Data Source: from January 1985 to February 2023 (~38 years)
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.90%
1 Day
Mar 20 2023, 04:00PM Eastern Time
1.19%
Current Month
March 2023
The Developed World ex-US 80/20 Portfolio is a Very High Risk portfolio and can be implemented with 2 ETFs.
It's exposed for 80% on the Stock Market.
In the last 30 Years, the Developed World ex-US 80/20 Portfolio obtained a 5.77% compound annual return, with a 13.44% standard deviation.
Asset Allocation and ETFs
The Developed World ex-US 80/20 Portfolio has the following asset allocation:
The Developed World ex-US 80/20 Portfolio can be implemented with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 80.00 % | VEA | Vanguard FTSE Developed Markets | Equity, EAFE, Large Cap | |
| 20.00 % | 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 80/20 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 80/20 PORTFOLIO RETURNS
Consolidated returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
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 | 30Y |
MAX
(~38Y) |
|
| Developed World ex-US 80/20 Portfolio | 0.90 | -1.19 | -3.10 | 8.04 | -5.81 | 2.36 | 4.53 | 5.77 | 7.90 | |
| US Inflation Adjusted return | -3.64 | 6.36 | -11.17 | -1.44 | 1.86 | 3.18 | 4.98 | |||
| Components | ||||||||||
|
VEA Vanguard FTSE Developed Markets |
1.15 |
04:00PM Mar 20 2023 |
-2.20 | -3.47 | 10.79 | -4.82 | 2.80 | 5.11 | 5.61 | 8.11 |
|
BNDX Vanguard Total International Bond |
-0.08 |
04:00PM Mar 20 2023 |
2.83 | -1.50 | -1.94 | -9.67 | 0.01 | 1.50 | 4.87 | 6.58 |
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) 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% , 30Y: 2.51%
Live update: World Markets and Indexes
Portfolio Metrics as of Feb 28, 2023
Metrics of Developed World ex-US 80/20 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 80/20 PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 28 February 2023 (~38 years)
Swipe left to see all data
| Metrics as of Feb 28, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~38Y) |
|
| Portfolio Return (%) |
-3.10 | 1.96 | 8.04 | -5.81 | 4.50 | 2.36 | 4.53 | 6.85 | 5.77 | 7.90 |
| US Inflation (%) | 0.56 | 1.05 | 1.58 | 6.04 | 5.16 | 3.86 | 2.63 | 2.51 | 2.51 | 2.79 |
| Infl. Adjusted Return (%) |
-3.64 | 0.90 | 6.36 | -11.17 | -0.62 | -1.44 | 1.86 | 4.23 | 3.18 | 4.98 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 20.50 | 17.16 | 14.93 | 12.44 | 13.85 | 13.44 | 14.22 | |||
| Sharpe Ratio | -0.38 | 0.22 | 0.08 | 0.31 | 0.41 | 0.27 | 0.28 | |||
| Sortino Ratio | -0.57 | 0.30 | 0.11 | 0.43 | 0.55 | 0.36 | 0.38 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -20.15 | -25.24 | -25.24 | -25.24 | -47.74 | -47.74 | -47.74 | |||
| Start (yyyy mm) | 2022 04 | 2021 09 | 2021 09 | 2021 09 | 2007 11 | 2007 11 | 2007 11 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Start to Bottom (# months) | 6 | 13 | 13 | 13 | 16 | 16 | 16 | |||
| Start to Recovery (# months) in progress |
> 11
|
> 18
|
> 18
|
> 18
|
71
|
71
|
71
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 76.67 | 43.18 | 31.75 | 16.08 | 10.86 | 8.93 | ||||
| Worst Return (%) | -41.68 | -13.84 | -3.78 | 1.34 | 2.94 | 4.82 | ||||
| % Positive Periods | 68% | 82% | 93% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 1 | 3 | 6 | 21 | 34 | 71 | 146 | 216 | 277 |
| Negative | 1 | 2 | 3 | 6 | 15 | 26 | 49 | 94 | 144 | 181 |
| % Positive | 0% | 33% | 50% | 50% | 58% | 57% | 59% | 61% | 60% | 60% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 36.72 | 20.22 | 12.20 | 9.84 | 6.18 | 10.46 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 1.82 | 4.05 | 3.08 | 4.74 | ||||
- 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 | VEA | BNDX | |
| VEA |
1.00
|
0.86
|
|
| BNDX |
0.86
|
1.00
|
|
|
|
||
|---|---|---|---|
| Asset | VEA | BNDX | |
| VEA |
1.00
|
0.47
|
|
| BNDX |
0.47
|
1.00
|
|
|
|
||
|---|---|---|---|
| Asset | VEA | BNDX | |
| VEA |
1.00
|
0.37
|
|
| BNDX |
0.37
|
1.00
|
|
|
|
||
|---|---|---|---|
| Asset | VEA | BNDX | |
| VEA |
1.00
|
0.17
|
|
| BNDX |
0.17
|
1.00
|
|
|
|
||
|---|---|---|---|
| Asset | VEA | BNDX | |
| VEA |
1.00
|
0.21
|
|
| BNDX |
0.21
|
1.00
|
Portfolio Dividends
In 2022, the Developed World ex-US 80/20 Portfolio granted a 2.20% dividend yield. If you are interested in getting periodic income, please refer to the Developed World ex-US 80/20 Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Feb 28, 2023
An investment of 1000$, since March 1993,
now would be worth 5374.98$, with a total return of 437.50% (5.77% annualized).
