.1 | 0.6 | -0.4 | 1.2 | 0.8 | 1.3 | 2.1 | 1.5 |
| 2003 |
+10.88 | +8.84 | 0.0 | 0.7 | -0.7 | 2.2 | 2.5 | 0.2 | -1.0 | 0.4 | 1.9 | 0.7 | 0.7 | 2.7 |
| 2002 |
+4.31 | +1.89 | -0.7 | 0.5 | 0.3 | 1.2 | 0.6 | -0.1 | -1.2 | 0.8 | -0.6 | 0.9 | 1.2 | 1.2 |
| 2001 |
+4.28 | +2.68 | 1.7 | -0.7 | 0.1 | 0.8 | -0.4 | -1.0 | 2.1 | 0.4 | -1.1 | 2.8 | -0.2 | -0.2 |
| 2000 |
+4.50 | +1.08 | -1.6 | 1.5 | 1.9 | -0.9 | -0.1 | 1.6 | -0.1 | 0.4 | 0.1 | -0.2 | 0.4 | 1.6 |
| 1999 |
+7.82 | +5.00 | 2.0 | -1.6 | 1.4 | 1.9 | -2.1 | 0.1 | 0.7 | 0.0 | 0.8 | 1.1 | 1.1 | 2.3 |
| 1998 |
+16.99 | +15.13 | 1.3 | 2.6 | -0.8 | 1.8 | 0.1 | -0.2 | -0.1 | -0.5 | 4.7 | 5.1 | -0.9 | 2.8 |
| 1997 |
-4.15 | -5.75 | -4.2 | -0.4 | -0.8 | -1.5 | 4.1 | 2.1 | -1.8 | -1.4 | 3.0 | 0.2 | -2.4 | -0.9 |
| 1996 |
+4.66 | +1.30 | -1.4 | 0.1 | 0.5 | 0.9 | -0.3 | 0.4 | 1.4 | 0.5 | 0.4 | 1.1 | 1.7 | -0.8 |
| 1995 |
+17.78 | +14.87 | -0.2 | -0.5 | 1.2 | 2.7 | 2.8 | -0.8 | 2.6 | 0.9 | 1.5 | 0.9 | 3.7 | 1.9 |
| 1994 |
-3.88 | -6.39 | 2.1 | -2.0 | -2.0 | 0.0 | -1.2 | -1.0 | 0.6 | -0.3 | -0.6 | 0.9 | -0.2 | -0.3 |
| 1993 |
+19.11 | +15.93 | 0.7 | 2.5 | 2.3 | 2.2 | 1.5 | 1.1 | 2.2 | 3.0 | -0.4 | 1.5 | -1.9 | 3.2 |
| 1992 |
+6.56 | +3.56 | -2.2 | -0.1 | -1.9 | 0.1 | 3.4 | 0.7 | 1.6 | 1.6 | 0.2 | -2.3 | 0.9 | 4.5 |
| 1991 |
+19.03 | +15.49 | 1.3 | 3.5 | -0.3 | 1.6 | 0.3 | -1.7 | 2.1 | 1.7 | 3.5 | 1.1 | -0.6 | 5.0 |
| 1990 |
+0.80 | -5.00 | -2.4 | -1.4 | -1.6 | -1.8 | 4.8 | 1.6 | 1.5 | -4.1 | -2.3 | 3.8 | 1.3 | 1.8 |
| 1989 |
+11.45 | +6.50 | 1.4 | 0.0 | 0.0 | 1.5 | 0.6 | 1.7 | 3.8 | -2.3 | 0.8 | 1.0 | 1.8 | 0.6 |
| 1988 |
+12.16 | +7.41 | 3.5 | 2.3 | 0.8 | 0.2 | -0.7 | 0.7 | 0.2 | -1.0 | 1.9 | 2.4 | 1.2 | 0.1 |
| 1987 |
+8.87 | +4.25 | 3.8 | 1.1 | 2.7 | 0.1 | -0.3 | 0.2 | -0.1 | 1.8 | -1.8 | -0.8 | 0.6 | 1.4 |
| 1986 |
+25.77 | +24.40 | 0.6 | 5.7 | 5.2 | 2.1 | -3.3 | 3.8 | 2.7 | 4.2 | -1.7 | -0.5 | 0.5 | 4.3 |
| 1985 |
+31.17 | +26.37 | 4.4 | -2.2 | 3.3 | 0.7 | 5.2 | 1.9 | -0.2 | 3.1 | 0.6 | 3.0 | 3.7 | 4.3 |
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:
- VEA - Vanguard FTSE Developed Markets: simulated historical serie, up to December 2007
- BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013
Portfolio efficiency
Compared to the Developed World ex-US 20/80 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 | ||
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 | ||