Data Source: from August 2009 to February 2023 (~14 years)
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.68%
1 Day
Mar 20 2023
0.81%
Current Month
March 2023
The Developed World ex-US 40/60 Momentum Portfolio is a Medium Risk portfolio and can be implemented with 2 ETFs.
It's exposed for 40% on the Stock Market.
In the last 10 Years, the Developed World ex-US 40/60 Momentum Portfolio obtained a 2.96% compound annual return, with a 6.73% standard deviation.
Asset Allocation and ETFs
The Developed World ex-US 40/60 Momentum Portfolio has the following asset allocation:
The Developed World ex-US 40/60 Momentum Portfolio can be implemented with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 40.00 % | IMTM | iShares MSCI Intl Momentum Factor ETF | Equity, EAFE, Large Cap | |
| 60.00 % | 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 Feb 28, 2023
The Developed World ex-US 40/60 Momentum 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 40/60 MOMENTUM PORTFOLIO RETURNS
Consolidated returns as of 28 February 2023
Live Update: Mar 20 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Feb 28, 2023 |
|||||||
|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Mar 2023 | 1M | 6M | 1Y | 5Y | 10Y |
MAX
(~14Y) |
|
| Developed World ex-US 40/60 Momentum Portfolio | 0.68 | 0.81 | -1.92 | 1.96 | -8.35 | 1.50 | 2.96 | 4.56 | |
| US Inflation Adjusted return | -2.46 | 0.38 | -13.57 | -2.27 | 0.32 | 2.02 | |||
| Components | |||||||||
|
IMTM iShares MSCI Intl Momentum Factor ETF |
1.83 | Mar 20 2023 | -2.23 | -2.53 | 8.57 | -6.29 | 3.23 | 4.53 | 5.59 |
|
BNDX Vanguard Total International Bond |
-0.08 | Mar 20 2023 | 2.83 | -1.50 | -1.94 | -9.67 | 0.01 | 1.50 | 6.58 |
Returns over 1 year are annualized | Available data source: since Aug 2009
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2023. Current inflation (annualized) is 1Y: 6.04% , 5Y: 3.86% , 10Y: 2.63%
Live update: World Markets and Indexes
Portfolio Metrics as of Feb 28, 2023
Metrics of Developed World ex-US 40/60 Momentum Portfolio, updated as of 28 February 2023.
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 40/60 MOMENTUM PORTFOLIO
Portfolio Metrics
Data Source: 1 August 2009 - 28 February 2023 (~14 years)
Swipe left to see all data
| Metrics as of Feb 28, 2023 | ||||||||
|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y |
MAX
(~14Y) |
|
| Portfolio Return (%) |
-1.92 | -0.79 | 1.96 | -8.35 | -0.28 | 1.50 | 2.96 | 4.56 |
| US Inflation (%) | 0.56 | 1.05 | 1.58 | 6.04 | 5.16 | 3.86 | 2.63 | 2.49 |
| Infl. Adjusted Return (%) |
-2.46 | -1.82 | 0.38 | -13.57 | -5.18 | -2.27 | 0.32 | 2.02 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||