The Inflation Adjusted Capital now would be 2556.70$, with a net total return of 155.67% (3.18% annualized).
The Inflation Adjusted Capital now would be 2556.70$, with a net total return of 155.67% (3.18% annualized).
An investment of 1000$, since January 1985,
now would be worth 18240.38$, with a total return of 1724.04% (7.90% annualized).
The Inflation Adjusted Capital now would be 6384.50$, with a net total return of 538.45% (4.98% annualized).
The Inflation Adjusted Capital now would be 6384.50$, with a net total return of 538.45% (4.98% annualized).
Drawdowns
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -47.74% | Nov 2007 | Feb 2009 | 16 | Sep 2013 | 55 | 71 |
| -36.04% | Apr 2000 | Mar 2003 | 36 | Nov 2004 | 20 | 56 |
| -25.24% | Sep 2021 | Sep 2022 | 13 | in progress | 5 | 18 |
| -19.27% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
| -14.39% | Feb 2018 | Dec 2018 | 11 | Dec 2019 | 12 | 23 |
| -13.21% | May 2015 | Feb 2016 | 10 | Mar 2017 | 13 | 23 |
| -10.26% | Sep 1994 | Feb 1995 | 6 | Nov 1995 | 9 | 15 |
| -10.17% | Jun 1998 | Sep 1998 | 4 | Nov 1998 | 2 | 6 |
| -9.05% | Aug 1997 | Dec 1997 | 5 | Mar 1998 | 3 | 8 |
| -8.74% | Sep 1993 | Nov 1993 | 3 | Jan 1994 | 2 | 5 |
| -7.17% | Jul 2014 | Dec 2014 | 6 | Apr 2015 | 4 | 10 |
| -5.40% | Dec 1996 | Jan 1997 | 2 | May 1997 | 4 | 6 |
| -5.30% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
| -3.88% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
| -3.75% | May 1999 | May 1999 | 1 | Jul 1999 | 2 | 3 |
| -3.26% | Mar 2005 | May 2005 | 3 | Jul 2005 | 2 | 5 |
| -3.01% | May 2006 | Jun 2006 | 2 | Aug 2006 | 2 | 4 |
| -2.93% | Feb 1994 | Mar 1994 | 2 | Jun 1994 | 3 | 5 |
| -2.78% | May 1996 | Jul 1996 | 3 | Nov 1996 | 4 | 7 |
| -2.43% | Oct 2005 | Oct 2005 | 1 | Dec 2005 | 2 | 3 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -47.74% | Nov 2007 | Feb 2009 | 16 | Sep 2013 | 55 | 71 |
| -36.04% | Apr 2000 | Mar 2003 | 36 | Nov 2004 | 20 | 56 |
| -25.24% | Sep 2021 | Sep 2022 | 13 | in progress | 5 | 18 |
| -24.86% | Jan 1990 | Sep 1990 | 9 | Apr 1993 | 31 | 40 |
| -19.27% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
| -14.39% | Feb 2018 | Dec 2018 | 11 | Dec 2019 | 12 | 23 |
| -13.21% | May 2015 | Feb 2016 | 10 | Mar 2017 | 13 | 23 |
| -11.30% | Sep 1987 | Oct 1987 | 2 | Mar 1988 | 5 | 7 |
| -10.26% | Sep 1994 | Feb 1995 | 6 | Nov 1995 | 9 | 15 |
| -10.17% | Jun 1998 | Sep 1998 | 4 | Nov 1998 | 2 | 6 |
| -9.05% | Aug 1997 | Dec 1997 | 5 | Mar 1998 | 3 | 8 |