| RISK INDICATORS | ||||||||
| Standard Deviation (%) | 12.16 | 9.55 | 8.13 | 6.73 | 6.90 | |||
| Sharpe Ratio | -0.86 | -0.10 | 0.04 | 0.34 | 0.08 | |||
| Sortino Ratio | -1.27 | -0.14 | 0.05 | 0.45 | 0.11 | |||
| MAXIMUM DRAWDOWN | ||||||||
| Drawdown Depth (%) | -14.68 | -19.40 | -19.40 | -19.40 | -19.40 | |||
| Start (yyyy mm) | 2022 03 | 2021 09 | 2021 09 | 2021 09 | 2021 09 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
| Start to Bottom (# months) | 7 | 13 | 13 | 13 | 13 | |||
| Start to Recovery (# months) in progress |
> 12
|
> 18
|
> 18
|
> 18
|
> 18
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||
| Best Return (%) | 17.45 | 9.05 | 8.18 | 6.14 | ||||
| Worst Return (%) | -17.61 | -2.24 | 0.42 | 2.75 | ||||
| % Positive Periods | 80% | 95% | 100% | 100% | ||||
| MONTHS | ||||||||
| Positive | 0 | 1 | 3 | 5 | 20 | 36 | 75 | 107 |
| Negative | 1 | 2 | 3 | 7 | 16 | 24 | 45 | 56 |
| % Positive | 0% | 33% | 50% | 42% | 56% | 60% | 63% | 66% |
| WITHDRAWAL RATES (WR) | ||||||||
| Safe WR (%) | 33.41 | 20.68 | 11.36 | 9.63 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.32 | 1.98 | ||||
- 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 28 February 2023
Swipe left to see all data
|
|
|
||
|---|---|---|---|
| Asset | IMTM | BNDX | |
| IMTM |
1.00
|
0.78
|
|
| BNDX |
0.78
|
1.00
|
|
|
|
||
|---|---|---|---|
| Asset | IMTM | BNDX | |
| IMTM |
1.00
|
0.49
|
|
| BNDX |
0.49
|
1.00
|
|
|
|
||
|---|---|---|---|
| Asset | IMTM | BNDX | |
| IMTM |
1.00
|
0.38
|
|
| BNDX |
0.38
|
1.00
|
|
|
|
||
|---|---|---|---|
| Asset | IMTM | BNDX | |
| IMTM |
1.00
|
0.22
|
|
| BNDX |
0.22
|
1.00
|
Portfolio Dividends
In 2022, the Developed World ex-US 40/60 Momentum Portfolio granted a 1.66% dividend yield. If you are interested in getting periodic income, please refer to the Developed World ex-US 40/60 Momentum Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Feb 28, 2023
An investment of 1000$, since March 2013,
now would be worth 1338.13$, with a total return of 33.81% (2.96% annualized).
The Inflation Adjusted Capital now would be 1032.67$, with a net total return of 3.27% (0.32% annualized).
The Inflation Adjusted Capital now would be 1032.67$, with a net total return of 3.27% (0.32% annualized).
An investment of 1000$, since August 2009,
now would be worth 1833.59$, with a total return of 83.36% (4.56% annualized).
The Inflation Adjusted Capital now would be 1312.55$, with a net total return of 31.25% (2.02% annualized).
The Inflation Adjusted Capital now would be 1312.55$, with a net total return of 31.25% (2.02% annualized).
Drawdowns
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -19.40% | Sep 2021 | Sep 2022 | 13 | in progress | 5 | 18 |