| -8.74% | Sep 1993 | Nov 1993 | 3 | Jan 1994 | 2 | 5 |
| -7.44% | May 1988 | Aug 1988 | 4 | Oct 1988 | 2 | 6 |
| -7.39% | Sep 1986 | Oct 1986 | 2 | Dec 1986 | 2 | 4 |
| -7.17% | Jul 2014 | Dec 2014 | 6 | Apr 2015 | 4 | 10 |
| -5.40% | Dec 1996 | Jan 1997 | 2 | May 1997 | 4 | 6 |
| -5.30% | Jan 2000 | Jan 2000 | 1 | Mar 2000 | 2 | 3 |
| -5.01% | Mar 1989 | Jun 1989 | 4 | Jul 1989 | 1 | 5 |
| -3.88% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
| -3.75% | May 1999 | May 1999 | 1 | Jul 1999 | 2 | 3 |
Rolling Returns ( more details)
Developed World ex-US 80/20 Portfolio: annualized rolling and average returns
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| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
8.92 |
76.67 Sep 1985 - Aug 1986 |
-41.68 Mar 2008 - Feb 2009 |
31.54% |
| 2 Years |
7.89 |
63.37 May 1985 - Apr 1987 |
-22.86 Mar 2007 - Feb 2009 |
23.22% |
| 3 Years |
7.01 |
43.18 May 1985 - Apr 1988 |
-13.84 Apr 2000 - Mar 2003 |
17.97% |
| 5 Years |
6.25 |
31.75 Jan 1985 - Dec 1989 |
-3.78 Jun 2007 - May 2012 |
6.77% |
| 7 Years |
6.04 |
20.20 Jan 1985 - Dec 1991 |
-0.27 Apr 1996 - Mar 2003 |
0.27% |
| 10 Years |
6.01 |
16.08 Jan 1985 - Dec 1994 |
1.34 Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
5.81 |
14.31 Jan 1985 - Dec 1999 |
1.77 Oct 2007 - Sep 2022 |
0.00% |
| 20 Years |
5.99 |
10.86 Jan 1985 - Dec 2004 |
2.94 Mar 1989 - Feb 2009 |
0.00% |
| 30 Years |
6.02 |
8.93 Jan 1985 - Dec 2014 |
4.82 Jan 1989 - Dec 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 Developed World ex-US 80/20 Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Developed World ex-US 80/20 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 |
1.56
40% |
-1.57
40% |
-1.88
60% |
1.10
80% |
0.65
60% |
-0.35
40% |
1.64
80% |
-0.59
40% |
-1.92
40% |
0.06
60% |
3.88
80% |
0.87
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.56
|
99.96
|
98.09
|
99.16
|
99.81
|
99.46
|
101.09
|
100.49
|
98.57
|
98.63
|
102.46
|
103.35
|
| Best |
7.7 2023 |
1.9 2019 |
2.2 2021 |
5.8 2020 |
4.3 2020 |
5.0 2019 |
4.8 2022 |
3.9 2020 |
2.4 2019 |
4.8 2022 |
11.2 2020 |
4.6 2020 |
| Worst |
-3.4 2022 |
-5.9 2020 |
-12.4 2020 |
-6.0 2022 |
-4.0 2019 |
-7.7 2022 |
-1.4 2019 |
-5.3 2022 |
-8.3 2022 |
-6.8 2018 |
-3.6 2021 |
-4.2 2018 |
Monthly Seasonality over the period Mar 2018 - Feb 2023
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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 |
0.71
50% |
-0.34
50% |
-0.12
60% |
1.78
90% |
0.46
50% |
-0.68
40% |
1.80
80% |
-0.94
50% |
-0.62