| -7.72% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
| -6.00% | Feb 2018 | Dec 2018 | 11 | Mar 2019 | 3 | 14 |
| -5.38% | May 2015 | Sep 2015 | 5 | Jun 2016 | 9 | 14 |
| -5.17% | May 2013 | Jun 2013 | 2 | Oct 2013 | 4 | 6 |
| -4.27% | Aug 2016 | Nov 2016 | 4 | Mar 2017 | 4 | 8 |
| -1.62% | Jan 2021 | Feb 2021 | 2 | May 2021 | 3 | 5 |
| -1.52% | Sep 2014 | Dec 2014 | 4 | Feb 2015 | 2 | 6 |
| -1.33% | Oct 2020 | Oct 2020 | 1 | Nov 2020 | 1 | 2 |
| -1.20% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
| -0.78% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 |
| -0.54% | Jun 2021 | Jun 2021 | 1 | Jul 2021 | 1 | 2 |
| -0.29% | Mar 2014 | Mar 2014 | 1 | May 2014 | 2 | 3 |
| -0.27% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
| -0.20% | Nov 2017 | Nov 2017 | 1 | Dec 2017 | 1 | 2 |
| -0.06% | Sep 2019 | Sep 2019 | 1 | Oct 2019 | 1 | 2 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -19.40% | Sep 2021 | Sep 2022 | 13 | in progress | 5 | 18 |
| -8.94% | May 2011 | Sep 2011 | 5 | Jul 2012 | 10 | 15 |
| -7.72% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
| -6.00% | Feb 2018 | Dec 2018 | 11 | Mar 2019 | 3 | 14 |
| -5.38% | May 2015 | Sep 2015 | 5 | Jun 2016 | 9 | 14 |
| -5.17% | May 2013 | Jun 2013 | 2 | Oct 2013 | 4 | 6 |
| -4.27% | Aug 2016 | Nov 2016 | 4 | Mar 2017 | 4 | 8 |
| -4.04% | May 2010 | May 2010 | 1 | Jul 2010 | 2 | 3 |
| -2.00% | Nov 2010 | Nov 2010 | 1 | Dec 2010 | 1 | 2 |
| -1.66% | Jan 2010 | Jan 2010 | 1 | Mar 2010 | 2 | 3 |
| -1.62% | Jan 2021 | Feb 2021 | 2 | May 2021 | 3 | 5 |
| -1.52% | Sep 2014 | Dec 2014 | 4 | Feb 2015 | 2 | 6 |
| -1.33% | Oct 2020 | Oct 2020 | 1 | Nov 2020 | 1 | 2 |
| -1.20% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
| -0.78% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 |
| -0.54% | Jun 2021 | Jun 2021 | 1 | Jul 2021 | 1 | 2 |
| -0.44% | Oct 2009 | Oct 2009 | 1 | Nov 2009 | 1 | 2 |
| -0.29% | Mar 2014 | Mar 2014 | 1 | May 2014 | 2 | 3 |
| -0.27% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
| -0.20% | Nov 2017 | Nov 2017 | 1 | Dec 2017 | 1 | 2 |
Rolling Returns ( more details)
Developed World ex-US 40/60 Momentum Portfolio: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
4.65 |
17.45 Apr 2020 - Mar 2021 |
-17.61 Oct 2021 - Sep 2022 |
20.39% |
| 2 Years |
4.91 |
13.08 Jan 2019 - Dec 2020 |
-7.10 Oct 2020 - Sep 2022 |
6.43% |
| 3 Years |
5.10 |
9.05 Jun 2010 - May 2013 |
-2.24 Oct 2019 - Sep 2022 |
4.69% |
| 5 Years |
4.84 |
8.18 Aug 2009 - Jul 2014 |
0.42 Oct 2017 - Sep 2022 |
0.00% |
| 7 Years |
4.77 |
6.66 Aug 2009 - Jul 2016 |
2.38 Oct 2015 - Sep 2022 |
0.00% |
| 10 Years |
5.05 |
6.14 Oct 2011 - Sep 2021 |
2.75 Oct 2012 - 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 40/60 Momentum Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Developed World ex-US 40/60 Momentum 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 |
0.90
60% |
-1.21
20% |
-0.72
60% |
0.23
80% |
0.63
60% |
0.07
40% |
1.59
100% |
-0.37
60% |
-1.28
40% |
0.02
60% |
1.69
80% |
0.28
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.90
|
99.68
|
98.96
|
99.19
|
99.82
|
99.89
|
101.47
|
101.10
|
99.80
|
99.82
|
101.51
|
101.79
|
| Best |
3.5 2023 |
1.2 2019 |
1.8 2019 |
3.7 2020 |
2.8 2020 |
3.6 2019 |
3.2 2022 |
1.1 2019 |
0.5 2018 |
2.8 2022 |
5.3 2022 |
2.6 2020 |
| Worst |
-3.1 2022 |
-2.4 2020 |
-5.5 2020 |
-5.0 2022 |
-0.3 2018 |
-4.4 2022 |
0.2 2019 |
-4.0 2022 |
-5.1 2022 |
-3.9 2018 |
-1.3 2021 |
-2.3 2022 |
Monthly Seasonality over the period Mar 2018 - Feb 2023
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 |
0.72
60% |
-0.36
50% |
0.15
70% |
0.68
90% |
0.24
60% |
0.10
50% |
1.23
90% |
-0.46
50% |
-0.44
40% |
0.25
60% |
0.76
70% |
0.29
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.72
|
100.36
|
100.50
|
101.19
|
101.42
|
101.53
|
102.77
|
102.30
|
101.85
|
102.10
|
102.87
|
103.17
|
| Best |
3.5 2023 |
1.9 2014 |
2.3 2016 |
3.7 2020 |
2.8 2020 |
3.6 2019 |
3.2 2022 |
1.1 2019 |
4.0 2013 |
2.8 2022 |
5.3 2022 |
2.6 2020 |
| Worst |
-3.1 2022 |
-2.4 2020 |
-5.5 2020 |
-5.0 2022 |
-3.6 2013 |
-4.4 2022 |
-0.8 2014 |
-4.0 2022 |
-5.1 2022 |
-3.9 2018 |
-1.7 2016 |
-2.3 2022 |
Monthly Seasonality over the period Mar 2013 - Feb 2023
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 |
0.67
64% |
0.05
64% |
0.44
69% |
0.84
92% |
-0.43
46% |
0.27
54% |
1.44
92% |
-0.22
57% |
0.00
50% |
0.55
64% |
0.56
64% |
0.59
71% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.67
|
100.72
|
101.17
|
102.01
|
101.57
|
101.84
|
103.31
|
103.08
|
103.08
|
103.64
|
104.23
|
104.84
|
| Best |
3.5 2023 |
1.9 2014 |
3.7 2010 |
3.7 2020 |
2.8 2020 |
3.6 2019 |
4.2 2010 |
3.0 2009 |
4.5 2010 |
3.7 2011 |
5.3 2022 |
2.6 2020 |
| Worst |
-3.1 2022 |
-2.4 2020 |
-5.5 2020 |
-5.0 2022 |
-4.0 2010 |
-4.4 2022 |
-0.8 2014 |
-4.0 2022 |
-5.1 2022 |
-3.9 2018 |
-2.0 2010 |
-2.3 2022 |
Monthly Seasonality over the period Aug 2009 - Feb 2023
Monthly/Yearly Returns
Developed World ex-US 40/60 Momentum Portfolio data source starts from August 2009: 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
Aug 2009 - Feb 2023
107 Positive Months (66%) - 56 Negative Months (34%)
MONTHLY RETURNS TABLE
Aug 2009 - Feb 2023
(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 |
| 2023 |
+1.53 | +0.17 | 3.5 | -1.9 | ||||||||||