50% |
0.78
60% |
1.89
70% |
0.48
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.71
|
100.37
|
100.25
|
102.04
|
102.51
|
101.82
|
103.65
|
102.67
|
102.04
|
102.83
|
104.78
|
105.29
|
| Best |
7.7 2023 |
4.9 2015 |
5.8 2016 |
5.8 2020 |
4.3 2020 |
5.0 2019 |
4.8 2022 |
3.9 2020 |
6.5 2013 |
5.5 2015 |
11.2 2020 |
4.6 2020 |
| Worst |
-4.2 2016 |
-5.9 2020 |
-12.4 2020 |
-6.0 2022 |
-4.0 2019 |
-7.7 2022 |
-1.8 2014 |
-6.0 2015 |
-8.3 2022 |
-6.8 2018 |
-3.6 2021 |
-4.2 2018 |
Monthly Seasonality over the period Mar 2013 - Feb 2023
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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 |
0.44
59% |
0.52
59% |
1.03
63% |
2.26
79% |
0.41
47% |
-0.24
42% |
1.40
68% |
-0.43
55% |
-0.49
53% |
0.74
61% |
0.99
66% |
2.02
74% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.44
|
100.97
|
102.00
|
104.31
|
104.73
|
104.48
|
105.95
|
105.49
|
104.98
|
105.76
|
106.80
|
108.96
|
| Best |
9.7 1987 |
9.3 1986 |
10.9 1986 |
9.4 2009 |
10.6 2009 |
6.6 1986 |
9.9 1989 |
7.0 1987 |
7.4 2010 |
12.9 1990 |
11.2 2020 |
7.6 2008 |
| Worst |
-11.0 2009 |
-8.0 2009 |
-12.4 2020 |
-6.0 2022 |
-8.9 2012 |
-7.7 2022 |
-7.6 2002 |
-9.7 1998 |
-10.8 1990 |
-16.2 2008 |
-7.7 1993 |
-4.2 2018 |
Monthly Seasonality over the period Jan 1985 - Feb 2023
Monthly/Yearly Returns
Developed World ex-US 80/20 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 - Feb 2023
277 Positive Months (60%) - 181 Negative Months (40%)
MONTHLY RETURNS TABLE
Jan 1985 - Feb 2023
(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 |
| 2023 |
+4.36 | +2.96 | 7.7 | -3.1 | ||||||||||
| 2022 |
-14.84 | -20.00 | -3.4 | -2.4 | 0.1 | -6.0 | 1.2 | -7.7 | 4.8 | -5.3 | -8.3 | 4.8 | 10.3 | -2.3 |
| 2021 |
+8.88 | +1.72 | -0.7 | 1.6 | 2.2 | 2.4 | 2.9 | -0.7 | 0.7 | 1.0 | -3.0 | 2.6 | -3.6 | 3.4 |
| 2020 |
+8.72 | +7.26 | -2.0 | -5.9 | -12.4 | 5.8 | 4.3 | 2.8 | 2.3 | 3.9 | -1.2 | -2.7 | 11.2 | 4.6 |
| 2019 |
+19.67 | +17.00 | 6.2 | 1.9 | 0.8 | 2.3 | -4.0 | 5.0 | -1.4 | -1.1 | 2.4 | 2.5 | 1.0 | 2.8 |
| 2018 |
-11.24 | -12.90 | 3.7 | -4.1 | -0.1 | 1.0 | -1.2 | -1.2 | 1.8 | -1.4 | 0.5 | -6.8 | 0.5 | -4.2 |
| 2017 |
+21.61 | +19.10 | 2.7 | 1.0 | 2.5 | 1.9 | 2.9 | 0.4 | 2.4 | 0.2 | 2.0 | 1.6 | 0.8 | 1.4 |
| 2016 |
+3.06 | +0.97 | -4.2 | -2.2 | 5.8 | 1.8 | -0.1 | -1.2 | 3.4 | 0.3 | 1.3 | -2.2 | -1.5 | 2.0 |
| 2015 |
-0.06 | -0.79 | 0.9 | 4.9 | -0.9 | 2.9 | -0.1 | -2.6 | 1.4 | -6.0 | -3.1 | 5.5 | -0.6 | -1.7 |
| 2014 |
-3.03 | -3.76 | -3.9 | 4.8 | -0.2 | 1.4 | 1.6 | 1.0 | -1.8 | 0.5 | -3.3 | -0.1 | 0.2 | -2.7 |
| 2013 |
+17.30 | +15.57 | 3.0 | -0.8 | 1.1 | 4.4 | -2.8 | -2.6 | 4.3 | -1.4 | 6.5 | 2.8 | 0.6 | 1.5 |
| 2012 |
+16.75 | +14.75 | 4.8 | 4.0 | 0.3 | -1.7 | -8.9 | 5.6 | 0.6 | 2.8 | 2.4 | 0.9 | 2.3 | 3.5 |
| 2011 |
-8.12 | -10.77 | 1.8 | 3.0 | -2.0 | 5.2 | -2.0 | -1.1 | -1.5 | -6.7 | -8.7 | 7.5 | -1.7 | -1.0 |
| 2010 |
+8.38 | +6.78 | -3.9 | 0.7 | 5.1 | -1.9 | -8.9 | -1.0 | 9.0 | -2.2 | 7.4 | 3.2 | -4.1 | 6.4 |
| 2009 |
+25.05 | +21.74 | -11.0 | -8.0 | 6.5 | 9.4 | 10.6 | -1.1 | 9.1 | 4.1 | 3.5 | -2.1 | 3.5 | 0.6 |
| 2008 |
-32.99 | -33.05 | -5.4 | -0.5 | 0.0 | 4.0 | 0.8 | -7.1 | -2.5 | -3.0 | -10.0 | -16.2 | -4.8 | 7.6 |
| 2007 |
+9.92 | +5.61 | 1.0 | 0.5 | 2.1 | 3.1 | 1.8 | -0.2 | -1.5 | -0.5 | 4.5 | 3.8 | -2.9 | -2.0 |
| 2006 |
+21.60 | +18.59 | 4.9 | -0.5 | 2.8 | 3.9 | -2.8 | -0.3 | 1.0 | 2.4 | 0.3 | 3.2 | 2.7 | 2.2 |
| 2005 |
+11.88 | +8.18 | -1.4 | 3.3 | -1.8 | -1.3 | -0.2 | 1.0 | 2.5 | 2.8 | 3.3 | -2.4 | 1.5 | 4.3 |
| 2004 |
+17.42 | +13.72 | 1.2 | 2.1 | 0.6 | -2.4 | 0.5 | 2.2 | -2.8 | 0.6 | 2.2 | 2.8 | 5.7 | 3.7 |
| 2003 |
+31.72 | +29.29 | -3.1 | -1.5 | -1.6 | 7.8 | 5.1 | 1.9 | 1.8 | 1.8 | 2.7 | 5.0 | 1.9 | 6.7 |
| 2002 |
-10.63 | -12.71 | -4.1 | 0.6 | 4.5 | 0.4 | 1.5 | -3.0 | -7.6 | 0.0 | -8.1 | 4.1 | 3.6 | -2.1 |
| 2001 |
-15.38 | -16.68 | 0.4 | -5.8 | -4.8 | 5.7 | -3.1 | -3.2 | -0.7 | -1.6 | -7.5 | 2.6 | 2.0 | 0.4 |
| 2000 |
-9.59 | -12.55 | -5.3 | 2.5 | 3.3 | -4.2 | -1.8 | 3.3 | -3.1 | 0.8 | -3.5 | -1.8 | -2.5 | 2.9 |
| 1999 |
+30.43 | +27.02 | 1.2 | -2.0 | 3.9 | 4.4 | -3.7 | 3.8 | 2.9 | 1.3 | 1.4 | 3.1 | 4.3 | 6.9 |
| 1998 |
+16.63 | +14.78 | 3.5 | 5.3 | 2.3 | 1.0 | 0.1 | -0.2 | 0.1 | -9.7 | -0.4 | 8.3 | 3.4 | 3.0 |
| 1997 |
-2.08 | -3.72 | -3.9 | 1.0 | -0.7 | 0.2 | 6.8 | 4.1 | 0.3 | -5.2 | 3.9 | -5.2 | -2.4 | -0.3 |
| 1996 |
+4.67 | +1.31 | 0.0 | 0.3 | 1.6 | 3.2 | -1.1 | 0.4 | -2.1 | 0.1 | 1.7 | -0.6 | 2.8 | -1.6 |
| 1995 |
+7.43 | +4.77 | -3.0 | -4.0 | 5.1 | 3.3 | -0.7 | -1.5 | 4.9 | -2.2 | 1.5 | -1.7 | 2.9 | 3.2 |
| 1994 |
+6.35 | +3.58 | 8.0 | -0.1 | -2.8 | 2.5 | -0.3 | 1.3 | 0.5 | 1.3 | -2.4 | 2.4 | -4.2 | 0.7 |
| 1993 |
+27.22 | +23.82 | 0.2 | 3.2 | 8.2 | 8.1 | 3.1 | -2.1 | 3.7 | 4.4 | -2.5 | 1.4 | -7.7 | 5.4 |
| 1992 |
-9.45 | -12.00 | -2.4 | -2.8 | -5.8 | -0.5 | 6.1 | -3.2 | -2.0 | 5.4 | -1.9 | -4.5 | 0.8 | 1.6 |
| 1991 |
+11.87 | +8.54 | 1.6 | 9.2 | -3.7 | 1.6 | -0.2 | -5.4 | 3.6 | -1.9 | 5.6 | 1.8 | -4.1 | 4.3 |
| 1990 |
-18.39 | -23.09 | -3.3 | -5.2 | -8.1 | -2.5 | 9.7 | 0.2 | 2.1 | -8.7 | -10.8 | 12.9 | -5.2 | 1.5 |