| 2022 |
-14.37 | -19.57 | -3.1 | -2.1 | -0.5 | -5.0 | 0.3 | -4.4 | 3.2 | -4.0 | -5.1 | 2.8 | 5.3 | -2.3 |
| 2021 |
+1.27 | -5.39 | -0.8 | -0.8 | 0.2 | 1.4 | 0.7 | -0.5 | 1.4 | 0.2 | -2.2 | 1.8 | -1.3 | 1.4 |
| 2020 |
+11.65 | +10.15 | 1.5 | -2.4 | -5.5 | 3.7 | 2.8 | 2.1 | 2.6 | 0.9 | 0.4 | -1.3 | 4.0 | 2.6 |
| 2019 |
+14.52 | +11.96 | 3.3 | 1.2 | 1.8 | 0.8 | -0.3 | 3.6 | 0.2 | 1.1 | -0.1 | 0.7 | 0.2 | 1.2 |
| 2018 |
-4.03 | -5.83 | 2.1 | -1.8 | 0.3 | 0.2 | -0.3 | -0.4 | 0.7 | -0.1 | 0.5 | -3.9 | 0.2 | -1.4 |
| 2017 |
+11.62 | +9.32 | 1.5 | 0.7 | 1.3 | 0.8 | 1.6 | 0.2 | 1.3 | 0.8 | 1.3 | 1.3 | -0.2 | 0.5 |
| 2016 |
+2.96 | +0.86 | -0.9 | 0.2 | 2.3 | 1.0 | 0.8 | 1.6 | 1.3 | -0.1 | -0.2 | -2.3 | -1.7 | 1.1 |
| 2015 |
+0.07 | -0.65 | 1.2 | 1.4 | 0.4 | 0.7 | -0.9 | -0.4 | 0.5 | -3.0 | -1.7 | 2.2 | 0.1 | -0.2 |
| 2014 |
+1.57 | +0.81 | -1.2 | 1.9 | -0.3 | 0.1 | 1.4 | 0.9 | -0.8 | 1.1 | -1.5 | 0.0 | 0.5 | -0.5 |
| 2013 |
+8.39 | +6.79 | 1.7 | 0.5 | 1.4 | 3.0 | -3.6 | -1.6 | 2.0 | -1.7 | 4.0 | 1.3 | 0.5 | 0.8 |
| 2012 |
+12.90 | +10.96 | 1.9 | 1.5 | 0.6 | 0.8 | -3.1 | 2.4 | 1.8 | 1.7 | 1.7 | 0.3 | 1.4 | 1.2 |
| 2011 |
-0.59 | -3.45 | 0.3 | 1.6 | 0.0 | 3.0 | -0.9 | -0.5 | 0.5 | -3.6 | -4.7 | 3.7 | -1.2 | 1.5 |
| 2010 |
+10.77 | +9.14 | -1.7 | 0.6 | 3.7 | 0.3 | -4.0 | 0.5 | 4.2 | 0.4 | 4.5 | 1.6 | -2.0 | 2.6 |
| 2009 |
- | - | 3.0 | 2.9 | -0.4 | 2.1 | 0.1 | |||||||
Portofolio Returns, up to January 2015, 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:
- IMTM - iShares MSCI Intl Momentum Factor ETF: simulated historical serie, up to January 2015
- BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013
Portfolio efficiency
Compared to the Developed World ex-US 40/60 Momentum Portfolio, the following portfolios granted a higher return over 10 Years and a less severe drawdown at the same time.
Swipe left to see all data
10 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
US Stocks Minimum Volatility |
+10.61 | 12.10 | -19.06 | 100 | 0 | 0 | ||
|
Perfect Portfolio Ben Stein |
+7.02 | 11.57 | -18.62 | 80 | 20 | 0 | ||
|
Robust Alpha Architect |
+6.97 | 10.94 | -19.09 | 70 | 20 | 10 | ||
|
Sheltered Sam 70/30 Bill Bernstein |
+6.66 | 10.28 | -17.80 | 67.9 | 30 | 2.1 | ||
|
Andrew Tobias Portfolio Andrew Tobias |
+5.94 | 9.59 | -18.85 | 66.7 | 33.3 | 0 | ||
|
Coward's Portfolio Bill Bernstein |
+5.92 | 8.82 | -15.87 | 60 | 40 | 0 | ||
|
Sheltered Sam 60/40 Bill Bernstein |
+5.85 | 8.94 | -16.49 | 58.2 | 40 | 1.8 | ||
|
One-Decision Portfolio Marvin Appel |
+5.73 | 8.51 | -16.74 | 50 | 50 | 0 | ||
|
Ideal Index Frank Armstrong |
+5.72 | 10.11 | -18.25 | 70 | 30 | 0 | ||
|
Big Rocks Portfolio Larry Swedroe |