| 1989 |
+12.50 | +7.51 | 2.1 | 0.4 | -1.7 | 1.4 | -3.4 | -1.3 | 9.9 | -3.6 | 4.3 | -2.5 | 4.0 | 3.0 |
| 1988 |
+22.29 | +17.11 | 3.6 | 5.5 | 4.8 | 1.5 | -2.0 | -2.1 | 1.3 | -4.7 | 2.6 | 5.4 | 5.4 | -0.4 |
| 1987 |
+25.08 | +19.77 | 9.7 | 2.0 | 9.2 | 8.2 | 0.3 | -2.4 | -0.4 | 7.0 | -1.3 | -10.1 | 0.5 | 1.7 |
| 1986 |
+53.97 | +52.30 | 1.9 | 9.3 | 10.9 | 6.1 | -3.2 | 6.6 | 5.4 | 6.6 | -1.8 | -5.6 | 4.5 | 4.9 |
| 1985 |
+49.82 | +44.34 | 8.3 | 1.9 | 2.2 | 1.3 | 6.9 | 2.7 | 1.0 | 1.5 | -0.8 | 4.8 | 6.6 | 5.1 |
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 80/20 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 | ||
|
Stocks/Bonds 80/20 Momentum |
+10.78 | 12.19 | -43.61 | 80 | 20 | 0 | ||
|
US Stocks Minimum Volatility |
+9.51 | 13.66 | -43.27 | 100 | 0 | 0 | ||
|
Stocks/Bonds 60/40 Momentum |
+9.38 | 9.41 | -32.52 | 60 | 40 | 0 | ||
|
Warren Buffett Portfolio Warren Buffett |
+9.21 | 13.51 | -45.52 | 90 | 10 | 0 | ||
|
Stocks/Bonds 80/20 |
+8.84 | 12.34 | -41.09 | 80 | 20 | 0 | ||
|
Robust Alpha Architect |
+8.81 | 10.97 | -44.20 | 70 | 20 | 10 | ||
|
Simple Path to Wealth JL Collins |
+8.61 | 11.61 | -38.53 | 75 | 25 | 0 | ||
|
Mid-Fifties Burton Malkiel |
+8.51 | 12.91 | -46.21 | 80 | 20 | 0 | ||
|
Sheltered Sam 80/20 Bill Bernstein |
+8.41 | 12.09 | -45.06 | 77.6 | 20 | 2.4 | ||
|
Edge Select Aggressive Merrill Lynch |
+8.34 | 13.17 | -45.65 | 84 | 16 | 0 | ||
|
Late Sixties and Beyond Burton Malkiel |
+8.34 | 11.59 | -41.80 | 71 | 29 | 0 | ||
|
Yale Endowment David Swensen |
+8.23 | 10.84 | -39.48 | 70 | 30 | 0 | ||
|
Robo Advisor 80 Betterment |
+8.18 | 13.01 | -45.47 | 80 | 20 | 0 | ||
|
Seven Value Scott Burns |
+8.14 | 11.26 | -41.22 | 71.5 | 28.5 | 0 | ||
|
Talmud Portfolio Roger Gibson |
+8.06 | 10.67 | -40.17 | 66.7 | 33.3 | 0 | ||
|
Core Four Rick Ferri |
+7.96 | 12.09 | -44.44 | 80 | 20 | 0 | ||
|
Sheltered Sam 70/30 Bill Bernstein |
+7.95 | 10.60 | -39.73 | 67.9 | 30 | 2.1 | ||
|
Family Taxable Portfolio Ted Aronson |
+7.94 | 11.56 | -38.46 | 70 | 30 | 0 | ||
|
Six Ways from Sunday Scott Burns |
+7.90 | 10.87 | -39.14 | 66.7 | 33.3 | 0 | ||
|
Stocks/Bonds 60/40 |
+7.88 | 9.46 | -30.55 | 60 | 40 | 0 | ||
|
Lazy Portfolio David Swensen |
+7.88 | 10.78 | -40.89 | 70 | 30 | 0 | ||
|
Edge Select Moderately Aggressive Merrill Lynch |
+7.86 | 11.04 | -38.23 | 69 | 31 | 0 | ||
|
Couch Potato Scott Burns |
+7.85 | 8.66 | -27.04 | 50 | 50 | 0 | ||
|
Four Funds Bogleheads |
+7.83 | 12.36 | -44.08 | 80 | 20 | 0 | ||
|
Stocks/Bonds 40/60 Momentum |
+7.82 | 6.84 | -21.11 | 40 | 60 | 0 | ||
|
Gone Fishin' Portfolio Alexander Green |
+7.77 | 12.03 | -43.02 | 65 | 30 | 5 | ||
|
Jane Bryant Quinn Portfolio Jane Bryant Quinn |
+7.75 | 10.66 | -39.55 | 70 | 30 | 0 | ||
|
Three Funds Bogleheads |
+7.73 | 12.29 | -43.68 | 80 | 20 | 0 | ||
|
LifeStrategy Growth Fund Vanguard |
+7.68 | 12.32 | -44.18 | 80 | 20 | 0 | ||
|
Golden Butterfly |
+7.66 | 7.52 | -17.79 | 40 | 40 | 20 | ||
|
Coffeehouse Bill Schultheis |
+7.64 | 9.53 | -33.93 | 60 | 40 | 0 | ||
|
Long Term Portfolio Ben Stein |
+7.64 | 12.36 | -45.92 | 80 | 20 | 0 | ||
|
No Brainer Portfolio Bill Bernstein |
+7.60 | 11.65 | -40.40 | 75 | 25 | 0 | ||
|
Perfect Portfolio Ben Stein |
+7.54 | 12.33 | -44.81 | 80 | 20 | 0 | ||
|
Pinwheel |
+7.51 | 10.43 | -36.89 | 65 | 25 | 10 | ||
|
Sheltered Sam 60/40 Bill Bernstein |
+7.45 | 9.15 | -34.12 | 58.2 | 40 | 1.8 | ||
|
Gretchen Tai Portfolio Gretchen Tai |
+7.45 | 11.61 | -41.80 | 70 | 30 | 0 | ||
|
Robo Advisor 50 Betterment |
+7.45 | 9.24 | -30.72 | 49.9 | 50.1 | 0 | ||
|
Tilt Toward Value Time Inc |
+7.42 | 9.30 | -34.63 | 60 | 40 | 0 | ||
|
Marc Faber Portfolio Marc Faber |
+7.39 | 9.55 | -28.82 | 50 | 25 | 25 | ||
|
Five Fold Scott Burns |
+7.37 | 9.66 | -37.94 | 60 | 40 | 0 | ||
|
Dimensional 2030 Retirement Income DFA |
+7.36 | 9.17 | -31.78 | 55.9 | 44.1 | 0 | ||
|
Five Asset Roger Gibson |
+7.34 | 11.23 | -44.75 | 60 | 20 | 20 | ||
|
Margaritaville Scott Burns |
+7.32 | 10.79 | -38.70 | 67 | 33 | 0 | ||
|
Simple Money Portfolio Tim Maurer |
+7.26 | 9.00 | -32.39 | 60 | 40 | 0 | ||
|
Edge Select Moderate Merrill Lynch |
+7.25 | 8.84 | -29.58 | 53 | 47 | 0 | ||
|
Nano Portfolio John Wasik |
+7.24 | 9.56 | -36.66 | 60 | 40 | 0 | ||
|
All Weather Portfolio Ray Dalio |
+7.19 | 7.18 | -20.19 | 30 | 55 | 15 | ||
|
Sandwich Portfolio Bob Clyatt |
+7.18 | 8.23 | -28.96 | 55 | 45 | 0 | ||
|
Simple and Cheap Time Inc |
+7.18 | 9.30 | -34.84 | 60 | 40 | 0 | ||
|
Ultimate Buy&Hold FundAdvice |
+7.16 | 9.20 | -34.23 | 60 | 40 | 0 | ||
|
Coward's Portfolio Bill Bernstein |
+7.12 | 9.02 | -32.68 | 60 | 40 | 0 | ||
|
Global Market Portfolio Credit Suisse |
+7.07 | 8.13 | -25.90 | 45 | 55 | 0 | ||
|
LifeStrategy Moderate Growth Vanguard |
+7.07 | 9.44 | -33.52 | 60 | 40 | 0 | ||
|
Big Rocks Portfolio Larry Swedroe |
+7.06 | 9.06 | -33.80 | 60 | 40 | 0 | ||
|
GAA Global Asset Allocation Mebane Faber |
+6.96 | 7.92 | -24.91 | 40.5 | 49.5 | 10 | ||
|
Dynamic 40/60 Income |
+6.95 | 8.02 | -29.84 | 40 | 60 | 0 | ||
|