+5.63 | 8.95 | -15.71 | 60 | 40 | 0 | ||
|
Stocks/Bonds 40/60 |
+5.54 | 7.36 | -18.63 | 40 | 60 | 0 | ||
|
Golden Butterfly |
+5.53 | 7.89 | -17.79 | 40 | 40 | 20 | ||
|
Simple Money Portfolio Tim Maurer |
+5.31 | 9.15 | -18.44 | 60 | 40 | 0 | ||
|
Dynamic 60/40 Income |
+5.28 | 8.85 | -18.21 | 60 | 40 | 0 | ||
|
Five Asset Roger Gibson |
+5.20 | 10.79 | -19.30 | 60 | 20 | 20 | ||
|
Sandwich Portfolio Bob Clyatt |
+5.12 | 8.14 | -19.10 | 55 | 45 | 0 | ||
|
Sheltered Sam 50/50 Bill Bernstein |
+5.03 | 7.63 | -15.17 | 48.5 | 50 | 1.5 | ||
|
Ultimate Buy&Hold FundAdvice |
+4.83 | 9.03 | -18.44 | 60 | 40 | 0 | ||
|
Lifepath Fund iShares |
+4.55 | 7.27 | -18.92 | 40.4 | 59.6 | 0 | ||
|
Edge Select Moderately Conservative Merrill Lynch |
+4.55 | 7.09 | -18.53 | 37 | 63 | 0 | ||
|
LifeStrategy Conservative Growth Vanguard |
+4.42 | 7.10 | -18.57 | 40 | 60 | 0 | ||
|
Desert Portfolio Gyroscopic Investing |
+4.29 | 5.52 | -14.72 | 30 | 60 | 10 | ||
|
Sheltered Sam 40/60 Bill Bernstein |
+4.20 | 6.35 | -13.86 | 38.8 | 60 | 1.2 | ||
|
Dynamic 40/60 Income |
+4.14 | 7.54 | -17.33 | 40 | 60 | 0 | ||
|
Permanent Portfolio Harry Browne |
+4.13 | 6.98 | -15.92 | 25 | 50 | 25 | ||
|
7Twelve Portfolio Craig Israelsen |
+4.01 | 9.38 | -17.90 | 50 | 33.3 | 16.7 | ||
|
Simplified Permanent Portfolio |
+3.89 | 6.98 | -16.43 | 25 | 50 | 25 | ||
|
Rob Arnott Portfolio Rob Arnott |
+3.54 | 7.41 | -17.86 | 30 | 60 | 10 | ||
|
Stocks/Bonds 20/80 Momentum |
+3.49 | 5.45 | -17.91 | 20 | 80 | 0 | ||
|
Sheltered Sam 30/70 Bill Bernstein |
+3.35 | 5.14 | -12.55 | 29.1 | 70 | 0.9 | ||
|
Stocks/Bonds 20/80 |
+3.33 | 5.38 | -16.57 | 20 | 80 | 0 | ||
|
Edge Select Conservative Merrill Lynch |
+3.03 | 4.43 | -12.44 | 21 | 79 | 0 | ||
|
Developed World ex-US 40/60 Momentum |
+2.96 | 6.73 | -19.40 | 40 | 60 | 0 | ||
The following portfolios share asset allocation strategy and/or similar asset weights.
Swipe left to see all data
5 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Developed World ex-US 40/60 Momentum |
+1.50 | 8.13 | -19.40 | 40 | 60 | 0 | ||
|
Developed World ex-US 40/60 |
+1.30 | 8.82 | -19.57 | 40 | 60 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 10 Years and Medium Risk categorization.
Swipe left to see all data
10 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Couch Potato Scott Burns |
+6.60 | 9.00 | -19.77 | 50 | 50 | 0 | ||
|
Stocks/Bonds 40/60 Momentum |
+5.86 | 7.46 | -21.11 | 40 | 60 | 0 | ||
|
One-Decision Portfolio Marvin Appel |
+5.73 | 8.51 | -16.74 | 50 | 50 | 0 | ||
|
Stocks/Bonds 40/60 |
+5.54 | 7.36 | -18.63 | 40 | 60 | 0 | ||
|
Sheltered Sam 50/50 Bill Bernstein |
+5.03 | 7.63 | -15.17 | 48.5 | 50 | 1.5 | ||