Dynamic 60/40 Income |
+6.95 | 9.22 | -41.44 | 60 | 40 | 0 | ||
|
Ideal Index Frank Armstrong |
+6.95 | 10.62 | -40.11 | 70 | 30 | 0 | ||
|
Sheltered Sam 50/50 Bill Bernstein |
+6.93 | 7.75 | -28.23 | 48.5 | 50 | 1.5 | ||
|
One-Decision Portfolio Marvin Appel |
+6.92 | 8.26 | -31.96 | 50 | 50 | 0 | ||
|
Ivy Portfolio Mebane Faber |
+6.88 | 11.52 | -47.39 | 60 | 20 | 20 | ||
|
Four Square Scott Burns |
+6.81 | 8.40 | -29.95 | 50 | 50 | 0 | ||
|
Simplified Permanent Portfolio |
+6.80 | 6.75 | -16.43 | 25 | 50 | 25 | ||
|
Stocks/Bonds 40/60 |
+6.80 | 6.82 | -19.17 | 40 | 60 | 0 | ||
|
7Twelve Portfolio Craig Israelsen |
+6.79 | 9.74 | -37.96 | 50 | 33.3 | 16.7 | ||
|
High Yield Bonds Income |
+6.61 | 8.69 | -23.97 | 0 | 100 | 0 | ||
|
Rob Arnott Portfolio Rob Arnott |
+6.60 | 7.10 | -24.27 | 30 | 60 | 10 | ||
|
All Country World 80/20 |
+6.56 | 12.71 | -47.32 | 80 | 20 | 0 | ||
|
Edge Select Moderately Conservative Merrill Lynch |
+6.54 | 6.72 | -20.48 | 37 | 63 | 0 | ||
|
Andrew Tobias Portfolio Andrew Tobias |
+6.52 | 9.93 | -36.42 | 66.7 | 33.3 | 0 | ||
|
Paul Boyer Portfolio Paul Boyer |
+6.47 | 7.41 | -18.04 | 25 | 50 | 25 | ||
|
Desert Portfolio Gyroscopic Investing |
+6.46 | 5.39 | -14.72 | 30 | 60 | 10 | ||
|
Lifepath Fund iShares |
+6.45 | 6.88 | -21.23 | 40.4 | 59.6 | 0 | ||
|
Permanent Portfolio Harry Browne |
+6.45 | 6.44 | -15.92 | 25 | 50 | 25 | ||
|
All Country World 60/40 |
+6.44 | 10.00 | -36.70 | 60 | 40 | 0 | ||
|
Sheltered Sam 40/60 Bill Bernstein |
+6.38 | 6.41 | -22.05 | 38.8 | 60 | 1.2 | ||
|
LifeStrategy Conservative Growth Vanguard |
+6.32 | 6.78 | -21.90 | 40 | 60 | 0 | ||
|
All Country World 40/60 |
+6.18 | 7.54 | -25.16 | 40 | 60 | 0 | ||
|
Larry Portfolio Larry Swedroe |
+6.14 | 5.50 | -15.96 | 30 | 70 | 0 | ||
|
Stocks/Bonds 20/80 Momentum |
+6.11 | 4.79 | -17.91 | 20 | 80 | 0 | ||
|
Sheltered Sam 30/70 Bill Bernstein |
+5.80 | 5.16 | -16.58 | 29.1 | 70 | 0.9 | ||
|
All Country World 20/80 |
+5.79 | 5.53 | -17.97 | 20 | 80 | 0 | ||
|
Developed World ex-US 80/20 |
+5.77 | 13.44 | -47.74 | 80 | 20 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Very High Risk categorization.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Technology |
+13.03 | 23.91 | -81.08 | 100 | 0 | 0 | ||
|
US Stocks Momentum |
+11.99 | 15.12 | -53.85 | 100 | 0 | 0 | ||
|
Stocks/Bonds 80/20 Momentum |
+10.78 | 12.19 | -43.61 | 80 | 20 | 0 | ||
|
US Stocks |
+9.64 | 15.38 | -50.84 | 100 | 0 | 0 | ||
|
US Stocks Value |
+9.57 | 15.20 | -55.41 | 100 | 0 | 0 | ||
